# EDGAR Filing Document

**Accession Number:** 0000828806
**File Stem:** 0001145549-25-050792
**Filing Date:** 2025-8
**Character Count:** 499003
**Document Hash:** d13cb38a359c6807db1535163d591958
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-050792.hdr.sgml**: 20250807

**ACCESSION NUMBER**: 0001145549-25-050792

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250807

**DATE AS OF CHANGE**: 20250807

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05460
- **FILM NUMBER:** 251192773

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-07-31

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

**CIK Number of Registrant:** 0000828806

**LEI of Registrant:** 549300C81XUXD3V4PM95

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

**LEI of Series:** 549300TCMEM5428K3T88

**EDGAR Series Identifier:** S000000176

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

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

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

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

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

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-19862

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 15 days

- **WAL:** 113 days

- **Total Value of Portfolio Securities:** $23289173340.01

- **Amortized Cost of Portfolio Securities:** $23286955518.49

- **Cash:** $0.00

- **Total Other Assets:** $72587173.45

- **Total Liabilities:** $186095298.85

- **Net Assets of Series:** $23173447393.09

- **Number of Shares Outstanding (Series):** 23171665395.0200

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $13978054887.56           | $17591175171.19            | 60.7100%                  | 76.4000%                   |
| 2025-07-02 | $13693226539.25           | $18687734343.14            | 56.5400%                  | 77.1600%                   |
| 2025-07-03 | $12959424439.37           | $17719558038.79            | 55.9700%                  | 76.5300%                   |
| 2025-07-07 | $12923528821.94           | $17743662421.41            | 55.7500%                  | 76.5500%                   |
| 2025-07-08 | $14674126036.84           | $17812871861.31            | 63.1200%                  | 76.6200%                   |
| 2025-07-09 | $13053337671.74           | $17882972433.73            | 55.9800%                  | 76.6900%                   |
| 2025-07-10 | $13285985234.94           | $18414993182.37            | 55.7000%                  | 77.2100%                   |
| 2025-07-11 | $12829822386.84           | $17748830334.28            | 55.1600%                  | 76.3000%                   |
| 2025-07-14 | $12573141315.51           | $17552149262.99            | 54.0900%                  | 75.5100%                   |
| 2025-07-15 | $13672424158.11           | $17410404279.20            | 59.1800%                  | 75.3600%                   |
| 2025-07-16 | $12369949992.42           | $17498444013.52            | 53.3400%                  | 75.4600%                   |
| 2025-07-17 | $12380017230.59           | $17508511251.71            | 53.3600%                  | 75.4600%                   |
| 2025-07-18 | $12434210338.02           | $17352704359.14            | 53.9500%                  | 75.2900%                   |
| 2025-07-21 | $12243192697.97           | $17221686719.12            | 53.4200%                  | 75.1400%                   |
| 2025-07-22 | $13318468489.21           | $17106448610.38            | 58.4000%                  | 75.0100%                   |
| 2025-07-23 | $11551808810.56           | $17181163931.73            | 50.5800%                  | 75.2400%                   |
| 2025-07-24 | $11341203168.12           | $17370558289.31            | 48.9300%                  | 74.9500%                   |
| 2025-07-25 | $12087203635.22           | $17306558756.42            | 52.2900%                  | 74.8700%                   |
| 2025-07-28 | $11484596654.19           | $17558951826.07            | 49.1900%                  | 75.2100%                   |
| 2025-07-29 | $13009102840.93           | $17642083004.39            | 55.7400%                  | 75.6000%                   |
| 2025-07-30 | $11687573989.40           | $17721941644.42            | 49.9200%                  | 75.7000%                   |
| 2025-07-31 | $11500066047.99           | $17574434307.07            | 49.2300%                  | 75.2300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 4.4500%             |
| 2025-07-02 | 4.4600%             |
| 2025-07-03 | 4.4500%             |
| 2025-07-07 | 4.4300%             |
| 2025-07-08 | 4.4200%             |
| 2025-07-09 | 4.4200%             |
| 2025-07-10 | 4.4100%             |
| 2025-07-11 | 4.4100%             |
| 2025-07-14 | 4.3900%             |
| 2025-07-15 | 4.3900%             |
| 2025-07-16 | 4.4000%             |
| 2025-07-17 | 4.4000%             |
| 2025-07-18 | 4.4000%             |
| 2025-07-21 | 4.4000%             |
| 2025-07-22 | 4.4000%             |
| 2025-07-23 | 4.3900%             |
| 2025-07-24 | 4.3800%             |
| 2025-07-25 | 4.3900%             |
| 2025-07-28 | 4.4000%             |
| 2025-07-29 | 4.4100%             |
| 2025-07-30 | 4.4200%             |
| 2025-07-31 | 4.4200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 1.0002                      |
|  |  |
| 2025-07-02 | 1.0002                      |
|  |  |
| 2025-07-03 | 1.0002                      |
|  |  |
| 2025-07-07 | 1.0002                      |
|  |  |
| 2025-07-08 | 1.0002                      |
|  |  |
| 2025-07-09 | 1.0002                      |
|  |  |
| 2025-07-10 | 1.0002                      |
|  |  |
| 2025-07-11 | 1.0002                      |
|  |  |
| 2025-07-14 | 1.0002                      |
|  |  |
| 2025-07-15 | 1.0002                      |
|  |  |
| 2025-07-16 | 1.0002                      |
|  |  |
| 2025-07-17 | 1.0002                      |
|  |  |
| 2025-07-18 | 1.0002                      |
|  |  |
| 2025-07-21 | 1.0002                      |
|  |  |
| 2025-07-22 | 1.0002                      |
|  |  |
| 2025-07-23 | 1.0002                      |
|  |  |
| 2025-07-24 | 1.0002                      |
|  |  |
| 2025-07-25 | 1.0002                      |
|  |  |
| 2025-07-28 | 1.0002                      |
|  |  |
| 2025-07-29 | 1.0002                      |
|  |  |
| 2025-07-30 | 1.0002                      |
|  |  |
| 2025-07-31 | 1.0002                      |
|  |  |

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

### Class: Investor

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1200758322.82

- **Number of Shares Outstanding:** 1200681089.3560

- **Expense Reimbursement/Waiver:** 65434.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0002          |
|  |  |
| 2025-07-02 | 1.0002          |
|  |  |
| 2025-07-03 | 1.0002          |
|  |  |
| 2025-07-07 | 1.0002          |
|  |  |
| 2025-07-08 | 1.0002          |
|  |  |
| 2025-07-09 | 1.0002          |
|  |  |
| 2025-07-10 | 1.0002          |
|  |  |
| 2025-07-11 | 1.0002          |
|  |  |
| 2025-07-14 | 1.0002          |
|  |  |
| 2025-07-15 | 1.0002          |
|  |  |
| 2025-07-16 | 1.0002          |
|  |  |
| 2025-07-17 | 1.0002          |
|  |  |
| 2025-07-18 | 1.0002          |
|  |  |
| 2025-07-21 | 1.0002          |
|  |  |
| 2025-07-22 | 1.0002          |
|  |  |
| 2025-07-23 | 1.0002          |
|  |  |
| 2025-07-24 | 1.0002          |
|  |  |
| 2025-07-25 | 1.0002          |
|  |  |
| 2025-07-28 | 1.0002          |
|  |  |
| 2025-07-29 | 1.0002          |
|  |  |
| 2025-07-30 | 1.0002          |
|  |  |
| 2025-07-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $37030363.44              | $3271523.56             |
| 2025-07-02 | $9116067.85               | $765034.68              |
| 2025-07-03 | $9024282.64               | $6055501.65             |
| 2025-07-07 | $10737024.80              | $56653304.67            |
| 2025-07-08 | $10708024.54              | $4576778.15             |
| 2025-07-09 | $8404923.08               | $3625121.88             |
| 2025-07-10 | $762610.77                | $17816911.66            |
| 2025-07-11 | $25809420.16              | $4349410.69             |
| 2025-07-14 | $12013727.61              | $1552867.58             |
| 2025-07-15 | $19612386.55              | $2667230.31             |
| 2025-07-16 | $102682289.84             | $12114517.68            |
| 2025-07-17 | $9611176.59               | $1648790.02             |
| 2025-07-18 | $9198398.67               | $6882093.23             |
| 2025-07-21 | $16719105.25              | $21534217.89            |
| 2025-07-22 | $31409110.32              | $8308280.79             |
| 2025-07-23 | $51391340.89              | $4666323.40             |
| 2025-07-24 | $16373535.92              | $2674774.63             |
| 2025-07-25 | $10577667.94              | $7864740.47             |
| 2025-07-28 | $4439240.59               | $12626857.51            |
| 2025-07-29 | $13743882.48              | $16495525.52            |
| 2025-07-30 | $5850779.66               | $1442121.42             |
| 2025-07-31 | $16463270.15              | $26541206.58            |

**Total Gross Subscriptions (Month):** $431678629.74

**Total Gross Redemptions (Month):** $224133133.97

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2700%           |
| 2025-07-02 | 4.2800%           |
| 2025-07-03 | 4.2700%           |
| 2025-07-07 | 4.2500%           |
| 2025-07-08 | 4.2400%           |
| 2025-07-09 | 4.2400%           |
| 2025-07-10 | 4.2300%           |
| 2025-07-11 | 4.2300%           |
| 2025-07-14 | 4.2100%           |
| 2025-07-15 | 4.2100%           |
| 2025-07-16 | 4.2200%           |
| 2025-07-17 | 4.2200%           |
| 2025-07-18 | 4.2200%           |
| 2025-07-21 | 4.2200%           |
| 2025-07-22 | 4.2200%           |
| 2025-07-23 | 4.2100%           |
| 2025-07-24 | 4.2000%           |
| 2025-07-25 | 4.2100%           |
| 2025-07-28 | 4.2200%           |
| 2025-07-29 | 4.2300%           |
| 2025-07-30 | 4.2400%           |
| 2025-07-31 | 4.2400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 96.5900%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $21972689070.27

- **Number of Shares Outstanding:** 21970984305.6610

- **Expense Reimbursement/Waiver:** 1302794.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0002          |
|  |  |
| 2025-07-02 | 1.0002          |
|  |  |
| 2025-07-03 | 1.0002          |
|  |  |
| 2025-07-07 | 1.0002          |
|  |  |
| 2025-07-08 | 1.0002          |
|  |  |
| 2025-07-09 | 1.0002          |
|  |  |
| 2025-07-10 | 1.0002          |
|  |  |
| 2025-07-11 | 1.0002          |
|  |  |
| 2025-07-14 | 1.0002          |
|  |  |
| 2025-07-15 | 1.0002          |
|  |  |
| 2025-07-16 | 1.0002          |
|  |  |
| 2025-07-17 | 1.0002          |
|  |  |
| 2025-07-18 | 1.0002          |
|  |  |
| 2025-07-21 | 1.0002          |
|  |  |
| 2025-07-22 | 1.0002          |
|  |  |
| 2025-07-23 | 1.0002          |
|  |  |
| 2025-07-24 | 1.0002          |
|  |  |
| 2025-07-25 | 1.0002          |
|  |  |
| 2025-07-28 | 1.0002          |
|  |  |
| 2025-07-29 | 1.0002          |
|  |  |
| 2025-07-30 | 1.0002          |
|  |  |
| 2025-07-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $475971958.25             | $414891590.92           |
| 2025-07-02 | $1192567536.01            | $107666702.32           |
| 2025-07-03 | $231715414.28             | $1304973647.10          |
| 2025-07-07 | $241759316.64             | $179627944.84           |
| 2025-07-08 | $175179462.62             | $114816654.17           |
| 2025-07-09 | $239538707.85             | $179386151.80           |
| 2025-07-10 | $341218042.62             | $193624120.17           |
| 2025-07-11 | $136978487.08             | $326110902.05           |
| 2025-07-14 | $110078169.54             | $221603917.26           |
| 2025-07-15 | $93401748.54              | $251023616.87           |
| 2025-07-16 | $140068868.89             | $145965518.83           |
| 2025-07-17 | $210546113.65             | $207814560.54           |
| 2025-07-18 | $169167102.15             | $255643456.20           |
| 2025-07-21 | $114850349.15             | $170402485.21           |
| 2025-07-22 | $85791281.56              | $225631046.11           |
| 2025-07-23 | $109358394.53             | $127537447.08           |
| 2025-07-24 | $185259318.37             | $110927477.90           |
| 2025-07-25 | $149061045.99             | $218265145.43           |
| 2025-07-28 | $117624169.43             | $125222751.71           |
| 2025-07-29 | $195424155.76             | $114713933.62           |
| 2025-07-30 | $155852796.33             | $169962705.14           |
| 2025-07-31 | $428154427.27             | $91259956.10            |

**Total Gross Subscriptions (Month):** $5299566866.51

**Total Gross Redemptions (Month):** $5257071731.37

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2700%           |
| 2025-07-02 | 4.2800%           |
| 2025-07-03 | 4.2700%           |
| 2025-07-07 | 4.2500%           |
| 2025-07-08 | 4.2400%           |
| 2025-07-09 | 4.2400%           |
| 2025-07-10 | 4.2300%           |
| 2025-07-11 | 4.2300%           |
| 2025-07-14 | 4.2100%           |
| 2025-07-15 | 4.2100%           |
| 2025-07-16 | 4.2200%           |
| 2025-07-17 | 4.2200%           |
| 2025-07-18 | 4.2200%           |
| 2025-07-21 | 4.2200%           |
| 2025-07-22 | 4.2200%           |
| 2025-07-23 | 4.2100%           |
| 2025-07-24 | 4.2000%           |
| 2025-07-25 | 4.2100%           |
| 2025-07-28 | 4.2200%           |
| 2025-07-29 | 4.2300%           |
| 2025-07-30 | 4.2400%           |
| 2025-07-31 | 4.2400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 46.4700%         | 0.0000%              |
| Non-financial corporation |  | 20.9800%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXVW5, C.4 - ISIN: US3130AXVW52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30002198.70
- **C.18.a - Value (excl. sponsor support):** $30002198.70
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **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 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZ92, C.4 - ISIN: US3130AXZ923, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15008207.10
- **C.18.a - Value (excl. sponsor support):** $15008207.10
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZJ0, C.4 - ISIN: US3130AXZJ06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50026717.50
- **C.18.a - Value (excl. sponsor support):** $50026717.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1D87, C.4 - ISIN: US3130B1D874, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100020744.00
- **C.18.a - Value (excl. sponsor support):** $100020744.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T39, C.4 - ISIN: US3130B2T399, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $20018910.00
- **C.18.a - Value (excl. sponsor support):** $20018910.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5T81, C.4 - ISIN: US3130B5T814, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99997213.00
- **C.18.a - Value (excl. sponsor support):** $99997213.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6XW1, C.4 - ISIN: US3130B6XW12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100084271.00
- **C.18.a - Value (excl. sponsor support):** $100084271.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73S1, C.4 - ISIN: US3130B73S14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $74999054.25
- **C.18.a - Value (excl. sponsor support):** $74999054.25
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5D3, C.4 - ISIN: US3133EP5D36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43005072.71
- **C.18.a - Value (excl. sponsor support):** $43005072.71
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5N1, C.4 - ISIN: US3133EP5N18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49029866.97
- **C.18.a - Value (excl. sponsor support):** $49029866.97
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6P5, C.4 - ISIN: US3133EP6P56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90013239.90
- **C.18.a - Value (excl. sponsor support):** $90013239.90
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6Y6, C.4 - ISIN: US3133EP6Y63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50020168.00
- **C.18.a - Value (excl. sponsor support):** $50020168.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPF75, C.4 - ISIN: US3133EPF752, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50003168.50
- **C.18.a - Value (excl. sponsor support):** $50003168.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **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 14: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH24, C.4 - ISIN: US3133EPH246, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30015226.20
- **C.18.a - Value (excl. sponsor support):** $30015226.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH73, C.4 - ISIN: US3133EPH733, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15007849.80
- **C.18.a - Value (excl. sponsor support):** $15007849.80
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPL45, C.4 - ISIN: US3133EPL453, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18000682.20
- **C.18.a - Value (excl. sponsor support):** $18000682.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM69, C.4 - ISIN: US3133EPM691, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20011277.80
- **C.18.a - Value (excl. sponsor support):** $20011277.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPRW7, C.4 - ISIN: US3133EPRW77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000050.70
- **C.18.a - Value (excl. sponsor support):** $5000050.70
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPS55, C.4 - ISIN: US3133EPS557, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45027145.80
- **C.18.a - Value (excl. sponsor support):** $45027145.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWB7, C.4 - ISIN: US3133EPWB75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30005514.90
- **C.18.a - Value (excl. sponsor support):** $30005514.90
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZ57, C.4 - ISIN: US3133EPZ578, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10006675.90
- **C.18.a - Value (excl. sponsor support):** $10006675.90
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.450000%
- **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):** $25009116.25
- **C.18.a - Value (excl. sponsor support):** $25009116.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.390000%
- **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):** $25003910.25
- **C.18.a - Value (excl. sponsor support):** $25003910.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $34987981.00
- **C.18.a - Value (excl. sponsor support):** $34987981.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30003908.40
- **C.18.a - Value (excl. sponsor support):** $30003908.40
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAZ4, C.4 - ISIN: US3133ERAZ48, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30008061.30
- **C.18.a - Value (excl. sponsor support):** $30008061.30
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB83, C.4 - ISIN: US3133ERB831, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100087960.00
- **C.18.a - Value (excl. sponsor support):** $100087960.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBC4, C.4 - ISIN: US3133ERBC44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70021060.90
- **C.18.a - Value (excl. sponsor support):** $70021060.90
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBG5, C.4 - ISIN: US3133ERBG57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30003856.80
- **C.18.a - Value (excl. sponsor support):** $30003856.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40016921.20
- **C.18.a - Value (excl. sponsor support):** $40016921.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100096504.00
- **C.18.a - Value (excl. sponsor support):** $100096504.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGC9, C.4 - ISIN: US3133ERGC98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $52009454.64
- **C.18.a - Value (excl. sponsor support):** $52009454.64
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65110179.55
- **C.18.a - Value (excl. sponsor support):** $65110179.55
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.420000%
- **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):** $10006330.30
- **C.18.a - Value (excl. sponsor support):** $10006330.30
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70046369.40
- **C.18.a - Value (excl. sponsor support):** $70046369.40
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124114889.70
- **C.18.a - Value (excl. sponsor support):** $124114889.70
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMC2, C.4 - ISIN: US3133ERMC25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10006195.70
- **C.18.a - Value (excl. sponsor support):** $10006195.70
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100088687.00
- **C.18.a - Value (excl. sponsor support):** $100088687.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50047727.00
- **C.18.a - Value (excl. sponsor support):** $50047727.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10009301.00
- **C.18.a - Value (excl. sponsor support):** $10009301.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50034085.50
- **C.18.a - Value (excl. sponsor support):** $50034085.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74066441.64
- **C.18.a - Value (excl. sponsor support):** $74066441.64
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $214194386.90
- **C.18.a - Value (excl. sponsor support):** $214194386.90
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT68, C.4 - ISIN: US3133ERT684, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14013079.78
- **C.18.a - Value (excl. sponsor support):** $14013079.78
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $215203043.90
- **C.18.a - Value (excl. sponsor support):** $215203043.90
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75072118.50
- **C.18.a - Value (excl. sponsor support):** $75072118.50
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $61049949.24
- **C.18.a - Value (excl. sponsor support):** $61049949.24
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.450000%
- **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):** $70054682.60
- **C.18.a - Value (excl. sponsor support):** $70054682.60
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80062248.00
- **C.18.a - Value (excl. sponsor support):** $80062248.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.385000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49998437.50
- **C.18.a - Value (excl. sponsor support):** $49998437.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAV9, C.4 - ISIN: US3133ETAV99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35002552.90
- **C.18.a - Value (excl. sponsor support):** $35002552.90
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBZ9, C.4 - ISIN: US3133ETBZ94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64993271.20
- **C.18.a - Value (excl. sponsor support):** $64993271.20
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49978587.50
- **C.18.a - Value (excl. sponsor support):** $49978587.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFX0, C.4 - ISIN: US3133ETFX01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $56017973.20
- **C.18.a - Value (excl. sponsor support):** $56017973.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-05-06
- **C.13 - Final Legal Maturity Date:** 2027-05-06
- **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 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGP6, C.4 - ISIN: US3133ETGP67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $230024702.00
- **C.18.a - Value (excl. sponsor support):** $230024702.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGX9, C.4 - ISIN: US3133ETGX91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5999979.60
- **C.18.a - Value (excl. sponsor support):** $5999979.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-05-14
- **C.13 - Final Legal Maturity Date:** 2027-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJE8, C.4 - ISIN: US3133ETJE83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $87998840.16
- **C.18.a - Value (excl. sponsor support):** $87998840.16
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **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 58: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20008693.60
- **C.18.a - Value (excl. sponsor support):** $20008693.60
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQK6, C.4 - ISIN: US3133ETQK60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75020435.25
- **C.18.a - Value (excl. sponsor support):** $75020435.25
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-21
- **C.13 - Final Legal Maturity Date:** 2027-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRN9, C.4 - ISIN: US3133ETRN90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50005610.00
- **C.18.a - Value (excl. sponsor support):** $50005610.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-29
- **C.13 - Final Legal Maturity Date:** 2026-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $200037170.00
- **C.18.a - Value (excl. sponsor support):** $200037170.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $147040076.60
- **C.18.a - Value (excl. sponsor support):** $147040076.60
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.460000%
- **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):** $105094275.30
- **C.18.a - Value (excl. sponsor support):** $105094275.30
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.460000%
- **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):** $40030132.80
- **C.18.a - Value (excl. sponsor support):** $40030132.80
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $25025892.50
- **C.18.a - Value (excl. sponsor support):** $25025892.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $275150062.00
- **C.18.a - Value (excl. sponsor support):** $275150062.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $99973660.00
- **C.18.a - Value (excl. sponsor support):** $99973660.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $38524371.66
- **C.18.a - Value (excl. sponsor support):** $38524371.66
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.455000%
- **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):** $85072623.15
- **C.18.a - Value (excl. sponsor support):** $85072623.15
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.460000%
- **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):** $70058997.40
- **C.18.a - Value (excl. sponsor support):** $70058997.40
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.460000%
- **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):** $35052734.50
- **C.18.a - Value (excl. sponsor support):** $35052734.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.460000%
- **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):** $175189054.30
- **C.18.a - Value (excl. sponsor support):** $175189054.30
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.281000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533U9, C.4 - ISIN: US6903533U98, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $842105.15
- **C.18.a - Value (excl. sponsor support):** $842105.15
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 74: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534J3, C.4 - ISIN: US6903534J35, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $157894.86
- **C.18.a - Value (excl. sponsor support):** $157894.86
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 75: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.4 - ISIN: US6903534U89, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1250000.00
- **C.18.a - Value (excl. sponsor support):** $1250000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.4 - ISIN: US6903534Y02, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2916666.65
- **C.18.a - Value (excl. sponsor support):** $2916666.65
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 77: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.281000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903536H5, C.4 - ISIN: US6903536H50, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537R2, C.4 - ISIN: US6903537R24, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1333333.37
- **C.18.a - Value (excl. sponsor support):** $1333333.37
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.4 - ISIN: US6903538B62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1041666.71
- **C.18.a - Value (excl. sponsor support):** $1041666.71
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBG5, C.4 - ISIN: US90376PBG54, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5538461.55
- **C.18.a - Value (excl. sponsor support):** $5538461.55
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2028-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBJ9, C.4 - ISIN: US90376PBJ93, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $899999.94
- **C.18.a - Value (excl. sponsor support):** $899999.94
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $158829140.80
- **C.18.a - Value (excl. sponsor support):** $158829140.80
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $44523056.25
- **C.18.a - Value (excl. sponsor support):** $44523056.25
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $197214960.00
- **C.18.a - Value (excl. sponsor support):** $197214960.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $146114197.50
- **C.18.a - Value (excl. sponsor support):** $146114197.50
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $497558505.00
- **C.18.a - Value (excl. sponsor support):** $497558505.00
- **C.19 - Percentage of Net Assets:** 2.1500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $149147184.00
- **C.18.a - Value (excl. sponsor support):** $149147184.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49592457.00
- **C.18.a - Value (excl. sponsor support):** $49592457.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $173434047.50
- **C.18.a - Value (excl. sponsor support):** $173434047.50
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $481281435.00
- **C.18.a - Value (excl. sponsor support):** $481281435.00
- **C.19 - Percentage of Net Assets:** 2.0800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **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 91: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.456000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $150057781.50
- **C.18.a - Value (excl. sponsor support):** $150057781.50
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.531000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100098922.00
- **C.18.a - Value (excl. sponsor support):** $100098922.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.463000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $65068835.65
- **C.18.a - Value (excl. sponsor support):** $65068835.65
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.446000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $115067977.70
- **C.18.a - Value (excl. sponsor support):** $115067977.70
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV7XMRY3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV7XMRY3
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-04-20      | 5.3980%  | 0.0000% | $66946867.00       | $66300000.27       | Agency Collateralized Mortgage Obligation |

### Security 96: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV81CUT5, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV81CUT5
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.5900%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-09-04      | 0.0000%  | 0.0000% | $100.00            | $99.59             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-02      | 0.0000%  | 0.0000% | $5000000.00        | $4962925.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-28      | 0.0000%  | 0.0000% | $55000.00          | $54227.75          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-26      | 0.0000%  | 0.0000% | $2157200.00        | $2120268.74        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-19      | 0.0000%  | 0.0000% | $2317000.00        | $2264054.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-14      | 0.0000%  | 0.0000% | $26873200.00       | $26828751.73       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-28      | 0.0000%  | 0.0000% | $1239000.00        | $1234886.52        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-11      | 0.0000%  | 0.0000% | $145700.00         | $144972.96         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-18      | 0.0000%  | 0.0000% | $5819700.00        | $5785887.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-25      | 0.0000%  | 0.0000% | $75700.00          | $75198.11          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-16      | 0.0000%  | 0.0000% | $1012700.00        | $983311.45         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-09      | 0.0000%  | 0.0000% | $26000000.00       | $25785500.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-23      | 0.0000%  | 0.0000% | $290000.00         | $287131.90         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-12      | 0.0000%  | 0.0000% | $3050000.00        | $3045669.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-19      | 0.0000%  | 0.0000% | $25000000.00       | $24943750.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-13      | 0.0000%  | 0.0000% | $18000.00          | $17779.50          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-09      | 0.0000%  | 0.0000% | $20000000.00       | $19905200.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-23      | 0.0000%  | 0.0000% | $20101200.00       | $19972753.33       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-11      | 0.0000%  | 0.0000% | $432000.00         | $425321.28         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-21      | 0.0000%  | 0.0000% | $15235100.00       | $15088385.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-29      | 0.0000%  | 0.0000% | $1364000.00        | $1335504.68        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-25      | 0.0000%  | 0.0000% | $18000.00          | $17753.04          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 2.0000%  | 0.0000% | $451400.00         | $732737.17         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-02-15      | 4.7500%  | 0.0000% | $200.00            | $209.84            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $4070800.00        | $3454099.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-30      | 3.0000%  | 0.0000% | $412700.00         | $415943.00         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 2.8750%  | 0.0000% | $100.00            | $99.97             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $244450000.00      | $329186937.20      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $4323400.00        | $5683243.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 1.3750%  | 0.0000% | $900.00            | $878.90            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $97.29             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 3.8750%  | 0.0000% | $1684900.00        | $1684566.02        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $726000.00         | $739830.62         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-15      | 3.7500%  | 0.0000% | $200.00            | $201.54            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $100.65            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $113489400.00      | $113826463.52      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.4679%  | 0.0000% | $679100.00         | $679656.86         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.3750%  | 0.0000% | $307000.00         | $307577.16         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $8000.00           | $8044.36           | U.S. Treasuries (including strips) |

### Security 97: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV89U7P1, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV89U7P1
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-01-15      | 2.0000%  | 0.0000% | $21190700.00       | $34397903.29       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.3750%  | 0.0000% | $300.00            | $300.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $169681800.00      | $169601874.27      | U.S. Treasuries (including strips) |

### Security 98: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8DA3J8, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3J8
- **C.18 - Value (incl. sponsor support):** $196000000.00
- **C.18.a - Value (excl. sponsor support):** $196000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-04-30      | 4.4459%  | 0.0000% | $1993900.00        | $1994567.96        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 4.4449%  | 0.0000% | $201185000.00      | $201190633.18      | U.S. Treasuries (including strips) |

### Security 99: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8DA3M1, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3M1
- **C.18 - Value (incl. sponsor support):** $196000000.00
- **C.18.a - Value (excl. sponsor support):** $196000000.00
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $158484602.00      | $90851329.20       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $144600585.00      | $78595642.37       | Agency Mortgage-Backed Securities  |
| U.S. Treasury                         | 2028-05-31      | 1.2500%  | 0.0000% | $2613500.00        | $2436880.54        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2026-08-31      | 3.7500%  | 0.0000% | $30971600.00       | $31324832.12       | U.S. Treasuries (including strips) |

### Security 100: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8GTD61, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8GTD61
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2054-04-25      | 5.3000%  | 0.0000% | $25000000.00       | $18760407.25       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 5.4500%  | 0.0000% | $8400000.00        | $7802983.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-11-15      | 4.8041%  | 0.0000% | $11999999.00       | $773657.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 5.3000%  | 0.0000% | $50000000.00       | $46353125.49       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-12-25      | 5.5500%  | 0.0000% | $4400000.00        | $3742797.32        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-01-25      | 5.4500%  | 0.0000% | $16000000.00       | $15191296.35       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-08-25      | 6.0000%  | 0.0000% | $8428544.00        | $1181342.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 5.2067%  | 0.0000% | $178105.00         | $34024.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 5.0667%  | 0.0000% | $3700000.00        | $1361910.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-03-20      | 5.2280%  | 0.0000% | $3500000.00        | $3342379.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-11-20      | 5.5180%  | 0.0000% | $1000000.00        | $1003107.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 5.2480%  | 0.0000% | $200000000.00      | $106345451.40      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-07-20      | 5.0443%  | 0.0000% | $136695552.00      | $135959763.17      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.5980%  | 0.0000% | $15696800.00       | $15147754.96       | Agency Collateralized Mortgage Obligation |

### Security 101: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8GWYT1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8GWYT1
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2055-03-25      | 5.6500%  | 0.0000% | $43118400.00       | $40222512.77       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2045-08-15      | 4.8041%  | 0.0000% | $5578224.00        | $4472663.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.3000%  | 0.0000% | $9626800.00        | $8771894.74        | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2063-08-20      | 6.0767%  | 0.0000% | $5999998.00        | $134942.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-20      | 4.9167%  | 0.0000% | $799997.00         | $42721.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-20      | 4.9367%  | 0.0000% | $1572774.00        | $103.36            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 5.0567%  | 0.0000% | $2500000.00        | $495154.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-05-20      | 5.2367%  | 0.0000% | $2800000.00        | $561924.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 5.4367%  | 0.0000% | $500000.00         | $112220.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-10-20      | 2.5000%  | 0.0000% | $12750000.00       | $1091810.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-10-20      | 4.8367%  | 0.0000% | $9000000.00        | $1268282.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-08-20      | 5.4367%  | 0.0000% | $9769440.00        | $5681827.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 4.9367%  | 0.0000% | $699996.00         | $331250.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-03-20      | 5.0980%  | 0.0000% | $5004488.00        | $2375806.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-10-20      | 5.2480%  | 0.0000% | $5558192.00        | $5459971.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.3980%  | 0.0000% | $25000000.00       | $14905310.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.6480%  | 0.0000% | $100000000.00      | $53087040.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.4480%  | 0.0000% | $40000000.00       | $39484564.55       | Agency Collateralized Mortgage Obligation |

### Security 102: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8L9QA6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8L9QA6
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2027-05-01      | 6.0000%  | 0.0000% | $207000.00         | $632.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $575891.00         | $495591.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 7.0000%  | 0.0000% | $100000.00         | $83018.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1515687.00        | $1525662.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $29572595.00       | $28665310.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1179759.00        | $1207832.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $4034199.00        | $4030419.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.5000%  | 0.0000% | $1773000.00        | $1813054.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $5780490.00        | $5949667.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 3.5000%  | 0.0000% | $5500000.00        | $1028654.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $1283000.00        | $213060.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 3.0000%  | 0.0000% | $200000.00         | $60878.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $675000.00         | $192358.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.0000%  | 0.0000% | $100000.00         | $46971.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1267570.00        | $1313553.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $105679.00         | $93729.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 4.0000%  | 0.0000% | $127863.00         | $114270.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $50110.00          | $48369.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $8463898.00        | $2732204.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1620.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $4597022.00        | $4025222.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $5132735.00        | $4887058.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $5454007.00        | $4793924.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $33231065.00       | $28600436.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 3.0000%  | 0.0000% | $453000.00         | $163900.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $105000.00         | $68599.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $795000.00         | $591390.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $440000.00         | $339467.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $11441000.00       | $9158817.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1525.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.5000%  | 0.0000% | $102000.00         | $6634.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $750000.00         | $76228.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-03-01      | 5.5000%  | 0.0000% | $3000.00           | $1990.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 3.5000%  | 0.0000% | $800606.00         | $657648.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 6.5000%  | 0.0000% | $6169820.00        | $5974876.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 4.5000%  | 0.0000% | $358207.00         | $357232.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 6.5000%  | 0.0000% | $2764521.00        | $2878185.90        | Agency Mortgage-Backed Securities |

### Security 103: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKMB3, C.3 - LEI: N/A, C.5 - Other ID: BIV8LKMB3
- **C.18 - Value (incl. sponsor support):** $313000000.00
- **C.18.a - Value (excl. sponsor support):** $313000000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $2882500.00        | $3066809.81        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $1000.00           | $970.10            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $82.18             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $62.14             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $200.00            | $126.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $900.00            | $744.16            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $2105800.00        | $1531731.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $2300.00           | $2119.45           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $77211900.00       | $75526083.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $1000800.00        | $985957.63         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $40000000.00       | $37378392.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $200.00            | $171.14            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $700.00            | $650.73            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $16254100.00       | $15166710.87       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $600.00            | $572.08            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $101146000.00      | $101370038.39      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $83785600.00       | $84228844.17       | U.S. Treasuries (including strips) |

### Security 104: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8N7Z00, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8N7Z00
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank              | 2025-09-08      | 0.0000%  | 0.0000% | $2368000.00        | $2356917.76        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-08-20      | 0.0000%  | 0.0000% | $52789000.00       | $52658083.28       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-09-10      | 0.0000%  | 0.0000% | $7925000.00        | $7886009.00        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp       | 2025-09-05      | 0.0000%  | 0.0000% | $100000.00         | $99567.00          | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2044-06-01      | 4.0000%  | 0.0000% | $1121000.00        | $182864.94         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $9038.00           | $2322.42           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2042-10-01      | 4.5000%  | 0.0000% | $45000.00          | $8733.87           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2042-11-01      | 2.5000%  | 0.0000% | $1206000.00        | $208518.53         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2030-10-01      | 3.0000%  | 0.0000% | $670000.00         | $62993.64          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $995000.00         | $237107.06         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $2757400.00        | $2582884.28        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1399168.00        | $1280638.19        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1074726.00        | $1102141.94        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $1714038.00        | $1656372.32        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-01-01      | 4.5000%  | 0.0000% | $1062153.00        | $1007933.20        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $1312766.00        | $1284993.19        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2040-02-01      | 5.5000%  | 0.0000% | $1355197.00        | $1287027.34        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $2527155.00        | $2471491.04        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1091610.00        | $1127440.15        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $935000.00         | $102229.17         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $3200000.00        | $1214049.52        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2035-02-01      | 3.0000%  | 0.0000% | $1100000.00        | $253075.16         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $429000.00         | $37900.93          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2036-08-01      | 2.0000%  | 0.0000% | $135000.00         | $64713.85          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2036-09-01      | 2.0000%  | 0.0000% | $1765985.00        | $1043112.94        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $2658889.00        | $2606998.96        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $985455.00         | $958340.95         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $1853889.00        | $1362708.52        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $158765.00         | $121730.70         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $1281902.00        | $921083.00         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $43118.00          | $31218.03          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $113416.00         | $99135.82          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2036-07-01      | 2.0000%  | 0.0000% | $70000.00          | $31513.22          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2037-04-01      | 2.0000%  | 0.0000% | $4014776.00        | $2861070.64        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2038-02-01      | 4.5000%  | 0.0000% | $1694000.00        | $1304955.20        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2038-12-01      | 6.5000%  | 0.0000% | $4084266.00        | $2609044.70        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $181378149.00      | $173402723.95      | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $87206735.00       | $76652364.62       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2050-05-01      | 4.0000%  | 0.0000% | $6000.00           | $1211.59           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2035-07-01      | 3.5000%  | 0.0000% | $2257304.00        | $542867.63         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $300000.00         | $194267.48         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2037-01-01      | 2.0000%  | 0.0000% | $1203064.00        | $787199.42         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2037-03-01      | 2.0000%  | 0.0000% | $168000.00         | $122278.32         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $500000.00         | $386598.04         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $12642557.00       | $9577753.38        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $8387161.00        | $7363695.40        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2038-08-01      | 6.0000%  | 0.0000% | $75000.00          | $2608.82           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2036-09-01      | 5.5000%  | 0.0000% | $6600000.00        | $106340.92         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2035-01-01      | 3.5000%  | 0.0000% | $800000.00         | $78884.24          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2045-04-01      | 3.5000%  | 0.0000% | $1167000.00        | $186342.79         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $550038.00         | $98182.34          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2033-06-01      | 3.0000%  | 0.0000% | $1959000.00        | $248814.36         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2039-07-01      | 3.0000%  | 0.0000% | $2500000.00        | $288798.07         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2036-04-01      | 2.5000%  | 0.0000% | $1001524.00        | $473684.95         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2042-03-01      | 2.5000%  | 0.0000% | $1265000.00        | $831967.79         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2037-07-01      | 3.5000%  | 0.0000% | $2076652.00        | $1292609.63        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2037-09-01      | 2.0000%  | 0.0000% | $1857331.00        | $1340269.06        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-10-01      | 2.5000%  | 0.0000% | $395717.00         | $280515.28         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $8943932.00        | $7274685.85        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $13537800.00       | $12081674.35       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2045-06-01      | 6.0000%  | 0.0000% | $14923472.00       | $14662219.90       | Agency Mortgage-Backed Securities   |
| Tennessee Valley Authority            | 2025-08-06      | 0.0000%  | 0.0000% | $6600000.00        | $6594522.00        | Agency Debentures and Agency Strips |

### Security 105: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8R1BU9, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV8R1BU9
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.2900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $93098940.00       | $69484198.92       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $31838580.00       | $25171989.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $145000080.00      | $71707795.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $82481140.00       | $68198893.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $3136800.00        | $3109904.63        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $66487000.00       | $68327224.33       | U.S. Treasuries (including strips) |

### Security 106: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8RDWN6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8RDWN6
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2042-09-01      | 3.0000%  | 0.0000% | $7906630.00        | $1393963.48        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 4.0000%  | 0.0000% | $200000.00         | $159508.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $60972.00          | $50211.23          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 4.5000%  | 0.0000% | $23218200.00       | $21124675.85       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 2.0000%  | 0.0000% | $159607.00         | $66283.16          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 4.0000%  | 0.0000% | $401000.00         | $320560.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.0000%  | 0.0000% | $2700000.00        | $2309625.55        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $1288096.00        | $1097356.00        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $582941.00         | $593015.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-25      | 4.7173%  | 0.0000% | $117020.00         | $117444.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-01-01      | 5.0000%  | 0.0000% | $4700000.00        | $570032.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $7054108.00        | $424830.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $113000.00         | $26956.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $578499.00         | $605940.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $1604674.00        | $1752461.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 6.4860%  | 0.0000% | $500000.00         | $148244.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $1900000.00        | $737120.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $319948.00         | $210035.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $31052069.00       | $32509425.41       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 2.5000%  | 0.0000% | $5070160.00        | $4270151.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $877780.00         | $674318.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $1900000.00        | $639128.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1065422.00        | $914673.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 5.5000%  | 0.0000% | $1082254.00        | $1078519.61        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 4.0000%  | 0.0000% | $65000.00          | $5961.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1733836.00        | $1695291.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $2119307.00        | $2167127.13        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $1728416.00        | $1632048.62        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $2035660.00        | $1591220.33        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $3346000.00        | $2601780.42        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $98972477.00       | $84781735.66       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $15461303.00       | $4715328.50        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $7423608.00        | $5298255.48        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $7708407.00        | $7421304.61        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1080373.00        | $1124541.54        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1032640.00        | $1069349.40        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $985834.00         | $1017182.25        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $2875660.00        | $3080591.34        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $215995841.00      | $213287495.68      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $3399476.00        | $3494029.35        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 3.5000%  | 0.0000% | $5996200.00        | $435361.29         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $12036561.00       | $567350.93         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.9480%  | 0.0000% | $242398.00         | $219562.02         | Agency Collateralized Mortgage Obligation |

### Security 107: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAAY0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAY0
- **C.18 - Value (incl. sponsor support):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-10-23      | 0.0000%  | 0.0000% | $18247200.00       | $18066735.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 4.3750%  | 0.0000% | $100.00            | $97.38             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $4000.00           | $2817.66           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $65.51             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $700.00            | $688.76            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 3.8750%  | 0.0000% | $226995200.00      | $226729615.62      | U.S. Treasuries (including strips) |

### Security 108: Societe Generale

- **C.1 - Title:** Societe Generale 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TABW3, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV8TABW3
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2054-01-01      | 6.0000%  | 0.0000% | $8856610.56        | $7641911.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-07-01      | 5.5000%  | 0.0000% | $765358.86         | $661998.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2036-09-01      | 2.0000%  | 0.0000% | $60416235.60       | $34017945.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $32301047.94       | $31169271.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $43726372.20       | $24464470.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $49076330.10       | $27529385.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $51425268.72       | $29563227.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $43499025.36       | $30182119.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $2978949.12        | $3095121.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 4.5000%  | 0.0000% | $3176503.68        | $3026953.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 6.0000%  | 0.0000% | $3665894.40        | $3734580.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.0000%  | 0.0000% | $5254966.08        | $5396593.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.0000%  | 0.0000% | $6214091.52        | $6403801.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 5.0000%  | 0.0000% | $7435629.60        | $7312894.62        | Agency Mortgage-Backed Securities |

### Security 109: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TAGB4, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8TAGB4
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.5900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp                        | 2032-07-01      | 6.5000%  | 0.0000% | $4002.00           | $57.95             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-11-01      | 3.6540%  | 0.0000% | $2196.00           | $438.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-03-01      | 6.6110%  | 0.0000% | $1550526.00        | $1368476.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-01-01      | 6.7510%  | 0.0000% | $2005460.00        | $1965362.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-07-01      | 6.9620%  | 0.0000% | $5052.00           | $25.07             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-09-01      | 7.4880%  | 0.0000% | $4483030.00        | $32232.39          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-01-01      | 6.9190%  | 0.0000% | $1728.00           | $3.07              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-05-01      | 6.4530%  | 0.0000% | $3900000.00        | $17341.24          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 5.5000%  | 0.0000% | $15877.00          | $578.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-09-01      | 7.5200%  | 0.0000% | $2165.00           | $3.33              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-06-01      | 6.2500%  | 0.0000% | $2085.00           | $12.56             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 7.1670%  | 0.0000% | $4296.00           | $45.61             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-07-01      | 6.3070%  | 0.0000% | $18716107.00       | $166946.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-09-01      | 6.9400%  | 0.0000% | $2843.00           | $54.07             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-02-01      | 6.7540%  | 0.0000% | $1317.00           | $42.65             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-08-01      | 6.6570%  | 0.0000% | $1000.00           | $443.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-03-01      | 4.2310%  | 0.0000% | $43614.00          | $1017.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-09-01      | 7.0000%  | 0.0000% | $1707988.00        | $28701.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-09-01      | 6.5000%  | 0.0000% | $2028765.00        | $39081.06          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-09-01      | 6.5000%  | 0.0000% | $1705.00           | $0.22              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-11-01      | 5.0000%  | 0.0000% | $1000.00           | $197.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $309.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-04-01      | 4.0000%  | 0.0000% | $1102455.00        | $369009.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-05-01      | 3.5000%  | 0.0000% | $1590005.00        | $178330.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-11-01      | 4.0000%  | 0.0000% | $4536691.00        | $177237.89         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-05-01      | 5.0000%  | 0.0000% | $1026.00           | $196.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-10-01      | 2.5000%  | 0.0000% | $491000.00         | $96615.55          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-02-01      | 3.5000%  | 0.0000% | $21545023.00       | $2960848.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-01-01      | 3.5000%  | 0.0000% | $490000.00         | $76947.30          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 3.5000%  | 0.0000% | $480000.00         | $119411.77         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-10-01      | 3.0000%  | 0.0000% | $1685999.00        | $423005.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-03-01      | 4.5000%  | 0.0000% | $1103.00           | $300.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-07-15      | 4.0000%  | 0.0000% | $16737998.00       | $14435556.71       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-09-01      | 5.0000%  | 0.0000% | $19577400.00       | $15732631.48       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 2.5000%  | 0.0000% | $102800.00         | $64637.95          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 3.0000%  | 0.0000% | $15720.00          | $8525.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-12-01      | 2.0000%  | 0.0000% | $1035000.00        | $643568.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.0000%  | 0.0000% | $71405.00          | $52536.59          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 4.5000%  | 0.0000% | $903050.00         | $662201.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.5000%  | 0.0000% | $20548.00          | $16323.57          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-02-01      | 5.5000%  | 0.0000% | $2054066.00        | $1573797.26        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 6.0000%  | 0.0000% | $1531909.00        | $1177870.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $3897935.00        | $3209999.97        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $897.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-12-01      | 5.0000%  | 0.0000% | $4398350.00        | $3820885.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-04-01      | 5.5000%  | 0.0000% | $4928347.00        | $4474346.84        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $1379.00           | $1303.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.5000%  | 0.0000% | $26193.00          | $22462.30          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.5000%  | 0.0000% | $6747658.00        | $5473835.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-03-01      | 2.0000%  | 0.0000% | $7672205.00        | $4284182.76        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 3.5000%  | 0.0000% | $18000.00          | $10728.67          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 3.5000%  | 0.0000% | $3057703.00        | $2280076.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 4.5000%  | 0.0000% | $28000.00          | $21951.74          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 4.5000%  | 0.0000% | $113999.00         | $95260.21          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-01      | 6.0000%  | 0.0000% | $466475.00         | $399014.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-01      | 6.0000%  | 0.0000% | $1266066.00        | $1059357.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $387.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-06-01      | 3.0000%  | 0.0000% | $1425000.00        | $540470.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-12-01      | 2.0000%  | 0.0000% | $98982.00          | $50981.35          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 2.0000%  | 0.0000% | $5300000.00        | $3382549.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 3.5000%  | 0.0000% | $136159.00         | $85845.08          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 6.0000%  | 0.0000% | $1518131.00        | $1321807.30        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 5.0000%  | 0.0000% | $79518.00          | $49662.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-02-01      | 5.0000%  | 0.0000% | $500000.00         | $452278.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1599.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.5000%  | 0.0000% | $10917.00          | $7376.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.0000%  | 0.0000% | $1039357.00        | $993810.46         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.5000%  | 0.0000% | $1131881.00        | $1128091.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-11-01      | 6.0000%  | 0.0000% | $351912.00         | $356841.45         | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                               | 2038-03-02      | 3.5700%  | 0.0000% | $39000.00          | $34557.35          | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                               | 2028-05-16      | 3.6700%  | 0.0000% | $1000.00           | $994.61            | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                               | 2040-08-13      | 1.9500%  | 0.0000% | $1000.00           | $669.46            | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                               | 2035-06-04      | 1.8000%  | 0.0000% | $2000.00           | $1525.13           | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                               | 2042-02-24      | 3.4400%  | 0.0000% | $6000.00           | $4723.45           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2051-06-01      | 2.0000%  | 0.0000% | $9598729.00        | $5745796.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 3.0000%  | 0.0000% | $12484.00          | $8378.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-03-01      | 3.0000%  | 0.0000% | $1065.00           | $721.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 3.5000%  | 0.0000% | $34000.00          | $23047.97          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 5.0000%  | 0.0000% | $1009.00           | $755.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-10-01      | 5.5000%  | 0.0000% | $3379990.00        | $2561146.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-01-25      | 2.0000%  | 0.0000% | $100000.00         | $9330.35           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 6.0000%  | 0.0000% | $4382016.00        | $3068077.05        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $3627328.00        | $2939263.13        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 5.5000%  | 0.0000% | $1211032.00        | $1144181.32        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $3813717.00        | $3230787.90        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 5.0000%  | 0.0000% | $940350.00         | $907824.89         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 5.5000%  | 0.0000% | $793609.00         | $787695.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 5.5000%  | 0.0000% | $1697471.00        | $1678562.63        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-12-01      | 3.0000%  | 0.0000% | $48000.00          | $9383.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-03-01      | 2.6850%  | 0.0000% | $1039674.00        | $138574.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-11-01      | 6.5290%  | 0.0000% | $2235.00           | $14.71             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-10-25      | 1.7500%  | 0.0000% | $2050293.00        | $131302.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2044-07-25      | 4.8645%  | 0.0000% | $8826.00           | $1490.55           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2054-08-25      | 3.0000%  | 0.0000% | $100000.00         | $66795.00          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2045-04-25      | 3.5000%  | 0.0000% | $357877.00         | $296140.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2025-10-25      | 2.9226%  | 0.0000% | $124032.00         | $24711.79          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2045-11-25      | 3.7224%  | 0.0000% | $91471.00          | $79829.53          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2046-12-25      | 3.0000%  | 0.0000% | $3500000.00        | $2908293.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2048-06-25      | 2.0000%  | 0.0000% | $7134904.00        | $4348402.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2031-11-25      | 1.7072%  | 0.0000% | $50000.00          | $42350.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-05-25      | 5.6000%  | 0.0000% | $942400.00         | $769643.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2028-08-01      | 3.6500%  | 0.0000% | $1000.00           | $985.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2026-07-25      | 2.3400%  | 0.0000% | $1183.00           | $251.85            | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-062       A-1    20260925 3.03200 | 2026-09-25      | 3.0320%  | 0.0000% | $72578.00          | $2807.65           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2051-08-25      | 1.2500%  | 0.0000% | $2000000.00        | $911744.57         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2030-11-25      | 4.9400%  | 0.0000% | $23106.00          | $23711.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2052-02-25      | 5.0000%  | 0.0000% | $3341227.00        | $3210340.25        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association                  | 2031-04-01      | 6.1250%  | 0.0000% | $43088.00          | $52.82             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-12-01      | 4.8850%  | 0.0000% | $1337.00           | $0.84              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-02-01      | 4.5000%  | 0.0000% | $13266352.00       | $776489.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-11-01      | 3.5000%  | 0.0000% | $44890616.00       | $5033139.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-01-01      | 4.5000%  | 0.0000% | $675000.00         | $32622.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-04-01      | 4.5000%  | 0.0000% | $192000.00         | $14200.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-11-01      | 5.9110%  | 0.0000% | $8656268.00        | $1054270.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-02-01      | 3.5600%  | 0.0000% | $1000.00           | $777.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-05-01      | 3.4400%  | 0.0000% | $25000.00          | $22896.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-03-01      | 3.0000%  | 0.0000% | $238000.00         | $41923.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-10-01      | 4.0000%  | 0.0000% | $27901479.00       | $6338790.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-04-01      | 4.5000%  | 0.0000% | $1034.00           | $100.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-02-01      | 4.0000%  | 0.0000% | $1197.00           | $364.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-06-01      | 4.5000%  | 0.0000% | $28620672.00       | $8049323.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $135.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-12-25      | 6.0000%  | 0.0000% | $4051404.00        | $1049687.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2033-08-01      | 6.2590%  | 0.0000% | $4817039.00        | $42444.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-05-01      | 6.1430%  | 0.0000% | $1000000.00        | $19124.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-11-01      | 6.1750%  | 0.0000% | $6750000.00        | $70008.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-03-01      | 6.5750%  | 0.0000% | $9395.00           | $128.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-04-01      | 6.5000%  | 0.0000% | $1002.00           | $0.17              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-10-01      | 6.5000%  | 0.0000% | $1226.00           | $28.25             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-10-01      | 6.4820%  | 0.0000% | $8146990.00        | $60071.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-10-01      | 6.3440%  | 0.0000% | $5153999.00        | $41634.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-05-01      | 7.1220%  | 0.0000% | $57663.00          | $532.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-02-01      | 6.0000%  | 0.0000% | $1617677.00        | $1256762.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 7.5000%  | 0.0000% | $1569647.00        | $1673279.80        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 7.5000%  | 0.0000% | $821465.00         | $879607.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-05-01      | 5.5000%  | 0.0000% | $1755.00           | $1588.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 5.0000%  | 0.0000% | $1446500.00        | $1400948.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 5.5000%  | 0.0000% | $8924.00           | $8808.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $920.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 6.0000%  | 0.0000% | $3495496.00        | $3073414.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.5000%  | 0.0000% | $742188.00         | $763545.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.5000%  | 0.0000% | $205150.00         | $157553.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.5000%  | 0.0000% | $1349545.00        | $1092777.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 6.5000%  | 0.0000% | $877593.00         | $909317.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.0000%  | 0.0000% | $117713.00         | $116817.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.0000%  | 0.0000% | $2891860.00        | $2940153.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 5.0000%  | 0.0000% | $2547176.00        | $2335857.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-02-01      | 6.5000%  | 0.0000% | $1013.00           | $1046.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-02-01      | 5.5000%  | 0.0000% | $532783.00         | $530573.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 5.5000%  | 0.0000% | $6838992.00        | $6395764.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-07-01      | 6.0000%  | 0.0000% | $6076870.00        | $6200540.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-07-01      | 6.0000%  | 0.0000% | $1998072.00        | $2036896.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-11-01      | 4.0000%  | 0.0000% | $296400.00         | $58442.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-05-01      | 4.0000%  | 0.0000% | $307479.00         | $56719.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-09-01      | 4.0000%  | 0.0000% | $2981000.00        | $381052.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-08-01      | 4.0000%  | 0.0000% | $3935856.00        | $1124162.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-08-01      | 5.0000%  | 0.0000% | $1000000.00        | $70076.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-12-01      | 4.1400%  | 0.0000% | $338682.00         | $322522.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-01-01      | 2.4700%  | 0.0000% | $1000.00           | $823.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-05-01      | 5.9030%  | 0.0000% | $3461972.00        | $885021.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-09-01      | 4.0000%  | 0.0000% | $1399000.00        | $340029.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $315.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-11-01      | 6.8510%  | 0.0000% | $9783599.00        | $9765133.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-10-01      | 3.0000%  | 0.0000% | $81128832.00       | $14904935.61       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-02-01      | 3.0000%  | 0.0000% | $4245000.00        | $861105.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2028-12-01      | 1.5800%  | 0.0000% | $70000.00          | $64119.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-01-01      | 4.6900%  | 0.0000% | $84780.00          | $82335.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $28270.00          | $18491.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $920.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $859.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 6.0000%  | 0.0000% | $260763.00         | $215196.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 7.0000%  | 0.0000% | $1724503.00        | $1222164.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 7.5000%  | 0.0000% | $1000.00           | $741.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.5000%  | 0.0000% | $780249.00         | $762229.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.5000%  | 0.0000% | $2050538.00        | $1634253.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 6.5000%  | 0.0000% | $1341866.00        | $267450.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $6580859.00        | $5698031.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.0000%  | 0.0000% | $3634102.00        | $3519360.41        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-06-01      | 4.7600%  | 0.0000% | $38563.00          | $39255.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-04-01      | 5.1300%  | 0.0000% | $1000.00           | $972.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-05-01      | 4.3000%  | 0.0000% | $832764.00         | $826010.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-07-01      | 4.4500%  | 0.0000% | $1497911.00        | $1506922.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-09-01      | 5.0000%  | 0.0000% | $271000.00         | $47491.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-08-01      | 3.0000%  | 0.0000% | $59000.00          | $13768.41          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-07-01      | 3.0000%  | 0.0000% | $2856139.00        | $1197938.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-02-01      | 3.0000%  | 0.0000% | $830000.00         | $428328.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-04-01      | 3.0000%  | 0.0000% | $12000.00          | $6520.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.0000%  | 0.0000% | $8452752.00        | $5078351.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.0000%  | 0.0000% | $902879.00         | $550667.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-09-01      | 2.5000%  | 0.0000% | $5503000.00        | $3425013.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 4.0000%  | 0.0000% | $1424000.00        | $1055148.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 3.5000%  | 0.0000% | $46000.00          | $33444.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.0000%  | 0.0000% | $393274.00         | $285609.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.5000%  | 0.0000% | $78000.00          | $57049.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 4.5000%  | 0.0000% | $1159.00           | $874.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 4.5000%  | 0.0000% | $38040.00          | $30040.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $786.30            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $333567.00         | $277360.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.0000%  | 0.0000% | $42150528.00       | $32779199.27       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $827.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $959.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-04-01      | 5.0000%  | 0.0000% | $14849791.00       | $14285451.43       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $963.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-02-01      | 4.0000%  | 0.0000% | $2822932.00        | $2694347.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-09-01      | 5.0000%  | 0.0000% | $71956331.00       | $13696984.86       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-03-01      | 3.5000%  | 0.0000% | $4185939.00        | $904916.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-06-01      | 3.5000%  | 0.0000% | $100000.00         | $44798.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.5000%  | 0.0000% | $6000000.00        | $3608680.89        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-11-01      | 7.5000%  | 0.0000% | $1500000.00        | $709050.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $339.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 3.0000%  | 0.0000% | $1343111.00        | $918093.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 2.5000%  | 0.0000% | $157083.00         | $104101.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $8058.00           | $5128.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.0000%  | 0.0000% | $315430.00         | $206285.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.0000%  | 0.0000% | $1100000.00        | $799327.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 3.0000%  | 0.0000% | $34000.00          | $23100.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-07-01      | 3.0000%  | 0.0000% | $1437.00           | $970.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $787.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-10-01      | 4.5000%  | 0.0000% | $52000.00          | $39913.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.5000%  | 0.0000% | $223515.00         | $166369.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 6.0000%  | 0.0000% | $40428.00          | $33800.79          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $766.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 4.0000%  | 0.0000% | $4492.00           | $3301.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $398767.00         | $268516.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.0000%  | 0.0000% | $15304257.00       | $12500530.81       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $873.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 6.5000%  | 0.0000% | $11743950.00       | $9610283.35        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.0000%  | 0.0000% | $6534328.00        | $5560749.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.0000%  | 0.0000% | $21999.00          | $16959.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-12-01      | 6.5000%  | 0.0000% | $52398.00          | $40775.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 6.0000%  | 0.0000% | $671629.00         | $677654.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 6.5000%  | 0.0000% | $102081.00         | $102929.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-11-01      | 6.5280%  | 0.0000% | $1543.00           | $6.63              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-10-01      | 6.8200%  | 0.0000% | $24998626.00       | $316668.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-08-01      | 6.0300%  | 0.0000% | $494006.00         | $10441.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-03-01      | 6.5000%  | 0.0000% | $1004.00           | $17.78             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-07-01      | 3.0000%  | 0.0000% | $19224.00          | $1562.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-03-01      | 3.0000%  | 0.0000% | $36001.00          | $7964.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-08-01      | 4.0000%  | 0.0000% | $14337875.00       | $1074648.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.0000%  | 0.0000% | $88002.00          | $53186.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-11-01      | 2.5000%  | 0.0000% | $115000.00         | $71707.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 3.5000%  | 0.0000% | $222270992.00      | $19322533.98       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-12-01      | 3.0000%  | 0.0000% | $4268.00           | $718.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-01-01      | 3.0000%  | 0.0000% | $3691.00           | $633.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-01-01      | 2.5000%  | 0.0000% | $2545115.00        | $1188415.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-04-01      | 1.5000%  | 0.0000% | $1214.00           | $695.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 1.5000%  | 0.0000% | $11000.00          | $6405.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 6.0000%  | 0.0000% | $116930.00         | $93846.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-04-01      | 2.5000%  | 0.0000% | $212834.00         | $142718.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 4.0000%  | 0.0000% | $5313.00           | $4090.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 4.5000%  | 0.0000% | $4596.00           | $3516.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 6.5000%  | 0.0000% | $6085152.00        | $3713551.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-02-01      | 6.5000%  | 0.0000% | $6590.00           | $3966.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.5000%  | 0.0000% | $35752.00          | $28339.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 3.5000%  | 0.0000% | $107962.00         | $85485.33          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-09-01      | 5.5000%  | 0.0000% | $842000.00         | $708153.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.0000%  | 0.0000% | $14874712.00       | $12770055.83       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-09-01      | 6.1650%  | 0.0000% | $44240000.00       | $470380.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 5.5000%  | 0.0000% | $9458.00           | $9294.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 5.5000%  | 0.0000% | $92694.00          | $89443.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $1798270.00        | $1835221.21        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.5000%  | 0.0000% | $1962220.00        | $2050500.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.5000%  | 0.0000% | $8246840.00        | $8307274.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $73327.00          | $69614.27          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 4.5000%  | 0.0000% | $35200.00          | $33512.35          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1008.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.0000%  | 0.0000% | $2423300.00        | $2366669.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $17585.00          | $16769.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $4000.00           | $4086.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $1929552.00        | $1977784.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $998.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $451639.00         | $463347.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $38412.00          | $38396.42          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $26823.00          | $26813.03          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $12015.00          | $12233.61          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-07-01      | 6.0000%  | 0.0000% | $2050.00           | $2099.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $787683.00         | $806987.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $996.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $32522.00          | $33160.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-07-01      | 4.7500%  | 0.0000% | $309817.00         | $292265.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-01-01      | 3.7500%  | 0.0000% | $16214.00          | $14964.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-06-01      | 6.0000%  | 0.0000% | $468224.00         | $377482.27         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-04-01      | 6.5000%  | 0.0000% | $13370.00          | $12316.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 6.5000%  | 0.0000% | $6107032.00        | $5609112.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $855902.00         | $804281.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $653635.00         | $610203.64         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $275487.00         | $280263.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $31665.00          | $32103.55          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 4.5000%  | 0.0000% | $9706.00           | $9185.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.5000%  | 0.0000% | $54907.00          | $56920.91          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-02      | 6.0000%  | 0.0000% | $1399.00           | $1339.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 7.5000%  | 0.0000% | $163388.00         | $152806.91         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-05-15      | 4.7500%  | 0.0000% | $91927.00          | $1267.93           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-06-15      | 3.5000%  | 0.0000% | $212035.00         | $10186.64          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-05-15      | 3.0000%  | 0.0000% | $1029.00           | $131.32            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-10-15      | 3.5000%  | 0.0000% | $55925.00          | $2230.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-10-20      | 4.0000%  | 0.0000% | $1358638.00        | $76280.44          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-11-20      | 5.5000%  | 0.0000% | $2000.00           | $140.68            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-04-20      | 4.0000%  | 0.0000% | $10520.00          | $641.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 6.5000%  | 0.0000% | $2000.00           | $196.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-08-20      | 4.0000%  | 0.0000% | $4503.00           | $315.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-11-20      | 4.5000%  | 0.0000% | $249028.00         | $19664.47          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-12-20      | 4.0000%  | 0.0000% | $14918.00          | $1319.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 6.0000%  | 0.0000% | $2000.00           | $252.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-05-20      | 4.0000%  | 0.0000% | $94999.00          | $8720.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-07-20      | 4.5000%  | 0.0000% | $91867.00          | $7410.74           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-07-20      | 4.0000%  | 0.0000% | $1011.00           | $100.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-03-20      | 5.5000%  | 0.0000% | $1000000.00        | $66651.58          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-10-20      | 5.0000%  | 0.0000% | $135942.00         | $12771.02          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-03-20      | 3.5000%  | 0.0000% | $78702214.00       | $9478577.70        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-05-20      | 5.5000%  | 0.0000% | $341137.00         | $26452.13          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-10-20      | 5.0000%  | 0.0000% | $99999.00          | $12998.30          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-10-20      | 4.0000%  | 0.0000% | $4925.00           | $454.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-09-20      | 5.5000%  | 0.0000% | $731798.00         | $68191.03          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-07-20      | 6.5000%  | 0.0000% | $29000.00          | $4591.28           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-02-20      | 4.0000%  | 0.0000% | $125523.00         | $9985.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-01-20      | 2.5000%  | 0.0000% | $1000.00           | $442.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-12-20      | 5.0000%  | 0.0000% | $1000.00           | $130.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-10-20      | 6.0000%  | 0.0000% | $5146.00           | $873.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-02-20      | 6.0000%  | 0.0000% | $1005.00           | $138.63            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-02-20      | 6.0000%  | 0.0000% | $2000.00           | $438.45            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-05-20      | 5.5000%  | 0.0000% | $1001.00           | $274.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-07-20      | 6.0000%  | 0.0000% | $1000.00           | $202.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-04-20      | 3.5000%  | 0.0000% | $270104.00         | $189973.46         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-05-20      | 4.0000%  | 0.0000% | $20923.00          | $15287.88          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-06-20      | 4.0000%  | 0.0000% | $1000.00           | $731.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-01-20      | 5.0000%  | 0.0000% | $198000.00         | $66075.14          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-05-20      | 5.0000%  | 0.0000% | $30000.00          | $11638.20          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-06-20      | 5.0000%  | 0.0000% | $2000.00           | $691.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-07-20      | 6.0000%  | 0.0000% | $30992.00          | $9695.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-09-20      | 3.0000%  | 0.0000% | $10469678.00       | $5985085.64        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2037-12-20      | 6.0000%  | 0.0000% | $1000.00           | $356.40            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-12-20      | 5.0000%  | 0.0000% | $44931.00          | $23667.73          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-05-20      | 4.5000%  | 0.0000% | $1010.00           | $844.09            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-05-20      | 5.5000%  | 0.0000% | $1000.00           | $797.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 5.5000%  | 0.0000% | $24872.00          | $19894.36          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 6.0000%  | 0.0000% | $2016.00           | $1353.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 6.5000%  | 0.0000% | $8805.00           | $4296.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-06-20      | 4.5000%  | 0.0000% | $1311352.00        | $981643.07         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-06-20      | 5.5000%  | 0.0000% | $98128.00          | $62615.84          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-07-20      | 4.5000%  | 0.0000% | $46078.00          | $34667.28          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-07-20      | 6.0000%  | 0.0000% | $20000.00          | $14734.54          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-08-20      | 4.5000%  | 0.0000% | $19888.00          | $15099.88          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 4.5000%  | 0.0000% | $58539.00          | $44774.28          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 6.0000%  | 0.0000% | $99000.00          | $58757.14          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 6.0000%  | 0.0000% | $39012.00          | $23972.17          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-11-20      | 4.5000%  | 0.0000% | $8000.00           | $6253.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-02-20      | 5.0000%  | 0.0000% | $495385.00         | $391084.01         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-03-20      | 5.5000%  | 0.0000% | $36749.00          | $27534.23          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-04-20      | 4.5000%  | 0.0000% | $1180113.00        | $1010907.59        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-10-20      | 5.5000%  | 0.0000% | $1000.00           | $818.67            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-09-20      | 6.0000%  | 0.0000% | $1000.00           | $701.82            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-12-20      | 5.5000%  | 0.0000% | $16295490.00       | $13897027.65       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-11-20      | 6.0000%  | 0.0000% | $1000.00           | $668.95            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-01-20      | 5.5000%  | 0.0000% | $178639.00         | $146928.34         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-04-20      | 6.5000%  | 0.0000% | $1300.00           | $796.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-07-15      | 4.5000%  | 0.0000% | $1001.00           | $88.05             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-07-20      | 3.0000%  | 0.0000% | $1000.00           | $110.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-02-20      | 4.5000%  | 0.0000% | $1006.00           | $195.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-04-20      | 4.0000%  | 0.0000% | $20980.00          | $4606.56           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-04-20      | 5.0000%  | 0.0000% | $1647416.00        | $1022941.13        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-05-20      | 4.0000%  | 0.0000% | $11781751.00       | $2107817.04        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-11-20      | 4.0000%  | 0.0000% | $94375.00          | $73835.25          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-01-20      | 3.0000%  | 0.0000% | $1722842.00        | $1169898.85        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-03-20      | 4.0000%  | 0.0000% | $164569.00         | $111374.96         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-09-20      | 4.5000%  | 0.0000% | $75406.00          | $35162.03          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-04-20      | 4.0000%  | 0.0000% | $5886.00           | $4943.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-01-20      | 3.0000%  | 0.0000% | $1000.00           | $656.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-03-20      | 4.0000%  | 0.0000% | $2000.00           | $1613.92           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-09-20      | 7.0000%  | 0.0000% | $48959.00          | $32196.83          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-04-15      | 3.5000%  | 0.0000% | $1544290.00        | $53318.58          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-10-20      | 4.0000%  | 0.0000% | $29748.00          | $4611.47           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-03-20      | 7.5000%  | 0.0000% | $722528.00         | $597865.10         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-15      | 6.5000%  | 0.0000% | $67546.00          | $68220.54          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-20      | 6.0000%  | 0.0000% | $932856.00         | $931306.20         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-20      | 6.0000%  | 0.0000% | $6219.00           | $4315.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-10-20      | 7.5000%  | 0.0000% | $2796992.00        | $374512.49         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $47683.00          | $49350.48          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-03-20      | 5.0000%  | 0.0000% | $15209.00          | $14682.27          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-03-20      | 5.0000%  | 0.0000% | $1004.00           | $967.88            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $8541.00           | $8842.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-11-20      | 6.0000%  | 0.0000% | $426546.00         | $421280.13         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.0000%  | 0.0000% | $2001.00           | $2072.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.5000%  | 0.0000% | $2016.00           | $2123.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-03-20      | 6.5000%  | 0.0000% | $7862.00           | $8166.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.5000%  | 0.0000% | $29247.00          | $30314.79          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.5000%  | 0.0000% | $1002.00           | $1043.36           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1041.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.5000%  | 0.0000% | $22609.00          | $23644.51          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 6.0000%  | 0.0000% | $2000.00           | $2071.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.0000%  | 0.0000% | $2793244.00        | $2877960.49        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-03-20      | 6.5000%  | 0.0000% | $152086.00         | $155930.18         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.5000%  | 0.0000% | $2000.00           | $2095.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 7.5000%  | 0.0000% | $66250.00          | $70960.18          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $203924.00         | $211115.37         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.5000%  | 0.0000% | $2000.00           | $2085.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-06-20      | 6.5000%  | 0.0000% | $33655.00          | $35319.86          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.5000%  | 0.0000% | $1001.00           | $1044.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-03-20      | 6.5000%  | 0.0000% | $472758.00         | $493313.06         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-11-20      | 4.5000%  | 0.0000% | $220680.00         | $206186.55         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-11-20      | 5.5000%  | 0.0000% | $182705.00         | $178503.71         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-11-20      | 6.5000%  | 0.0000% | $8998.00           | $8856.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 5.5000%  | 0.0000% | $57546.00          | $56770.19          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 5.5000%  | 0.0000% | $638597.00         | $630589.71         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 5.5000%  | 0.0000% | $330200.00         | $328174.37         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1020.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-02-20      | 6.5000%  | 0.0000% | $2000.00           | $2053.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.0000%  | 0.0000% | $659498.00         | $676249.53         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 6.0000%  | 0.0000% | $730941.00         | $749707.45         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2033-08-15      | 5.5000%  | 0.0000% | $520736.00         | $13981.86          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 7.0000%  | 0.0000% | $1004.00           | $26.11             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-08-20      | 4.5000%  | 0.0000% | $3959959.00        | $28712.45          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-09-20      | 4.5000%  | 0.0000% | $5803630.00        | $38185.20          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-09-15      | 5.0000%  | 0.0000% | $851455.00         | $40133.87          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2034-03-15      | 6.5000%  | 0.0000% | $25969921.00       | $173550.85         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2031-12-20      | 4.7500%  | 0.0000% | $4574350.00        | $11451.57          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-04-15      | 6.0000%  | 0.0000% | $1000.00           | $993.97            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-03-20      | 4.5000%  | 0.0000% | $46481502.00       | $10497596.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2049-05-20      | 4.5000%  | 0.0000% | $7584.00           | $1497.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-07-20      | 1.5000%  | 0.0000% | $20000000.00       | $9109497.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.3780%  | 0.0000% | $36891.00          | $26949.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.4780%  | 0.0000% | $2507464.00        | $1888040.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-12-20      | 5.2480%  | 0.0000% | $22522744.00       | $15516999.99       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-10-20      | 5.6480%  | 0.0000% | $41890684.00       | $32349642.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-01-20      | 5.2980%  | 0.0000% | $8037274.00        | $6400583.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3480%  | 0.0000% | $16988781.00       | $7819356.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3480%  | 0.0000% | $2189483.00        | $1359964.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3480%  | 0.0000% | $21207885.00       | $16628179.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-07-20      | 5.3980%  | 0.0000% | $150000.00         | $100215.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-06-20      | 5.5480%  | 0.0000% | $29853137.00       | $19293439.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-07-20      | 5.3680%  | 0.0000% | $7052157.00        | $6027590.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2063-08-20      | 5.4480%  | 0.0000% | $20335602.00       | $7987474.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-11-20      | 5.8480%  | 0.0000% | $1353797.00        | $576498.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-10-20      | 5.7480%  | 0.0000% | $1119174.00        | $449411.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-08-20      | 5.5480%  | 0.0000% | $6939989.00        | $3686392.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-12-20      | 5.6480%  | 0.0000% | $26278601.00       | $10844416.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-12-20      | 5.5980%  | 0.0000% | $6113309.00        | $3326515.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-05-20      | 5.5000%  | 0.0000% | $174327.00         | $176033.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-06-20      | 5.5480%  | 0.0000% | $520735.00         | $304571.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-08-20      | 5.4480%  | 0.0000% | $3417344.00        | $2950310.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-08-20      | 5.4580%  | 0.0000% | $3523053.00        | $2862835.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-08-20      | 5.4080%  | 0.0000% | $1000.00           | $866.84            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-10-20      | 5.3480%  | 0.0000% | $6433891.00        | $5979589.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-10-20      | 5.4480%  | 0.0000% | $3577012.00        | $3145836.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-10-20      | 5.3680%  | 0.0000% | $7024000.00        | $6475196.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-02-20      | 5.9980%  | 0.0000% | $104727.00         | $88980.59          | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                                          | 2036-02-15      | 0.0000%  | 0.0000% | $1698.42           | $1044.56           | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2037-08-15      | 0.0000%  | 0.0000% | $75.82             | $42.90             | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2037-11-15      | 0.0000%  | 0.0000% | $0.91              | $0.51              | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2038-08-15      | 0.0000%  | 0.0000% | $0.54              | $0.29              | U.S. Treasuries (including strips)        |
| U.S. Treasury                                          | 2039-02-15      | 0.0000%  | 0.0000% | $453090.44         | $235082.35         | U.S. Treasuries (including strips)        |

### Security 110: Societe Generale

- **C.1 - Title:** Societe Generale 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TGEF4, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV8TGEF4
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-04-15      | 3.6250%  | 0.0000% | $5848.00           | $12466.47          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 3.8750%  | 0.0000% | $101792.00         | $219426.94         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-15      | 3.3750%  | 0.0000% | $60456.00          | $122787.52         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 2.0000%  | 0.0000% | $48920.00          | $79409.62          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $235880.00         | $382488.18         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 1.7500%  | 0.0000% | $189128.00         | $293928.63         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $70840.00          | $110484.57         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 2.1250%  | 0.0000% | $1128.00           | $1664.62           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 2.1250%  | 0.0000% | $439616.00         | $633930.56         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $74216.00          | $81761.80          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $2259688.00        | $2614351.94        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $2051808.00        | $2033365.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 1.0000%  | 0.0000% | $3615136.00        | $3695413.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $1644984.00        | $1566785.98        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $1323320.00        | $1216749.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.1250%  | 0.0000% | $484904.00         | $292877.78         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 2.3750%  | 0.0000% | $1201424.00        | $1174624.24        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $30353776.00       | $38854167.62       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-15      | 0.1250%  | 0.0000% | $20273768.00       | $24631547.92       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $7128736.00        | $7885618.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $28080080.00       | $29557056.98       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $35474392.00       | $39604693.76       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $44652152.00       | $48934402.07       | U.S. Treasuries (including strips) |

### Security 111: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TN2F2, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8TN2F2
- **C.18 - Value (incl. sponsor support):** $285000000.00
- **C.18.a - Value (excl. sponsor support):** $285000000.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2038-05-01      | 7.0000%  | 0.0000% | $1054183.33        | $6482.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 4.0000%  | 0.0000% | $23750.00          | $1088.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 4.0000%  | 0.0000% | $2464426.98        | $5106.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 3.0000%  | 0.0000% | $451083.75         | $6760.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 6.0000%  | 0.0000% | $34833.33          | $1195.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 4.5000%  | 0.0000% | $317616.67         | $38106.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 4.0000%  | 0.0000% | $88983.33          | $1670.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 4.0000%  | 0.0000% | $1051249.42        | $167247.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-03-01      | 3.5000%  | 0.0000% | $19000.00          | $4577.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $7283.33           | $1729.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 3.5000%  | 0.0000% | $2169616.65        | $35927.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 4.5000%  | 0.0000% | $74416.67          | $301.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 5.0000%  | 0.0000% | $207179.17         | $2120.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 6.5000%  | 0.0000% | $2363916.67        | $15522.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 4.5000%  | 0.0000% | $98268.32          | $1124.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $17537.00          | $17260.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $323057.32         | $320037.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $694247.02         | $646501.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $316812.97         | $330176.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $479592.30         | $432029.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $375864.33         | $281352.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $756550.87         | $632824.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $397211.47         | $397315.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $905614.42         | $901690.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $179038.58         | $168510.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $893813.20         | $884250.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $348781.42         | $341891.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $190473.73         | $176331.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $6388720.23        | $6054985.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1291436.33        | $1224877.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.5000%  | 0.0000% | $402551.10         | $403271.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1392446.67        | $1439854.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $1807919.03        | $1645210.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $748243.12         | $780169.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $161973.10         | $155711.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $446123.48         | $432147.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $63333.33          | $66904.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.0000%  | 0.0000% | $878883.00         | $888813.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $349557.88         | $350545.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $435100.00         | $447434.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1317167.08        | $1325552.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.5000%  | 0.0000% | $318351.33         | $309164.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $355710.08         | $356202.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $508717.08         | $531308.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1115905.47        | $1149192.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1322773.67        | $1332982.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $567861.55         | $585190.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $325287.60         | $343397.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 6.0000%  | 0.0000% | $347795.32         | $360403.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $1831996.78        | $1787835.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $609637.80         | $618446.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $391290.43         | $381911.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $792401.97         | $807271.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $325166.00         | $343327.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $906198.03         | $948872.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $419339.18         | $424999.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $620729.37         | $623436.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $672156.35         | $693202.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $798231.48         | $823718.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $601285.40         | $571364.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $566502.42         | $595024.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $390348.03         | $391180.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $746063.50         | $750147.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $427479.10         | $440435.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $440890.25         | $453827.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 6.0000%  | 0.0000% | $344806.30         | $356130.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $779777.10         | $806450.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 6.0000%  | 0.0000% | $501467.00         | $512172.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $467577.02         | $477129.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $532916.75         | $547941.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-08-01      | 3.5000%  | 0.0000% | $810666.67         | $244912.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2057-02-01      | 3.0000%  | 0.0000% | $1712776.22        | $555410.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2059-01-01      | 3.0000%  | 0.0000% | $26916.67          | $9510.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $2533.33           | $371.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 3.5000%  | 0.0000% | $2001650.00        | $236579.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 3.5000%  | 0.0000% | $1900.00           | $201.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $58266.67          | $16283.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $95000.00          | $18855.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $62907.42          | $2451.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 3.0000%  | 0.0000% | $107666.67         | $16791.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 3.0000%  | 0.0000% | $120333.33         | $26558.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $263055.00         | $95918.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 4.5000%  | 0.0000% | $1013742.78        | $117811.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $244481.87         | $142895.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.5000%  | 0.0000% | $351813.18         | $192949.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.5000%  | 0.0000% | $331937.60         | $112209.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $2344600.00        | $1286982.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $728333.33         | $418754.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $61750.00          | $39549.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.0000%  | 0.0000% | $3916039.65        | $2129330.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $11051.03          | $7597.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $5348028.80        | $3628496.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $666583.33         | $445325.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $563545.07         | $442858.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 3.5000%  | 0.0000% | $427049.70         | $393623.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $1189912.68        | $1158754.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $827713.15         | $844116.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $103105.40         | $76400.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.0000%  | 0.0000% | $117538.43         | $75387.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.0000%  | 0.0000% | $413611.00         | $417334.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $823333.33         | $529367.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 4.5000%  | 0.0000% | $156721.18         | $144326.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 2.0000%  | 0.0000% | $316666.67         | $208389.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $31666.67          | $20669.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $93416.67          | $72054.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $140515.77         | $109300.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $10133.33          | $7955.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $50666.67          | $35706.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.5000%  | 0.0000% | $63333.33          | $41486.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $806233.33         | $175330.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $1963333.33        | $358782.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $34516.67          | $3361.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $7916.67           | $1724.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.0000%  | 0.0000% | $1215050.00        | $283547.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 2.0000%  | 0.0000% | $269166.67         | $115155.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 2.0000%  | 0.0000% | $7985383.33        | $3161596.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 2.5000%  | 0.0000% | $176818.43         | $77968.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $28500.00          | $15008.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 3.5000%  | 0.0000% | $267583.33         | $137993.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $31439197.72       | $19101654.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $1583333.33        | $870371.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $12214.15          | $6943.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 1.5000%  | 0.0000% | $50870.92          | $28088.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 2.0000%  | 0.0000% | $791666.67         | $436034.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $337250.00         | $209037.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 3.5000%  | 0.0000% | $779102.92         | $466964.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $316666.67         | $189282.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $158494.83         | $87519.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $107643.87         | $67181.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 3.0000%  | 0.0000% | $121171.55         | $45063.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $63333.33          | $39938.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.5000%  | 0.0000% | $9239206.00        | $5454910.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $301466.67         | $197554.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $7916.67           | $5725.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $15153.13          | $9654.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1394369.15        | $985813.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $769975.00         | $581255.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 6.0000%  | 0.0000% | $158333.33         | $110896.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $12216471.48       | $9271417.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.0000%  | 0.0000% | $33924.18          | $26231.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $725166.67         | $571189.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $3166.67           | $2548.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 2.5000%  | 0.0000% | $161097.52         | $124849.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $71326.00          | $54278.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1172373.47        | $1000101.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $732450.00         | $631866.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $154242.00         | $127262.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-12-01      | 3.0000%  | 0.0000% | $328199.35         | $230301.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $380000.00         | $348179.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 6.0000%  | 0.0000% | $1578462.05        | $1290592.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 6.0000%  | 0.0000% | $1018768.60        | $999485.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $4345064.40        | $3905205.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $190000.00         | $191129.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.0000%  | 0.0000% | $1200805.38        | $1025872.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $27648464.97       | $27026282.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $25878346.43       | $25923590.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $6016.67           | $1475.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-06-01      | 3.5000%  | 0.0000% | $4053333.33        | $440018.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-12-01      | 4.0000%  | 0.0000% | $110872.28         | $1097.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $63333.33          | $29463.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 4.0000%  | 0.0000% | $84233.33          | $13732.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 2.5000%  | 0.0000% | $1203425.17        | $692415.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.5000%  | 0.0000% | $7600.00           | $2133.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 4.0000%  | 0.0000% | $8233.33           | $2000.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $1266.67           | $565.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 3.5000%  | 0.0000% | $5066.67           | $2455.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $8769283.12        | $5636136.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $1707210.80        | $1126699.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $858314.23         | $575000.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.0000%  | 0.0000% | $15924.22          | $9452.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $110970.13         | $73541.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $78533.33          | $52400.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.5000%  | 0.0000% | $6650.00           | $4038.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $13752313.37       | $9895632.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 3.5000%  | 0.0000% | $5721833.85        | $1039170.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $696666.67         | $458405.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $420850.00         | $278575.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.0000%  | 0.0000% | $370183.33         | $270659.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $31666.67          | $20709.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.5000%  | 0.0000% | $950000.00         | $582367.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.5000%  | 0.0000% | $1174091.38        | $789392.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $3022343.93        | $2042021.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.5000%  | 0.0000% | $95628.58          | $67459.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $31666.67          | $25706.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 3.0000%  | 0.0000% | $205669.30         | $143472.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $1618914.32        | $1112242.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 4.5000%  | 0.0000% | $47500.00          | $31769.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $7600.00           | $5698.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $50666.67          | $40772.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $2375000.00        | $1900004.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $3294683.60        | $2584017.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 2.5000%  | 0.0000% | $211850.00         | $167919.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $210148.87         | $172799.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 1.5000%  | 0.0000% | $10376197.67       | $6955032.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $1583.33           | $1268.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $37930.33          | $28671.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.0000%  | 0.0000% | $84866.67          | $72525.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $28500.00          | $26529.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 3.0000%  | 0.0000% | $3783705.28        | $3030496.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.0000%  | 0.0000% | $10450.00          | $7786.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $5777785.68        | $4962489.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.0000%  | 0.0000% | $661646.50         | $657312.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $4641977.08        | $4775050.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $839888.03         | $806171.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-11-01      | 6.5000%  | 0.0000% | $1266666.67        | $15956.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 6.0000%  | 0.0000% | $66500.00          | $497.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 5.5000%  | 0.0000% | $26997.10          | $2129.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-01-01      | 4.5000%  | 0.0000% | $660060.95         | $9844.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 5.0000%  | 0.0000% | $3103333.33        | $27368.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-11-01      | 2.5000%  | 0.0000% | $688750.00         | $21954.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 4.5000%  | 0.0000% | $72173.08          | $1807.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 4.5000%  | 0.0000% | $16025.23          | $941.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $246050.00         | $8258.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-11-01      | 5.5000%  | 0.0000% | $51933.33          | $1836.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 4.0000%  | 0.0000% | $7916.67           | $812.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 2.0000%  | 0.0000% | $152359.42         | $4189.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $44333.33          | $5495.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $3196116.67        | $443845.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $59533.33          | $7252.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-08-01      | 4.0000%  | 0.0000% | $167818.77         | $17372.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 1.5000%  | 0.0000% | $221666.67         | $129221.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 2.0000%  | 0.0000% | $633333.33         | $280754.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $5383.33           | $745.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $50666.67          | $15334.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 4.5000%  | 0.0000% | $26283.33          | $6653.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $4552400.00        | $3381711.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.5000%  | 0.0000% | $8060607.82        | $5216178.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 2.0000%  | 0.0000% | $2217431.42        | $1505382.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $103399.58         | $80304.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $153900.00         | $117120.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $95000.00          | $69734.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $1215683.33        | $977873.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1366588.30        | $1083266.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $2025867.40        | $1683246.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 5.0000%  | 0.0000% | $950.00            | $678.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $51442633.63       | $44740139.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 3.5000%  | 0.0000% | $960250.18         | $789379.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 4.0000%  | 0.0000% | $316.67            | $260.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.0000%  | 0.0000% | $408636.80         | $207338.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 6.5000%  | 0.0000% | $701315.97         | $162205.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-01      | 5.5000%  | 0.0000% | $490833.33         | $426019.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $2411100.00        | $2251468.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $3311607.22        | $3153920.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 4.5000%  | 0.0000% | $14883.33          | $13830.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $6945544.05        | $6669800.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 5.5000%  | 0.0000% | $150416.67         | $148066.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 4.5000%  | 0.0000% | $1608315.17        | $1523733.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 5.5000%  | 0.0000% | $196412.18         | $194480.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $3719562.23        | $3594771.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.0000%  | 0.0000% | $339100.28         | $333849.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.5000%  | 0.0000% | $64600.00          | $1238.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $2224008.27        | $101469.44         | Agency Mortgage-Backed Securities |

### Security 112: Wells Fargo Bank, N.A.

- **C.1 - Title:** Wells Fargo Bank, N.A. 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TN2L9, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: BIV8TN2L9
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.5900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.0000%  | 0.0000% | $86022.40          | $56886.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.0000%  | 0.0000% | $200.20            | $138.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 6.0000%  | 0.0000% | $5960749.00        | $4641496.73        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $4075558.20        | $3122636.93        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 6.0000%  | 0.0000% | $2500000.00        | $2211374.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.5000%  | 0.0000% | $20000.00          | $16124.95          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.5000%  | 0.0000% | $5574400.00        | $4563207.82        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 3.5000%  | 0.0000% | $4072.00           | $370.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 3.0000%  | 0.0000% | $9384003.80        | $3711794.03        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $4090795.40        | $3443582.29        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $1226000.00        | $1115736.15        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.5000%  | 0.0000% | $3600.00           | $580.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 4.2500%  | 0.0000% | $304429.80         | $300594.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2025-10-01      | 0.0000%  | 0.0000% | $1393400.00        | $1383130.64        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2049-09-01      | 3.0000%  | 0.0000% | $1400.20           | $220.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $883567.00         | $590836.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 6.0000%  | 0.0000% | $85797.20          | $65949.99          | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2036-02-26      | 3.1250%  | 0.0000% | $1200000.00        | $1050833.83        | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2037-04-28      | 3.3300%  | 0.0000% | $1500000.00        | $1292748.75        | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2038-01-26      | 3.3100%  | 0.0000% | $1459800.00        | $1238742.08        | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2034-09-27      | 2.4000%  | 0.0000% | $144200.00         | $122085.01         | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2036-10-06      | 2.0800%  | 0.0000% | $2650800.00        | $2036356.34        | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2036-12-22      | 1.9800%  | 0.0000% | $4267600.00        | $3201446.83        | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2037-03-30      | 3.0800%  | 0.0000% | $2000000.00        | $1687213.33        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.0000%  | 0.0000% | $200.00            | $132.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $3349366.40        | $2828602.60        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $2908369.20        | $2175319.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 3.5000%  | 0.0000% | $200.00            | $30.35             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $6118809.20        | $4715072.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 5.1900%  | 0.0000% | $303400.00         | $306768.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 3.0000%  | 0.0000% | $200.00            | $106.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $215800.00         | $130341.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $5275600.00        | $4605525.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $2777.80           | $2644.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $3210629.20        | $2845844.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $200.00            | $200.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $4670769.20        | $2364026.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $3480216.00        | $2030116.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 3.5000%  | 0.0000% | $200.00            | $119.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $4251788.80        | $3140153.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $656.80            | $54.23             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $8269930.60        | $5236982.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $12364.80          | $10862.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $4616000.00        | $4134986.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $2383509.80        | $2427948.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $336331.60         | $336665.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 5.5000%  | 0.0000% | $4427930.40        | $3866300.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $463006.60         | $462565.46         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-05-20      | 3.5000%  | 0.0000% | $50000000.00       | $5852453.58        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $1638.40           | $194.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $200.00            | $19.97             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-06-20      | 5.0000%  | 0.0000% | $6600000.00        | $507155.03         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-09-20      | 4.0000%  | 0.0000% | $5637877.60        | $531707.65         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $2431340.80        | $663174.38         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $440452.60         | $309785.50         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $5835172.60        | $3064941.31        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $5000000.00        | $2634264.14        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $4475544.00        | $2553667.77        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $5000000.00        | $2953401.00        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $3200000.00        | $2035140.43        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $106438.40         | $84900.91          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $2361778.00        | $1767963.91        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $200.00            | $150.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $328309.20         | $236950.83         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $6015582.60        | $3636610.98        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $4497540.20        | $3292038.85        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $5000000.00        | $4294362.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $71892.80          | $39026.28          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-20      | 4.5000%  | 0.0000% | $501959.80         | $452922.74         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-11-20      | 6.0000%  | 0.0000% | $5000000.00        | $3344766.64        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $5000000.00        | $3587995.73        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $2285000.00        | $1944632.20        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $1147891.60        | $360928.22         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $11166526.00       | $1839684.66        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $1321370.00        | $283517.94         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $719425.80         | $397414.21         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $318210.60         | $253637.83         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $638298.60         | $424092.23         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $329386.80         | $223225.26         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 2.5000%  | 0.0000% | $949445.60         | $402411.07         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $3488701.80        | $3512428.79        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $4619364.80        | $4250254.81        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $2236732.40        | $2110746.30        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $5067122.20        | $4718970.31        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $623083.40         | $552646.26         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $634301.60         | $389520.93         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $215274.80         | $220957.48         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1110941.40        | $1067951.90        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $964998.60         | $660451.87         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $666056.80         | $499615.25         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $215695.20         | $220650.86         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 7.5000%  | 0.0000% | $1097556.80        | $1177398.79        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $2193245.80        | $2104217.10        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $856202.60         | $819839.08         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $203581.40         | $163257.25         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $208701.20         | $170832.05         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $452162.60         | $455260.81         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $261247.00         | $273605.14         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $1089661.20        | $1124504.77        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $749460.80         | $788549.21         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $451657.00         | $391416.11         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $502564.00         | $502823.76         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $342337.60         | $349774.68         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $279584.40         | $285853.57         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $220289.00         | $233583.95         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $268596.40         | $284658.82         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1597543.20        | $1687057.90        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $22980.20          | $23822.32          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $242126.00         | $251914.91         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $405825.40         | $407612.01         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $39531.80          | $40614.31          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $43851.60          | $45059.36          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $4756860.40        | $4772312.28        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $400233.20         | $416359.22         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $473274.00         | $491418.89         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $94456.80          | $96947.36          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $15897.80          | $16337.41          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $234391.20         | $235365.65         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $86435.40          | $88701.88          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $759853.40         | $791530.21         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $42066.00          | $43531.15          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $51193.80          | $52862.94          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $61292.00          | $62854.97          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $41730.40          | $42973.23          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $267685.60         | $279473.81         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $19915.00          | $20594.03          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $326064.00         | $319061.43         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $290547.00         | $292089.54         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $284816.20         | $286252.89         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-05-20      | 6.0000%  | 0.0000% | $210256.20         | $215942.13         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $411000.40         | $428299.00         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $245910.80         | $252706.62         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $400950.80         | $428736.69         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $503027.60         | $538007.18         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $471606.80         | $504436.43         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $397398.60         | $423634.15         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $278358.60         | $295957.09         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $449175.00         | $479917.77         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $682696.80         | $729517.63         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1460848.40        | $1555836.30        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $235791.80         | $249982.61         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $705602.00         | $747146.02         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $266921.40         | $283453.04         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $423912.80         | $449366.05         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $54783.40          | $56222.63          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $52132.00          | $53603.74          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $15891.20          | $16330.67          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $86475.00          | $88877.28          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $70871.80          | $70387.58          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1985496.20        | $2068870.05        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $238858.00         | $244814.50         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $94531.80          | $97130.50          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $22805.80          | $23535.12          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $682212.00         | $710422.32         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $89355.20          | $91721.34          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $25849.60          | $26477.07          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $205276.20         | $219453.48         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $331766.40         | $352963.77         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $25763.40          | $26645.31          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $62668.40          | $64370.87          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $22575.20          | $23216.34          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $29768.60          | $30658.15          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $19617.60          | $20231.41          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $870163.40         | $894886.46         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $165381.40         | $175572.94         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $459237.80         | $487543.12         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $2779690.60        | $2981501.23        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $305154.00         | $323950.84         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $219743.20         | $233285.91         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $200.00            | $206.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $44468.00          | $45803.15          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $14341.60          | $14804.07          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $102830.60         | $105766.99         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $41189.20          | $42389.84          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $14317.00          | $14731.53          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $19024.00          | $19551.04          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $200.00            | $206.96            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $200.00            | $205.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $105870.80         | $108834.07         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $204.80            | $211.72            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $201.60            | $208.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1618649.40        | $1658830.75        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $200.00            | $201.72            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $654235.20         | $663841.12         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $18042.60          | $18647.80          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $25969.40          | $26864.68          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $13839.40          | $14324.16          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $621702.80         | $656933.87         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $603445.60         | $637606.63         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $522579.00         | $553981.11         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $503867.40         | $535103.70         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $242820.40         | $256895.63         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $278295.80         | $294542.82         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $20430.20          | $21049.60          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $49732.60          | $51219.67          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $42667.20          | $43835.19          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $33166.60          | $34091.22          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $22924.40          | $23572.40          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $27547.80          | $28342.86          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $304694.40         | $306784.23         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $205729.00         | $205694.38         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $145258.60         | $148751.13         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $149710.20         | $153614.61         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $569169.00         | $572275.76         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $31954.20          | $32831.70          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $1358986.60        | $1364419.19        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $21856.60          | $22562.05          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $614216.20         | $616977.81         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $992165.60         | $1023950.62        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1588886.80        | $1638326.60        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1591260.20        | $1638331.27        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1790167.60        | $1843122.55        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1257244.40        | $1290776.16        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1848044.80        | $1926675.33        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $25808.60          | $26491.69          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $102471.60         | $105300.67         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $672325.60         | $133329.00         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-08-16      | 2.5000%  | 0.0000% | $533383.40         | $479422.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 2.5000%  | 0.0000% | $3329130.00        | $197703.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-10-20      | 3.0000%  | 0.0000% | $165089.40         | $142789.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 2.5000%  | 0.0000% | $742042.80         | $103124.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-16      | 2.3000%  | 0.0000% | $714000.00         | $76560.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $320000.00         | $57966.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 3.0000%  | 0.0000% | $1921335.60        | $416397.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 1.0000%  | 0.0000% | $799191.80         | $375331.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $6333337.40        | $3756584.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $3680000.00        | $2474759.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1772626.00        | $1170215.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $6710260.00        | $3750420.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-05-20      | 3.0000%  | 0.0000% | $720000.00         | $100816.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3980%  | 0.0000% | $20000000.00       | $9216928.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.8480%  | 0.0000% | $1601390.60        | $1185394.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.7980%  | 0.0000% | $3037600.00        | $2166368.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.3980%  | 0.0000% | $15000000.00       | $9934626.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.6980%  | 0.0000% | $6200000.00        | $3392716.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.9480%  | 0.0000% | $7861020.40        | $5178569.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.8480%  | 0.0000% | $7181381.60        | $4499068.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.7480%  | 0.0000% | $7325704.20        | $2941686.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8480%  | 0.0000% | $9949919.00        | $4237056.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.6480%  | 0.0000% | $1745926.40        | $1227302.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $10000000.00       | $10018503.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $10000000.00       | $9957593.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.5000%  | 0.0000% | $4198000.00        | $3777780.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1250%  | 0.0000% | $20000000.00       | $12516632.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1250%  | 0.0000% | $9718307.20        | $6218487.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $10000000.00       | $10074493.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $12000000.00       | $12014236.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $10000000.00       | $10056013.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 5.5000%  | 0.0000% | $1765000.00        | $872482.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $4000000.00        | $4026993.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 5.5000%  | 0.0000% | $8900000.00        | $6708016.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $9000000.00        | $9088016.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $10000000.00       | $10054223.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.7500%  | 0.0000% | $10000000.00       | $10137096.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.7500%  | 0.0000% | $200.00            | $203.87            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $10000000.00       | $10101263.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 4.5000%  | 0.0000% | $8540950.40        | $6955081.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.5980%  | 0.0000% | $10000000.00       | $8268156.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.2500%  | 0.0000% | $5000000.00        | $4828850.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.0000%  | 0.0000% | $10000000.00       | $9565806.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 5.0000%  | 0.0000% | $3095160.00        | $2888655.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $5000000.00        | $4675723.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $4000000.00        | $3784494.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $5000000.00        | $4670208.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $5000000.00        | $4698778.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.1480%  | 0.0000% | $1883587.20        | $1098194.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $5000000.00        | $4669413.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.0000%  | 0.0000% | $5031800.00        | $4978962.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $804000.00         | $760064.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $1984600.00        | $1949751.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.3980%  | 0.0000% | $3270932.80        | $3233616.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.5000%  | 0.0000% | $6040200.00        | $5735116.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $7186200.00        | $6673511.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 4.5000%  | 0.0000% | $4400000.00        | $4291092.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $206734.80         | $207601.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $767000.00         | $711741.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $1604400.00        | $1585426.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $1241600.00        | $1169540.85        | Agency Collateralized Mortgage Obligation |
| Tennessee Valley Authority               | 2036-03-15      | 0.0000%  | 0.0000% | $990800.00         | $584417.44         | Agency Debentures and Agency Strips       |
| Tennessee Valley Authority               | 2034-01-15      | 0.0000%  | 0.0000% | $200.00            | $131.92            | Agency Debentures and Agency Strips       |
| U.S. Treasury                            | 2044-05-15      | 3.3750%  | 0.0000% | $6776940.00        | $5536345.37        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.2500%  | 0.0000% | $160.00            | $131.56            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $1400540.00        | $1290952.99        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-05-15      | 5.0000%  | 0.0000% | $185980.00         | $190096.10         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 3.7500%  | 0.0000% | $60.00             | $59.89             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-15      | 4.6250%  | 0.0000% | $20.00             | $20.35             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-31      | 3.7500%  | 0.0000% | $20.00             | $19.96             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-15      | 3.3750%  | 0.0000% | $240.00            | $240.39            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-31      | 4.1250%  | 0.0000% | $58813560.00       | $59845296.88       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-11-15      | 4.2500%  | 0.0000% | $45212800.00       | $45275766.19       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-05-15      | 0.0000%  | 0.0000% | $41734600.00       | $29741244.53       | U.S. Treasuries (including strips)        |

### Security 113: Societe Generale

- **C.1 - Title:** Societe Generale 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TN2V7, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV8TN2V7
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $121497320.00      | $111627242.22      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $90255480.00       | $89601609.46       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $2776900.00        | $2771150.54        | U.S. Treasuries (including strips) |

### Security 114: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TN304, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV8TN304
- **C.18 - Value (incl. sponsor support):** $131387500.00
- **C.18.a - Value (excl. sponsor support):** $131387500.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 1.125 15-AUG-2040 | 2040-08-15      | 1.1250%  | 0.0000% | $24050000.00       | $24668740.69       | U.S. Treasuries (including strips) |
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $6212500.00        | $6362766.52        | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.375 31-AUG-2028 | 2028-08-31      | 4.3750%  | 0.0000% | $101125000.00      | $103227927.39      | U.S. Treasuries (including strips) |

### Security 115: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TN312, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8TN312
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2050-10-25      | 1.5000%  | 0.0000% | $5000000.00        | $3170190.00        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2048-10-25      | 2.5000%  | 0.0000% | $2078000.00        | $50938.90          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2048-01-25      | 3.0000%  | 0.0000% | $16659500.00       | $2189889.48        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-04-25      | 3.0000%  | 0.0000% | $907620.00         | $878800.34         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2050-02-25      | 4.5000%  | 0.0000% | $6684310.00        | $1278289.63        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2049-09-25      | 3.0000%  | 0.0000% | $100000.00         | $62060.21          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2033-06-25      | 5.0000%  | 0.0000% | $475000.00         | $364162.10         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-10-25      | 5.1700%  | 0.0000% | $51296367.00       | $34964297.90       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-12-25      | 5.0000%  | 0.0000% | $4023217.50        | $3057554.02        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2035-12-25      | 5.0000%  | 0.0000% | $1706642.50        | $1625739.43        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-02-25      | 5.0000%  | 0.0000% | $897650.50         | $836482.50         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 5.5000%  | 0.0000% | $16380727.50       | $15977364.98       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 4.5000%  | 0.0000% | $809944.00         | $727517.62         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.2900%  | 0.0000% | $60950000.00       | $56661396.31       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 5.5500%  | 0.0000% | $38000000.00       | $35365957.05       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.0000%  | 0.0000% | $2559235.00        | $2366196.17        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.0000%  | 0.0000% | $916526.50         | $830149.99         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.0000%  | 0.0000% | $1432321.00        | $1326772.79        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-10-25      | 5.0000%  | 0.0000% | $1020000.00        | $995445.73         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.0000%  | 0.0000% | $427217.50         | $394907.33         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 6.0000%  | 0.0000% | $40500000.00       | $39303306.99       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 6.0000%  | 0.0000% | $50000000.00       | $48564197.19       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 5.0000%  | 0.0000% | $4026630.00        | $3601408.48        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-07-25      | 4.0000%  | 0.0000% | $359749.00         | $303689.79         | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2035-01-16      | 5.0000%  | 0.0000% | $56500.00          | $6383.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 1.7500%  | 0.0000% | $115000.00         | $9061.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-16      | 5.0000%  | 0.0000% | $3807.00           | $3465.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 5.0000%  | 0.0000% | $7455.00           | $6139.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-16      | 4.2500%  | 0.0000% | $32427.50          | $24718.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 4.5000%  | 0.0000% | $4608.00           | $4466.40           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.5000%  | 0.0000% | $24158.50          | $18024.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $23073.00          | $18931.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $12256.00          | $12095.87          | Agency Collateralized Mortgage Obligation |

### Security 116: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TNH82, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TNH82
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2043-04-25      | 2.0000%  | 0.0000% | $100000000.00      | $9326224.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 4.0000%  | 0.0000% | $1045602.00        | $973603.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-09-25      | 2.7500%  | 0.0000% | $10000000.00       | $727209.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 5.5000%  | 0.0000% | $48593344.00       | $42125348.12       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 5.6000%  | 0.0000% | $6500000.00        | $5907732.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-25      | 5.6500%  | 0.0000% | $30081000.00       | $28188233.30       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-02-15      | 3.0000%  | 0.0000% | $764000.00         | $630095.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2050-07-25      | 1.0000%  | 0.0000% | $5000000.00        | $2227616.17        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.9000%  | 0.0000% | $17949000.00       | $17205771.13       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2033-12-15      | 5.5000%  | 0.0000% | $12000.00          | $422.79            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-08-20      | 6.0000%  | 0.0000% | $11000.00          | $2068.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-11-20      | 5.5000%  | 0.0000% | $7000.00           | $663.19            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 4.8667%  | 0.0000% | $3500000.00        | $437540.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-11-20      | 5.0867%  | 0.0000% | $21676160.00       | $2264792.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-20      | 3.0000%  | 0.0000% | $3399990.00        | $767864.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-20      | 5.3367%  | 0.0000% | $5000000.00        | $838112.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 5.1567%  | 0.0000% | $369945.00         | $7214.59           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-12-20      | 3.0000%  | 0.0000% | $5000000.00        | $150350.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-12-20      | 5.1994%  | 0.0000% | $2190210.00        | $819182.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $7250000.00        | $1387052.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $59934000.00       | $36925864.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.6480%  | 0.0000% | $100000000.00      | $53087040.50       | Agency Collateralized Mortgage Obligation |

### Security 117: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT2J1, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV8TT2J1
- **C.18 - Value (incl. sponsor support):** $280000000.00
- **C.18.a - Value (excl. sponsor support):** $280000000.00
- **C.19 - Percentage of Net Assets:** 1.2100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2030-10-25      | 4.9145%  | 0.0000% | $2113.00           | $1.15              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-25      | 3.0000%  | 0.0000% | $1035.00           | $0.59              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2055-08-25      | 5.0000%  | 0.0000% | $721482.00         | $716714.21         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $3207.00           | $3213.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $2647358.00        | $1759173.18        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $15376015.00       | $15299999.96       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 5.0000%  | 0.0000% | $5179871.00        | $4514184.21        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $77196218.00       | $77505909.44       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2064-06-16      | 1.6444%  | 0.0000% | $1313.00           | $902.26            | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-12-31      | 4.2500%  | 0.0000% | $14117400.00       | $14204930.18       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-01-15      | 2.1250%  | 0.0000% | $166000000.00      | $171595052.19      | U.S. Treasuries (including strips)        |

### Security 118: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT756, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV8TT756
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 4.3200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2041-01-01      | 4.0000%  | 0.0000% | $82448310.67       | $7030949.13        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-01-01      | 3.5000%  | 0.0000% | $45966153.00       | $18152564.06       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $120241968.67      | $76325913.91       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $64289355.00       | $25151050.96       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $53158631.33       | $30959053.14       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $58378534.67       | $39900311.26       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $4972666.67        | $4900934.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $7463842.33        | $7409035.08        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 3.5000%  | 0.0000% | $27374479.33       | $3491425.92        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $103719719.33      | $7126075.69        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $8330994.67        | $8194529.94        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-16      | 4.8545%  | 0.0000% | $144513933.33      | $4013225.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 4.7651%  | 0.0000% | $60394403.33       | $4228637.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 4.8151%  | 0.0000% | $29984404.33       | $7278782.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 4.8651%  | 0.0000% | $18799370.00       | $5009598.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.9151%  | 0.0000% | $24364279.00       | $6637812.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 4.9151%  | 0.0000% | $20000000.00       | $4573120.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-06-16      | 4.8545%  | 0.0000% | $11621666.67       | $3351159.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.7651%  | 0.0000% | $11829574.33       | $5306332.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 4.9151%  | 0.0000% | $16275084.00       | $4261203.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.8151%  | 0.0000% | $16729520.00       | $3886953.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.8651%  | 0.0000% | $16017443.00       | $4054581.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.8651%  | 0.0000% | $17614111.00       | $4532368.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.8651%  | 0.0000% | $27176346.33       | $4652695.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.9151%  | 0.0000% | $19390937.33       | $6228941.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.9151%  | 0.0000% | $28503383.33       | $4233316.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.8651%  | 0.0000% | $21354968.67       | $6565424.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 4.8151%  | 0.0000% | $23844311.67       | $5744054.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $8333333.33        | $5928148.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $33333333.33       | $22154901.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $17774381.00       | $11352162.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $33333333.33       | $20445042.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $24604762.67       | $16410072.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $20149009.67       | $12443480.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $16666666.67       | $11597641.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $21000000.00       | $13577948.98       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $25000000.00       | $15562747.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 4.0000%  | 0.0000% | $12999288.00       | $7525886.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $25000000.00       | $14289032.11       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $50639785.67       | $31904559.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $16666666.67       | $11509625.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $16666666.67       | $11021625.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $16666666.67       | $11930891.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $16666666.67       | $11908068.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $19333333.33       | $12171707.98       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $16666666.67       | $11264949.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $16666666.67       | $12658947.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $13782004.67       | $7539398.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 4.8480%  | 0.0000% | $23333333.33       | $14210080.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $16666666.67       | $11498413.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3980%  | 0.0000% | $16666666.67       | $6279944.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5980%  | 0.0000% | $1599999.33        | $1541403.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.7480%  | 0.0000% | $6666666.67        | $6648914.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.7980%  | 0.0000% | $3333333.33        | $3328773.51        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2025-10-30      | 0.0000%  | 0.0000% | $6492766.67        | $6423943.34        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-28      | 0.0000%  | 0.0000% | $16203566.67       | $15978013.02       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-10-09      | 0.0000%  | 0.0000% | $8275266.67        | $8207939.10        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-18      | 0.0000%  | 0.0000% | $36646900.00       | $36056151.97       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $5648000.00        | $4814027.74        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 0.6250%  | 0.0000% | $11648033.33       | $10785420.69       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-31      | 0.3750%  | 0.0000% | $6666666.67        | $6535940.00        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 0.8750%  | 0.0000% | $21340100.00       | $20724802.86       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 1.5000%  | 0.0000% | $16663233.33       | $15477194.37       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 2.7500%  | 0.0000% | $56516366.67       | $55240961.82       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-29      | 4.0000%  | 0.0000% | $33084500.00       | $33734459.39       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 3.6250%  | 0.0000% | $66.67             | $67.06             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-30      | 3.5000%  | 0.0000% | $14310966.67       | $14170103.82       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-05-15      | 3.3750%  | 0.0000% | $33.33             | $31.78             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.7500%  | 0.0000% | $18367733.33       | $18266581.62       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-15      | 4.5000%  | 0.0000% | $32341333.33       | $32499111.24       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-15      | 4.3750%  | 0.0000% | $36433.33          | $36789.71          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $4545666.67        | $4680731.32        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-31      | 4.6250%  | 0.0000% | $7584166.67        | $7877805.37        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $26417533.33       | $26845026.16       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-31      | 4.1250%  | 0.0000% | $24350666.67       | $24802018.45       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-03-31      | 4.1250%  | 0.0000% | $24952200.00       | $25339508.05       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 3.7500%  | 0.0000% | $33.33             | $33.53             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 3.8750%  | 0.0000% | $4910700.00        | $4935579.24        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-31      | 3.8750%  | 0.0000% | $16832333.33       | $16787155.35       | U.S. Treasuries (including strips)        |

### Security 119: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT7E7, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV8TT7E7
- **C.18 - Value (incl. sponsor support):** $1566786761.00
- **C.18.a - Value (excl. sponsor support):** $1566786761.00
- **C.19 - Percentage of Net Assets:** 6.7600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-09-11      | 0.0000%  | 0.0000% | $5483.75           | $5457.04           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 2.0000%  | 0.0000% | $222444.55         | $361017.88         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $2342542.06        | $2492326.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $5683088.11        | $5731197.49        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 3.7500%  | 0.0000% | $52237571.51       | $45608700.32       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $251665.12         | $292654.30         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $37007189.94       | $30411391.85       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $110263754.23      | $82704751.92       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $2349670.94        | $2145189.80        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $2154331.80        | $1924436.62        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $2176776.02        | $1963444.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $8606673.04        | $8304519.90        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $21047194.94       | $20587658.04       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $17654357.37       | $17121324.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $35273462.05       | $32520895.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $69835132.87       | $68406467.37       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $3230205.10        | $3173558.81        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $29502242.18       | $29716893.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $22964315.22       | $22452846.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $2814027.36        | $2757140.74        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $1655936.93        | $2202838.90        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 1.3750%  | 0.0000% | $8185990.79        | $7993871.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $4320962.87        | $5106994.53        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $9596921.44        | $11332166.98       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $7207.22           | $6143.02           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 1.2500%  | 0.0000% | $1883081.84        | $1745151.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $5873648.55        | $5679004.65        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $5405414.33        | $5253870.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 3.2500%  | 0.0000% | $7175334.99        | $7026940.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $8010158.15        | $8284656.14        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $39.17             | $36.39             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $4816459.18        | $4888231.65        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-15      | 4.5000%  | 0.0000% | $6310155.34        | $6368787.80        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $1912772.45        | $1918509.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $2743169.43        | $2669646.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $8989713.23        | $9166320.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $3486061.37        | $3556819.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $11334605.47       | $11401698.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $27983516.61       | $27954861.48       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $2569804.48        | $2450436.60        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $16764970.87       | $16754872.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $2734003.73        | $2814511.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 4.3750%  | 0.0000% | $3675681.74        | $3757036.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $3394090.99        | $3551097.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $4425702.56        | $4591302.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $3916222.68        | $4081751.62        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $2989938.35        | $3154186.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-30      | 4.3750%  | 0.0000% | $12266295.21       | $12591311.15       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-15      | 4.3750%  | 0.0000% | $4197970.11        | $4239033.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $37332180.68       | $38470656.78       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $15970179.12       | $16444698.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-15      | 4.2500%  | 0.0000% | $12097278.09       | $12339024.05       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 4.8750%  | 0.0000% | $6613955.29        | $6724014.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $19875904.32       | $20724913.51       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $13073660.43       | $13315493.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $4714931.40        | $4785557.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $67209080.75       | $68296669.05       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $172284420.61      | $174011085.06      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $37782436.03       | $38308674.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 3.7500%  | 0.0000% | $44933094.13       | $45445557.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $22753895.75       | $22747206.86       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $7735892.12        | $7819482.71        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $1762243.41        | $1794907.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.1250%  | 0.0000% | $88332617.37       | $89263687.32       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $2003881.10        | $2023791.66        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $9791242.17        | $9853006.92        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $8973653.66        | $9064824.42        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $6454808.93        | $6541639.02        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $2750180.80        | $2795556.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $22053777.09       | $23038380.41       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $14586393.05       | $14864674.24       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $7784109.99        | $7899581.42        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $6893665.90        | $7000669.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 4.0000%  | 0.0000% | $61157680.24       | $62166863.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $14053685.55       | $14211841.05       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $15936336.52       | $16060514.29       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $9158495.33        | $9211742.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $39.17             | $39.36             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $23189579.98       | $23307066.12       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-31      | 4.1250%  | 0.0000% | $48962086.28       | $49340269.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $138379272.62      | $139747797.54      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $79417914.06       | $79401074.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $2076697.51        | $2071123.66        | U.S. Treasuries (including strips) |

### Security 120: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT7G2, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8TT7G2
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.1600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-01-08      | 0.0000%  | 0.0000% | $100.00            | $98.16             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-25      | 0.0000%  | 0.0000% | $1400.00           | $1380.92           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $36385500.00       | $27682818.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $52691000.00       | $39172381.32       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $4284200.00        | $3080832.71        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $200.00            | $181.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $597500.00         | $576523.66         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $800.00            | $1037.63           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 2.2500%  | 0.0000% | $114148000.00      | $112340201.60      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $488400.00         | $470613.94         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 0.6250%  | 0.0000% | $4782500.00        | $4536963.26        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $12196700.00       | $13994296.11       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.8750%  | 0.0000% | $100002000.00      | $101171790.10      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $99800.00          | $103094.00         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $12159900.00       | $12517969.29       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $102.70            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $10000000.00       | $9961436.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $12561400.00       | $12697132.86       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.38            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $127928000.00      | $129897067.78      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $41072200.00       | $41855781.02       | U.S. Treasuries (including strips) |

### Security 121: Banco Santander

- **C.1 - Title:** Banco Santander 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT7L1, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: BIV8TT7L1
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2036-07-01      | 6.0000%  | 0.0000% | $101070.20         | $1059.45           | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2036-11-01      | 9.0000%  | 0.0000% | $200.00            | $6.03              | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2039-06-01      | 5.0000%  | 0.0000% | $504052.00         | $19078.48          | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-04-01      | 5.0000%  | 0.0000% | $200.40            | $5.59              | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-05-01      | 5.0000%  | 0.0000% | $200.00            | $6.33              | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2042-04-01      | 3.5000%  | 0.0000% | $2079238.40        | $389448.36         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2042-11-01      | 3.5000%  | 0.0000% | $8112269.00        | $1083571.80        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-02-01      | 3.5000%  | 0.0000% | $836717.00         | $368519.02         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 4.0000%  | 0.0000% | $1752144.00        | $1278122.41        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $141222.80         | $110803.04         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 5.5000%  | 0.0000% | $2236925.40        | $1979156.64        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.5000%  | 0.0000% | $400.00            | $352.60            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-03-01      | 5.5000%  | 0.0000% | $400.00            | $321.44            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 3.0000%  | 0.0000% | $554410.80         | $423211.76         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.0000%  | 0.0000% | $2655.60           | $2384.33           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 2.5000%  | 0.0000% | $276246.00         | $186998.93         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.5000%  | 0.0000% | $1360923.20        | $1179806.68        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.0000%  | 0.0000% | $6884339.20        | $6294938.43        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-12-01      | 5.5000%  | 0.0000% | $470818.40         | $405027.22         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 6.0000%  | 0.0000% | $52602.20          | $47234.17          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 5.0000%  | 0.0000% | $959062.40         | $902471.42         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-07-01      | 3.0000%  | 0.0000% | $549062.00         | $320165.99         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.5000%  | 0.0000% | $8359766.60        | $8125454.09        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 3.0000%  | 0.0000% | $592643.60         | $420306.12         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 5.5000%  | 0.0000% | $1056324.80        | $839486.54         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-11-01      | 5.0000%  | 0.0000% | $8488358.60        | $6836457.32        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 5.0000%  | 0.0000% | $5093418.00        | $4145423.05        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-07-01      | 5.5000%  | 0.0000% | $24444692.00       | $22195733.48       | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-04-01      | 5.0000%  | 0.0000% | $200.00            | $24.73             | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-07-01      | 5.0000%  | 0.0000% | $398535.20         | $33147.85          | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2045-05-01      | 4.0000%  | 0.0000% | $204.80            | $39.42             | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2044-02-01      | 4.5000%  | 0.0000% | $1634416.40        | $281489.29         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2049-04-01      | 4.5000%  | 0.0000% | $1965010.00        | $371571.40         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-02-01      | 3.5000%  | 0.0000% | $586172.80         | $140963.59         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-05-01      | 4.0000%  | 0.0000% | $584259.20         | $244327.24         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-05-01      | 4.5000%  | 0.0000% | $1367939.20        | $308706.62         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2042-05-01      | 3.5000%  | 0.0000% | $3025769.60        | $771479.37         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-04-01      | 3.5000%  | 0.0000% | $214.20            | $148.77            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $161008.60         | $121996.64         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $281500.00         | $205138.35         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $62011.20          | $40809.75          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $1506912.00        | $976309.88         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 2.5000%  | 0.0000% | $12600.20          | $7890.79           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $13660847.40       | $10439808.29       | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-04-01      | 5.5000%  | 0.0000% | $4265075.00        | $3924149.46        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-04-01      | 4.0000%  | 0.0000% | $1136420.80        | $278402.89         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-03-01      | 5.0000%  | 0.0000% | $521303.20         | $55212.07          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-02-01      | 4.5000%  | 0.0000% | $604115.20         | $45333.58          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-04-01      | 4.0000%  | 0.0000% | $7328.40           | $1195.72           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-10-01      | 3.5000%  | 0.0000% | $1097780.40        | $288560.99         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-09-01      | 6.0000%  | 0.0000% | $62400.00          | $61434.47          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 3.5000%  | 0.0000% | $13037107.20       | $4762906.11        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-12-01      | 5.0000%  | 0.0000% | $18942.80          | $3112.94           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-03-01      | 4.5000%  | 0.0000% | $1179651.20        | $375286.20         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-05-01      | 4.5000%  | 0.0000% | $3762719.80        | $1219555.65        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 5.5000%  | 0.0000% | $4225248.00        | $3280095.53        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $3219800.00        | $2387870.44        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-11-01      | 5.5000%  | 0.0000% | $621303.20         | $401361.22         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $999260.40         | $717703.13         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-12-01      | 5.0000%  | 0.0000% | $3562886.40        | $441115.75         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-04-01      | 4.0000%  | 0.0000% | $921.60            | $181.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $4432633.60        | $3296028.63        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.5000%  | 0.0000% | $7130.60           | $6538.40           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.5000%  | 0.0000% | $3462854.60        | $3235658.08        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 5.5000%  | 0.0000% | $717685.60         | $604869.97         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 5.5000%  | 0.0000% | $2319412.00        | $2099128.23        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 6.0000%  | 0.0000% | $6466346.80        | $5658777.76        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-09-01      | 5.5000%  | 0.0000% | $7740569.00        | $7474423.95        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-11-01      | 5.5000%  | 0.0000% | $1841651.00        | $1763677.39        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 2.5000%  | 0.0000% | $4784936.60        | $3951059.58        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-02-01      | 6.0000%  | 0.0000% | $278352.20         | $289214.80         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2036-04-01      | 2.0000%  | 0.0000% | $1256486.00        | $681626.54         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-08-01      | 4.0000%  | 0.0000% | $1462.80           | $1112.95           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 3.0000%  | 0.0000% | $4576271.80        | $3723406.65        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 6.5000%  | 0.0000% | $4694830.60        | $4302113.02        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-10-01      | 5.5000%  | 0.0000% | $37400.40          | $34705.87          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-04-01      | 5.5000%  | 0.0000% | $2151888.20        | $2139516.03        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 5.5000%  | 0.0000% | $8253858.00        | $8217263.06        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-11-01      | 4.0000%  | 0.0000% | $463570.00         | $25134.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-12-01      | 3.5000%  | 0.0000% | $2320.00           | $193.72            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-05-01      | 4.5000%  | 0.0000% | $4708844.80        | $4217008.18        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-12-01      | 5.0000%  | 0.0000% | $1946572.80        | $1560021.53        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-01-01      | 5.0000%  | 0.0000% | $17297581.00       | $14069255.87       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 5.0000%  | 0.0000% | $716564.00         | $576390.92         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 6.0000%  | 0.0000% | $5625190.00        | $4173772.34        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-12-01      | 5.5000%  | 0.0000% | $12711881.60       | $12005671.90       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-02-01      | 5.5000%  | 0.0000% | $4974278.40        | $4601676.44        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 4.5000%  | 0.0000% | $92543.40          | $88006.86          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 5.5000%  | 0.0000% | $309573.80         | $310082.83         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.0000%  | 0.0000% | $4320825.60        | $4269569.43        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.0000%  | 0.0000% | $5119187.20        | $5274876.38        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-02-01      | 6.0000%  | 0.0000% | $4532200.00        | $4001284.49        | Agency Mortgage-Backed Securities  |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2041-03-15      | 4.0000%  | 0.0000% | $323.60            | $13.44             | Agency Mortgage-Backed Securities  |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2041-12-15      | 3.5000%  | 0.0000% | $253.00            | $8.28              | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-04-20      | 3.0000%  | 0.0000% | $399786.60         | $41105.21          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-04-20      | 3.5000%  | 0.0000% | $184515.40         | $19642.50          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-08-20      | 4.0000%  | 0.0000% | $86000.00          | $6031.33           | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-04-20      | 4.0000%  | 0.0000% | $25790640.80       | $2304362.73        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-03-20      | 4.0000%  | 0.0000% | $190978.40         | $16875.82          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-07-20      | 4.0000%  | 0.0000% | $75800.00          | $7421.28           | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-07-20      | 4.5000%  | 0.0000% | $12548504.00       | $1128353.63        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-10-20      | 3.5000%  | 0.0000% | $4377236.40        | $532878.27         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-02-20      | 4.0000%  | 0.0000% | $699486.40         | $69847.31          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-02-20      | 3.0000%  | 0.0000% | $189800.00         | $71094.51          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-09-20      | 3.0000%  | 0.0000% | $9000.00           | $5144.93           | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 6.0000%  | 0.0000% | $10150224.40       | $6711586.44        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-12-20      | 6.5000%  | 0.0000% | $201.40            | $91.41             | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 5.5000%  | 0.0000% | $719755.80         | $715340.43         | Agency Mortgage-Backed Securities  |
| U.S. TREASURY BOND                       | 2041-05-15      | 4.3750%  | 0.0000% | $20.00             | $19.40             | U.S. Treasuries (including strips) |

### Security 122: Natixis

- **C.1 - Title:** Natixis 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT7N7, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV8TT7N7
- **C.18 - Value (incl. sponsor support):** $655000000.00
- **C.18.a - Value (excl. sponsor support):** $655000000.00
- **C.19 - Percentage of Net Assets:** 2.8300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2036-01-01      | 3.0000%  | 0.0000% | $1991004.81        | $272163.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2047-10-01      | 3.5000%  | 0.0000% | $90252.45          | $14645.62          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2040-02-01      | 6.5000%  | 0.0000% | $702.16            | $637.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2029-07-01      | 3.8300%  | 0.0000% | $818.75            | $796.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2029-07-01      | 3.8300%  | 0.0000% | $738.84            | $718.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2037-11-01      | 2.4000%  | 0.0000% | $110713.34         | $85465.05          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2038-01-01      | 2.9200%  | 0.0000% | $198058.24         | $158734.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2032-02-15      | 6.5000%  | 0.0000% | $124.45            | $6.37              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp       | 2040-07-13      | 2.1500%  | 0.0000% | $1027695.00        | $695475.12         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $885037.31         | $919864.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1310.00           | $1365.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1998.40           | $2045.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-06-01      | 7.0000%  | 0.0000% | $894297.70         | $949519.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1310.00           | $1365.47           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2030-07-01      | 4.7650%  | 0.0000% | $657.62            | $667.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $11341372.16       | $7949732.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $43694138.24       | $41045156.61       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $53983408.14       | $51000022.87       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $2543.37           | $2479.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $103229965.00      | $32287863.27       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2036-07-01      | 2.0000%  | 0.0000% | $52818613.12       | $29568437.34       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2036-09-01      | 2.0000%  | 0.0000% | $53686128.52       | $30975167.99       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2036-11-01      | 2.0000%  | 0.0000% | $1106288.45        | $645098.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2037-01-01      | 2.0000%  | 0.0000% | $43814113.28       | $26496211.57       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $32750000.00       | $25994878.07       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $67885335.12       | $66948482.55       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2036-11-01      | 2.5000%  | 0.0000% | $192117726.43      | $29632977.86       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 7.0000%  | 0.0000% | $1574596.42        | $1449474.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-04-01      | 6.5000%  | 0.0000% | $852086.88         | $882897.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-05-01      | 6.5000%  | 0.0000% | $1310.00           | $1362.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-05-01      | 6.5000%  | 0.0000% | $655.00            | $679.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-05-01      | 6.5000%  | 0.0000% | $1376440.58        | $1438767.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-05-01      | 6.5000%  | 0.0000% | $906884.18         | $943300.04         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 6.5000%  | 0.0000% | $1329.65           | $1387.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 6.0000%  | 0.0000% | $655.00            | $668.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.0000%  | 0.0000% | $15103861.15       | $15394656.05       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.5000%  | 0.0000% | $698.23            | $732.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp       | 2054-09-01      | 5.0000%  | 0.0000% | $940580.00         | $892786.36         | Agency Mortgage-Backed Securities         |
| U.S. Treasury                         | 2025-10-30      | 0.0000%  | 0.0000% | $131.00            | $129.60            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2025-09-18      | 0.0000%  | 0.0000% | $1310.00           | $1302.39           | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2026-01-15      | 0.0000%  | 0.0000% | $196.50            | $192.70            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2026-11-15      | 6.5000%  | 0.0000% | $3274869.00        | $3431163.90        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-11-15      | 6.1250%  | 0.0000% | $2619476.00        | $2779515.24        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-04-15      | 3.6250%  | 0.0000% | $3956462.00        | $8434187.27        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-08-15      | 5.5000%  | 0.0000% | $327500.00         | $351086.88         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-11-15      | 5.2500%  | 0.0000% | $166632.00         | $175244.72         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2031-02-15      | 5.3750%  | 0.0000% | $9825000.00        | $10713600.41       | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2037-02-15      | 4.7500%  | 0.0000% | $1477025.00        | $1549700.20        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2038-02-15      | 4.3750%  | 0.0000% | $1964738.00        | $1974996.20        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2040-02-15      | 4.6250%  | 0.0000% | $8973.50           | $9100.01           | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2040-11-15      | 4.2500%  | 0.0000% | $2292500.00        | $2189423.84        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2042-05-15      | 3.0000%  | 0.0000% | $65.50             | $51.94             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2043-05-15      | 2.8750%  | 0.0000% | $655000.00         | $501245.71         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2043-11-15      | 3.7500%  | 0.0000% | $7139041.50        | $6197383.84        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2044-11-15      | 3.0000%  | 0.0000% | $1505714.00        | $1151172.82        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2046-08-15      | 2.2500%  | 0.0000% | $2064167.00        | $1352274.36        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2047-11-15      | 2.7500%  | 0.0000% | $65.50             | $46.18             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2048-11-15      | 3.3750%  | 0.0000% | $782332.00         | $614213.41         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2049-02-15      | 3.0000%  | 0.0000% | $458.50            | $338.45            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2049-05-15      | 2.8750%  | 0.0000% | $1368950.00        | $973875.99         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2040-11-15      | 1.3750%  | 0.0000% | $131.00            | $82.95             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2041-02-15      | 1.8750%  | 0.0000% | $1965982.50        | $1354579.77        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2051-05-15      | 2.3750%  | 0.0000% | $328089.50         | $205659.43         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2051-08-15      | 2.0000%  | 0.0000% | $14835684.50       | $8517407.86        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2052-02-15      | 2.2500%  | 0.0000% | $4584934.50        | $2793085.61        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2042-05-15      | 3.2500%  | 0.0000% | $131.00            | $107.72            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2053-02-15      | 3.6250%  | 0.0000% | $65.50             | $53.57             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2043-02-15      | 3.8750%  | 0.0000% | $786.00            | $707.56            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2043-05-15      | 3.8750%  | 0.0000% | $12464126.00       | $11075373.28       | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2053-08-15      | 4.1250%  | 0.0000% | $4500832.50        | $4030764.41        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2043-08-15      | 4.3750%  | 0.0000% | $7086379.50        | $6801430.19        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2053-11-15      | 4.7500%  | 0.0000% | $312500.50         | $307050.13         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2044-05-15      | 4.6250%  | 0.0000% | $654607.00         | $639138.18         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2044-08-15      | 4.1250%  | 0.0000% | $327.50            | $301.87            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2044-11-15      | 4.6250%  | 0.0000% | $65.50             | $63.82             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2026-06-30      | 1.8750%  | 0.0000% | $589.50            | $578.24            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-05-15      | 2.3750%  | 0.0000% | $1113.50           | $1088.37           | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2030-05-15      | 0.6250%  | 0.0000% | $720.50            | $617.38            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-07-31      | 0.3750%  | 0.0000% | $655.00            | $610.50            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2030-08-15      | 0.6250%  | 0.0000% | $2041569.50        | $1736963.29        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-11-30      | 0.6250%  | 0.0000% | $65.50             | $60.81             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2026-01-31      | 0.3750%  | 0.0000% | $6334177.50        | $6210528.02        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2026-08-31      | 0.7500%  | 0.0000% | $4257238.00        | $4118529.55        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2026-09-30      | 0.8750%  | 0.0000% | $655.00            | $632.88            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2031-11-15      | 1.3750%  | 0.0000% | $65.50             | $55.84             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-04-30      | 2.7500%  | 0.0000% | $16374148.50       | $16148741.97       | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-06-30      | 3.2500%  | 0.0000% | $54234.00          | $53689.80          | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2032-08-15      | 2.7500%  | 0.0000% | $28073300.00       | $26020313.52       | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-08-31      | 3.1250%  | 0.0000% | $982.50            | $979.51            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-10-15      | 1.6250%  | 0.0000% | $5103694.50        | $5630270.30        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2029-10-31      | 4.0000%  | 0.0000% | $131.00            | $132.62            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2029-11-30      | 3.8750%  | 0.0000% | $131.00            | $131.50            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2026-02-15      | 4.0000%  | 0.0000% | $65.50             | $66.60             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2030-02-28      | 4.0000%  | 0.0000% | $655.00            | $667.48            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2030-05-31      | 3.7500%  | 0.0000% | $655.00            | $652.71            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2030-06-30      | 3.7500%  | 0.0000% | $5200700.00        | $5164092.10        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-06-30      | 4.0000%  | 0.0000% | $327.50            | $329.63            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2033-08-15      | 3.8750%  | 0.0000% | $85425100.00       | $84806223.94       | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2026-10-15      | 4.6250%  | 0.0000% | $131.00            | $133.55            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-10-31      | 4.8750%  | 0.0000% | $6918699.50        | $7206769.93        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2025-12-31      | 4.2500%  | 0.0000% | $7859934.50        | $7886313.72        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2029-01-31      | 4.0000%  | 0.0000% | $9824934.50        | $9854114.56        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2034-01-15      | 1.7500%  | 0.0000% | $655.00            | $678.78            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2026-03-31      | 4.5000%  | 0.0000% | $262000.00         | $266323.79         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2029-06-30      | 4.2500%  | 0.0000% | $196631.00         | $199655.22         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-07-15      | 4.3750%  | 0.0000% | $655.00            | $661.40            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2031-10-31      | 4.1250%  | 0.0000% | $233966.00         | $236725.04         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2034-11-15      | 4.2500%  | 0.0000% | $4179227.50        | $4185047.76        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2029-12-31      | 4.3750%  | 0.0000% | $2369986.50        | $2419816.56        | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-01-31      | 4.3839%  | 0.0000% | $65.50             | $65.46             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2032-02-29      | 4.1250%  | 0.0000% | $65.50             | $66.63             | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-04-15      | 3.7500%  | 0.0000% | $846063.50         | $852132.41         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2028-06-15      | 3.8750%  | 0.0000% | $19064495.50       | $19152958.93       | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2030-06-30      | 3.8750%  | 0.0000% | $219425.00         | $219258.73         | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2027-06-30      | 3.7500%  | 0.0000% | $720.50            | $720.16            | U.S. Treasuries (including strips)        |
| U.S. Treasury                         | 2035-07-15      | 1.8750%  | 0.0000% | $21072660.00       | $20939856.72       | U.S. Treasuries (including strips)        |

### Security 123: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT7P2, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV8TT7P2
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.1600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2049-12-01      | 5.8400%  | 0.0000% | $37500.00          | $24574.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2050-08-01      | 2.2990%  | 0.0000% | $15126238.50       | $4425677.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2050-12-01      | 2.2700%  | 0.0000% | $15430325.50       | $5755637.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2046-05-01      | 6.6670%  | 0.0000% | $60000.00          | $25249.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2046-05-01      | 6.6670%  | 0.0000% | $50000.00          | $21041.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2046-05-01      | 6.6650%  | 0.0000% | $62500.00          | $26319.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2046-01-01      | 6.6420%  | 0.0000% | $50000.00          | $20583.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2049-05-01      | 6.7090%  | 0.0000% | $50000.00          | $24895.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2049-01-01      | 6.6700%  | 0.0000% | $37500.00          | $23068.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2050-08-01      | 2.0390%  | 0.0000% | $17028129.00       | $7171988.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2035-04-01      | 4.5000%  | 0.0000% | $2537500.00        | $2486401.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2029-12-01      | 4.5000%  | 0.0000% | $5000000.00        | $4995973.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2040-06-01      | 5.0000%  | 0.0000% | $12645000.00       | $12507102.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2028-11-01      | 1.8000%  | 0.0000% | $7500000.00        | $6953917.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2028-09-01      | 2.3000%  | 0.0000% | $2500000.00        | $2365509.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2028-11-01      | 4.3500%  | 0.0000% | $12500000.00       | $12562762.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2030-02-01      | 4.3100%  | 0.0000% | $4676000.00        | $4666445.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2033-03-01      | 4.7200%  | 0.0000% | $888786.00         | $892539.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2031-12-01      | 4.3000%  | 0.0000% | $6755500.00        | $6680029.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2032-10-01      | 3.8700%  | 0.0000% | $217500.00         | $206716.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2035-03-01      | 4.7000%  | 0.0000% | $5686000.00        | $5641715.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2030-04-01      | 4.0000%  | 0.0000% | $2774000.00        | $2728510.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2046-07-01      | 6.6170%  | 0.0000% | $375000.00         | $20302.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-09-01      | 4.3450%  | 0.0000% | $911000.00         | $142.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 4.1860%  | 0.0000% | $10600000.00       | $26652.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-10-01      | 4.6070%  | 0.0000% | $19875000.00       | $27879.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 4.4420%  | 0.0000% | $273500.00         | $96.88             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 4.6690%  | 0.0000% | $3100000.00        | $2019.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 6.3690%  | 0.0000% | $400000.00         | $43961.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 4.8850%  | 0.0000% | $1800000.00        | $1129.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-01-01      | 3.3100%  | 0.0000% | $87500.00          | $60589.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 3.3100%  | 0.0000% | $50000.00          | $35358.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 3.4800%  | 0.0000% | $122500.00         | $98002.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-07-01      | 2.5350%  | 0.0000% | $35000.00          | $31572.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 3.3500%  | 0.0000% | $255000.00         | $140460.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 3.1600%  | 0.0000% | $22500.00          | $20311.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-04-01      | 3.4900%  | 0.0000% | $12500.00          | $11255.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 3.5000%  | 0.0000% | $195000.00         | $191381.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 3.8400%  | 0.0000% | $150000.00         | $138624.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 2.7100%  | 0.0000% | $11033000.00       | $10400570.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 2.7100%  | 0.0000% | $8662500.00        | $8165951.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 2.7100%  | 0.0000% | $4754000.00        | $4481492.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-04-01      | 2.3100%  | 0.0000% | $27500.00          | $25215.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2025-12-01      | 3.1120%  | 0.0000% | $584500.00         | $219498.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 6.6910%  | 0.0000% | $3685184.50        | $805286.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 6.9210%  | 0.0000% | $2620389.50        | $987441.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 3.7180%  | 0.0000% | $13136474.00       | $10585202.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 6.5860%  | 0.0000% | $50000.00          | $29217.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.1460%  | 0.0000% | $19194788.50       | $14967739.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 6.6950%  | 0.0000% | $37500.00          | $24400.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-05-01      | 1.8500%  | 0.0000% | $27500.00          | $23973.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 4.3400%  | 0.0000% | $100000.00         | $99518.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-08-01      | 3.8300%  | 0.0000% | $3565000.00        | $3418448.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-10-01      | 4.7900%  | 0.0000% | $2000000.00        | $1952904.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 5.2900%  | 0.0000% | $1008500.00        | $1045923.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-11-01      | 4.9700%  | 0.0000% | $9460000.00        | $9650965.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-08-01      | 4.7600%  | 0.0000% | $4975000.00        | $5051881.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-08-01      | 4.9400%  | 0.0000% | $9207500.00        | $9298095.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 4.8150%  | 0.0000% | $8612000.00        | $8775572.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 4.8150%  | 0.0000% | $7860000.00        | $8009288.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 4.8150%  | 0.0000% | $7190500.00        | $7327072.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 4.8150%  | 0.0000% | $3666000.00        | $3734559.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-05-01      | 4.6500%  | 0.0000% | $10425000.00       | $10553123.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-12-01      | 5.2800%  | 0.0000% | $7672500.00        | $7893851.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-01-01      | 4.8600%  | 0.0000% | $7063000.00        | $7210581.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-12-01      | 4.8700%  | 0.0000% | $5340000.00        | $5443912.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-12-01      | 5.0000%  | 0.0000% | $5757000.00        | $5879587.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-01-01      | 4.8150%  | 0.0000% | $5120000.00        | $5220646.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 2.8000%  | 0.0000% | $12500.00          | $9434.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-01-01      | 5.1600%  | 0.0000% | $9000000.00        | $9228105.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-02-01      | 4.6700%  | 0.0000% | $7502500.00        | $7603413.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-02-01      | 4.7100%  | 0.0000% | $2575000.00        | $2616802.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 4.3900%  | 0.0000% | $6038000.00        | $6075262.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 4.8900%  | 0.0000% | $4780500.00        | $4877410.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 5.0400%  | 0.0000% | $5000000.00        | $5039925.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-04-01      | 4.7500%  | 0.0000% | $6720000.00        | $6830452.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-04-01      | 4.7400%  | 0.0000% | $7230500.00        | $7357106.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-06-01      | 4.6400%  | 0.0000% | $6188000.00        | $6272229.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-06-01      | 4.6350%  | 0.0000% | $7965000.00        | $8071958.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 4.7200%  | 0.0000% | $5442000.00        | $5524687.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 4.6900%  | 0.0000% | $8919750.00        | $9058526.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 4.7900%  | 0.0000% | $5252500.00        | $5353782.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 4.7900%  | 0.0000% | $7452500.00        | $7596204.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 4.5700%  | 0.0000% | $7500000.00        | $7593632.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 4.1900%  | 0.0000% | $14499998.00       | $14483999.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 4.4100%  | 0.0000% | $9520000.00        | $9587030.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-11-01      | 3.8100%  | 0.0000% | $13600000.00       | $13344388.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-11-01      | 3.9800%  | 0.0000% | $10065000.00       | $9954382.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-11-01      | 4.8900%  | 0.0000% | $7887500.00        | $8082455.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-12-01      | 4.7100%  | 0.0000% | $3888500.00        | $3944276.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-04-01      | 4.6100%  | 0.0000% | $13590000.00       | $13771489.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 4.7100%  | 0.0000% | $4938000.00        | $4980007.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-04-01      | 4.3400%  | 0.0000% | $12500000.00       | $12525383.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-01-01      | 4.7100%  | 0.0000% | $7657000.00        | $7790461.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 5.0200%  | 0.0000% | $1373000.00        | $1394236.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-03-01      | 4.7300%  | 0.0000% | $14625000.00       | $14857123.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-03-01      | 4.6750%  | 0.0000% | $13812500.00       | $13999256.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-04-01      | 4.1700%  | 0.0000% | $12516500.00       | $12449348.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 4.4200%  | 0.0000% | $4750000.00        | $4709731.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-06-01      | 4.5400%  | 0.0000% | $12216500.00       | $12251088.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-05-01      | 4.1900%  | 0.0000% | $12500000.00       | $12440545.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 5.3300%  | 0.0000% | $1100000.00        | $1135152.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 5.0100%  | 0.0000% | $2621000.00        | $2650541.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-06-01      | 4.8000%  | 0.0000% | $3737000.00        | $3787954.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2041-05-01      | 4.8500%  | 0.0000% | $431766.50         | $413892.96         | Agency Mortgage-Backed Securities |

### Security 124: ABN AMRO Bank N.V.

- **C.1 - Title:** ABN AMRO Bank N.V. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT7Q0, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: BIV8TT7Q0
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.7300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.5000%  | 0.0000% | $4194545.60        | $952390.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-04-01      | 4.0000%  | 0.0000% | $96604577.60       | $24448761.37       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $4921852.00        | $3898935.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $594747.20         | $485494.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.5000%  | 0.0000% | $24729824.80       | $21795422.59       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 2.5000%  | 0.0000% | $6142476.80        | $4744203.77        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $5571433.60        | $5276773.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $4284718.40        | $3485175.19        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1386634.40        | $1092798.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $1329169.60        | $924677.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.0000%  | 0.0000% | $10263595.20       | $7173060.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.0000%  | 0.0000% | $6713852.00        | $5609171.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.5000%  | 0.0000% | $6448993.60        | $6584550.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-06-01      | 3.0000%  | 0.0000% | $1562782.40        | $1086036.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $8801692.00        | $7444176.43        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.0000%  | 0.0000% | $14279949.60       | $12283692.57       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-02-01      | 3.5000%  | 0.0000% | $1605066.40        | $221085.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 4.0000%  | 0.0000% | $764028.00         | $164524.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-08-01      | 4.0000%  | 0.0000% | $18981391.20       | $2647098.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $28706164.00       | $6451258.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $151154.40         | $33615.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $2017775.20        | $991684.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 5.4100%  | 0.0000% | $27758356.00       | $27704101.99       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $103221.60         | $66984.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5620%  | 0.0000% | $8913864.00        | $7103299.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $259759.20         | $176779.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 4.0000%  | 0.0000% | $8462565.60        | $2555790.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 3.5000%  | 0.0000% | $1640263.20        | $462458.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $82009990.40       | $23395576.02       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $37447.20          | $7361.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $1604060.80        | $471624.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $2432224.00        | $1564451.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $3813581.60        | $2446263.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $354970.40         | $256817.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $415548.80         | $281098.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $11572.00          | $8651.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $966412.00         | $726375.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $100718900.00      | $75623191.94       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.5000%  | 0.0000% | $6115.20           | $4766.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $2116875.20        | $1693060.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $485148.80         | $363561.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 7.0000%  | 0.0000% | $259909.60         | $183123.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $5297633.60        | $4116576.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $1444045.60        | $1123331.20        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1126451.20        | $861373.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $32129600.80       | $33325567.01       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $39318132.80       | $40740342.11       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $10150086.40       | $2283445.08        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-11-01      | 4.0000%  | 0.0000% | $1488.80           | $97.99             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-11-01      | 4.0000%  | 0.0000% | $277134.40         | $28637.27          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $7343731.20        | $7368241.06        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $4513522.40        | $3418055.86        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 5.4480%  | 0.0000% | $19449573.60       | $17259526.11       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2028-08-15      | 2.8750%  | 0.0000% | $490880.00         | $482961.96         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-15      | 0.3750%  | 0.0000% | $447040.00         | $587647.92         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $30603760.00       | $26223711.46       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-30      | 0.3750%  | 0.0000% | $7046960.00        | $6541587.26        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-07-31      | 1.0000%  | 0.0000% | $763120.00         | $701126.42         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 3.8750%  | 0.0000% | $47680.00          | $47800.36          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-11-15      | 4.2500%  | 0.0000% | $80.00             | $80.11             | U.S. Treasuries (including strips)        |

### Security 125: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT7S6, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV8TT7S6
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 3.8800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2052-09-01      | 4.5000%  | 0.0000% | $7922484.00        | $6098331.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2054-10-01      | 6.5000%  | 0.0000% | $8865557.25        | $8302875.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-12-01      | 5.5000%  | 0.0000% | $37500000.00       | $32724283.64       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2042-08-01      | 4.5000%  | 0.0000% | $1137405.00        | $104365.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-06-01      | 4.1700%  | 0.0000% | $11025000.00       | $10737115.20       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $37500000.00       | $32299305.30       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $22500000.00       | $4070380.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $1571790.00        | $1166212.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $27670207.50       | $20715611.95       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $43028934.75       | $38624794.75       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $49494044.25       | $47320633.23       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $45000000.00       | $46675043.52       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-08-01      | 6.0000%  | 0.0000% | $2290836.00        | $176848.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 2.0000%  | 0.0000% | $38201400.00       | $16396596.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $235059.75         | $190741.37         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2054-12-01      | 4.5000%  | 0.0000% | $1024479.00        | $907485.22         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2054-12-01      | 4.5000%  | 0.0000% | $1680161.25        | $1590708.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 5.5000%  | 0.0000% | $22988562.00       | $22776939.85       | Agency Mortgage-Backed Securities  |
| U.S. Treasury                         | 2028-01-31      | 0.7500%  | 0.0000% | $65722875.00       | $60821394.43       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2031-11-15      | 1.3750%  | 0.0000% | $76607325.00       | $65306674.97       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2026-12-31      | 1.2500%  | 0.0000% | $54048375.00       | $52033018.60       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2032-02-15      | 1.8750%  | 0.0000% | $61552425.00       | $54177463.71       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2027-08-31      | 3.1250%  | 0.0000% | $47340600.00       | $47196520.16       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2028-08-31      | 4.3750%  | 0.0000% | $54464625.00       | $56197990.99       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2028-11-30      | 4.3750%  | 0.0000% | $47334000.00       | $48369888.83       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2034-05-15      | 4.3750%  | 0.0000% | $59662875.00       | $60512129.01       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2034-08-15      | 3.8750%  | 0.0000% | $56250000.00       | $55346587.71       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2029-12-31      | 4.3750%  | 0.0000% | $4948125.00        | $5052161.61        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2028-03-15      | 3.8750%  | 0.0000% | $73690725.00       | $74738699.22       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2032-04-30      | 4.0000%  | 0.0000% | $47282250.00       | $47369249.34       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT7W7, C.3 - LEI: N/A, C.5 - Other ID: BIV8TT7W7
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 3.4500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $200.00            | $196.31            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $90200.00          | $87502.68          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $1300.00           | $1000.82           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $79.55             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $13400.00          | $10157.68          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $530922400.00      | $386186001.86      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $90.52             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $2406000.00        | $2217124.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $2290900.00        | $2112129.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $14176000.00       | $13137235.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $10970700.00       | $10430895.05       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $5335300.00        | $5033455.40        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $92.89             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $1000.00           | $925.84            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $500.00            | $464.81            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $600.00            | $559.86            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $32295000.00       | $31977120.32       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 4.3750%  | 0.0000% | $7982600.00        | $8159280.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $150000000.00      | $156340125.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $102.88            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $199372000.00      | $200305459.70      | U.S. Treasuries (including strips) |

### Security 127: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT889, C.3 - LEI: N/A, C.5 - Other ID: BIV8TT889
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 6.4700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $7782000.00        | $8027105.04        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $1357000000.00     | $1376213763.00     | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $141006500.00      | $145759142.93      | U.S. Treasuries (including strips) |

### Security 128: Fixed Income Clearing Corp. - BNP Paribas Securities Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas Securities Corp. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT8B2, C.3 - LEI: N/A, C.5 - Other ID: BIV8TT8B2
- **C.18 - Value (incl. sponsor support):** $1150000000.00
- **C.18.a - Value (excl. sponsor support):** $1150000000.00
- **C.19 - Percentage of Net Assets:** 4.9600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-08-15      | 5.5000%  | 0.0000% | $800.00            | $858.14            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 5.2500%  | 0.0000% | $807300.00         | $849594.49         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-05-15      | 4.5000%  | 0.0000% | $200.00            | $202.48            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $4862800.00        | $4717383.86        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 3.7500%  | 0.0000% | $200.00            | $181.18            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 3.1250%  | 0.0000% | $25655800.00       | $21140766.86       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $80306200.00       | $61098569.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $106484100.00      | $86383534.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $300381100.00      | $231251581.38      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $8016900.00        | $6966012.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $82.18             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $2155500.00        | $1714620.73        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $139651100.00      | $98971724.42       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $400000.00         | $306016.47         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $13545300.00       | $10208492.58       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $2450000.00        | $1615499.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 2.8750%  | 0.0000% | $700.00            | $515.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $20656400.00       | $15653851.76       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 3.0000%  | 0.0000% | $500.00            | $374.21            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $131547100.00      | $94522050.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $868800.00         | $616968.83         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $286000.00         | $214517.99         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $6558400.00        | $4894848.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $200.00            | $148.69            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $27181700.00       | $17155123.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $50203200.00       | $32230927.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $200.00            | $95.68             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $165240100.00      | $81717219.24       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $36819800.00       | $22878127.80       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $1200.00           | $629.54            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $3742200.00        | $2112588.16        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $14900.00          | $9420.70           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $11119400.00       | $7427991.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $55.40             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $5409900.00        | $3719981.31        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $5154900.00        | $3778175.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $5594000.00        | $3927416.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $15762100.00       | $13032770.58       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $18681400.00       | $13588605.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $179100.00         | $147609.55         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $46200.00          | $41269.86          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $74271100.00       | $66992290.52       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $92.15             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $15964400.00       | $15482391.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $64490000.00       | $59457519.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $1913200.00        | $1819062.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $11202800.00       | $11284308.97       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $99.14             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $100.00            | $102.77            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-31      | 2.6250%  | 0.0000% | $16702000.00       | $16622169.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $7200.00           | $6855.19           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $85.23             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 0.6250%  | 0.0000% | $1000.00           | $925.94            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $88.07             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $91.95             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $4200.00           | $4060.82           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $13100.00          | $11191.45          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $1170100.00        | $1078728.40        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $400.00            | $352.84            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $4400.00           | $4142.11           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $37807300.00       | $36162632.05       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $8900.00           | $8650.48           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $4471700.00        | $4411390.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $56400.00          | $52400.82          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.8750%  | 0.0000% | $200.00            | $202.34            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 3.8750%  | 0.0000% | $900.00            | $904.41            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 3.5000%  | 0.0000% | $10000000.00       | $9827380.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $167800.00         | $163302.58         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 3.6250%  | 0.0000% | $200.00            | $199.80            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $35794700.00       | $34132029.78       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $100.00            | $100.22            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $6805200.00        | $6772938.84        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $102.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 4.3750%  | 0.0000% | $100.00            | $103.26            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $9600.00           | $9959.21           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-31      | 4.4559%  | 0.0000% | $290500.00         | $290585.99         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $35874000.00       | $36901960.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.5309%  | 0.0000% | $2400.00           | $2402.35           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $1577100.00        | $1583080.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $9198300.00        | $9205314.08        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $100.00            | $103.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $1600.00           | $1634.62           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $2615800.00        | $2660324.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $65400.00          | $67282.93          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $200.00            | $203.58            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $151400.00         | $153667.85         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $1489000.00        | $1495830.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $4800.00           | $4781.49           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $500.00            | $509.27            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $1123900.00        | $1135067.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $100.00            | $102.75            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.3839%  | 0.0000% | $7546500.00        | $7544220.96        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $2126000.00        | $2161076.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 4.0000%  | 0.0000% | $656200.00         | $667028.17         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $100.19            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $600.00            | $603.04            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $1447000.00        | $1461310.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $459900.00         | $458369.71         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $1200.00           | $1200.90           | U.S. Treasuries (including strips) |

### Security 129: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT8Y2, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV8TT8Y2
- **C.18 - Value (incl. sponsor support):** $40000612.50
- **C.18.a - Value (excl. sponsor support):** $40000612.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2043 | 2043-08-15      | 0.0000%  | 0.0000% | $40000612.50       | $40911840.91       | U.S. Treasuries (including strips) |

### Security 130: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TUH78, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BIV8TUH78
- **C.18 - Value (incl. sponsor support):** $335000000.00
- **C.18.a - Value (excl. sponsor support):** $335000000.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **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? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2048-04-20      | 4.5000%  | 0.0000% | $150195886.97      | $31897195.86       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $69791666.67       | $43457267.82       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $34895833.33       | $26177912.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.5480%  | 0.0000% | $34895833.33       | $25457952.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8480%  | 0.0000% | $69791666.67       | $29719961.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $31406250.00       | $32965591.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.6980%  | 0.0000% | $69791666.67       | $27136619.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.6980%  | 0.0000% | $69791666.67       | $38118521.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5480%  | 0.0000% | $69791666.67       | $29591054.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.4980%  | 0.0000% | $30569514.22       | $28924626.86       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.1980%  | 0.0000% | $5218626.51        | $3905393.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $26869791.67       | $24347902.72       | Agency Collateralized Mortgage Obligation |

### Security 131: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TV6M5, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8TV6M5
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2035-06-01      | 4.6200%  | 0.0000% | $1000.00           | $990.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 4.4200%  | 0.0000% | $18992967.00       | $18514534.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 4.6500%  | 0.0000% | $10017280.00       | $9947609.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 4.9000%  | 0.0000% | $193316.00         | $195050.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 4.9000%  | 0.0000% | $3791.00           | $3825.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 4.6300%  | 0.0000% | $49713224.00       | $49244279.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 4.6300%  | 0.0000% | $24324073.00       | $24094624.02       | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

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

**Date:** 2025-08-07

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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