# EDGAR Filing Document

**Accession Number:** 0001011008
**File Stem:** 0001410368-26-057214
**Filing Date:** 2026-6
**Character Count:** 367248
**Document Hash:** 5e2bcdb961314396b3a1f9541e4d7aa3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-057214.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001410368-26-057214

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** State Street Navigator Securities Lending Trust
- **CENTRAL INDEX KEY:** 0001011008

**ORGANIZATION NAME:**
- **EIN:** 043313514
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07567
- **FILM NUMBER:** 261067160

**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 NAVIGATOR SECURITIES LENDING TRUST
- **DATE OF NAME CHANGE:** 19980914

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NAVIGATOR SECURITIES LENDING TRUST
- **DATE OF NAME CHANGE:** 19960320

## Series and Classes Contracts Data

### State Street Navigator Securities Lending Government Money Market Portfolio (Series ID: S000009767)

| Class ID   | Class Name                                                                  | Ticker Symbol   |
|:---|:---|:---|
| C000026831 | State Street Navigator Securities Lending Government Money Market Portfolio |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001011008

### General Information

**Report for (YYYY-MM-DD):** 2026-05-31

**Registrant Full Name:** State Street Navigator Securities Lending Trust

**CIK Number of Registrant:** 0001011008

**LEI of Registrant:** 5493005HD34MZLK62085

**Name of Series:** State Street Navigator Securities Lending Government Money Market Portfolio

**LEI of Series:** 5493008BJIBKQ5KTIF74

**EDGAR Series Identifier:** S000009767

**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                | State Street Bank & Trust Co.<br>CIK: 0000839287 | 085-05003         |

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 24 days

- **WAL:** 77 days

- **Total Value of Portfolio Securities:** $9188375276.31

- **Amortized Cost of Portfolio Securities:** $9188377101.94

- **Cash:** $592222681.53

- **Total Other Assets:** $13927497.67

- **Total Liabilities:** $3826007.19

- **Net Assets of Series:** $9790701273.95

- **Number of Shares Outstanding (Series):** 9790682945.0900

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $8925679485.94            | $8964377049.99             | 80.5900%                  | 80.9400%                   |
| 2026-05-04 | $8727644758.19            | $8794944836.04             | 80.0800%                  | 80.6900%                   |
| 2026-05-05 | $8664799994.93            | $8732100033.68             | 79.9600%                  | 80.5800%                   |
| 2026-05-06 | $8732645770.18            | $8767645770.18             | 80.3200%                  | 80.6400%                   |
| 2026-05-07 | $8773661367.32            | $8849361361.28             | 80.1000%                  | 80.7900%                   |
| 2026-05-08 | $8784035425.77            | $8800835470.24             | 80.3600%                  | 80.5200%                   |
| 2026-05-11 | $8302800647.12            | $8319600675.47             | 79.2100%                  | 79.3700%                   |
| 2026-05-12 | $9007139152.64            | $9025439179.17             | 80.5200%                  | 80.6800%                   |
| 2026-05-13 | $9080596272.46            | $9093196295.01             | 80.6800%                  | 80.7900%                   |
| 2026-05-14 | $8937908100.88            | $8939408110.17             | 80.5100%                  | 80.5300%                   |
| 2026-05-15 | $9321883884.42            | $9323383886.73             | 81.1500%                  | 81.1600%                   |
| 2026-05-18 | $9230404840.56            | $9230404840.56             | 81.0200%                  | 81.0200%                   |
| 2026-05-19 | $9160310822.65            | $9160310822.65             | 80.9000%                  | 80.9000%                   |
| 2026-05-20 | $8589486515.62            | $8603386478.65             | 79.8900%                  | 80.0200%                   |
| 2026-05-21 | $8552601349.71            | $8566501298.98             | 79.8200%                  | 79.9500%                   |
| 2026-05-22 | $8113883782.06            | $8127783775.39             | 78.9400%                  | 79.0700%                   |
| 2026-05-26 | $7901877737.04            | $7920377700.47             | 78.5000%                  | 78.6900%                   |
| 2026-05-27 | $8050278078.87            | $8119877954.89             | 78.9300%                  | 79.6100%                   |
| 2026-05-28 | $7782311281.53            | $7851911066.42             | 78.3600%                  | 79.0600%                   |
| 2026-05-29 | $7643223735.82            | $7712823615.24             | 78.0400%                  | 78.7500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7000%             |
| 2026-05-04 | 3.6900%             |
| 2026-05-05 | 3.6900%             |
| 2026-05-06 | 3.6900%             |
| 2026-05-07 | 3.6900%             |
| 2026-05-08 | 3.6700%             |
| 2026-05-11 | 3.6700%             |
| 2026-05-12 | 3.6700%             |
| 2026-05-13 | 3.6600%             |
| 2026-05-14 | 3.6600%             |
| 2026-05-15 | 3.6500%             |
| 2026-05-18 | 3.6400%             |
| 2026-05-19 | 3.6300%             |
| 2026-05-20 | 3.6200%             |
| 2026-05-21 | 3.6100%             |
| 2026-05-22 | 3.6100%             |
| 2026-05-26 | 3.6200%             |
| 2026-05-27 | 3.6300%             |
| 2026-05-28 | 3.6400%             |
| 2026-05-29 | 3.6700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 1.0000                      |
|  |  |
| 2026-05-04 | 1.0000                      |
|  |  |
| 2026-05-05 | 1.0000                      |
|  |  |
| 2026-05-06 | 1.0000                      |
|  |  |
| 2026-05-07 | 1.0000                      |
|  |  |
| 2026-05-08 | 1.0000                      |
|  |  |
| 2026-05-11 | 1.0000                      |
|  |  |
| 2026-05-12 | 1.0000                      |
|  |  |
| 2026-05-13 | 1.0000                      |
|  |  |
| 2026-05-14 | 1.0000                      |
|  |  |
| 2026-05-15 | 1.0000                      |
|  |  |
| 2026-05-18 | 1.0000                      |
|  |  |
| 2026-05-19 | 1.0000                      |
|  |  |
| 2026-05-20 | 1.0000                      |
|  |  |
| 2026-05-21 | 1.0000                      |
|  |  |
| 2026-05-22 | 1.0000                      |
|  |  |
| 2026-05-26 | 1.0000                      |
|  |  |
| 2026-05-27 | 1.0000                      |
|  |  |
| 2026-05-28 | 1.0000                      |
|  |  |
| 2026-05-29 | 1.0000                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $9790701273.95

- **Number of Shares Outstanding:** 9790682945.0900

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1005586754.88            | $762905601.16           |
| 2026-05-04 | $652512808.02             | $792195848.21           |
| 2026-05-05 | $749097007.85             | $752566457.27           |
| 2026-05-06 | $854304379.65             | $818533487.54           |
| 2026-05-07 | $1119806673.45            | $983671355.40           |
| 2026-05-08 | $861189902.27             | $886039271.96           |
| 2026-05-11 | $561495282.84             | $1094288685.07          |
| 2026-05-12 | $1275794620.48            | $571371605.17           |
| 2026-05-13 | $842209387.94             | $803838255.13           |
| 2026-05-14 | $657388630.84             | $683814017.86           |
| 2026-05-15 | $977037677.68             | $593293900.24           |
| 2026-05-18 | $705071029.52             | $924696533.44           |
| 2026-05-19 | $816973076.13             | $857371566.20           |
| 2026-05-20 | $447539155.19             | $1018711355.36          |
| 2026-05-21 | $781618207.44             | $690660365.43           |
| 2026-05-22 | $427772110.28             | $866723630.16           |
| 2026-05-26 | $423063108.44             | $633504131.68           |
| 2026-05-27 | $562583782.56             | $428236806.45           |
| 2026-05-28 | $452445688.68             | $720513255.90           |
| 2026-05-29 | $619332175.47             | $758522641.32           |

**Total Gross Subscriptions (Month):** $14792821459.61

**Total Gross Redemptions (Month):** $15641458770.95

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.6600%           |
| 2026-05-04 | 3.6600%           |
| 2026-05-05 | 3.6600%           |
| 2026-05-06 | 3.6600%           |
| 2026-05-07 | 3.6500%           |
| 2026-05-08 | 3.6400%           |
| 2026-05-11 | 3.6300%           |
| 2026-05-12 | 3.6300%           |
| 2026-05-13 | 3.6300%           |
| 2026-05-14 | 3.6300%           |
| 2026-05-15 | 3.6100%           |
| 2026-05-18 | 3.6100%           |
| 2026-05-19 | 3.6000%           |
| 2026-05-20 | 3.5900%           |
| 2026-05-21 | 3.5800%           |
| 2026-05-22 | 3.5800%           |
| 2026-05-26 | 3.5900%           |
| 2026-05-27 | 3.6000%           |
| 2026-05-28 | 3.6100%           |
| 2026-05-29 | 3.6400%           |

## Part C: Schedule of Portfolio Securities

### Security 1: Barclays Bank PLC Repo

- **C.1 - Title:** Barclays Bank PLC Repo 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 09999C008, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 09999C008_3.63_0601
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $78747000.00       | $45912206.57       | U.S. Treasuries (including strips) |

### Security 2: RBC Capital Markets LLC Tri Party Repo

- **C.1 - Title:** RBC Capital Markets LLC Tri Party Repo 3.640000%
- **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_3.64_0601
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 2.5500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL       | 2026-12-01      | 2.9600%  | 0.0000% | $1448023.00        | $1328227.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2026-11-01      | 2.5100%  | 0.0000% | $10000000.00       | $8240592.49        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-11-01      | 4.1190%  | 0.0000% | $1300000.00        | $1298396.67        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-11-01      | 3.1100%  | 0.0000% | $5000000.00        | $4808479.00        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2028-03-01      | 4.0640%  | 0.0000% | $10000000.00       | $9599594.20        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2028-04-01      | 3.4000%  | 0.0000% | $15000000.00       | $14864331.66       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-04-01      | 6.0000%  | 0.0000% | $5458484.00        | $4039606.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-04-01      | 6.0000%  | 0.0000% | $479940.00         | $415053.48         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-04-01      | 6.0000%  | 0.0000% | $11402566.00       | $8864453.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-11-01      | 6.0000%  | 0.0000% | $8439385.00        | $8148105.86        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-09-01      | 4.5000%  | 0.0000% | $39696.00          | $5018.46           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2032-01-01      | 1.5000%  | 0.0000% | $14616598.00       | $9812054.83        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2032-05-01      | 1.5000%  | 0.0000% | $4972569.00        | $4052762.63        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2035-02-01      | 3.0000%  | 0.0000% | $629662.00         | $139144.65         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-11-01      | 5.0000%  | 0.0000% | $4584318.00        | $3839660.29        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-11-01      | 6.0000%  | 0.0000% | $46273079.00       | $45844832.20       | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $76.68             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2038-06-01      | 3.0000%  | 0.0000% | $20404747.00       | $17618118.42       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2035-10-01      | 3.5000%  | 0.0000% | $44400574.00       | $38905141.40       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-04-01      | 4.9600%  | 0.0000% | $1800000.00        | $1308066.87        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-05-01      | 2.7610%  | 0.0000% | $2117000.00        | $769697.10         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2026-08-01      | 3.5700%  | 0.0000% | $850000.00         | $593447.62         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-02-01      | 2.9400%  | 0.0000% | $1355000.00        | $1023074.16        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-02-01      | 2.8900%  | 0.0000% | $1045000.00        | $874331.99         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-11-01      | 6.0000%  | 0.0000% | $44612906.00       | $45380421.17       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2034-11-01      | 5.1870%  | 0.0000% | $2700000.00        | $202508.24         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2026-11-01      | 3.1200%  | 0.0000% | $2000000.00        | $1670407.87        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-05-01      | 2.7100%  | 0.0000% | $7420000.00        | $5630984.05        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2026-07-01      | 2.7000%  | 0.0000% | $1276000.00        | $1111949.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2028-07-01      | 2.8000%  | 0.0000% | $13261886.00       | $11262247.88       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2026-09-01      | 2.5900%  | 0.0000% | $500000.00         | $498152.22         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2027-03-01      | 3.1500%  | 0.0000% | $3300000.00        | $2851061.12        | Agency Mortgage-Backed Securities |

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.760000%
- **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):** $26813262.25
- **C.18.a - Value (excl. sponsor support):** $26813262.25
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.755000%
- **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):** $7203223.66
- **C.18.a - Value (excl. sponsor support):** $7203223.66
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.755000%
- **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):** $6202813.19
- **C.18.a - Value (excl. sponsor support):** $6202813.19
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.745000%
- **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):** $4000113.24
- **C.18.a - Value (excl. sponsor support):** $4000113.24
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LW2, C.4 - ISIN: US3130B7LW23, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $24505458.36
- **C.18.a - Value (excl. sponsor support):** $24505458.36
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **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 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8AZ5, C.4 - ISIN: US3130B8AZ55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2501006.95
- **C.18.a - Value (excl. sponsor support):** $2501006.95
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.645000%
- **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):** $4599995.77
- **C.18.a - Value (excl. sponsor support):** $4599995.77
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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? Yes, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HV7, C.4 - ISIN: US3130B8HV78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $21999215.48
- **C.18.a - Value (excl. sponsor support):** $21999215.48
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **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 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.630000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SR4, C.4 - ISIN: US3130B8SR48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64999883.65
- **C.18.a - Value (excl. sponsor support):** $64999883.65
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8SZ6, C.4 - ISIN: US3130B8SZ63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $28898256.17
- **C.18.a - Value (excl. sponsor support):** $28898256.17
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-12-03
- **C.13 - Final Legal Maturity Date:** 2027-12-03
- **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 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8TB8, C.4 - ISIN: US3130B8TB86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $9600779.33
- **C.18.a - Value (excl. sponsor support):** $9600779.33
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-10-04
- **C.13 - Final Legal Maturity Date:** 2027-10-04
- **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 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B96N5, C.4 - ISIN: US3130B96N53, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $20699601.53
- **C.18.a - Value (excl. sponsor support):** $20699601.53
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-01-20
- **C.13 - Final Legal Maturity Date:** 2028-01-20
- **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? 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 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9EJ5, C.4 - ISIN: US3130B9EJ50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3499926.05
- **C.18.a - Value (excl. sponsor support):** $3499926.05
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **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 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9GY0, C.4 - ISIN: US3130B9GY00, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10599777.19
- **C.18.a - Value (excl. sponsor support):** $10599777.19
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **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 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9JQ4, C.4 - ISIN: US3130B9JQ49, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8799867.12
- **C.18.a - Value (excl. sponsor support):** $8799867.12
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-08-20
- **C.13 - Final Legal Maturity Date:** 2027-08-20
- **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 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9QY9, C.4 - ISIN: US3130B9QY99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6899900.02
- **C.18.a - Value (excl. sponsor support):** $6899900.02
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-12-06
- **C.13 - Final Legal Maturity Date:** 2027-12-06
- **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 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B9RU6, C.4 - ISIN: US3130B9RU68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7001435.14
- **C.18.a - Value (excl. sponsor support):** $7001435.14
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **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 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BADD6, C.4 - ISIN: US3130BADD61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97408123.16
- **C.18.a - Value (excl. sponsor support):** $97408123.16
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-12-21
- **C.13 - Final Legal Maturity Date:** 2026-12-21
- **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 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAEK9, C.4 - ISIN: US3130BAEK95, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50000146.50
- **C.18.a - Value (excl. sponsor support):** $50000146.50
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **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 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAFJ1, C.4 - ISIN: US3130BAFJ14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $39500083.74
- **C.18.a - Value (excl. sponsor support):** $39500083.74
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-12-21
- **C.13 - Final Legal Maturity Date:** 2026-12-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BALM7, C.4 - ISIN: US3130BALM78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $64999834.90
- **C.18.a - Value (excl. sponsor support):** $64999834.90
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-01-04
- **C.13 - Final Legal Maturity Date:** 2027-01-04
- **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 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAMG9, C.4 - ISIN: US3130BAMG91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $128998719.03
- **C.18.a - Value (excl. sponsor support):** $128998719.03
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-02-04
- **C.13 - Final Legal Maturity Date:** 2027-02-04
- **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 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130BAPE1, C.4 - ISIN: US3130BAPE17, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $39999996.80
- **C.18.a - Value (excl. sponsor support):** $39999996.80
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 26: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.580000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313384AW9, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14444855.50
- **C.18.a - Value (excl. sponsor support):** $14444855.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2027-01-21
- **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 27: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385F92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $16662929.44
- **C.18.a - Value (excl. sponsor support):** $16662929.44
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-16
- **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 28: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385G67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $12554152.82
- **C.18.a - Value (excl. sponsor support):** $12554152.82
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-09-21
- **C.12 - Maturity Date (WAL):** 2026-09-21
- **C.13 - Final Legal Maturity Date:** 2026-09-21
- **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 29: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.605000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385K70, C.4 - ISIN: US313385K706, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5816826.40
- **C.18.a - Value (excl. sponsor support):** $5816826.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-10-16
- **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 30: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.595000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385N85, C.4 - ISIN: US313385N858, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14555121.72
- **C.18.a - Value (excl. sponsor support):** $14555121.72
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-11-10
- **C.12 - Maturity Date (WAL):** 2026-11-10
- **C.13 - Final Legal Maturity Date:** 2026-11-10
- **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 31: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.590000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385Q74, C.4 - ISIN: US313385Q745, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $14532860.00
- **C.18.a - Value (excl. sponsor support):** $14532860.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-11-25
- **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 32: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.820000%
- **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):** $2501711.38
- **C.18.a - Value (excl. sponsor support):** $2501711.38
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 33: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.890000%
- **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):** $1201236.00
- **C.18.a - Value (excl. sponsor support):** $1201236.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 34: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **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):** $3801688.57
- **C.18.a - Value (excl. sponsor support):** $3801688.57
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.695000%
- **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):** $5601048.04
- **C.18.a - Value (excl. sponsor support):** $5601048.04
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.715000%
- **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):** $9503536.95
- **C.18.a - Value (excl. sponsor support):** $9503536.95
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **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):** $4801140.24
- **C.18.a - Value (excl. sponsor support):** $4801140.24
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **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):** $11105563.32
- **C.18.a - Value (excl. sponsor support):** $11105563.32
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.815000%
- **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):** $3006688.95
- **C.18.a - Value (excl. sponsor support):** $3006688.95
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **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):** $2680447.22
- **C.18.a - Value (excl. sponsor support):** $2680447.22
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.800000%
- **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):** $8703119.73
- **C.18.a - Value (excl. sponsor support):** $8703119.73
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **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):** $2801516.40
- **C.18.a - Value (excl. sponsor support):** $2801516.40
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **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):** $3000448.62
- **C.18.a - Value (excl. sponsor support):** $3000448.62
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **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):** $2200055.33
- **C.18.a - Value (excl. sponsor support):** $2200055.33
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **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):** $12812409.73
- **C.18.a - Value (excl. sponsor support):** $12812409.73
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **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):** $5551004.77
- **C.18.a - Value (excl. sponsor support):** $5551004.77
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.760000%
- **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):** $29006984.94
- **C.18.a - Value (excl. sponsor support):** $29006984.94
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **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):** $4900269.70
- **C.18.a - Value (excl. sponsor support):** $4900269.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **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):** $13102706.20
- **C.18.a - Value (excl. sponsor support):** $13102706.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 50: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **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):** $5000377.40
- **C.18.a - Value (excl. sponsor support):** $5000377.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **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):** $1900355.13
- **C.18.a - Value (excl. sponsor support):** $1900355.13
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48018008.16
- **C.18.a - Value (excl. sponsor support):** $48018008.16
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **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 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET5D5, C.4 - ISIN: US3133ET5D53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1501553.75
- **C.18.a - Value (excl. sponsor support):** $1501553.75
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-11-23
- **C.13 - Final Legal Maturity Date:** 2027-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET6N2, C.4 - ISIN: US3133ET6N27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10603593.40
- **C.18.a - Value (excl. sponsor support):** $10603593.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-01-12
- **C.13 - Final Legal Maturity Date:** 2028-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.670000%
- **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):** $3599954.39
- **C.18.a - Value (excl. sponsor support):** $3599954.39
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.755000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9796692.50
- **C.18.a - Value (excl. sponsor support):** $9796692.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **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):** $12091285.29
- **C.18.a - Value (excl. sponsor support):** $12091285.29
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ57, C.4 - ISIN: US3133ETJ574, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15897892.30
- **C.18.a - Value (excl. sponsor support):** $15897892.30
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2026-10-20
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **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 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.720000%
- **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):** $3799468.84
- **C.18.a - Value (excl. sponsor support):** $3799468.84
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT80, C.4 - ISIN: US3133ETT805, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1999929.34
- **C.18.a - Value (excl. sponsor support):** $1999929.34
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **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 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **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):** $5399475.77
- **C.18.a - Value (excl. sponsor support):** $5399475.77
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.745000%
- **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):** $1499854.10
- **C.18.a - Value (excl. sponsor support):** $1499854.10
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **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):** $7999339.20
- **C.18.a - Value (excl. sponsor support):** $7999339.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.740000%
- **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):** $999903.27
- **C.18.a - Value (excl. sponsor support):** $999903.27
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAN0, C.4 - ISIN: US3133EWAN03, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3601084.43
- **C.18.a - Value (excl. sponsor support):** $3601084.43
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-01-21
- **C.13 - Final Legal Maturity Date:** 2028-01-21
- **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 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.685000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWAY6, C.4 - ISIN: US3133EWAY67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15999668.96
- **C.18.a - Value (excl. sponsor support):** $15999668.96
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-01-26
- **C.13 - Final Legal Maturity Date:** 2027-01-26
- **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 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBQ2, C.4 - ISIN: US3133EWBQ25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000546.35
- **C.18.a - Value (excl. sponsor support):** $5000546.35
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWBX7, C.4 - ISIN: US3133EWBX75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2000431.24
- **C.18.a - Value (excl. sponsor support):** $2000431.24
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-01-03
- **C.13 - Final Legal Maturity Date:** 2028-01-03
- **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 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCE8, C.4 - ISIN: US3133EWCE85, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3410382.09
- **C.18.a - Value (excl. sponsor support):** $3410382.09
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-02-09
- **C.13 - Final Legal Maturity Date:** 2028-02-09
- **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 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWCS7, C.4 - ISIN: US3133EWCS71, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1999959.00
- **C.18.a - Value (excl. sponsor support):** $1999959.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-02-11
- **C.13 - Final Legal Maturity Date:** 2028-02-11
- **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 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDN7, C.4 - ISIN: US3133EWDN75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3001045.41
- **C.18.a - Value (excl. sponsor support):** $3001045.41
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-02-17
- **C.13 - Final Legal Maturity Date:** 2028-02-17
- **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? 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 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWDV9, C.4 - ISIN: US3133EWDV91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2999950.44
- **C.18.a - Value (excl. sponsor support):** $2999950.44
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-01-18
- **C.13 - Final Legal Maturity Date:** 2028-01-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWEJ5, C.4 - ISIN: US3133EWEJ54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4999931.40
- **C.18.a - Value (excl. sponsor support):** $4999931.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-05-20
- **C.13 - Final Legal Maturity Date:** 2027-05-20
- **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 74: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWET3, C.4 - ISIN: US3133EWET37, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2000056.24
- **C.18.a - Value (excl. sponsor support):** $2000056.24
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-02-23
- **C.13 - Final Legal Maturity Date:** 2028-02-23
- **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 75: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFD7, C.4 - ISIN: US3133EWFD75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3000201.36
- **C.18.a - Value (excl. sponsor support):** $3000201.36
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-02-25
- **C.13 - Final Legal Maturity Date:** 2028-02-25
- **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 76: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWFP0, C.4 - ISIN: US3133EWFP06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2000009.94
- **C.18.a - Value (excl. sponsor support):** $2000009.94
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-03-02
- **C.13 - Final Legal Maturity Date:** 2028-03-02
- **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 77: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.690000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGF1, C.4 - ISIN: US3133EWGF15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $999986.57
- **C.18.a - Value (excl. sponsor support):** $999986.57
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-12-06
- **C.13 - Final Legal Maturity Date:** 2027-12-06
- **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 78: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.695000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGQ7, C.4 - ISIN: US3133EWGQ79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $999984.05
- **C.18.a - Value (excl. sponsor support):** $999984.05
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-01-11
- **C.13 - Final Legal Maturity Date:** 2028-01-11
- **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 79: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWGU8, C.4 - ISIN: US3133EWGU81, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4400149.47
- **C.18.a - Value (excl. sponsor support):** $4400149.47
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-03-13
- **C.13 - Final Legal Maturity Date:** 2028-03-13
- **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 80: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHQ6, C.4 - ISIN: US3133EWHQ60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3000075.93
- **C.18.a - Value (excl. sponsor support):** $3000075.93
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-03-16
- **C.13 - Final Legal Maturity Date:** 2028-03-16
- **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 81: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWHX1, C.4 - ISIN: US3133EWHX12, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $4399954.37
- **C.18.a - Value (excl. sponsor support):** $4399954.37
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-07-20
- **C.13 - Final Legal Maturity Date:** 2027-07-20
- **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 82: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJA9, C.4 - ISIN: US3133EWJA90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3002863.74
- **C.18.a - Value (excl. sponsor support):** $3002863.74
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-03-24
- **C.13 - Final Legal Maturity Date:** 2028-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJU5, C.4 - ISIN: US3133EWJU54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5600492.24
- **C.18.a - Value (excl. sponsor support):** $5600492.24
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-03-27
- **C.13 - Final Legal Maturity Date:** 2028-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJW1, C.4 - ISIN: US3133EWJW11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3799947.45
- **C.18.a - Value (excl. sponsor support):** $3799947.45
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-09-27
- **C.13 - Final Legal Maturity Date:** 2027-09-27
- **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 85: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.665000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWJY7, C.4 - ISIN: US3133EWJY76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $8000020.48
- **C.18.a - Value (excl. sponsor support):** $8000020.48
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-05-26
- **C.13 - Final Legal Maturity Date:** 2027-05-26
- **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 86: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKB5, C.4 - ISIN: US3133EWKB54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $42063587.16
- **C.18.a - Value (excl. sponsor support):** $42063587.16
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 87: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKD1, C.4 - ISIN: US3133EWKD11, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $2000003.72
- **C.18.a - Value (excl. sponsor support):** $2000003.72
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKN9, C.4 - ISIN: US3133EWKN92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129998285.30
- **C.18.a - Value (excl. sponsor support):** $129998285.30
- **C.19 - Percentage of Net Assets:** 1.3300%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-04-07
- **C.13 - Final Legal Maturity Date:** 2027-04-07
- **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 89: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.680000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKS8, C.4 - ISIN: US3133EWKS89, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $9999848.00
- **C.18.a - Value (excl. sponsor support):** $9999848.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-10-08
- **C.13 - Final Legal Maturity Date:** 2027-10-08
- **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 90: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWKT6, C.4 - ISIN: US3133EWKT62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34999501.25
- **C.18.a - Value (excl. sponsor support):** $34999501.25
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-07-08
- **C.13 - Final Legal Maturity Date:** 2027-07-08
- **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 91: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLB4, C.4 - ISIN: US3133EWLB46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $61999978.30
- **C.18.a - Value (excl. sponsor support):** $61999978.30
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-02-09
- **C.13 - Final Legal Maturity Date:** 2027-02-09
- **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 92: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.675000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLR9, C.4 - ISIN: US3133EWLR97, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $11799757.16
- **C.18.a - Value (excl. sponsor support):** $11799757.16
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-07-16
- **C.13 - Final Legal Maturity Date:** 2027-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.655000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWLS7, C.4 - ISIN: US3133EWLS70, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95206103.27
- **C.18.a - Value (excl. sponsor support):** $95206103.27
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 94: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.660000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EWNG1, C.4 - ISIN: US3133EWNG15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $36699596.30
- **C.18.a - Value (excl. sponsor support):** $36699596.30
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **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 95: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **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):** $25005010.25
- **C.18.a - Value (excl. sponsor support):** $25005010.25
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 96: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **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):** $26505324.65
- **C.18.a - Value (excl. sponsor support):** $26505324.65
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 97: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **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):** $17604235.26
- **C.18.a - Value (excl. sponsor support):** $17604235.26
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 98: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.715000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $31903828.00
- **C.18.a - Value (excl. sponsor support):** $31903828.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **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 99: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.740000%
- **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):** $4299582.56
- **C.18.a - Value (excl. sponsor support):** $4299582.56
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 100: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.750000%
- **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):** $6799297.63
- **C.18.a - Value (excl. sponsor support):** $6799297.63
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 101: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **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):** $23009804.90
- **C.18.a - Value (excl. sponsor support):** $23009804.90
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 102: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **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):** $21619579.32
- **C.18.a - Value (excl. sponsor support):** $21619579.32
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 103: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 3.760000%
- **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):** $10009238.80
- **C.18.a - Value (excl. sponsor support):** $10009238.80
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 104: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.740000%
- **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):** $63906273.70
- **C.18.a - Value (excl. sponsor support):** $63906273.70
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 105: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.755000%
- **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):** $25210617.26
- **C.18.a - Value (excl. sponsor support):** $25210617.26
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 106: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.760000%
- **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):** $23705035.07
- **C.18.a - Value (excl. sponsor support):** $23705035.07
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 107: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.760000%
- **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):** $5201292.82
- **C.18.a - Value (excl. sponsor support):** $5201292.82
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 108: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.760000%
- **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):** $29213208.33
- **C.18.a - Value (excl. sponsor support):** $29213208.33
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 109: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.760000%
- **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):** $4701663.61
- **C.18.a - Value (excl. sponsor support):** $4701663.61
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **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 110: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AC5, C.4 - ISIN: US3135G1AC57, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $13396666.62
- **C.18.a - Value (excl. sponsor support):** $13396666.62
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2027-12-22
- **C.13 - Final Legal Maturity Date:** 2027-12-22
- **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 111: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AD3, C.4 - ISIN: US3135G1AD31, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $28009624.44
- **C.18.a - Value (excl. sponsor support):** $28009624.44
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-01-07
- **C.13 - Final Legal Maturity Date:** 2028-01-07
- **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 112: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.710000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AE1, C.4 - ISIN: US3135G1AE14, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $8600939.64
- **C.18.a - Value (excl. sponsor support):** $8600939.64
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-02-02
- **C.13 - Final Legal Maturity Date:** 2028-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AG6, C.4 - ISIN: US3135G1AG61, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $10002173.50
- **C.18.a - Value (excl. sponsor support):** $10002173.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-05-30
- **C.12 - Maturity Date (WAL):** 2028-03-06
- **C.13 - Final Legal Maturity Date:** 2028-03-06
- **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 114: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.585000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $79060442.14
- **C.18.a - Value (excl. sponsor support):** $79060442.14
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **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 115: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.480000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $195727672.19
- **C.18.a - Value (excl. sponsor support):** $195727672.19
- **C.19 - Percentage of Net Assets:** 2.0000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.531000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $45098753.75
- **C.18.a - Value (excl. sponsor support):** $45098753.75
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.650000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SX6, C.4 - ISIN: US912797SX61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $83124708.27
- **C.18.a - Value (excl. sponsor support):** $83124708.27
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-04
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **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 118: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.471000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TD9, C.4 - ISIN: US912797TD98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99828465.00
- **C.18.a - Value (excl. sponsor support):** $99828465.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-18
- **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? 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 3.496000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TE7, C.4 - ISIN: US912797TE71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49879016.50
- **C.18.a - Value (excl. sponsor support):** $49879016.50
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-06-25
- **C.12 - Maturity Date (WAL):** 2026-06-25
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **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 120: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TF4, C.4 - ISIN: US912797TF47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $75464351.96
- **C.18.a - Value (excl. sponsor support):** $75464351.96
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-07-02
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **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 121: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TP2, C.4 - ISIN: US912797TP29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $32130348.77
- **C.18.a - Value (excl. sponsor support):** $32130348.77
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-07-23
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 3.525000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TQ0, C.4 - ISIN: US912797TQ02, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $35586746.20
- **C.18.a - Value (excl. sponsor support):** $35586746.20
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-07-30
- **C.12 - Maturity Date (WAL):** 2026-07-30
- **C.13 - Final Legal Maturity Date:** 2026-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TW7, C.4 - ISIN: US912797TW79, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $38914634.98
- **C.18.a - Value (excl. sponsor support):** $38914634.98
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-13
- **C.12 - Maturity Date (WAL):** 2026-08-13
- **C.13 - Final Legal Maturity Date:** 2026-08-13
- **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 124: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TX5, C.4 - ISIN: US912797TX52, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $44243778.02
- **C.18.a - Value (excl. sponsor support):** $44243778.02
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-20
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **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 125: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.525000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TY3, C.4 - ISIN: US912797TY36, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $25774103.68
- **C.18.a - Value (excl. sponsor support):** $25774103.68
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-27
- **C.12 - Maturity Date (WAL):** 2026-08-27
- **C.13 - Final Legal Maturity Date:** 2026-08-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 3.595000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TZ0, C.4 - ISIN: US912797TZ01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $64048328.36
- **C.18.a - Value (excl. sponsor support):** $64048328.36
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **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? 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 3.590000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UC9, C.4 - ISIN: US912797UC96, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $19143913.92
- **C.18.a - Value (excl. sponsor support):** $19143913.92
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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 128: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UH8, C.4 - ISIN: US912797UH83, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $26391329.58
- **C.18.a - Value (excl. sponsor support):** $26391329.58
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-24
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 3.609000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UJ4, C.4 - ISIN: US912797UJ40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $96336879.35
- **C.18.a - Value (excl. sponsor support):** $96336879.35
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-08
- **C.12 - Maturity Date (WAL):** 2026-10-08
- **C.13 - Final Legal Maturity Date:** 2026-10-08
- **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 130: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UK1, C.4 - ISIN: US912797UK13, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $94685587.20
- **C.18.a - Value (excl. sponsor support):** $94685587.20
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 3.590000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UL9, C.4 - ISIN: US912797UL95, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $20202876.28
- **C.18.a - Value (excl. sponsor support):** $20202876.28
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-22
- **C.12 - Maturity Date (WAL):** 2026-10-22
- **C.13 - Final Legal Maturity Date:** 2026-10-22
- **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? 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 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UM7, C.4 - ISIN: US912797UM78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $95454627.04
- **C.18.a - Value (excl. sponsor support):** $95454627.04
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-11-05
- **C.12 - Maturity Date (WAL):** 2026-11-05
- **C.13 - Final Legal Maturity Date:** 2026-11-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UQ8, C.4 - ISIN: US912797UQ82, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $34824039.95
- **C.18.a - Value (excl. sponsor support):** $34824039.95
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-07-21
- **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? 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 3.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UU9, C.4 - ISIN: US912797UU94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14585618.71
- **C.18.a - Value (excl. sponsor support):** $14585618.71
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-08-18
- **C.12 - Maturity Date (WAL):** 2026-08-18
- **C.13 - Final Legal Maturity Date:** 2026-08-18
- **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? 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 3.620000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UW5, C.4 - ISIN: US912797UW50, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $59943039.42
- **C.18.a - Value (excl. sponsor support):** $59943039.42
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-09-01
- **C.12 - Maturity Date (WAL):** 2026-09-01
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UY1, C.4 - ISIN: US912797UY17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $127259524.72
- **C.18.a - Value (excl. sponsor support):** $127259524.72
- **C.19 - Percentage of Net Assets:** 1.3000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-11-12
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.615000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797UZ8, C.4 - ISIN: US912797UZ81, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $127855720.36
- **C.18.a - Value (excl. sponsor support):** $127855720.36
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-11-19
- **C.12 - Maturity Date (WAL):** 2026-11-19
- **C.13 - Final Legal Maturity Date:** 2026-11-19
- **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 138: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.615000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797VC8, C.4 - ISIN: US912797VC87, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $29680012.50
- **C.18.a - Value (excl. sponsor support):** $29680012.50
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **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 139: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.617400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828Y95, C.4 - ISIN: US912828Y958, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $14855183.63
- **C.18.a - Value (excl. sponsor support):** $14855183.63
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 140: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.691900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YD6, C.4 - ISIN: US912828YD60, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2982363.27
- **C.18.a - Value (excl. sponsor support):** $2982363.27
- **C.19 - Percentage of Net Assets:** 0.0300%
- **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 141: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.780700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YG9, C.4 - ISIN: US912828YG91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $27308789.20
- **C.18.a - Value (excl. sponsor support):** $27308789.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 142: 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):** $22295203.07
- **C.18.a - Value (excl. sponsor support):** $22295203.07
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 143: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.679200%
- **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):** $16185177.18
- **C.18.a - Value (excl. sponsor support):** $16185177.18
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 144: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.660700%
- **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):** $17371210.85
- **C.18.a - Value (excl. sponsor support):** $17371210.85
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 145: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.553900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.4 - ISIN: US91282CCZ23, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $47849074.09
- **C.18.a - Value (excl. sponsor support):** $47849074.09
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.723600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDQ1, C.4 - ISIN: US91282CDQ15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $64055976.40
- **C.18.a - Value (excl. sponsor support):** $64055976.40
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-12-31
- **C.12 - Maturity Date (WAL):** 2026-12-31
- **C.13 - Final Legal Maturity Date:** 2026-12-31
- **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 147: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.633900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $9299210.14
- **C.18.a - Value (excl. sponsor support):** $9299210.14
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-10-15
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.136800%
- **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):** $12429389.39
- **C.18.a - Value (excl. sponsor support):** $12429389.39
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **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 149: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.724300%
- **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):** $49265905.50
- **C.18.a - Value (excl. sponsor support):** $49265905.50
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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 150: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.569300%
- **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):** $5799943.34
- **C.18.a - Value (excl. sponsor support):** $5799943.34
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **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 151: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.753500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $238783406.26
- **C.18.a - Value (excl. sponsor support):** $238783406.26
- **C.19 - Percentage of Net Assets:** 2.4400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.746600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2004703.12
- **C.18.a - Value (excl. sponsor support):** $2004703.12
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **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 153: Bank of Nova Scotia Tri Party Repo

- **C.1 - Title:** Bank of Nova Scotia Tri Party Repo 3.610000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 921BPA003, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: 921BPA003_3.61_0601
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-02-15      | 4.1250%  | 0.0000% | $92000.00          | $93261.40          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $100.00            | $99.95             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-10-31      | 3.7500%  | 0.0000% | $100.00            | $97.39             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 2.8750%  | 0.0000% | $2684900.00        | $2049396.92        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 3.0000%  | 0.0000% | $798900.00         | $607834.52         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 0.3750%  | 0.0000% | $400.00            | $381.70            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 1.2500%  | 0.0000% | $400.00            | $381.18            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 1.8750%  | 0.0000% | $49998200.00       | $47387323.89       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-04-15      | 0.1250%  | 0.0000% | $35067000.00       | $40593549.51       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-10-15      | 1.6250%  | 0.0000% | $1000.00           | $1125.02           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 3.5000%  | 0.0000% | $11254400.00       | $11175530.88       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $119800.00         | $121724.78         | U.S. Treasuries (including strips) |

### Security 154: Mitsubishi UFJ Securities (USA) Inc Tri Party Repo

- **C.1 - Title:** Mitsubishi UFJ Securities (USA) Inc Tri Party Repo 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 926QFA006, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 926QFA006_3.64_0702
- **C.18 - Value (incl. sponsor support):** $30000000.00
- **C.18.a - Value (excl. sponsor support):** $30000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **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?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $1268600.00        | $1261132.60        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $200.00            | $197.42            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $818100.00         | $820418.82         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $8200900.00        | $8291746.90        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $2601100.00        | $2642890.91        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 4.8750%  | 0.0000% | $77100.00          | $79637.11          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $700.00            | $670.98            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $2974200.00        | $1866899.36        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 2.8750%  | 0.0000% | $2222400.00        | $1696368.48        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-29      | NA       | 0.0000% | $908300.00         | $894248.60         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-15      | 3.8750%  | 0.0000% | $102700.00         | $102616.66         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $200.00            | $198.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $8601300.00        | $8505047.06        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-15      | 3.5000%  | 0.0000% | $4436800.00        | $4447223.75        | U.S. Treasuries (including strips) |

### Security 155: BNP Paribas Tri Party Repo

- **C.1 - Title:** BNP Paribas Tri Party Repo 3.619900%
- **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: RCNB6OTYUAMMP879YW96, C.5 - Other ID: 927NEF002_3.62_0601
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE I POOL         | 2033-12-15      | 6.5000%  | 0.0000% | $1000.00           | $21.80             | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B           | 2027-01-15      | 0.3750%  | 0.0000% | $305400.00         | $416387.35         | U.S. Treasuries (including strips) |
| FANNIE MAE POOL           | 2049-06-01      | 3.5000%  | 0.0000% | $99271.00          | $8008.92           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $539.36            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $786.97            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-03-01      | 4.5000%  | 0.0000% | $98257.00          | $88236.59          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2065-10-20      | 6.5000%  | 0.0000% | $1000.00           | $576.89            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2056-02-20      | 6.5000%  | 0.0000% | $10980.00          | $11666.37          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2056-01-20      | 6.5000%  | 0.0000% | $155035.00         | $163533.05         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2056-04-20      | 6.0000%  | 0.0000% | $1004.00           | $1036.16           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2056-02-20      | 6.5000%  | 0.0000% | $1527.00           | $1606.89           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2056-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1056.83           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2056-01-20      | 4.5000%  | 0.0000% | $1000.00           | $955.44            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2054-12-20      | 5.0000%  | 0.0000% | $75136.00          | $66667.14          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2055-02-20      | 5.0000%  | 0.0000% | $1000.00           | $880.77            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2055-04-20      | 5.0000%  | 0.0000% | $2000.00           | $1798.05           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $774.55            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-03-01      | 5.0000%  | 0.0000% | $871311.00         | $846608.58         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2040-10-01      | 4.0000%  | 0.0000% | $2201641.00        | $140220.08         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-10-01      | 5.0000%  | 0.0000% | $10178207.00       | $10127419.17       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC NON GOLD POOL | 2056-03-01      | 4.7100%  | 0.0000% | $19689.00          | $19635.43          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2055-04-01      | 6.0000%  | 0.0000% | $4087808.00        | $3478452.23        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-04-01      | 5.0000%  | 0.0000% | $1000.00           | $994.98            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2056-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.74           | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL         | 2041-06-15      | 4.7500%  | 0.0000% | $1000.00           | $31.26             | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL         | 2042-07-15      | 3.5000%  | 0.0000% | $1000.00           | $128.51            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2047-10-20      | 3.5000%  | 0.0000% | $1004.00           | $112.66            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2048-05-20      | 3.5000%  | 0.0000% | $4883996.00        | $546500.34         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2049-01-20      | 5.0000%  | 0.0000% | $1000.00           | $55.40             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2049-05-20      | 3.5000%  | 0.0000% | $1024.00           | $93.15             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $275.90            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2052-05-20      | 3.5000%  | 0.0000% | $1024.00           | $667.94            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2055-04-20      | 5.5000%  | 0.0000% | $1008.00           | $767.26            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-04-01      | 2.5000%  | 0.0000% | $287672.00         | $201251.28         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $783.89            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2035-09-01      | 4.4000%  | 0.0000% | $1000.00           | $977.04            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-10-01      | 6.5000%  | 0.0000% | $1008.00           | $828.05            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2054-07-01      | 6.0000%  | 0.0000% | $260035.00         | $197471.87         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $783.10            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2040-10-01      | 6.0000%  | 0.0000% | $1023.00           | $45.76             | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2065-04-20      | 7.0000%  | 0.0000% | $1000.00           | $590.38            | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL         | 2043-05-15      | 3.0000%  | 0.0000% | $1000.00           | $121.30            | Agency Mortgage-Backed Securities  |
| FREDDIEMAC STRIP          | 2052-11-15      | 4.5000%  | 0.0000% | $1265100.00        | $225555.14         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $712.41            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL          | 2053-08-01      | 5.5000%  | 0.0000% | $36776144.00       | $26502987.97       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2048-10-01      | 5.6020%  | 0.0000% | $1458.00           | $227.54            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2046-01-01      | 3.8800%  | 0.0000% | $1000.00           | $744.49            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2042-10-01      | 3.5000%  | 0.0000% | $1000.00           | $138.57            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-07-01      | 6.0000%  | 0.0000% | $1216.00           | $990.33            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-12-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.03           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-01-01      | 5.5000%  | 0.0000% | $24512.00          | $24103.18          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $612.67            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-01-01      | 6.5000%  | 0.0000% | $190178.00         | $101338.92         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2033-03-01      | 4.6100%  | 0.0000% | $84380.00          | $84681.71          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2052-05-20      | 4.0000%  | 0.0000% | $1024.00           | $691.90            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2051-11-20      | 2.5000%  | 0.0000% | $1000.00           | $577.71            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2053-06-20      | 5.5000%  | 0.0000% | $2048.00           | $1386.83           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2052-07-20      | 4.5000%  | 0.0000% | $1008.00           | $702.65            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2052-08-20      | 4.0000%  | 0.0000% | $1000.00           | $694.66            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2052-11-20      | 4.5000%  | 0.0000% | $3000.00           | $2168.97           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $637.67            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2052-11-20      | 6.0000%  | 0.0000% | $1000.00           | $464.66            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2052-12-20      | 5.0000%  | 0.0000% | $6357839.00        | $4536241.07        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2053-02-20      | 5.5000%  | 0.0000% | $1008.00           | $611.05            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2053-03-20      | 5.5000%  | 0.0000% | $1000.00           | $619.37            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2053-04-20      | 5.5000%  | 0.0000% | $2000.00           | $1277.03           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2054-01-20      | 5.5000%  | 0.0000% | $1000.00           | $709.71            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2050-03-20      | 4.0000%  | 0.0000% | $1000.00           | $134.37            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2050-04-20      | 5.0000%  | 0.0000% | $1213584.00        | $749747.46         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2050-05-20      | 4.0000%  | 0.0000% | $1000.00           | $176.71            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2051-03-20      | 4.0000%  | 0.0000% | $1000.00           | $668.71            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $963.91            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2055-01-20      | 7.0000%  | 0.0000% | $1000.00           | $976.83            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2055-03-20      | 7.5000%  | 0.0000% | $834797.00         | $623505.93         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2065-08-20      | 7.0000%  | 0.0000% | $1024.00           | $709.65            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2051-12-01      | 2.5000%  | 0.0000% | $733100.00         | $435867.94         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-04-01      | 5.0000%  | 0.0000% | $532672.00         | $362009.65         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $704.53            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-11-01      | 5.0000%  | 0.0000% | $1100.00           | $948.31            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.50           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2056-04-01      | 5.0000%  | 0.0000% | $1008.00           | $996.17            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $797.91            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-09-01      | 5.0000%  | 0.0000% | $1064.00           | $1029.35           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2053-11-01      | 6.0000%  | 0.0000% | $1001.00           | $766.37            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $609.65            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $798.05            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL           | 2037-11-01      | 3.5000%  | 0.0000% | $1226.00           | $149.01            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2055-05-20      | 5.0000%  | 0.0000% | $1024.00           | $931.68            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2055-06-20      | 5.0000%  | 0.0000% | $1000.00           | $927.38            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2055-07-20      | 5.5000%  | 0.0000% | $1000.00           | $844.87            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2055-09-20      | 4.5000%  | 0.0000% | $1000.00           | $949.76            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2055-09-20      | 5.0000%  | 0.0000% | $1000.00           | $970.82            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2055-09-20      | 5.0000%  | 0.0000% | $2048.00           | $1994.87           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2055-10-20      | 4.5000%  | 0.0000% | $1000.00           | $974.93            | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2056-02-20      | 4.5000%  | 0.0000% | $1031406.00        | $987452.72         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2066-05-20      | 6.0000%  | 0.0000% | $1024.00           | $1053.41           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL        | 2066-05-20      | 6.0000%  | 0.0000% | $1040.00           | $1069.87           | Agency Mortgage-Backed Securities  |

### Security 156: Societe Generale Tri Party Repo

- **C.1 - Title:** Societe Generale Tri Party Repo 3.619900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 927NFC008, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 927NFC008_3.62_0601
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $100.14            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 3.7500%  | 0.0000% | $40613000.00       | $40799980.47       | U.S. Treasuries (including strips) |

### Security 157: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.630000%
- **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: 929AAV007, C.3 - LEI: B4TYDEB6GKMZO031MB27, C.5 - Other ID: 929AAV007_3.63_0601
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 2.5500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL | 2045-06-01      | 3.0000%  | 0.0000% | $239425468.00      | $28903190.48       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2046-11-01      | 3.0000%  | 0.0000% | $144024035.00      | $33218370.36       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2049-10-01      | 3.0000%  | 0.0000% | $169215921.00      | $31774699.53       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2042-11-01      | 3.0000%  | 0.0000% | $245695051.00      | $31590663.53       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2047-06-01      | 3.5000%  | 0.0000% | $339827805.00      | $33601900.09       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2043-07-01      | 3.5000%  | 0.0000% | $200000000.00      | $31625349.83       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2046-12-01      | 3.0000%  | 0.0000% | $182000607.00      | $32146446.27       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2047-04-01      | 3.0000%  | 0.0000% | $4524680.00        | $961422.58         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2042-09-01      | 3.0000%  | 0.0000% | $250309916.00      | $31177957.44       | Agency Mortgage-Backed Securities |

### Security 158: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.619900%
- **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: 8I5DZWZKVSZI1NUHU748, C.5 - Other ID: 930PNG000_3.62_0601
- **C.18 - Value (incl. sponsor support):** $82000000.00
- **C.18.a - Value (excl. sponsor support):** $82000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL           | 2056-06-01      | 6.0000%  | 0.0000% | $2554040.00        | $2650267.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-06-01      | 6.0000%  | 0.0000% | $8609648.00        | $8826126.12        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2043-06-01      | 5.0000%  | 0.0000% | $400000.00         | $258355.62         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2043-12-01      | 3.5000%  | 0.0000% | $12000000.00       | $569377.80         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2046-07-01      | 3.0000%  | 0.0000% | $798943.00         | $113516.95         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-05-01      | 6.0000%  | 0.0000% | $2417972.00        | $2509363.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2045-08-01      | 5.0000%  | 0.0000% | $659046.00         | $571032.13         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2028-07-01      | 3.0000%  | 0.0000% | $3247210.00        | $133066.73         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2035-01-01      | 6.0000%  | 0.0000% | $84883.00          | $42292.22          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2041-05-01      | 4.5000%  | 0.0000% | $14991824.00       | $14752615.60       | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL | 2056-04-01      | 5.2020%  | 0.0000% | $6739152.00        | $6793960.44        | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL | 2047-03-01      | 3.7760%  | 0.0000% | $1400000.00        | $169538.52         | Agency Mortgage-Backed Securities |
| FREDDIE MAC NON GOLD POOL | 2034-07-01      | 6.2500%  | 0.0000% | $26100000.00       | $83253.62          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2035-09-01      | 6.0000%  | 0.0000% | $5999970.00        | $23789.32          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-01-01      | 6.0000%  | 0.0000% | $302363.00         | $200578.69         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-01-01      | 6.5000%  | 0.0000% | $595539.00         | $618094.46         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 6.0000%  | 0.0000% | $1226754.00        | $1234100.11        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-05-01      | 6.0000%  | 0.0000% | $10278112.00       | $8617159.44        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-08-01      | 6.0000%  | 0.0000% | $1042448.00        | $1074596.86        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-09-01      | 6.0000%  | 0.0000% | $256040.00         | $223469.64         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-10-01      | 6.0000%  | 0.0000% | $642836.00         | $658406.66         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-12-01      | 7.0000%  | 0.0000% | $1756956.00        | $1651195.04        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2057-09-01      | 3.0000%  | 0.0000% | $35232.00          | $10841.28          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2048-05-01      | 4.0000%  | 0.0000% | $430000.00         | $365475.24         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2049-01-01      | 4.5000%  | 0.0000% | $4169240.00        | $374081.36         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2052-06-01      | 4.0000%  | 0.0000% | $5395000.00        | $3588606.26        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2034-10-01      | 4.2900%  | 0.0000% | $2907600.00        | $2854497.53        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2048-10-01      | 4.5000%  | 0.0000% | $1131856.00        | $85066.78          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2037-02-01      | 1.5000%  | 0.0000% | $624316.00         | $314157.06         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2053-12-01      | 6.0000%  | 0.0000% | $1055364.00        | $913721.61         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2055-02-01      | 5.0000%  | 0.0000% | $100000.00         | $90872.99          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-06-01      | 5.5000%  | 0.0000% | $5879799.00        | $5959645.37        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-05-01      | 6.0000%  | 0.0000% | $1200048.00        | $1248681.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-05-01      | 4.6700%  | 0.0000% | $14983408.00       | $14884769.93       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2056-05-01      | 6.0000%  | 0.0000% | $1146596.00        | $1175425.63        | Agency Mortgage-Backed Securities |

### Security 159: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.610000%
- **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: 8I5DZWZKVSZI1NUHU748, C.5 - Other ID: 930PNJ004_3.61_0601
- **C.18 - Value (incl. sponsor support):** $363138000.00
- **C.18.a - Value (excl. sponsor support):** $363138000.00
- **C.19 - Percentage of Net Assets:** 3.7100%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2030-10-15      | 1.1250%  | 0.0000% | $368086600.00      | $370400806.73      | U.S. Treasuries (including strips) |

### Security 160: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.630000%
- **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: 8I5DZWZKVSZI1NUHU748, C.5 - Other ID: 930PNJ004_3.63_0608
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-09-30      | 4.6250%  | 0.0000% | $34748800.00       | $35700034.54       | U.S. Treasuries (including strips) |

### Security 161: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.610000%
- **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_3.61_0601
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 2.5500%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $86934500.00       | $83477680.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2056-05-15      | 5.0000%  | 0.0000% | $170860100.00      | $171599099.65      | U.S. Treasuries (including strips) |

### Security 162: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.619900%
- **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_3.62_0601
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 7.6600%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL | 2040-08-01      | 6.0000%  | 0.0000% | $1435098.00        | $876135.20         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-09-01      | 5.0000%  | 0.0000% | $410752.00         | $337460.85         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-09-01      | 5.0000%  | 0.0000% | $1593055.00        | $1330982.78        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2047-11-01      | 3.5000%  | 0.0000% | $8838000.00        | $976116.28         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2048-05-01      | 3.5000%  | 0.0000% | $822735.00         | $115722.54         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2038-12-01      | 6.0000%  | 0.0000% | $3690075.00        | $39383.65          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-10-01      | 5.0000%  | 0.0000% | $361038.00         | $34397.77          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2046-03-01      | 3.5000%  | 0.0000% | $14373261.00       | $1426208.69        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2047-07-01      | 3.5000%  | 0.0000% | $7000.00           | $686.64            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2031-05-01      | 3.0000%  | 0.0000% | $4790000.00        | $391845.09         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2031-12-01      | 3.0000%  | 0.0000% | $3124000.00        | $361229.83         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2043-12-01      | 4.5000%  | 0.0000% | $200000.00         | $33253.65          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2036-03-01      | 2.5000%  | 0.0000% | $360000.00         | $164624.92         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2037-08-01      | 2.5000%  | 0.0000% | $1114569.00        | $726020.24         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2035-11-01      | 1.5000%  | 0.0000% | $1017000.00        | $402825.99         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2036-05-01      | 2.0000%  | 0.0000% | $1205000.00        | $565605.31         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2037-04-01      | 1.5000%  | 0.0000% | $603061.00         | $354662.10         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2038-07-01      | 5.0000%  | 0.0000% | $33000.00          | $17863.24          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2039-04-01      | 4.5000%  | 0.0000% | $82437.00          | $52529.05          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-01-01      | 5.5000%  | 0.0000% | $1756770.00        | $1132126.09        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2036-02-01      | 2.0000%  | 0.0000% | $868948.00         | $425423.75         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2034-06-01      | 5.0000%  | 0.0000% | $1378521.00        | $16728.72          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-02-01      | 5.5000%  | 0.0000% | $1126000.00        | $1136171.40        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-03-01      | 4.0000%  | 0.0000% | $2778825.00        | $2671875.65        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-12-01      | 5.5000%  | 0.0000% | $1691165.00        | $1586562.69        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 7.0000%  | 0.0000% | $1170894.00        | $1001725.55        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-11-01      | 4.5000%  | 0.0000% | $128546.00         | $95930.61          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2053-06-01      | 6.5000%  | 0.0000% | $845000.00         | $543429.22         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2053-08-01      | 5.0000%  | 0.0000% | $7000.00           | $5315.84           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-08-01      | 5.5000%  | 0.0000% | $1981440.00        | $1499314.20        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2037-03-01      | 2.5000%  | 0.0000% | $396908.00         | $204908.65         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2050-10-01      | 2.5000%  | 0.0000% | $174373.00         | $99234.89          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2051-05-01      | 2.5000%  | 0.0000% | $2405043.00        | $1341120.64        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2051-06-01      | 2.0000%  | 0.0000% | $100000.00         | $57554.47          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-08-01      | 4.5000%  | 0.0000% | $25483554.00       | $17906195.19       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-09-01      | 4.5000%  | 0.0000% | $8000.00           | $5966.82           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2053-05-01      | 6.5000%  | 0.0000% | $300000.00         | $199101.75         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2045-10-01      | 5.0000%  | 0.0000% | $699000.00         | $608394.23         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2039-11-01      | 3.0000%  | 0.0000% | $10140000.00       | $1870337.67        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-07-01      | 1.5000%  | 0.0000% | $100000.00         | $56641.41          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-12-01      | 3.0000%  | 0.0000% | $6245260.00        | $3272437.00        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2036-02-01      | 5.0000%  | 0.0000% | $1437999.00        | $1372664.46        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2043-10-01      | 4.0000%  | 0.0000% | $1658895.00        | $992727.47         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2053-02-01      | 5.5000%  | 0.0000% | $20377791.00       | $14023190.40       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2051-11-01      | 3.0000%  | 0.0000% | $9809980.00        | $6243026.69        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-09-01      | 3.5000%  | 0.0000% | $3213020.00        | $2334930.71        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2053-09-01      | 3.0000%  | 0.0000% | $123000.00         | $90898.60          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-05-01      | 5.5000%  | 0.0000% | $367766.00         | $296038.71         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-10-01      | 6.0000%  | 0.0000% | $165000.00         | $141491.94         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2050-04-01      | 3.5000%  | 0.0000% | $114000.00         | $21621.48          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-01-01      | 3.5000%  | 0.0000% | $1004000.00        | $558980.38         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-01-01      | 2.0000%  | 0.0000% | $7064795.00        | $4360395.46        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-05-01      | 3.0000%  | 0.0000% | $57510482.00       | $39001978.34       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-09-01      | 2.5000%  | 0.0000% | $75000.00          | $52411.28          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2053-03-01      | 4.5000%  | 0.0000% | $1880000.00        | $1445701.31        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-04-01      | 5.0000%  | 0.0000% | $200600184.00      | $158876233.28      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-09-01      | 6.5000%  | 0.0000% | $52685046.00       | $26180634.51       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-01-01      | 4.5000%  | 0.0000% | $6721657.00        | $5864071.36        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2053-08-01      | 6.0000%  | 0.0000% | $48144834.00       | $32665426.74       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2050-04-01      | 3.0000%  | 0.0000% | $1596000.00        | $495529.16         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2051-02-01      | 2.0000%  | 0.0000% | $1627000.00        | $811513.14         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2051-04-01      | 2.5000%  | 0.0000% | $320663.00         | $211300.84         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2051-05-01      | 2.0000%  | 0.0000% | $9646787.00        | $5899895.03        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2051-07-01      | 3.0000%  | 0.0000% | $1171273.00        | $655020.72         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2051-08-01      | 2.5000%  | 0.0000% | $150000.00         | $86323.03          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-02-01      | 3.5000%  | 0.0000% | $90000.00          | $59967.80          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-03-01      | 2.5000%  | 0.0000% | $98000.00          | $63970.77          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-04-01      | 2.5000%  | 0.0000% | $390785.00         | $253662.40         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-04-01      | 2.5000%  | 0.0000% | $307663.00         | $199365.83         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-07-01      | 4.5000%  | 0.0000% | $3729231.00        | $2561394.72        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-01-01      | 2.0000%  | 0.0000% | $2000000.00        | $1106970.97        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2045-05-01      | 6.5000%  | 0.0000% | $239450.00         | $172309.09         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2047-07-01      | 5.0000%  | 0.0000% | $65000.00          | $24116.26          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-08-01      | 4.5000%  | 0.0000% | $1900000.00        | $1276797.10        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-05-01      | 3.0000%  | 0.0000% | $400000.00         | $279848.72         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2035-07-01      | 5.0000%  | 0.0000% | $139156.00         | $5168.71           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2035-07-01      | 5.0000%  | 0.0000% | $269929.00         | $7045.28           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2038-08-01      | 6.0000%  | 0.0000% | $4974315.00        | $90534.87          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2039-07-01      | 5.0000%  | 0.0000% | $3010000.00        | $65659.78          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2029-05-01      | 4.0000%  | 0.0000% | $1208385.00        | $43074.08          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2031-12-01      | 2.5000%  | 0.0000% | $2964914.00        | $428513.78         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2041-07-01      | 5.0000%  | 0.0000% | $309215.00         | $6411.84           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2035-03-01      | 5.0000%  | 0.0000% | $2329550.00        | $24061.10          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2045-08-01      | 3.5000%  | 0.0000% | $1400000.00        | $208018.71         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2046-09-01      | 3.0000%  | 0.0000% | $7075000.00        | $1137202.73        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2047-02-01      | 3.5000%  | 0.0000% | $11990000.00       | $1534184.91        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-02-01      | 6.5000%  | 0.0000% | $1230503.00        | $718319.31         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.5000%  | 0.0000% | $10908596.00       | $10763510.35       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 4.0000%  | 0.0000% | $2460006.00        | $2301100.13        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 5.0000%  | 0.0000% | $1322923.00        | $1308480.86        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-04-01      | 6.0000%  | 0.0000% | $2748853.00        | $2864700.24        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-04-01      | 6.5000%  | 0.0000% | $2170850.00        | $2275374.89        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-04-01      | 5.0000%  | 0.0000% | $5857213.00        | $5840541.15        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-04-01      | 6.0000%  | 0.0000% | $4481878.00        | $4669399.33        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-04-01      | 5.0000%  | 0.0000% | $1445769.00        | $1438152.88        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-05-01      | 7.0000%  | 0.0000% | $1416799.00        | $1508783.62        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-05-01      | 5.5000%  | 0.0000% | $5231445.00        | $5369805.10        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-05-01      | 4.5000%  | 0.0000% | $1071245.00        | $1031863.89        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.0000%  | 0.0000% | $1276437.00        | $1230353.43        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 5.5000%  | 0.0000% | $413837.00         | $414828.17         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.0000%  | 0.0000% | $1081291.00        | $1118768.39        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.5000%  | 0.0000% | $5622407.00        | $5053501.05        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.0000%  | 0.0000% | $1216529.00        | $1245184.38        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.0000%  | 0.0000% | $1009990.00        | $983219.46         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 6.0000%  | 0.0000% | $6601019.00        | $6218621.38        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.0000%  | 0.0000% | $25245000.00       | $24179372.67       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 6.0000%  | 0.0000% | $2049749.00        | $2132110.67        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-07-01      | 3.5000%  | 0.0000% | $8241258.00        | $6854533.98        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-03-01      | 6.0000%  | 0.0000% | $39642.00          | $27999.82          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 6.5000%  | 0.0000% | $167232334.00      | $108279969.79      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-02-01      | 2.0000%  | 0.0000% | $1380758.00        | $1068639.26        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2052-09-01      | 3.5000%  | 0.0000% | $22690068.00       | $20048812.67       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-02-01      | 5.5000%  | 0.0000% | $34842032.00       | $33809460.16       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.0000%  | 0.0000% | $13438269.00       | $12729587.95       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2053-02-01      | 5.5000%  | 0.0000% | $7089830.00        | $6693495.42        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-04-01      | 5.0000%  | 0.0000% | $96556173.00       | $95795975.53       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-02-01      | 5.5000%  | 0.0000% | $29307.00          | $21355.02          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-01-01      | 7.5000%  | 0.0000% | $8192083.00        | $4296814.95        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-03-01      | 6.5000%  | 0.0000% | $10373131.00       | $7166496.98        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 5.5000%  | 0.0000% | $50917.00          | $45394.01          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.0000%  | 0.0000% | $1006710.00        | $976374.76         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.0000%  | 0.0000% | $254443.00         | $246780.71         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 7.5000%  | 0.0000% | $748000.00         | $804038.25         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-06-01      | 3.5000%  | 0.0000% | $5373013.00        | $4611372.51        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.5000%  | 0.0000% | $3968607.00        | $4001618.09        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.5000%  | 0.0000% | $1390620.00        | $1406988.83        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 6.5000%  | 0.0000% | $2790849.00        | $2693115.37        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-01-01      | 5.0000%  | 0.0000% | $5245452.00        | $5161754.75        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 4.5000%  | 0.0000% | $1518185.00        | $1452400.28        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-02-01      | 4.5000%  | 0.0000% | $600625.00         | $575957.92         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2037-08-01      | 4.5000%  | 0.0000% | $410413.00         | $240309.19         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2038-12-01      | 6.0000%  | 0.0000% | $1546497.00        | $1134230.47        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2039-09-01      | 6.0000%  | 0.0000% | $545202.00         | $400266.69         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-04-01      | 5.0000%  | 0.0000% | $1923146.00        | $1787025.17        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-10-01      | 5.5000%  | 0.0000% | $1131525.00        | $1123046.52        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-05-01      | 4.5000%  | 0.0000% | $1782135.00        | $1131095.65        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-06-01      | 5.5000%  | 0.0000% | $1395910.00        | $1376211.33        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2040-06-01      | 4.5000%  | 0.0000% | $451622.00         | $429326.87         | Agency Mortgage-Backed Securities |

### Security 163: MUFG Securities Repo

- **C.1 - Title:** MUFG Securities Repo 3.619900%
- **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: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: 931NXA006_3.62_0601
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $41173400.00       | $41610050.02       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-08-06      | NA       | 0.0000% | $49999900.00       | $49654413.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-11-15      | 4.2500%  | 0.0000% | $900.00            | $893.16            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.2500%  | 0.0000% | $900.00            | $894.42            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-06-02      | NA       | 0.0000% | $10707900.00       | $10703662.53       | U.S. Treasuries (including strips) |

### Security 164: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.740000%
- **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: 8I5DZWZKVSZI1NUHU748, C.5 - Other ID: 932KXR004_3.74_0925
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A        | 2065-07-16      | 0.7505%  | 0.0000% | $3066000.00        | $162124.86         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-06-20      | 0.6949%  | 0.0000% | $105000000.00      | $917139.39         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-05-20      | 1.6149%  | 0.0000% | $50000000.00       | $2142295.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2043-07-16      | 0.3649%  | 0.0000% | $30793376.00       | $81843.80          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-10-20      | NA       | 0.0000% | $35712064.00       | $167777.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-11-20      | NA       | 0.0000% | $50000000.00       | $143662.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-12-20      | 3.0000%  | 0.0000% | $7000000.00        | $4198258.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-07-20      | NA       | 0.0000% | $20000000.00       | $112960.25         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2054-12-20      | 3.0249%  | 0.0000% | $45988544.00       | $1110959.63        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-02-20      | 2.3749%  | 0.0000% | $30000000.00       | $771959.56         | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-02-20      | 0.1000%  | 0.0000% | $99999744.00       | $73585.29          | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-03-20      | 0.1000%  | 0.0000% | $5000000.00        | $5238.15           | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2055-03-20      | 0.8749%  | 0.0000% | $116666624.00      | $1003456.63        | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2053-12-20      | 2.5249%  | 0.0000% | $102214400.00      | $4158859.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2056-04-20      | 1.2049%  | 0.0000% | $271281152.00      | $6520371.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-10-20      | 2.0749%  | 0.0000% | $40874752.00       | $3393722.30        | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST                  | 2030-06-25      | 0.1000%  | 0.0000% | $549980000.00      | $1694492.91        | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS        | 2039-06-25      | NA       | 0.0000% | $15000000.00       | $221756.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-25      | 2.8234%  | 0.0000% | $32571392.00       | $222335.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-25      | 2.3734%  | 0.0000% | $25798144.00       | $445319.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-25      | 3.0000%  | 0.0000% | $15450420.00       | $115194.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-25      | 4.0000%  | 0.0000% | $62488566.00       | $10241.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-02-25      | 2.3734%  | 0.0000% | $35357248.00       | $332676.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-25      | 6.0000%  | 0.0000% | $30796256.00       | $1175417.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-25      | 0.0300%  | 0.0000% | $96763904.00       | $22707.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-25      | 2.8879%  | 0.0000% | $26315840.00       | $920493.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-25      | 6.5000%  | 0.0000% | $14601376.00       | $2162319.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-25      | 1.4879%  | 0.0000% | $100000000.00      | $3032546.13        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2054-11-25      | 0.5500%  | 0.0000% | $5000000.00        | $36940.35          | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS                     | 2053-07-25      | 1.4379%  | 0.0000% | $47816703.00       | $203695.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-10-20      | NA       | 0.0000% | $55205500.00       | $102843.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2050-12-20      | 1.0329%  | 0.0000% | $19338304.00       | $88592.77          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2049-03-20      | 0.4900%  | 0.0000% | $34196864.00       | $231895.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-02-20      | NA       | 0.0000% | $58333312.00       | $141888.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-06-20      | 0.1749%  | 0.0000% | $12000000.00       | $175262.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2051-11-20      | NA       | 0.0000% | $50000000.00       | $173403.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-02-15      | 2.8927%  | 0.0000% | $36225024.00       | $105362.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-08-15      | 4.5000%  | 0.0000% | $19743072.00       | $111070.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-02-15      | 2.3427%  | 0.0000% | $131500000.00      | $819587.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-01-15      | 2.3427%  | 0.0000% | $187089664.00      | $2152363.27        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2044-04-25      | 3.8380%  | 0.0000% | $25534464.00       | $12051.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-01-15      | 2.2927%  | 0.0000% | $46378048.00       | $873428.70         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2045-02-25      | 2.0784%  | 0.0000% | $24839000.00       | $370982.98         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P        | 2046-10-25      | 2.2140%  | 0.0000% | $14982528.00       | $765517.81         | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS                    | 2054-07-25      | 1.5379%  | 0.0000% | $2000000.00        | $23855.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-02-15      | 3.2427%  | 0.0000% | $41947503.00       | $73865.11          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2042-09-16      | 3.0000%  | 0.0000% | $16760159.00       | $17188425.27       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2037-05-16      | 2.8105%  | 0.0000% | $45605312.00       | $212588.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2042-04-20      | 4.5000%  | 0.0000% | $59146240.00       | $8083.38           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-06-16      | 0.2365%  | 0.0000% | $107782560.00      | $345422.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2048-01-16      | 0.3493%  | 0.0000% | $139558912.00      | $75414.84          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-06-16      | 0.2102%  | 0.0000% | $87560192.00       | $57889.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-03-20      | 1.8829%  | 0.0000% | $46718592.00       | $180207.44         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2044-08-20      | 3.0171%  | 0.0000% | $22894640.00       | $57152.26          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-11-20      | 2.1362%  | 0.0000% | $17885152.00       | $53015.85          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2059-05-16      | 0.6893%  | 0.0000% | $117551616.00      | $1204201.00        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2045-12-20      | 2.1362%  | 0.0000% | $17141696.00       | $81807.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2058-05-16      | 0.8542%  | 0.0000% | $123138048.00      | $1189598.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2060-01-16      | 0.4869%  | 0.0000% | $58010112.00       | $954509.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2060-04-16      | 0.6592%  | 0.0000% | $90340096.00       | $968545.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-04-20      | 0.0500%  | 0.0000% | $96972800.00       | $64521.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2052-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $122093.12         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-11-20      | 2.7749%  | 0.0000% | $50000000.00       | $1220862.27        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2053-12-20      | 2.1749%  | 0.0000% | $100000000.00      | $1050002.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-01-20      | 2.2249%  | 0.0000% | $25000000.00       | $759025.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2054-02-20      | 7.0000%  | 0.0000% | $714286.00         | $46958.36          | Agency Mortgage-Backed Securities |
| GINNIE MAE                            | 2064-08-20      | 2.2749%  | 0.0000% | $120000000.00      | $2087280.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A        | 2055-01-20      | 1.6249%  | 0.0000% | $90343200.00       | $2390072.33        | Agency Mortgage-Backed Securities |

### Security 165: Royal Bank of Canada Tri Party Repo

- **C.1 - Title:** Royal Bank of Canada Tri Party Repo 3.630000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 933UAA003, C.3 - LEI: ES7IP3U3RHIGC71XBU11, C.5 - Other ID: 933UAA003_3.63_0601
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 2.5500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $19025700.00       | $19441056.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.8750%  | 0.0000% | $156364200.00      | $154831924.32      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 0.8750%  | 0.0000% | $27199500.00       | $26983223.70       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $18241900.00       | $17717261.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $35359600.00       | $36026626.60       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.619900%
- **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_3.62_0601
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $749.48            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $859.71            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $684.50            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $967.66            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $901.40            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $742.90            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $907.63            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-05-01      | 5.0000%  | 0.0000% | $1726.00           | $1703.47           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-05-01      | 5.0000%  | 0.0000% | $694062.00         | $637990.55         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-08-01      | 4.0000%  | 0.0000% | $7594.00           | $1488.01           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2039-08-01      | 4.5000%  | 0.0000% | $1024.00           | $30.84             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2040-01-01      | 5.5000%  | 0.0000% | $1024.00           | $51.70             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2041-01-01      | 4.5000%  | 0.0000% | $1024.00           | $37.12             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $726.22            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $585.79            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $708.59            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $865.78            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $701.05            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $853.42            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1880.70           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 5.0000%  | 0.0000% | $1668732.00        | $1216344.47        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $728.75            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $882.97            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $709.75            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $600.44            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1315.85           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-12-01      | 5.5000%  | 0.0000% | $1275053.00        | $714370.07         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-07-01      | 6.5000%  | 0.0000% | $1024.00           | $6.14              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2041-06-01      | 4.5000%  | 0.0000% | $10093204.00       | $634825.07         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2041-08-01      | 4.5000%  | 0.0000% | $1000.00           | $100.53            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2044-02-01      | 4.5000%  | 0.0000% | $2048.00           | $195.55            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2042-10-01      | 4.5000%  | 0.0000% | $1024.00           | $117.43            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $214.05            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2042-07-01      | 4.0000%  | 0.0000% | $2048.00           | $206.57            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2042-06-01      | 3.5000%  | 0.0000% | $1008.00           | $116.02            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $227.76            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $233.38            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-02-01      | 3.5000%  | 0.0000% | $1008.00           | $92.38             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-03-01      | 3.5000%  | 0.0000% | $1000.00           | $150.46            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-03-01      | 3.5000%  | 0.0000% | $1008.00           | $116.25            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $875.11            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $401.87            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $911.20            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1212.72           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $967.71            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $979.74            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $658.00            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-12-01      | 5.5000%  | 0.0000% | $1071778.00        | $691220.60         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $473.85            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1316.05           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-05-01      | 4.0000%  | 0.0000% | $1008.00           | $571.98            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1881.77           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $943.41            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-12-01      | 4.5000%  | 0.0000% | $1024.00           | $46.03             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2044-04-01      | 4.0000%  | 0.0000% | $1024.00           | $133.28            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2045-06-01      | 3.5000%  | 0.0000% | $1000.00           | $285.39            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-06-01      | 3.5000%  | 0.0000% | $1024.00           | $263.46            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-11-01      | 4.5000%  | 0.0000% | $1000.00           | $242.50            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-09-01      | 4.0000%  | 0.0000% | $1000.00           | $157.91            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-11-01      | 4.0000%  | 0.0000% | $1000.00           | $250.79            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $228.27            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $830.49            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $779.95            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $669.86            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $535.25            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1022.73           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $423.39            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $423.77            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $331.45            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2042-06-01      | 4.0000%  | 0.0000% | $1024.00           | $93.74             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $239.02            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $512.31            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-08-01      | 5.5000%  | 0.0000% | $1590771.00        | $1253732.95        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1193.01           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $704.52            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $571.32            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $757.53            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $686.81            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $939.73            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $655.92            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $940.23            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $947.17            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1509.10           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $606.45            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $559.04            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $559.98            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1872.97           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1306.67           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $709.36            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-10-01      | 5.0000%  | 0.0000% | $979417.00         | $623515.89         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-10-01      | 5.0000%  | 0.0000% | $1069277.00        | $683658.57         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $604.65            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $591.02            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $769.32            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-01-01      | 6.0000%  | 0.0000% | $1121038.00        | $634313.19         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $697.02            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $710.16            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $605.47            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1592.18           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $770.71            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $653.72            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $493.03            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $323.76            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $719.31            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $555.63            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $848.21            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $551.33            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $588.46            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-08-01      | 3.0000%  | 0.0000% | $2000.00           | $1034.31           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $467.87            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $626.53            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $602.89            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $609.47            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $664.47            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $937.07            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $825.72            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $585.66            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $849.60            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $554.37            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $938.93            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $587.68            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $890.25            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $750.50            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $938.70            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $945.08            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $564.51            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $635.48            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $751.82            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $830.95            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $806.26            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $608.28            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $835.04            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $847.45            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2041-01-01      | 4.5000%  | 0.0000% | $1024.00           | $108.94            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $251.03            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $247.07            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2047-09-01      | 4.5000%  | 0.0000% | $1008.00           | $286.43            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $231.59            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $329.28            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $206.33            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $208.96            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2043-02-01      | 4.0000%  | 0.0000% | $1000.00           | $242.32            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $224.37            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2042-06-01      | 4.0000%  | 0.0000% | $1024.00           | $70.62             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2036-01-01      | 4.5000%  | 0.0000% | $9936.00           | $80.33             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2036-09-01      | 5.5000%  | 0.0000% | $17243.00          | $172.18            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2037-03-01      | 5.7000%  | 0.0000% | $8321.00           | $221.57            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2036-11-01      | 5.5000%  | 0.0000% | $1010.00           | $20.30             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2034-01-01      | 5.5000%  | 0.0000% | $1170.00           | $3.71              | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2037-10-01      | 7.0000%  | 0.0000% | $1024.00           | $10.95             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2038-04-01      | 6.0000%  | 0.0000% | $1024.00           | $11.02             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $88.10             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $817.72            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $854.83            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2045-04-01      | 4.0000%  | 0.0000% | $1024.00           | $134.76            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2048-03-01      | 4.0000%  | 0.0000% | $1024.00           | $139.57            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2049-11-01      | 3.5000%  | 0.0000% | $1008.00           | $366.49            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $433.39            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $388.64            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $429.93            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $372.97            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $416.17            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $441.15            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $578.28            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $790.61            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $720.08            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $613.89            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-03-01      | 5.0000%  | 0.0000% | $1177749.00        | $644332.98         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1831.52           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $599.89            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $426.83            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $595.75            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $876.82            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-01-01      | 6.5000%  | 0.0000% | $2000.00           | $1056.96           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-07-01      | 5.0000%  | 0.0000% | $1218102.00        | $726064.44         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 5.0000%  | 0.0000% | $1008.00           | $632.89            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1744.94           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 5.0000%  | 0.0000% | $1008.00           | $456.91            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $614.82            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $563.17            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $586.15            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $818.83            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1395.99           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $504.11            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $635.91            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $926.98            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $709.04            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1236.31           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $757.08            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1712.06           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $943.04            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $940.49            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $865.59            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $945.24            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.43           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-06-01      | 6.5000%  | 0.0000% | $1031532.00        | $572375.70         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $845.56            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $594.73            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-08-01      | 6.5000%  | 0.0000% | $1098694.00        | $704261.75         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.84           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $460.01            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $795.35            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $821.39            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $978.35            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $846.34            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-09-01      | 5.5000%  | 0.0000% | $1218079.00        | $684204.32         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $875.95            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $676.15            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $125.20            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-02-01      | 4.5000%  | 0.0000% | $1024.00           | $64.50             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-04-01      | 4.5000%  | 0.0000% | $1024.00           | $256.25            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-04-01      | 4.5000%  | 0.0000% | $1024.00           | $272.36            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-05-01      | 3.5000%  | 0.0000% | $1000.00           | $391.81            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $771.92            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-07-01      | 3.5000%  | 0.0000% | $1008.00           | $568.95            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $511.92            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-11-01      | 5.5000%  | 0.0000% | $1160.00           | $963.99            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-09-01      | 6.5000%  | 0.0000% | $5360744.00        | $3379871.90        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $986.18            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-01-01      | 5.0000%  | 0.0000% | $1000.00           | $971.33            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2037-02-01      | 2.5000%  | 0.0000% | $28297002.00       | $21037039.41       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $842.73            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-06-01      | 6.0000%  | 0.0000% | $7034286.00        | $6035350.70        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $584.18            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $528.64            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $690.73            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $639.06            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1620.63           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $820.15            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $921.94            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $947.82            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $934.74            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $725.78            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $669.26            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $817.87            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $588.97            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $613.90            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1616.20           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-04-01      | 5.0000%  | 0.0000% | $1022041.00        | $693672.27         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $699.65            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-03-01      | 5.0000%  | 0.0000% | $2000.00           | $1897.68           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $920.08            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-04-01      | 6.5000%  | 0.0000% | $1002.00           | $594.17            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $719.13            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $940.50            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $954.99            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $696.28            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $745.62            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1853.15           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $793.22            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $890.09            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1029.87           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $862.84            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $513.54            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1574.53           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $868.50            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $619.17            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $749.77            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1019.52           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $595.66            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $852.34            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $784.55            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-09-01      | 4.0000%  | 0.0000% | $1024.00           | $328.77            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.70           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1603.12           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $704.65            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $440.44            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $966.28            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1145.76           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $528.04            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $857.81            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-04-01      | 5.5000%  | 0.0000% | $1548279.00        | $1222216.10        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $832.91            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $952.56            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $630.73            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-05-01      | 5.5000%  | 0.0000% | $1008.00           | $718.99            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $837.84            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $862.46            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $741.67            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $949.56            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $616.89            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $736.11            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $762.17            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $865.44            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $685.83            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $692.60            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $903.88            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $586.17            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1970.09           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $826.49            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $765.48            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $702.35            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2055-04-20      | 5.5000%  | 0.0000% | $24604292.00       | $23626721.93       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2055-06-20      | 5.0000%  | 0.0000% | $1000.00           | $927.38            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2055-05-20      | 5.0000%  | 0.0000% | $1000.00           | $909.84            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2055-04-20      | 5.0000%  | 0.0000% | $1000.00           | $899.03            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2054-11-20      | 5.0000%  | 0.0000% | $188000.00         | $166478.46         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2055-11-20      | 4.5000%  | 0.0000% | $20442296.00       | $19479356.81       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2056-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1048.10           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2056-05-01      | 5.5000%  | 0.0000% | $12524.00          | $12703.49          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2043-02-01      | 3.5000%  | 0.0000% | $5079.00           | $688.39            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-03-01      | 4.5000%  | 0.0000% | $21991.00          | $8163.94           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2056-01-20      | 5.0000%  | 0.0000% | $7840747.00        | $7702102.97        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2047-03-01      | 4.0000%  | 0.0000% | $1000.00           | $214.03            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2047-02-01      | 3.5000%  | 0.0000% | $1008.00           | $313.96            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2032-11-01      | 3.0000%  | 0.0000% | $24019.00          | $965.84            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2040-09-01      | 6.0000%  | 0.0000% | $1000.00           | $815.48            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $728.72            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-04-01      | 3.0000%  | 0.0000% | $1024.00           | $591.74            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-05-01      | 3.0000%  | 0.0000% | $1008.00           | $664.11            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $598.96            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $914.54            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $603.31            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $465.19            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $937.66            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $590.43            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $663.00            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $840.02            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $730.09            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-01-01      | 5.5000%  | 0.0000% | $2024.00           | $1810.18           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-03-01      | 7.0000%  | 0.0000% | $1008.00           | $788.12            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2043-10-01      | 3.5000%  | 0.0000% | $1024.00           | $289.18            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2042-11-01      | 3.5000%  | 0.0000% | $1024.00           | $169.35            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $183.36            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2045-04-01      | 4.0000%  | 0.0000% | $1024.00           | $273.62            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2044-02-01      | 4.0000%  | 0.0000% | $1024.00           | $142.34            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2044-07-01      | 4.0000%  | 0.0000% | $1000.00           | $102.64            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2044-09-01      | 4.0000%  | 0.0000% | $1024.00           | $198.94            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2043-12-01      | 4.5000%  | 0.0000% | $1008.00           | $125.70            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2044-02-01      | 4.0000%  | 0.0000% | $1008.00           | $107.64            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2044-02-01      | 4.5000%  | 0.0000% | $1024.00           | $78.62             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2044-04-01      | 4.0000%  | 0.0000% | $1024.00           | $144.77            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2044-08-01      | 4.0000%  | 0.0000% | $1024.00           | $139.89            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2045-10-01      | 3.5000%  | 0.0000% | $1024.00           | $143.75            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2045-11-01      | 4.0000%  | 0.0000% | $1008.00           | $158.66            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2046-02-01      | 4.0000%  | 0.0000% | $1008.00           | $167.79            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2046-01-01      | 4.0000%  | 0.0000% | $1000.00           | $118.94            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $150.19            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2049-03-01      | 4.5000%  | 0.0000% | $1006.00           | $229.95            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2049-05-01      | 4.0000%  | 0.0000% | $1024.00           | $294.76            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2049-05-01      | 3.5000%  | 0.0000% | $1008.00           | $203.72            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $253.54            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2049-05-01      | 4.0000%  | 0.0000% | $1000.00           | $346.30            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $333.34            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $619.63            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2046-11-01      | 3.5000%  | 0.0000% | $1008.00           | $220.29            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2047-02-01      | 4.0000%  | 0.0000% | $1023.00           | $152.80            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2047-02-01      | 4.0000%  | 0.0000% | $1008.00           | $252.36            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $240.83            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $269.96            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $229.44            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $335.40            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $360.39            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2047-08-01      | 4.0000%  | 0.0000% | $1008.00           | $261.13            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2048-04-01      | 4.0000%  | 0.0000% | $1024.00           | $165.13            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2048-10-01      | 4.0000%  | 0.0000% | $1008.00           | $240.78            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $194.61            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $259.80            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $183.60            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $350.61            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $301.02            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $254.58            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $257.99            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $431.89            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $273.73            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-11-01      | 4.5000%  | 0.0000% | $2000.00           | $705.26            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $244.46            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-04-01      | 4.5000%  | 0.0000% | $1479246.00        | $658931.40         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $117.87            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $212.18            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $319.94            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $425.09            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $227.23            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2044-05-01      | 4.5000%  | 0.0000% | $1024.00           | $32.19             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2044-07-01      | 4.0000%  | 0.0000% | $1008.00           | $132.92            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $337.00            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2044-08-01      | 3.5000%  | 0.0000% | $5064851.00        | $634548.56         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2044-11-01      | 4.0000%  | 0.0000% | $1008.00           | $100.89            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2044-11-01      | 4.0000%  | 0.0000% | $1008.00           | $134.54            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $146.67            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-01-01      | 4.0000%  | 0.0000% | $2000.00           | $635.67            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-04-01      | 6.0000%  | 0.0000% | $1014.00           | $7.99              | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-01-01      | 6.0000%  | 0.0000% | $42965864.00       | $670445.51         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $609.64            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1055.02           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-09-01      | 6.5000%  | 0.0000% | $1435039.00        | $671598.37         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-11-01      | 6.5000%  | 0.0000% | $2000.00           | $1403.45           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $895.30            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $422.28            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $643.40            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-12-01      | 6.5000%  | 0.0000% | $2000.00           | $1263.87           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1929.62           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $990.37            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-07-01      | 6.5000%  | 0.0000% | $2000.00           | $2082.47           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $994.79            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $770.22            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1507.22           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.59           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1785.00           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $984.30            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-12-01      | 6.0000%  | 0.0000% | $79597.00          | $79216.67          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-04-01      | 3.5000%  | 0.0000% | $1008.00           | $152.07            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-01-01      | 4.0000%  | 0.0000% | $8543886.00        | $1163007.28        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-08-01      | 4.0000%  | 0.0000% | $1024.00           | $143.71            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $327.05            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-04-01      | 4.0000%  | 0.0000% | $1012.00           | $182.29            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-05-01      | 4.5000%  | 0.0000% | $1024.00           | $222.61            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-06-01      | 4.0000%  | 0.0000% | $1024.00           | $223.35            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-04-01      | 4.5000%  | 0.0000% | $1008.00           | $122.09            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $262.98            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-02-01      | 4.0000%  | 0.0000% | $1008.00           | $537.68            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $147.30            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $201.66            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-10-01      | 4.5000%  | 0.0000% | $1024.00           | $301.30            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $399.13            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $333.44            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-07-01      | 4.0000%  | 0.0000% | $1024.00           | $31.66             | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-08-01      | 6.5000%  | 0.0000% | $1005396.00        | $629697.65         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-08-01      | 5.5000%  | 0.0000% | $1002.00           | $642.34            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1997.97           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $851.83            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1662.07           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $608.37            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-09-01      | 6.5000%  | 0.0000% | $1105146.00        | $719314.57         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1557.79           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1592.74           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $659.54            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $737.53            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $565.94            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $939.51            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $565.32            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $607.27            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $715.90            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1469.23           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-05-01      | 3.5000%  | 0.0000% | $1008.00           | $124.31            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $320.65            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $322.43            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $288.19            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-08-01      | 3.5000%  | 0.0000% | $2000.00           | $906.93            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $398.12            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-11-01      | 3.5000%  | 0.0000% | $1308136.00        | $653069.43         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1105.19           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $856.44            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-11-01      | 3.5000%  | 0.0000% | $1713731.00        | $616876.58         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $400.82            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-02-01      | 3.5000%  | 0.0000% | $1008.00           | $166.90            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $372.76            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $312.13            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $423.53            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2050-05-01      | 2.0000%  | 0.0000% | $1024.00           | $426.36            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1053.34           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $713.50            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $843.51            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $777.17            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1120.77           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $762.12            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $765.58            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $681.83            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $699.45            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $692.40            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1326.59           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-02-01      | 3.0000%  | 0.0000% | $1008.00           | $657.92            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $635.14            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $945.95            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-04-01      | 4.5000%  | 0.0000% | $999900.00         | $689682.98         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-06-01      | 4.5000%  | 0.0000% | $2000.00           | $1592.07           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1194.86           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1092.22           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-10-01      | 4.5000%  | 0.0000% | $2000.00           | $326.52            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $926.94            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $407.91            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-02-01      | 4.5000%  | 0.0000% | $2048.00           | $374.02            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-02-01      | 4.0000%  | 0.0000% | $1024.00           | $169.05            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $683.97            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $270.08            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $182.43            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-07-01      | 4.5000%  | 0.0000% | $1024.00           | $157.66            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $301.64            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $236.83            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $323.66            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-10-01      | 4.5000%  | 0.0000% | $1024.00           | $178.60            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-10-01      | 4.5000%  | 0.0000% | $2048.00           | $214.32            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $321.30            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $299.20            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $369.94            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $352.96            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $500.73            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2046-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1351.52           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $1193857.00        | $733508.87         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $942.43            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1319.35           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1541.46           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $904.72            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $672.70            | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 3.610000%
- **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_3.61_0601
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 7.6600%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-12-31      | 3.6250%  | 0.0000% | $76957200.00       | $76424700.82       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $686752600.00      | $688575389.37      | U.S. Treasuries (including strips) |

### Security 168: Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 3.619900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_3.62_0601
- **C.18 - Value (incl. sponsor support):** $275000000.00
- **C.18.a - Value (excl. sponsor support):** $275000000.00
- **C.19 - Percentage of Net Assets:** 2.8100%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** FIXED INCOME CLEARING CORPORATION - NORTHERN TRUST

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $271079300.00      | $280500000.02      | U.S. Treasuries (including strips) |

### Security 169: Canadian Imperial Bank of Commerce Tri Party Repo

- **C.1 - Title:** Canadian Imperial Bank of Commerce Tri Party Repo 3.619900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 965FJZ003, C.3 - LEI: 549300TDJKVQJ41VN031, C.5 - Other ID: 965FJZ003_3.62_0601
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2036-02-15      | 4.5000%  | 0.0000% | $4382700.00        | $4486367.80        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $76.78             | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-30      | NA       | 0.0000% | $100.00            | $99.41             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2036-01-15      | 1.8750%  | 0.0000% | $800.00            | $805.49            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $97853000.00       | $96764240.72       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 3.6250%  | 0.0000% | $1100.00           | $1081.29           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $5179000.00        | $5223418.16        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $32225400.00       | $32893097.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $1900.00           | $1812.25           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-11-15      | 0.8750%  | 0.0000% | $10000.00          | $8692.95           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $95.66             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $17492600.00       | $13620245.07       | U.S. Treasuries (including strips) |

### Security 170: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.619900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 985TJG001_3.62_0601
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2026-06-30      | 1.8750%  | 0.0000% | $1913600.00        | $1925163.01        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-07-15      | 0.1250%  | 0.0000% | $72155900.00       | $100074840.75      | U.S. Treasuries (including strips) |

### Security 171: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.710000%
- **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_3.71_0902
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-09-02
- **C.13 - Final Legal Maturity Date:** 2026-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIEMAC STRIP          | 2042-07-15      | 5.0000%  | 0.0000% | $11290000.00       | $1451476.03        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL         | 2061-05-15      | 4.9000%  | 0.0000% | $10225039.00       | $10092237.33       | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP          | 2047-09-15      | 4.5000%  | 0.0000% | $13952867.00       | $655582.75         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP          | 2048-09-15      | 3.0000%  | 0.0000% | $11608353.00       | $319699.01         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP          | 2046-10-15      | 4.2500%  | 0.0000% | $28006585.00       | $4834933.97        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2054-11-01      | 4.0000%  | 0.0000% | $679660.00         | $599051.79         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP          | 2037-10-15      | 4.1184%  | 0.0000% | $4818841.00        | $263877.10         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2042-04-01      | 4.0000%  | 0.0000% | $25704313.00       | $251826.51         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2042-11-01      | 3.0000%  | 0.0000% | $4700000.00        | $358930.58         | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP | 2047-09-01      | 3.5000%  | 0.0000% | $90156552.00       | $2149027.68        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $903.03            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL           | 2054-11-01      | 6.0000%  | 0.0000% | $8171921.00        | $8517296.35        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2052-02-01      | 1.5000%  | 0.0000% | $1970000.00        | $148830.29         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2050-10-25      | 2.0000%  | 0.0000% | $115218276.00      | $11122887.72       | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2050-08-01      | 3.0000%  | 0.0000% | $741699.00         | $93598.76          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2051-03-01      | 2.0000%  | 0.0000% | $85631018.00       | $9090967.62        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2052-09-01      | 3.5000%  | 0.0000% | $3848881.00        | $561532.77         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2048-10-01      | 4.5000%  | 0.0000% | $1664554.00        | $217992.74         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP           | 2052-08-01      | 2.0000%  | 0.0000% | $1460000.00        | $160832.91         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL          | 2054-11-01      | 5.5000%  | 0.0000% | $11765.00          | $11745.97          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP          | 2042-08-15      | 4.0000%  | 0.0000% | $6333545.00        | $96769.13          | Agency Mortgage-Backed Securities |

### Security 172: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 3.739900%
- **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_3.74_0717
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-07-17
- **C.12 - Maturity Date (WAL):** 2026-07-17
- **C.13 - Final Legal Maturity Date:** 2026-07-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIEMAE STRIP | 2052-10-01      | 2.0000%  | 0.0000% | $1900000.00        | $205004.42         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP | 2053-05-01      | 3.5000%  | 0.0000% | $5734523.00        | $892967.91         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP | 2054-11-01      | 5.5000%  | 0.0000% | $35084756.00       | $6106499.18        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP | 2052-08-01      | 2.0000%  | 0.0000% | $100000.00         | $11015.95          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP | 2053-09-01      | 6.5000%  | 0.0000% | $49459902.00       | $5001032.49        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP | 2052-09-01      | 3.5000%  | 0.0000% | $1551119.00        | $226300.62         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP | 2053-04-01      | 4.0000%  | 0.0000% | $17550238.00       | $2857179.43        | Agency Mortgage-Backed Securities |

### Security 173: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 3.619900%
- **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: 549300WO2DKF0Q3YMV43, C.5 - Other ID: 996JWN000_3.62_0601
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL      | 2046-09-01      | 3.5000%  | 0.0000% | $1621892.00        | $249625.81         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2046-09-20      | 4.0000%  | 0.0000% | $1015.00           | $496.29            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-11-01      | 5.0000%  | 0.0000% | $380763.00         | $313047.29         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2052-10-01      | 4.5000%  | 0.0000% | $1171.00           | $862.23            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-06-01      | 5.5000%  | 0.0000% | $73516196.00       | $51778549.11       | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL | 2047-12-01      | 3.5000%  | 0.0000% | $3134720.00        | $716525.96         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2050-06-01      | 2.5000%  | 0.0000% | $6000.00           | $2785.02           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2053-09-01      | 6.0000%  | 0.0000% | $14700798.00       | $7051786.22        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2050-07-01      | 2.5000%  | 0.0000% | $1199.00           | $426.28            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2036-05-01      | 4.4660%  | 0.0000% | $519427.00         | $643.60            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-09-01      | 5.5000%  | 0.0000% | $4000.00           | $3389.53           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-06-01      | 7.0000%  | 0.0000% | $1001.00           | $1069.64           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $556.58            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2054-12-01      | 5.0000%  | 0.0000% | $1023.00           | $877.34            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2055-12-01      | 6.5000%  | 0.0000% | $109898.00         | $115331.82         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-01-01      | 3.2870%  | 0.0000% | $1000.00           | $937.48            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2040-06-01      | 6.5000%  | 0.0000% | $300000.00         | $108706.23         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2054-10-20      | 5.0000%  | 0.0000% | $1024.00           | $880.97            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2053-09-20      | 7.5000%  | 0.0000% | $1000.00           | $824.86            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2053-11-20      | 7.5000%  | 0.0000% | $1000.00           | $699.49            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $957.19            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2055-03-20      | 7.5000%  | 0.0000% | $1000.00           | $1067.77           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2065-09-20      | 7.0000%  | 0.0000% | $2000.00           | $2084.47           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2055-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1055.60           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2055-09-20      | 7.0000%  | 0.0000% | $1000.00           | $1046.76           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2056-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1034.46           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2054-11-20      | 4.5000%  | 0.0000% | $17885.00          | $15746.99          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2054-12-20      | 5.5000%  | 0.0000% | $1000.00           | $761.03            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2055-07-20      | 3.5000%  | 0.0000% | $164200.00         | $145023.41         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2053-07-01      | 5.5000%  | 0.0000% | $4290226.00        | $3159644.59        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL       | 2056-03-01      | 4.5000%  | 0.0000% | $24304080.00       | $23161171.51       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-05-01      | 6.5000%  | 0.0000% | $160504.00         | $135028.53         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-06-01      | 6.5000%  | 0.0000% | $2048.00           | $1304.81           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2055-12-01      | 5.5000%  | 0.0000% | $11412952.00       | $11657061.09       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2047-10-20      | 3.5000%  | 0.0000% | $1024.00           | $114.91            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2047-12-20      | 3.0000%  | 0.0000% | $1000.00           | $130.88            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2048-10-20      | 4.0000%  | 0.0000% | $1005.00           | $86.64             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2052-05-20      | 3.0000%  | 0.0000% | $1024.00           | $654.24            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL    | 2053-03-20      | 5.0000%  | 0.0000% | $4681801.00        | $3367471.41        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL      | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $532.20            | Agency Mortgage-Backed Securities |

### Security 174: Deutsche Bank Securities Inc. Tri Party Repo

- **C.1 - Title:** Deutsche Bank Securities Inc. Tri Party Repo 3.619900%
- **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: 9J6MBOOO7BECTDTUZW19, C.5 - Other ID: 99VDGG008_3.62_0601
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2041-02-15      | 4.7500%  | 0.0000% | $25249300.00       | $25488592.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 1.1250%  | 0.0000% | $122655600.00      | $76511455.31       | U.S. Treasuries (including strips) |

### Security 175: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 3.620000%
- **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: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDJN000_3.62_0610
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS        | 2040-08-15      | NA       | 0.0000% | $72095869.34       | $35700000.00       | U.S. Treasuries (including strips) |

### Security 176: HSBC Securities USA Inc. Tri Party Repo

- **C.1 - Title:** HSBC Securities USA Inc. Tri Party Repo 3.619900%
- **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: 1IE8VN30JCEQV1H4R804, C.5 - Other ID: 99VDKY004_3.62_0601
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL | 2056-05-01      | 5.5000%  | 0.0000% | $1861227.00        | $1895264.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2050-08-01      | 3.5000%  | 0.0000% | $4994000.00        | $4067161.78        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-04-01      | 5.5000%  | 0.0000% | $1348056.00        | $1364631.44        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.5000%  | 0.0000% | $2788236.00        | $2821260.46        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-12-01      | 5.0000%  | 0.0000% | $14679580.00       | $13622898.84       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-10-01      | 6.0000%  | 0.0000% | $17432640.00       | $17423329.75       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.0000%  | 0.0000% | $2532030.00        | $1434652.76        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-09-01      | 6.0000%  | 0.0000% | $1056834.00        | $902559.33         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-08-01      | 6.0000%  | 0.0000% | $3502276.00        | $3552325.11        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-07-01      | 6.5000%  | 0.0000% | $1871126.00        | $1554990.20        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-06-01      | 5.5000%  | 0.0000% | $1076406.00        | $887129.95         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-04-01      | 6.0000%  | 0.0000% | $1166734.00        | $1000588.59        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-03-01      | 6.0000%  | 0.0000% | $3479672.00        | $1749396.30        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-02-01      | 7.0000%  | 0.0000% | $3851090.00        | $3150779.61        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-01-01      | 6.5000%  | 0.0000% | $1254318.00        | $1328495.20        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 6.0000%  | 0.0000% | $2941950.00        | $2826943.81        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-07-01      | 5.0000%  | 0.0000% | $9509856.00        | $7338541.46        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2037-05-01      | 6.0000%  | 0.0000% | $10195939.00       | $233526.97         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-10-01      | 6.0000%  | 0.0000% | $21199776.00       | $13963429.65       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2045-12-01      | 4.0000%  | 0.0000% | $228303.00         | $36087.90          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2054-03-01      | 6.0000%  | 0.0000% | $5573016.00        | $4681614.69        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-01-01      | 5.5000%  | 0.0000% | $1678862.00        | $1698608.78        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-04-01      | 6.0000%  | 0.0000% | $2445250.00        | $2570209.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2056-05-01      | 5.5000%  | 0.0000% | $9916272.00        | $10071579.84       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2056-05-01      | 5.5000%  | 0.0000% | $1800250.00        | $1823993.10        | Agency Mortgage-Backed Securities |

### Security 177: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.619900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDMN006, C.3 - LEI: DWW559HN8WVTCCS4VJ94, C.5 - Other ID: 99VDMN006_3.62_0601
- **C.18 - Value (incl. sponsor support):** $195133000.00
- **C.18.a - Value (excl. sponsor support):** $195133000.00
- **C.19 - Percentage of Net Assets:** 1.9900%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-10-31      | 4.0000%  | 0.0000% | $38382000.00       | $38373984.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $3029000.00        | $3096594.29        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $154752800.00      | $157565102.23      | U.S. Treasuries (including strips) |

### Security 178: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 3.630000%
- **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: DWW559HN8WVTCCS4VJ94, C.5 - Other ID: 99VDNE005_3.63_0601
- **C.18 - Value (incl. sponsor support):** $205000000.00
- **C.18.a - Value (excl. sponsor support):** $205000000.00
- **C.19 - Percentage of Net Assets:** 2.0900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE II POOL | 2044-05-20      | 4.5000%  | 0.0000% | $6007312.00        | $69995.08          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2052-09-20      | 4.5000%  | 0.0000% | $7037896.00        | $6434201.51        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL   | 2055-08-01      | 6.0000%  | 0.0000% | $10316560.00       | $8875324.53        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL   | 2055-07-01      | 5.5000%  | 0.0000% | $58848064.00       | $56269980.96       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL   | 2056-02-01      | 5.0000%  | 0.0000% | $1024.00           | $998.71            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL   | 2055-11-01      | 6.5000%  | 0.0000% | $12815824.00       | $12593232.60       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL   | 2041-05-01      | 3.5000%  | 0.0000% | $37366848.00       | $35598634.45       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL   | 2056-01-01      | 6.5000%  | 0.0000% | $266979.00         | $280435.46         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2048-04-20      | 3.5000%  | 0.0000% | $14887360.00       | $1669983.67        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2050-09-20      | 2.5000%  | 0.0000% | $1000.00           | $359.42            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2052-05-20      | 3.5000%  | 0.0000% | $2594164.00        | $1692145.32        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2064-10-20      | 6.5000%  | 0.0000% | $1542128.00        | $729281.55         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-04-20      | 5.5000%  | 0.0000% | $1228178.00        | $1256102.82        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-04-20      | 5.5000%  | 0.0000% | $2531736.00        | $2589880.19        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-05-20      | 6.0000%  | 0.0000% | $1546914.00        | $1599760.71        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2054-11-20      | 5.5000%  | 0.0000% | $87123968.00       | $68660189.22       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL   | 2028-07-01      | 3.0000%  | 0.0000% | $845000.00         | $14167.41          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL   | 2052-10-01      | 4.5000%  | 0.0000% | $20000.00          | $14700.69          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL   | 2050-11-01      | 2.0000%  | 0.0000% | $63957.00          | $32296.18          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL   | 2053-09-01      | 6.5000%  | 0.0000% | $160021.00         | $97738.83          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL   | 2040-07-01      | 3.5000%  | 0.0000% | $2093136.00        | $1828013.45        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL    | 2046-11-01      | 3.0000%  | 0.0000% | $7978096.00        | $1305277.39        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL    | 2056-04-01      | 6.5000%  | 0.0000% | $5203976.00        | $5472964.33        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL    | 2035-07-01      | 3.0000%  | 0.0000% | $30000.00          | $7564.13           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL    | 2033-04-01      | 3.0000%  | 0.0000% | $179103.00         | $29483.42          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2056-05-20      | 6.5000%  | 0.0000% | $1705000.00        | $1799382.93        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2041-04-20      | 4.5000%  | 0.0000% | $6000.00           | $185.09            | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL  | 2040-02-15      | 4.5000%  | 0.0000% | $440308.00         | $62750.43          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL  | 2031-10-15      | 7.0000%  | 0.0000% | $400429.00         | $897.53            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL | 2034-05-20      | 3.0000%  | 0.0000% | $1000.00           | $151.85            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL    | 2036-01-01      | 2.5000%  | 0.0000% | $380000.00         | $113921.17         | Agency Mortgage-Backed Securities |

### Security 179: Morgan Stanley & Co LLC Tri Party Repo

- **C.1 - Title:** Morgan Stanley & Co LLC Tri Party Repo 3.619900%
- **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: 99VDNY001, C.3 - LEI: 4PQUHN3JPFGFNF3BB653, C.5 - Other ID: 99VDNY001_3.62_0601
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 2.0400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL          | 2052-04-01      | 3.5000%  | 0.0000% | $3010.00           | $2017.82           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2050-01-01      | 4.0000%  | 0.0000% | $68170.00          | $40833.75          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $711.66            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2052-03-01      | 3.5000%  | 0.0000% | $2030.00           | $1204.19           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2052-11-01      | 6.0000%  | 0.0000% | $1980.00           | $1133.13           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2052-02-01      | 3.0000%  | 0.0000% | $3000.00           | $1984.31           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2037-04-01      | 2.5000%  | 0.0000% | $6560.00           | $4260.44           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2052-10-01      | 2.0000%  | 0.0000% | $86860.00          | $60096.69          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2031-07-01      | 1.5000%  | 0.0000% | $1000.00           | $575.62            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $744.47            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2052-06-01      | 2.5000%  | 0.0000% | $173160.00         | $127046.37         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2037-09-01      | 3.0000%  | 0.0000% | $368000.00         | $266536.01         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-04-01      | 5.0000%  | 0.0000% | $1020.00           | $954.78            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-12-01      | 5.0000%  | 0.0000% | $5150.00           | $5044.08           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-10-01      | 5.5000%  | 0.0000% | $5090.00           | $4949.54           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2036-10-01      | 6.0000%  | 0.0000% | $18425000.00       | $52791.11          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2037-10-01      | 6.0000%  | 0.0000% | $20000.00          | $41.12             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2038-11-01      | 6.5000%  | 0.0000% | $3000.00           | $45.36             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2041-12-01      | 4.0000%  | 0.0000% | $10000.00          | $923.17            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2043-06-01      | 4.0000%  | 0.0000% | $2000.00           | $313.97            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2040-10-01      | 4.0000%  | 0.0000% | $1460500.00        | $41835.60          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2032-12-01      | 3.5000%  | 0.0000% | $32000.00          | $2409.91           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2028-04-01      | 3.0000%  | 0.0000% | $3000.00           | $68.47             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $112.00            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2048-08-01      | 3.5000%  | 0.0000% | $3000.00           | $269.03            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2049-10-01      | 3.0000%  | 0.0000% | $2083000.00        | $268244.47         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2035-04-01      | 2.0000%  | 0.0000% | $3000.00           | $491.11            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2051-05-01      | 1.5000%  | 0.0000% | $162250.00         | $92116.15          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2054-03-01      | 5.5000%  | 0.0000% | $31501970.00       | $22418302.80       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2052-12-01      | 6.0000%  | 0.0000% | $854790.00         | $550373.96         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2038-10-01      | 5.5000%  | 0.0000% | $3070.00           | $1509.13           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2034-05-01      | 6.0000%  | 0.0000% | $5960.00           | $1983.62           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $669.53            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-11-01      | 5.0000%  | 0.0000% | $4000.00           | $3806.44           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-01-01      | 6.0000%  | 0.0000% | $6000.00           | $4042.82           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-02-01      | 6.5000%  | 0.0000% | $2010.00           | $1896.35           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $781.21            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-07-01      | 7.0000%  | 0.0000% | $1052539.00        | $1130710.71        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-09-01      | 6.5000%  | 0.0000% | $8301800.00        | $7531211.50        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-10-01      | 5.5000%  | 0.0000% | $2110.00           | $2032.65           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-06-01      | 6.0000%  | 0.0000% | $2040.00           | $1954.89           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2055-05-01      | 5.5000%  | 0.0000% | $745980.00         | $594906.78         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2039-09-20      | 2.5000%  | 0.0000% | $35000.00          | $5672.71           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2044-12-20      | 3.5000%  | 0.0000% | $175000.00         | $3707.41           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2045-06-20      | 3.5000%  | 0.0000% | $3300.00           | $265.82            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2047-12-20      | 4.0000%  | 0.0000% | $12000.00          | $1216.73           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2034-10-20      | 4.0000%  | 0.0000% | $114870.00         | $21350.27          | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2049-10-20      | 3.5000%  | 0.0000% | $2000.00           | $221.57            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2050-03-20      | 2.5000%  | 0.0000% | $3000.00           | $244.76            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2051-05-20      | 3.0000%  | 0.0000% | $1000.00           | $458.92            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2051-09-20      | 1.5000%  | 0.0000% | $51511050.00       | $28133345.23       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2037-09-20      | 3.0000%  | 0.0000% | $494970.00         | $296351.90         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2054-06-20      | 7.5000%  | 0.0000% | $991400.00         | $184748.88         | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL        | 2048-12-15      | 4.0000%  | 0.0000% | $1000.00           | $217.29            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2051-07-20      | 4.0000%  | 0.0000% | $1361810.00        | $832216.61         | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL        | 2058-04-15      | 5.0000%  | 0.0000% | $1000.00           | $974.01            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2053-10-20      | 7.0000%  | 0.0000% | $1132520.00        | $779232.91         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2038-09-20      | 6.0000%  | 0.0000% | $1160000.00        | $448.47            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2038-10-20      | 7.0000%  | 0.0000% | $25000.00          | $277.66            | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL        | 2060-05-15      | 5.9500%  | 0.0000% | $2000.00           | $2102.53           | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL        | 2060-05-15      | 5.3900%  | 0.0000% | $2000.00           | $2027.42           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $164.37            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2035-12-01      | 2.5000%  | 0.0000% | $19741350.00       | $10540905.80       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2035-02-01      | 2.5000%  | 0.0000% | $1010.00           | $170.12            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2052-10-01      | 4.5000%  | 0.0000% | $55000.00          | $45824.74          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $155.66            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2043-06-01      | 3.5000%  | 0.0000% | $1000.00           | $142.85            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2045-09-01      | 3.5000%  | 0.0000% | $1000.00           | $206.26            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2033-08-01      | 5.5000%  | 0.0000% | $25000.00          | $266.29            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL    | 2032-04-01      | 7.0000%  | 0.0000% | $840000.00         | $573.71            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL    | 2034-01-01      | 5.0000%  | 0.0000% | $28000.00          | $220.19            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2029-04-01      | 4.5000%  | 0.0000% | $1000.00           | $2.39              | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2031-11-01      | 2.5000%  | 0.0000% | $475000.00         | $56644.82          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2032-08-01      | 3.0000%  | 0.0000% | $1000000.00        | $96424.04          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL    | 2049-02-01      | 4.5000%  | 0.0000% | $598760.00         | $202523.06         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2051-05-01      | 2.5000%  | 0.0000% | $5920000.00        | $3471672.07        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2053-06-01      | 5.5000%  | 0.0000% | $1052350.00        | $817819.33         | Agency Mortgage-Backed Securities |
| FEDERAL FARM CREDIT BANK | 2033-02-18      | 4.5500%  | 0.0000% | $44192000.00       | $44126608.12       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2051-07-01      | 3.0000%  | 0.0000% | $219510.00         | $127293.21         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2052-06-01      | 4.5000%  | 0.0000% | $1020.00           | $733.41            | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2040-01-01      | 3.5000%  | 0.0000% | $1426000.00        | $220666.33         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2042-01-01      | 1.5000%  | 0.0000% | $50000.00          | $30400.96          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2036-11-01      | 1.5000%  | 0.0000% | $6020.00           | $3565.54           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2031-05-01      | 1.5000%  | 0.0000% | $8000.00           | $2568.67           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2035-04-01      | 5.5000%  | 0.0000% | $3770.00           | $2244.62           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2041-05-01      | 5.0000%  | 0.0000% | $1096995.00        | $1112680.81        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIPS         | 2026-07-15      | NA       | 0.0000% | $25000.00          | $24876.70          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2028-01-01      | 6.0000%  | 0.0000% | $829000.00         | $1985.99           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2041-01-01      | 4.0000%  | 0.0000% | $15000.00          | $699.62            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2041-05-01      | 5.0000%  | 0.0000% | $1000.00           | $157.38            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2041-08-01      | 4.5000%  | 0.0000% | $10000.00          | $274.55            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2041-02-01      | 4.0000%  | 0.0000% | $11000.00          | $792.00            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2042-11-01      | 3.0000%  | 0.0000% | $2381600.00        | $393266.19         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2046-09-01      | 3.0000%  | 0.0000% | $1790.00           | $267.63            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2046-11-01      | 3.0000%  | 0.0000% | $385000.00         | $63297.06          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2053-05-01      | 5.5000%  | 0.0000% | $3000.00           | $2042.70           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2054-10-01      | 6.0000%  | 0.0000% | $1203510.00        | $741815.13         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2050-08-01      | 2.5000%  | 0.0000% | $19360.00          | $7018.20           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2052-09-01      | 2.5000%  | 0.0000% | $2108470.00        | $1473434.72        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL         | 2054-10-01      | 6.0000%  | 0.0000% | $1200.00           | $757.65            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL    | 2042-02-01      | 3.5000%  | 0.0000% | $48000.00          | $3847.08           | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD POOL    | 2044-02-01      | 4.0000%  | 0.0000% | $37000.00          | $4026.16           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2034-12-01      | 5.0000%  | 0.0000% | $199000.00         | $802.18            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $885.48            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2054-09-01      | 6.0000%  | 0.0000% | $3070.00           | $3005.30           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2054-10-01      | 6.5000%  | 0.0000% | $142230.00         | $47065.34          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $956.37            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-06-01      | 7.0000%  | 0.0000% | $2010.00           | $2123.74           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-06-01      | 5.5000%  | 0.0000% | $1022358.00        | $1027750.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-08-01      | 6.5000%  | 0.0000% | $20334600.00       | $18981080.50       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-10-01      | 5.5000%  | 0.0000% | $2309000.00        | $2312004.20        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-12-01      | 5.5000%  | 0.0000% | $9602217.00        | $9626604.37        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2046-12-01      | 3.0000%  | 0.0000% | $46910.00          | $9416.65           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2046-12-01      | 3.5000%  | 0.0000% | $1000.00           | $324.03            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2056-08-01      | 4.5000%  | 0.0000% | $133617.00         | $33718.86          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2037-10-01      | 4.0000%  | 0.0000% | $1000.00           | $216.84            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2050-03-01      | 3.5000%  | 0.0000% | $10259600.00       | $3493536.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2052-05-01      | 3.0000%  | 0.0000% | $41344110.00       | $28229569.63       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $727.73            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2032-11-01      | 3.0000%  | 0.0000% | $1150000.00        | $179305.38         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2050-04-01      | 3.5000%  | 0.0000% | $3000.00           | $925.11            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2035-09-01      | 2.0000%  | 0.0000% | $9000.00           | $3209.86           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2051-02-01      | 2.5000%  | 0.0000% | $4000.00           | $2212.85           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2051-08-01      | 2.0000%  | 0.0000% | $5546280.00        | $3535730.78        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2052-01-01      | 2.0000%  | 0.0000% | $323740.00         | $208349.37         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2052-10-01      | 6.0000%  | 0.0000% | $1000.00           | $704.01            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2052-11-01      | 5.0000%  | 0.0000% | $250270.00         | $192524.34         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2054-07-01      | 5.5000%  | 0.0000% | $12000.00          | $11348.25          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-02-01      | 5.5000%  | 0.0000% | $226100.00         | $210043.58         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2056-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1971.69           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2056-05-01      | 6.0000%  | 0.0000% | $1185507.00        | $1270661.57        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-02-01      | 5.5000%  | 0.0000% | $1020.00           | $959.65            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2035-01-01      | 2.5000%  | 0.0000% | $394000.00         | $64406.65          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2036-09-01      | 6.5000%  | 0.0000% | $2700000.00        | $15368.37          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2033-11-01      | 6.0000%  | 0.0000% | $38000.00          | $122.18            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2052-04-01      | 1.5000%  | 0.0000% | $2051990.00        | $1506266.77        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2053-12-01      | 5.5000%  | 0.0000% | $3320.00           | $3081.28           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2055-08-01      | 6.0000%  | 0.0000% | $2040.00           | $1956.31           | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2035-02-01      | 3.5000%  | 0.0000% | $1000.00           | $126.64            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2045-10-01      | 3.5000%  | 0.0000% | $2230.00           | $729.63            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2035-09-01      | 2.0000%  | 0.0000% | $5321400.00        | $1729256.03        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL        | 2068-06-15      | 5.3500%  | 0.0000% | $2001.00           | $2014.80           | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL        | 2060-07-15      | 4.4400%  | 0.0000% | $2000.00           | $1905.55           | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL        | 2060-12-15      | 5.2500%  | 0.0000% | $1000.00           | $1014.03           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1026.61           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2056-01-20      | 7.5000%  | 0.0000% | $1000.00           | $1037.60           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2056-01-20      | 5.5000%  | 0.0000% | $3000.00           | $3051.80           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1035.84           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2056-05-20      | 5.0000%  | 0.0000% | $2000.00           | $1989.21           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2056-05-20      | 5.5000%  | 0.0000% | $1015.00           | $1030.19           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2056-04-20      | 5.0000%  | 0.0000% | $1000.00           | $1000.73           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2055-12-20      | 5.0000%  | 0.0000% | $1000.00           | $993.06            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2056-04-20      | 5.0000%  | 0.0000% | $1000.00           | $997.68            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2056-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1015.24           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2056-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1032.34           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2056-05-20      | 5.0000%  | 0.0000% | $1261749.00        | $1262533.67        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL        | 2032-02-15      | 6.0000%  | 0.0000% | $25000.00          | $100.11            | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL        | 2032-07-15      | 6.5000%  | 0.0000% | $30000.00          | $110.50            | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL        | 2033-03-15      | 5.0000%  | 0.0000% | $50300.00          | $710.28            | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL        | 2033-10-15      | 5.0000%  | 0.0000% | $50000.00          | $549.04            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2028-04-20      | 7.0000%  | 0.0000% | $70000.00          | $33.46             | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2031-01-20      | 8.0000%  | 0.0000% | $300000.00         | $101.09            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2031-06-20      | 6.0000%  | 0.0000% | $384000.00         | $745.41            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2032-05-20      | 5.5000%  | 0.0000% | $75000.00          | $298.22            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2033-09-20      | 5.0000%  | 0.0000% | $391000.00         | $4459.65           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2036-08-20      | 6.0000%  | 0.0000% | $123000.00         | $873.96            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2036-11-20      | 6.5000%  | 0.0000% | $25000.00          | $266.54            | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL        | 2040-04-15      | 4.5000%  | 0.0000% | $35000.00          | $1429.06           | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL        | 2041-09-15      | 4.0000%  | 0.0000% | $50000.00          | $3819.42           | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL        | 2041-02-15      | 3.5000%  | 0.0000% | $44000.00          | $1771.56           | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL        | 2031-05-15      | 6.0000%  | 0.0000% | $47400.00          | $479.74            | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2039-08-20      | 6.0000%  | 0.0000% | $38000.00          | $807.56            | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL        | 2038-09-15      | 6.5000%  | 0.0000% | $91000.00          | $367.32            | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL        | 2039-07-15      | 4.0000%  | 0.0000% | $100100.00         | $3669.20           | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL        | 2029-05-15      | 6.5000%  | 0.0000% | $100000.00         | $208.75            | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL        | 2029-03-15      | 6.5000%  | 0.0000% | $90000.00          | $73.05             | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL        | 2028-10-15      | 7.0000%  | 0.0000% | $300000.00         | $147.99            | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL        | 2028-08-15      | 6.5000%  | 0.0000% | $270000.00         | $107.13            | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL        | 2028-12-15      | 6.0000%  | 0.0000% | $159000.00         | $260.58            | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2032-08-01      | 6.5000%  | 0.0000% | $16000.00          | $22.18             | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL          | 2056-05-01      | 5.0000%  | 0.0000% | $2941530.00        | $2918034.14        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL       | 2032-02-20      | 5.5000%  | 0.0000% | $920000.00         | $3772.95           | Agency Mortgage-Backed Securities |

### Security 180: Societe Generale Tri Party Repo

- **C.1 - Title:** Societe Generale Tri Party Repo 3.619900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDPU007, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: 99VDPU007_3.62_0601
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $113881500.00      | $68587061.81       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-02-15      | 2.0000%  | 0.0000% | $57366200.00       | $33412978.05       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** State Street Navigator Securities Lending Trust

**Date:** 2026-06-05

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Treasurer