# EDGAR Filing Document

**Accession Number:** 0000778207
**File Stem:** 0001410368-25-013925
**Filing Date:** 2025-10
**Character Count:** 234213
**Document Hash:** 5af717229fa406c5b84f99a11836cc47
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-013925.hdr.sgml**: 20251006

**ACCESSION NUMBER**: 0001410368-25-013925

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251006

**DATE AS OF CHANGE**: 20251006

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TRANSAMERICA SERIES TRUST
- **CENTRAL INDEX KEY:** 0000778207

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04419
- **FILM NUMBER:** 251377319

**BUSINESS ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202
- **BUSINESS PHONE:** 720-482-8836

**MAIL ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AEGON/TRANSAMERICA SERIES TRUST
- **DATE OF NAME CHANGE:** 20050511

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AEGON/TRANSAMERICA SERIES FUND INC
- **DATE OF NAME CHANGE:** 20010501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WRL SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Transamerica BlackRock Government Money Market VP (Series ID: S000007924)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000021493 | Initial      |  |
| C000021494 | Service      |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000778207

### General Information

**Report for (YYYY-MM-DD):** 2025-09-30

**Registrant Full Name:** TRANSAMERICA SERIES TRUST

**CIK Number of Registrant:** 0000778207

**LEI of Registrant:** 5493000QR1WGXIM5V222

**Name of Series:** Transamerica BlackRock Government Money Market VP

**LEI of Series:** 549300QQ7IPH66I6YE09

**EDGAR Series Identifier:** S000007924

**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            | Transamerica Asset Management, Inc.                 | 801-53319         |
| Independent Public Accountant | Ernst & Young LLP<br>City: New York<br>State: NY    |  |
| Administrator                 | Transamerica Asset Management, Inc.                 |  |
| Transfer Agent                | Transamerica Fund Services, Inc.<br>CIK: 0001308973 | 084-06130         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 033-00507

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

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

- **Is this series for insurance company separate accounts?:** Yes

- **Money Market Fund Category:** Government

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

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

- **WAM:** 44 days

- **WAL:** 102 days

- **Total Value of Portfolio Securities:** $708536406.14

- **Amortized Cost of Portfolio Securities:** $708392888.17

- **Cash:** $0.00

- **Total Other Assets:** $1268047.14

- **Total Liabilities:** $5797226.65

- **Net Assets of Series:** $703863708.66

- **Number of Shares Outstanding (Series):** 703863202.9700

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $591281523.13             | $602715130.33              | 80.4600%                  | 82.0100%                   |
| 2025-09-03 | $589830884.77             | $601265702.20              | 80.4200%                  | 81.9800%                   |
| 2025-09-04 | $577336746.46             | $589112825.51              | 80.0400%                  | 81.6700%                   |
| 2025-09-05 | $565363088.18             | $576436060.49              | 79.7800%                  | 81.3400%                   |
| 2025-09-08 | $571515468.04             | $582252252.62              | 79.9800%                  | 81.4800%                   |
| 2025-09-09 | $578637389.25             | $580331372.36              | 81.1900%                  | 81.4300%                   |
| 2025-09-10 | $577843077.54             | $579537249.20              | 81.1700%                  | 81.4100%                   |
| 2025-09-11 | $584681522.95             | $586375883.16              | 81.3500%                  | 81.5800%                   |
| 2025-09-12 | $577441205.92             | $589135736.61              | 81.1600%                  | 82.8000%                   |
| 2025-09-15 | $580677109.64             | $592372211.90              | 81.2400%                  | 82.8700%                   |
| 2025-09-16 | $564410288.88             | $578503992.61              | 80.5900%                  | 82.6000%                   |
| 2025-09-17 | $571151417.01             | $585245687.00              | 81.4400%                  | 83.4500%                   |
| 2025-09-18 | $571547810.42             | $575642439.85              | 82.6200%                  | 83.2200%                   |
| 2025-09-19 | $574050431.62             | $578146038.85              | 82.9200%                  | 83.5100%                   |
| 2025-09-22 | $575670792.52             | $577367226.86              | 83.2500%                  | 83.5000%                   |
| 2025-09-23 | $575321472.30             | $577018095.19              | 83.2400%                  | 83.4900%                   |
| 2025-09-24 | $578529864.66             | $578529864.66              | 83.5300%                  | 83.5300%                   |
| 2025-09-25 | $578401680.60             | $578401680.60              | 83.5200%                  | 83.5200%                   |
| 2025-09-26 | $583880047.46             | $583880047.46              | 83.6600%                  | 83.6600%                   |
| 2025-09-29 | $593672138.05             | $594572136.12              | 83.8700%                  | 84.0000%                   |
| 2025-09-30 | $595669537.91             | $596569536.34              | 83.9200%                  | 84.0500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 4.3400%             |
| 2025-09-03 | 4.3400%             |
| 2025-09-04 | 4.3500%             |
| 2025-09-05 | 4.3900%             |
| 2025-09-08 | 4.4900%             |
| 2025-09-09 | 4.4900%             |
| 2025-09-10 | 4.4900%             |
| 2025-09-11 | 4.4700%             |
| 2025-09-12 | 4.4300%             |
| 2025-09-15 | 4.3400%             |
| 2025-09-16 | 4.3400%             |
| 2025-09-17 | 4.3300%             |
| 2025-09-18 | 4.3200%             |
| 2025-09-19 | 4.3000%             |
| 2025-09-22 | 4.2200%             |
| 2025-09-23 | 4.2000%             |
| 2025-09-24 | 4.1800%             |
| 2025-09-25 | 4.1800%             |
| 2025-09-26 | 4.1800%             |
| 2025-09-29 | 4.1600%             |
| 2025-09-30 | 4.1700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 1.0002                      |
|  |  |
| 2025-09-03 | 1.0002                      |
|  |  |
| 2025-09-04 | 1.0002                      |
|  |  |
| 2025-09-05 | 1.0003                      |
|  |  |
| 2025-09-08 | 1.0003                      |
|  |  |
| 2025-09-09 | 1.0002                      |
|  |  |
| 2025-09-10 | 1.0003                      |
|  |  |
| 2025-09-11 | 1.0003                      |
|  |  |
| 2025-09-12 | 1.0003                      |
|  |  |
| 2025-09-15 | 1.0002                      |
|  |  |
| 2025-09-16 | 1.0003                      |
|  |  |
| 2025-09-17 | 1.0003                      |
|  |  |
| 2025-09-18 | 1.0003                      |
|  |  |
| 2025-09-19 | 1.0003                      |
|  |  |
| 2025-09-22 | 1.0002                      |
|  |  |
| 2025-09-23 | 1.0002                      |
|  |  |
| 2025-09-24 | 1.0002                      |
|  |  |
| 2025-09-25 | 1.0002                      |
|  |  |
| 2025-09-26 | 1.0003                      |
|  |  |
| 2025-09-29 | 1.0002                      |
|  |  |
| 2025-09-30 | 1.0002                      |
|  |  |

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

### Class: Initial Class

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $210922961.74

- **Number of Shares Outstanding:** 210923718.3000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0002          |
|  |  |
| 2025-09-03 | 1.0002          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0003          |
|  |  |
| 2025-09-08 | 1.0003          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0003          |
|  |  |
| 2025-09-15 | 1.0002          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0003          |
|  |  |
| 2025-09-18 | 1.0003          |
|  |  |
| 2025-09-19 | 1.0003          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0003          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $862093.27                | $46683.14               |
| 2025-09-03 | $760816.91                | $463037.75              |
| 2025-09-04 | $26822.36                 | $62711.41               |
| 2025-09-05 | $2027.29                  | $148148.02              |
| 2025-09-08 | $145119.71                | $134621.21              |
| 2025-09-09 | $9283.54                  | $296997.65              |
| 2025-09-10 | $152437.71                | $333079.18              |
| 2025-09-11 | $6369.35                  | $72389.89               |
| 2025-09-12 | $165104.48                | $22799.05               |
| 2025-09-15 | $530478.44                | $9725.72                |
| 2025-09-16 | $13795.70                 | $386925.64              |
| 2025-09-17 | $267845.98                | $22885.24               |
| 2025-09-18 | $24595.19                 | $159298.33              |
| 2025-09-19 | $38857.91                 | $368130.42              |
| 2025-09-22 | $2312968.01               | $187255.11              |
| 2025-09-23 | $2188.66                  | $122965.60              |
| 2025-09-24 | $78991.42                 | $70790.86               |
| 2025-09-25 | $194298.00                | $19750.81               |
| 2025-09-26 | $32824.11                 | $164807.13              |
| 2025-09-29 | $8442756.55               | $37039.18               |
| 2025-09-30 | $1071.72                  | $304364.12              |

**Total Gross Subscriptions (Month):** $14070746.31

**Total Gross Redemptions (Month):** $3434405.46

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 4.0400%           |
| 2025-09-03 | 4.0400%           |
| 2025-09-04 | 4.0600%           |
| 2025-09-05 | 4.0900%           |
| 2025-09-08 | 4.2000%           |
| 2025-09-09 | 4.2000%           |
| 2025-09-10 | 4.1900%           |
| 2025-09-11 | 4.1700%           |
| 2025-09-12 | 4.1400%           |
| 2025-09-15 | 4.0400%           |
| 2025-09-16 | 4.0400%           |
| 2025-09-17 | 4.0400%           |
| 2025-09-18 | 4.0200%           |
| 2025-09-19 | 4.0000%           |
| 2025-09-22 | 3.9200%           |
| 2025-09-23 | 3.9000%           |
| 2025-09-24 | 3.8800%           |
| 2025-09-25 | 3.8800%           |
| 2025-09-26 | 3.8800%           |
| 2025-09-29 | 3.8800%           |
| 2025-09-30 | 3.8900%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 7.3800%          | 0.0000%              |
| Insurance company |  | 46.6300%         | 0.0000%              |
| Insurance company |  | 19.3000%         | 0.0000%              |
| Insurance company |  | 13.1800%         | 0.0000%              |

### Class: Service Class

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $492940746.92

- **Number of Shares Outstanding:** 492939484.6700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0002          |
|  |  |
| 2025-09-03 | 1.0002          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0003          |
|  |  |
| 2025-09-08 | 1.0003          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0003          |
|  |  |
| 2025-09-11 | 1.0003          |
|  |  |
| 2025-09-12 | 1.0003          |
|  |  |
| 2025-09-15 | 1.0002          |
|  |  |
| 2025-09-16 | 1.0003          |
|  |  |
| 2025-09-17 | 1.0003          |
|  |  |
| 2025-09-18 | 1.0003          |
|  |  |
| 2025-09-19 | 1.0003          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0002          |
|  |  |
| 2025-09-26 | 1.0003          |
|  |  |
| 2025-09-29 | 1.0002          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $1930408.02               | $1781397.69             |
| 2025-09-03 | $4475.35                  | $1911137.67             |
| 2025-09-04 | $372730.00                | $1200673.04             |
| 2025-09-05 | $0.00                     | $717911.85              |
| 2025-09-08 | $966775.71                | $55345.55               |
| 2025-09-09 | $184378.28                | $1508436.39             |
| 2025-09-10 | $1165.47                  | $677572.26              |
| 2025-09-11 | $533209.12                | $2401941.73             |
| 2025-09-12 | $129813.82                | $7620385.54             |
| 2025-09-15 | $750909.82                | $4994747.79             |
| 2025-09-16 | $6384.79                  | $2551044.84             |
| 2025-09-17 | $674833.69                | $5449.93                |
| 2025-09-18 | $192925.72                | $1115384.32             |
| 2025-09-19 | $792402.95                | $13682.99               |
| 2025-09-22 | $1224.46                  | $3119436.44             |
| 2025-09-23 | $84621.13                 | $421331.25              |
| 2025-09-24 | $1860895.50               | $419507.56              |
| 2025-09-25 | $0.00                     | $356976.91              |
| 2025-09-26 | $5642503.66               | $198886.25              |
| 2025-09-29 | $2541.96                  | $232762.00              |
| 2025-09-30 | $715108.20                | $83962.76               |

**Total Gross Subscriptions (Month):** $14847307.65

**Total Gross Redemptions (Month):** $31387974.76

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.7900%           |
| 2025-09-03 | 3.7900%           |
| 2025-09-04 | 3.8100%           |
| 2025-09-05 | 3.8400%           |
| 2025-09-08 | 3.9500%           |
| 2025-09-09 | 3.9500%           |
| 2025-09-10 | 3.9400%           |
| 2025-09-11 | 3.9200%           |
| 2025-09-12 | 3.8900%           |
| 2025-09-15 | 3.7900%           |
| 2025-09-16 | 3.7900%           |
| 2025-09-17 | 3.7900%           |
| 2025-09-18 | 3.7700%           |
| 2025-09-19 | 3.7500%           |
| 2025-09-22 | 3.6700%           |
| 2025-09-23 | 3.6500%           |
| 2025-09-24 | 3.6300%           |
| 2025-09-25 | 3.6300%           |
| 2025-09-26 | 3.6300%           |
| 2025-09-29 | 3.6300%           |
| 2025-09-30 | 3.6400%           |

**Beneficial/Record Owner Categories**
| Category          | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Insurance company |  | 88.5500%         | 0.0000%              |
| Insurance company |  | 10.0000%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Goldman Sachs & Co.

- **C.1 - Title:** Goldman Sachs & Co. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 03899Z001, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 03899Z001_4.20_1001
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 2.8400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Note | 2031-05-31      | 4.6250%  | 0.0000% | $19311700.00       | $20400004.42       | U.S. Treasuries (including strips) |

### Security 2: Goldman Sachs & Co.

- **C.1 - Title:** Goldman Sachs & Co. 4.210000%
- **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: 03899Z001, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 03899Z001_4.21_1001
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $13686468.00       | $5100000.20        | Agency Collateralized Mortgage Obligation |

### Security 3: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 06399U000, C.3 - LEI: DWW559HN8WVTCCS4VJ94, C.5 - Other ID: 06399U000_4.20_1001
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Note | 2035-07-15      | 1.8750%  | 0.0000% | $3200.00           | $3260.25           | U.S. Treasuries (including strips) |
| United States Treasury Bond | 2034-02-15      | 0.0000%  | 0.0000% | $10279157.60       | $7256900.24        | U.S. Treasuries (including strips) |
| United States Treasury Bond | 2028-11-15      | 0.0000%  | 0.0000% | $3211264.00        | $2861823.89        | U.S. Treasuries (including strips) |
| United States Treasury Bond | 2029-11-15      | 0.0000%  | 0.0000% | $91100.64          | $78015.49          | U.S. Treasuries (including strips) |
| United States Treasury Bond | 2030-02-15      | 0.0000%  | 0.0000% | $0.16              | $0.14              | U.S. Treasuries (including strips) |

### Security 4: Merrill Lynch & Co., Inc.

- **C.1 - Title:** Merrill Lynch & Co., Inc. 4.210000%
- **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: 06399U000, C.3 - LEI: DWW559HN8WVTCCS4VJ94, C.5 - Other ID: 06399U000_4.21_1001
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 2.8400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $8322923.00        | $8441698.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1050500.00        | $1042241.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $10801408.00       | $10916060.15       | Agency Collateralized Mortgage Obligation |

### Security 5: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 08699B005, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: 08699B005_4.20_1001
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 6.3900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $45459500.00       | $45900050.29       | U.S. Treasuries (including strips) |

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AT5, C.4 - ISIN: US3130B5AT56, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4924953.31
- **C.18.a - Value (excl. sponsor support):** $4924953.31
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5KN7, C.4 - ISIN: US3130B5KN76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5699913.70
- **C.18.a - Value (excl. sponsor support):** $5699913.70
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **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 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q84, C.4 - ISIN: US3130B5Q844, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1519438.31
- **C.18.a - Value (excl. sponsor support):** $1519438.31
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **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 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B62T2, C.4 - ISIN: US3130B62T24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $5097299.60
- **C.18.a - Value (excl. sponsor support):** $5097299.60
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2026-05-22
- **C.12 - Maturity Date (WAL):** 2026-05-22
- **C.13 - Final Legal Maturity Date:** 2026-05-22
- **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 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6BV7, C.4 - ISIN: US3130B6BV76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2799145.55
- **C.18.a - Value (excl. sponsor support):** $2799145.55
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6DC7, C.4 - ISIN: US3130B6DC77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1799759.97
- **C.18.a - Value (excl. sponsor support):** $1799759.97
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6E69, C.4 - ISIN: US3130B6E699, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1800041.42
- **C.18.a - Value (excl. sponsor support):** $1800041.42
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6MX1, C.4 - ISIN: US3130B6MX14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $899998.43
- **C.18.a - Value (excl. sponsor support):** $899998.43
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **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? Yes, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SM9, C.4 - ISIN: US3130B6SM94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1029989.97
- **C.18.a - Value (excl. sponsor support):** $1029989.97
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **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 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SX5, C.4 - ISIN: US3130B6SX59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $344996.19
- **C.18.a - Value (excl. sponsor support):** $344996.19
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6T71, C.4 - ISIN: US3130B6T713, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $869989.28
- **C.18.a - Value (excl. sponsor support):** $869989.28
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TK2, C.4 - ISIN: US3130B6TK20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2399974.06
- **C.18.a - Value (excl. sponsor support):** $2399974.06
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TL0, C.4 - ISIN: US3130B6TL03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $859989.98
- **C.18.a - Value (excl. sponsor support):** $859989.98
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6UT1, C.4 - ISIN: US3130B6UT10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1704981.69
- **C.18.a - Value (excl. sponsor support):** $1704981.69
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-24
- **C.13 - Final Legal Maturity Date:** 2025-12-24
- **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 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6VB9, C.4 - ISIN: US3130B6VB92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2489976.62
- **C.18.a - Value (excl. sponsor support):** $2489976.62
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YX8, C.4 - ISIN: US3130B6YX85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $3334947.41
- **C.18.a - Value (excl. sponsor support):** $3334947.41
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75R1, C.4 - ISIN: US3130B75R13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2100005.48
- **C.18.a - Value (excl. sponsor support):** $2100005.48
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75U4, C.4 - ISIN: US3130B75U42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1600014.80
- **C.18.a - Value (excl. sponsor support):** $1600014.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **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 24: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7BY9, C.4 - ISIN: US3130B7BY98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8979937.23
- **C.18.a - Value (excl. sponsor support):** $8979937.23
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **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 25: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7C44, C.4 - ISIN: US3130B7C444, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2600013.29
- **C.18.a - Value (excl. sponsor support):** $2600013.29
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 26: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DB7, C.4 - ISIN: US3130B7DB77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1634977.00
- **C.18.a - Value (excl. sponsor support):** $1634977.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DF8, C.4 - ISIN: US3130B7DF81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $2454963.45
- **C.18.a - Value (excl. sponsor support):** $2454963.45
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7J21, C.4 - ISIN: US3130B7J217, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1700184.74
- **C.18.a - Value (excl. sponsor support):** $1700184.74
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.225000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7KF0, C.4 - ISIN: US3130B7KF09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1744758.91
- **C.18.a - Value (excl. sponsor support):** $1744758.91
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 3.750000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7M92, C.4 - ISIN: US3130B7M922, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $6960185.61
- **C.18.a - Value (excl. sponsor support):** $6960185.61
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TB0, C.4 - ISIN: US3130B7TB04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1770101.53
- **C.18.a - Value (excl. sponsor support):** $1770101.53
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **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 32: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PY6, C.4 - ISIN: US313385PY62, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $4966804.15
- **C.18.a - Value (excl. sponsor support):** $4966804.15
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 33: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SQ0, C.4 - ISIN: US313385SQ02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1340342.61
- **C.18.a - Value (excl. sponsor support):** $1340342.61
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERES6, C.4 - ISIN: US3133ERES68, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1200111.26
- **C.18.a - Value (excl. sponsor support):** $1200111.26
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $500215.04
- **C.18.a - Value (excl. sponsor support):** $500215.04
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **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 36: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1195451.22
- **C.18.a - Value (excl. sponsor support):** $1195451.22
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.265000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $500404.39
- **C.18.a - Value (excl. sponsor support):** $500404.39
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **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 Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.265000%
- **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):** $6204312.35
- **C.18.a - Value (excl. sponsor support):** $6204312.35
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 39: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.163500%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXT3, C.4 - ISIN: US3133ERXT31, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $3505343.00
- **C.18.a - Value (excl. sponsor support):** $3505343.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **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 40: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.195000%
- **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):** $689692.77
- **C.18.a - Value (excl. sponsor support):** $689692.77
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 41: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.205000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNT0, C.4 - ISIN: US3133ETNT07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $1699470.57
- **C.18.a - Value (excl. sponsor support):** $1699470.57
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Banks Funding Corp.

- **C.1 - Title:** Federal Farm Credit Banks Funding Corp. 4.215000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUZ8, C.4 - ISIN: US3133ETUZ83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $645054.37
- **C.18.a - Value (excl. sponsor support):** $645054.37
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $2101663.54
- **C.18.a - Value (excl. sponsor support):** $2101663.54
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.270000%
- **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):** $1601075.52
- **C.18.a - Value (excl. sponsor support):** $1601075.52
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 45: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.245000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1199865.68
- **C.18.a - Value (excl. sponsor support):** $1199865.68
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6543282.56
- **C.18.a - Value (excl. sponsor support):** $6543282.56
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.265000%
- **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: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2102435.72
- **C.18.a - Value (excl. sponsor support):** $2102435.72
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 48: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.270000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2446793.49
- **C.18.a - Value (excl. sponsor support):** $2446793.49
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.270000%
- **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: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2802318.96
- **C.18.a - Value (excl. sponsor support):** $2802318.96
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 50: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.270000%
- **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: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2501693.50
- **C.18.a - Value (excl. sponsor support):** $2501693.50
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **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 51: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 45599C006, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 45599C006_4.20_1001
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 3.5500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Bond | 2027-08-15      | 0.0000%  | 0.0000% | $493900.00         | $461902.69         | U.S. Treasuries (including strips) |
| United States Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $26702400.00       | $25038125.04       | U.S. Treasuries (including strips) |

### Security 52: JPMorgan Chase & Co.

- **C.1 - Title:** JPMorgan Chase & Co. 4.210000%
- **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: 45599C006, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 45599C006_4.21_1001
- **C.18 - Value (incl. sponsor support):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 2.1300%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $5511039.00        | $5600816.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 3.0000%  | 0.0000% | $10797920.00       | $9699184.85        | Agency Collateralized Mortgage Obligation |

### Security 53: Fixed Income Clearing Corp. - State Street Bank and Trust Co. Boston

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank and Trust Co. Boston 1.650000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 85748R009, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 85748R009_1.65_1001
- **C.18 - Value (incl. sponsor support):** $783937.97
- **C.18.a - Value (excl. sponsor support):** $783937.97
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 1.6500%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? 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 Corp. - State Street Bank and Trust Co. Boston

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Note | 2027-04-15      | 0.1250%  | 0.0000% | $708600.00         | $799814.51         | U.S. Treasuries (including strips) |

### Security 54: U.S. Treasury Bills

- **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):** $2131961.84
- **C.18.a - Value (excl. sponsor support):** $2131961.84
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 55: U.S. Treasury Bills

- **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):** $7430652.93
- **C.18.a - Value (excl. sponsor support):** $7430652.93
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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 56: U.S. Treasury Bills

- **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):** $5265848.69
- **C.18.a - Value (excl. sponsor support):** $5265848.69
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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 57: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $11651779.19
- **C.18.a - Value (excl. sponsor support):** $11651779.19
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 58: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $691652.39
- **C.18.a - Value (excl. sponsor support):** $691652.39
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **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):** $6837080.62
- **C.18.a - Value (excl. sponsor support):** $6837080.62
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $897784.88
- **C.18.a - Value (excl. sponsor support):** $897784.88
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5904023.64
- **C.18.a - Value (excl. sponsor support):** $5904023.64
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1861780.74
- **C.18.a - Value (excl. sponsor support):** $1861780.74
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $8761422.64
- **C.18.a - Value (excl. sponsor support):** $8761422.64
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4577657.50
- **C.18.a - Value (excl. sponsor support):** $4577657.50
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5191586.63
- **C.18.a - Value (excl. sponsor support):** $5191586.63
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4443998.28
- **C.18.a - Value (excl. sponsor support):** $4443998.28
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7338002.28
- **C.18.a - Value (excl. sponsor support):** $7338002.28
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $6717451.80
- **C.18.a - Value (excl. sponsor support):** $6717451.80
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2496353.22
- **C.18.a - Value (excl. sponsor support):** $2496353.22
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $15552678.18
- **C.18.a - Value (excl. sponsor support):** $15552678.18
- **C.19 - Percentage of Net Assets:** 2.2100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **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 71: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $625315.86
- **C.18.a - Value (excl. sponsor support):** $625315.86
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1285506.12
- **C.18.a - Value (excl. sponsor support):** $1285506.12
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1382341.34
- **C.18.a - Value (excl. sponsor support):** $1382341.34
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $10905817.29
- **C.18.a - Value (excl. sponsor support):** $10905817.29
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3257602.45
- **C.18.a - Value (excl. sponsor support):** $3257602.45
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $22892631.87
- **C.18.a - Value (excl. sponsor support):** $22892631.87
- **C.19 - Percentage of Net Assets:** 3.2500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1099121.40
- **C.18.a - Value (excl. sponsor support):** $1099121.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7990331.76
- **C.18.a - Value (excl. sponsor support):** $7990331.76
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2979875.81
- **C.18.a - Value (excl. sponsor support):** $2979875.81
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12404038.99
- **C.18.a - Value (excl. sponsor support):** $12404038.99
- **C.19 - Percentage of Net Assets:** 1.7600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $18418498.51
- **C.18.a - Value (excl. sponsor support):** $18418498.51
- **C.19 - Percentage of Net Assets:** 2.6200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5415434.42
- **C.18.a - Value (excl. sponsor support):** $5415434.42
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $23157410.26
- **C.18.a - Value (excl. sponsor support):** $23157410.26
- **C.19 - Percentage of Net Assets:** 3.2900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7662104.80
- **C.18.a - Value (excl. sponsor support):** $7662104.80
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $7096125.51
- **C.18.a - Value (excl. sponsor support):** $7096125.51
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $4755630.29
- **C.18.a - Value (excl. sponsor support):** $4755630.29
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2758148.68
- **C.18.a - Value (excl. sponsor support):** $2758148.68
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 2.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286S4, C.4 - ISIN: US9128286S43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $386782.50
- **C.18.a - Value (excl. sponsor support):** $386782.50
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $397562.50
- **C.18.a - Value (excl. sponsor support):** $397562.50
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1664860.31
- **C.18.a - Value (excl. sponsor support):** $1664860.31
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $143274.16
- **C.18.a - Value (excl. sponsor support):** $143274.16
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Notes

- **C.1 - Title:** U.S. Treasury Notes 0.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $493062.50
- **C.18.a - Value (excl. sponsor support):** $493062.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 0.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $342544.72
- **C.18.a - Value (excl. sponsor support):** $342544.72
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.068500%
- **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):** $3064468.65
- **C.18.a - Value (excl. sponsor support):** $3064468.65
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **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 95: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1385963.00
- **C.18.a - Value (excl. sponsor support):** $1385963.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.143500%
- **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):** $8825005.83
- **C.18.a - Value (excl. sponsor support):** $8825005.83
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $601659.37
- **C.18.a - Value (excl. sponsor support):** $601659.37
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.048500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $11097830.62
- **C.18.a - Value (excl. sponsor support):** $11097830.62
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2489811.32
- **C.18.a - Value (excl. sponsor support):** $2489811.32
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Notes 4.080500%
- **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):** $7084874.52
- **C.18.a - Value (excl. sponsor support):** $7084874.52
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **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 101: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $319366.41
- **C.18.a - Value (excl. sponsor support):** $319366.41
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: U.S. Treasury Floating Rate Notes

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.103500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $12888877.54
- **C.18.a - Value (excl. sponsor support):** $12888877.54
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: U.S. Treasury Floating Rate Notes

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 3.996500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $15256437.98
- **C.18.a - Value (excl. sponsor support):** $15256437.98
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: U.S. Treasury Floating Rate Notes

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.057500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $5605567.20
- **C.18.a - Value (excl. sponsor support):** $5605567.20
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 928WJB005, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 928WJB005_4.20_1001
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 3.5500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Bond | 2036-02-15      | 0.0000%  | 0.0000% | $100.00            | $65.44             | U.S. Treasuries (including strips) |
| United States Treasury Bond | 2051-05-15      | 0.0000%  | 0.0000% | $8734700.00        | $2543151.58        | U.S. Treasuries (including strips) |
| United States Treasury Bond | 2055-02-15      | 0.0000%  | 0.0000% | $13500.00          | $3371.76           | U.S. Treasuries (including strips) |
| United States Treasury Bond | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $54.48             | U.S. Treasuries (including strips) |
| United States Treasury Note | 2026-06-30      | 0.8750%  | 0.0000% | $500.00            | $490.33            | U.S. Treasuries (including strips) |
| United States Treasury Note | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $97.66             | U.S. Treasuries (including strips) |
| United States Treasury Note | 2027-04-15      | 0.1250%  | 0.0000% | $3258600.00        | $3677397.99        | U.S. Treasuries (including strips) |
| United States Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $35700.00          | $35695.89          | U.S. Treasuries (including strips) |
| United States Treasury Note | 2026-01-31      | 4.1400%  | 0.0000% | $18453900.00       | $18589461.63       | U.S. Treasuries (including strips) |
| United States Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $9500.00           | $9502.98           | U.S. Treasuries (including strips) |
| United States Treasury Bond | 2048-08-15      | 0.0000%  | 0.0000% | $18.48             | $6.00              | U.S. Treasuries (including strips) |
| United States Treasury Bond | 2046-08-15      | 0.0000%  | 0.0000% | $1789957.65        | $640736.82         | U.S. Treasuries (including strips) |

### Security 106: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.210000%
- **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: 928WJB005, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: 928WJB005_4.21_1001
- **C.18 - Value (incl. sponsor support):** $36000000.00
- **C.18.a - Value (excl. sponsor support):** $36000000.00
- **C.19 - Percentage of Net Assets:** 5.1100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 4.6640%  | 0.0000% | $3334.00           | $2670.36           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-10-01      | 6.6760%  | 0.0000% | $1073.00           | $1101.95           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.1800%  | 0.0000% | $123931.00         | $125006.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-01      | 6.4650%  | 0.0000% | $20069.00          | $96.46             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-08-01      | 6.3180%  | 0.0000% | $2829.00           | $3.12              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-10-01      | 6.3550%  | 0.0000% | $17034.00          | $3.79              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-07-01      | 6.3900%  | 0.0000% | $14627.00          | $3.04              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-07-01      | 6.5200%  | 0.0000% | $1367.00           | $0.19              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-09-01      | 5.6970%  | 0.0000% | $40164.00          | $0.02              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 4.1840%  | 0.0000% | $2262.00           | $8.22              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 6.7500%  | 0.0000% | $2408.00           | $1.34              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 6.5320%  | 0.0000% | $15632.00          | $71.18             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 6.7950%  | 0.0000% | $1734.00           | $36.90             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-12-01      | 6.5700%  | 0.0000% | $3925.00           | $12.41             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-09-01      | 6.6770%  | 0.0000% | $2524.00           | $2.40              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-05-01      | 6.5000%  | 0.0000% | $1580.00           | $4.16              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-11-01      | 5.0000%  | 0.0000% | $1001.00           | $67.21             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 3.5000%  | 0.0000% | $3085.00           | $396.93            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $150.34            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $8024.00           | $958.74            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $8811.00           | $1382.76           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.0000%  | 0.0000% | $10000.00          | $1901.80           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-09-01      | 3.0000%  | 0.0000% | $6636.00           | $800.58            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-04-01      | 7.0550%  | 0.0000% | $3639.00           | $62.33             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 6.2450%  | 0.0000% | $13442.00          | $57.64             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 5.8850%  | 0.0000% | $4646.00           | $151.61            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-07-01      | 6.4740%  | 0.0000% | $1583.00           | $7.51              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-07-01      | 6.7090%  | 0.0000% | $3187.00           | $51.50             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 6.5360%  | 0.0000% | $13104.00          | $81.65             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 6.6400%  | 0.0000% | $1731.00           | $36.48             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 6.8590%  | 0.0000% | $5770.00           | $32.59             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 6.5750%  | 0.0000% | $2033.00           | $57.72             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-05-01      | 3.5000%  | 0.0000% | $1983.00           | $265.71            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 6.5000%  | 0.0000% | $4275.00           | $227.55            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-10-01      | 4.5000%  | 0.0000% | $655585.00         | $4663.03           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-01-01      | 6.5000%  | 0.0000% | $2000.00           | $102.67            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-02-01      | 6.5000%  | 0.0000% | $6501.00           | $128.80            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-09-01      | 7.0000%  | 0.0000% | $2974.00           | $44.63             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-02-01      | 7.0000%  | 0.0000% | $1551.00           | $14.11             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 6.5000%  | 0.0000% | $10313.00          | $96.72             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 6.5000%  | 0.0000% | $77634.00          | $1483.31           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-04-01      | 5.5000%  | 0.0000% | $2855.00           | $14.28             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-06-01      | 5.5000%  | 0.0000% | $3204.00           | $12.15             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 7.0000%  | 0.0000% | $12106.00          | $146.98            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 6.5000%  | 0.0000% | $1104.00           | $35.08             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-12-01      | 4.5000%  | 0.0000% | $10951.00          | $440.09            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-09-01      | 6.5000%  | 0.0000% | $282537.00         | $32.90             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-02-01      | 7.5000%  | 0.0000% | $1147.00           | $1.61              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-05-01      | 3.5000%  | 0.0000% | $2842.00           | $878.39            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-10-01      | 4.0000%  | 0.0000% | $4708.00           | $837.53            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-12-01      | 3.0000%  | 0.0000% | $1831.00           | $307.64            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $149.08            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-08-01      | 3.5000%  | 0.0000% | $20001.00          | $1978.79           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-01      | 3.5000%  | 0.0000% | $4000.00           | $347.26            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-09-01      | 4.5000%  | 0.0000% | $3393.00           | $42.54             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-04-01      | 4.5000%  | 0.0000% | $2477.00           | $348.68            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-11-01      | 5.0000%  | 0.0000% | $1004.00           | $201.54            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-09-01      | 3.5000%  | 0.0000% | $6000.00           | $917.17            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-11-01      | 4.5000%  | 0.0000% | $1000.00           | $198.35            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-10-01      | 3.5000%  | 0.0000% | $4570.00           | $878.39            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $314.06            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2026-04-01      | 6.5000%  | 0.0000% | $1679.00           | $0.06              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $2000.00           | $422.74            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 4.0000%  | 0.0000% | $13090.00          | $2360.86           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.5000%  | 0.0000% | $27441.00          | $1361.05           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 5.5000%  | 0.0000% | $1200.00           | $88.84             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-01-01      | 5.5000%  | 0.0000% | $561000.00         | $4474.75           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-12-01      | 6.5000%  | 0.0000% | $3251.00           | $24.34             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-07-01      | 5.0000%  | 0.0000% | $2000.00           | $18.69             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-09-01      | 7.0000%  | 0.0000% | $6305.00           | $2.45              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-04-01      | 7.0000%  | 0.0000% | $11486.00          | $9.32              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 5.0000%  | 0.0000% | $2656.00           | $46.26             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 6.5000%  | 0.0000% | $5806.00           | $102.34            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 6.5000%  | 0.0000% | $26893.00          | $196.53            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-04-01      | 5.0000%  | 0.0000% | $6000.00           | $417.23            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 6.0000%  | 0.0000% | $45848.00          | $945.13            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-03-01      | 6.5000%  | 0.0000% | $13704.00          | $56.47             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-10-01      | 5.5000%  | 0.0000% | $217186.00         | $4618.89           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-03-01      | 4.0000%  | 0.0000% | $1013.00           | $117.21            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-09-01      | 6.5000%  | 0.0000% | $43021.00          | $1308.37           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-12-01      | 5.0000%  | 0.0000% | $1000.00           | $74.35             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $77.51             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-03-01      | 3.0000%  | 0.0000% | $1000.00           | $132.77            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.0000%  | 0.0000% | $1004.00           | $181.41            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-06-01      | 4.0000%  | 0.0000% | $5971515.00        | $4090.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-04-01      | 3.0000%  | 0.0000% | $13108.00          | $1521.06           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-10-01      | 4.5000%  | 0.0000% | $1000.00           | $125.34            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.5000%  | 0.0000% | $3000.00           | $532.21            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 3.5000%  | 0.0000% | $5736.00           | $1354.19           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 5.0000%  | 0.0000% | $2984.00           | $299.09            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 4.0000%  | 0.0000% | $3003.00           | $753.70            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 4.5000%  | 0.0000% | $3000.00           | $779.77            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 3.0000%  | 0.0000% | $1000.00           | $233.54            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 3.5000%  | 0.0000% | $1000.00           | $621.56            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $856.35            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $865.73            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 4.0000%  | 0.0000% | $5012.00           | $4204.61           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $863.16            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $5000.00           | $4338.10           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $857.60            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.0000%  | 0.0000% | $3000.00           | $2735.32           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $948.93            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $3008.00           | $2820.63           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2864.03           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $3000.00           | $2635.76           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 3.5000%  | 0.0000% | $4000.00           | $3525.12           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2922.98           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 3.5000%  | 0.0000% | $1000.00           | $901.40            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $839.32            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $1059049.00        | $874197.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $4000.00           | $3206.58           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-02-01      | 3.2600%  | 0.0000% | $1000.00           | $876.81            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 3.0000%  | 0.0000% | $14000.00          | $1970.15           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $462.86            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 5.0000%  | 0.0000% | $1000.00           | $551.23            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $611.29            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $602.20            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 3.0000%  | 0.0000% | $8000.00           | $4460.99           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $605.46            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $1024.00           | $674.91            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.0000%  | 0.0000% | $1051.00           | $649.64            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $634.11            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $8000.00           | $4855.97           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $725.77            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 5.0000%  | 0.0000% | $1001.00           | $690.53            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $4000.00           | $2980.25           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $6000.00           | $5184.06           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $678.73            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $914.11            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $854.10            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $5000.00           | $4064.07           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $7112.00           | $4632.18           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $775.37            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $4000.00           | $3373.84           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $3000.00           | $2348.28           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $793.88            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $959.40            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $897.93            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $3000.00           | $2649.95           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.83           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.69           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.77           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $3589.00           | $3620.94           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $3000.00           | $2362.54           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $471.65            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $1001.00           | $527.96            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $8145.00           | $4536.23           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.0000%  | 0.0000% | $3000.00           | $1872.78           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $709.07            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $6000.00           | $4487.59           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.5000%  | 0.0000% | $1000.00           | $635.98            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $3000.00           | $2131.24           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $655.67            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1524.14           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $714.33            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $756.48            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $4000.00           | $3267.46           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $3000.00           | $2489.46           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $3000.00           | $2574.16           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1002.00           | $793.62            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-03-01      | 2.0000%  | 0.0000% | $3001.00           | $1435.71           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $773.30            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $953.78            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-06-01      | 4.6630%  | 0.0000% | $2227.00           | $0.67              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-06-01      | 4.2580%  | 0.0000% | $3350.00           | $1.40              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-11-01      | 5.4500%  | 0.0000% | $12628.00          | $1.79              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 3.0000%  | 0.0000% | $6000.00           | $1171.10           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-09-01      | 5.6250%  | 0.0000% | $649.00            | $0.08              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-05-01      | 6.5000%  | 0.0000% | $63951.00          | $4.69              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-07-01      | 6.5000%  | 0.0000% | $3287.00           | $1.39              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-11-01      | 8.0000%  | 0.0000% | $1144.00           | $0.22              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-12-01      | 7.0000%  | 0.0000% | $1000.00           | $1.00              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-03-01      | 7.0000%  | 0.0000% | $1628000.00        | $1766.14           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-06-01      | 6.0000%  | 0.0000% | $120000.00         | $499.42            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-08-01      | 6.5000%  | 0.0000% | $255000.00         | $2656.24           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-09-01      | 5.0000%  | 0.0000% | $90000.00          | $972.66            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-04-01      | 6.0000%  | 0.0000% | $1800000.00        | $1237.15           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-06-01      | 5.0000%  | 0.0000% | $1944000.00        | $3209.54           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-07-01      | 6.0000%  | 0.0000% | $29899.00          | $312.48            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-08-01      | 6.5000%  | 0.0000% | $2903038.00        | $1921.33           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-02-01      | 6.0000%  | 0.0000% | $5102.00           | $0.39              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-10-01      | 8.0000%  | 0.0000% | $3651.00           | $1.74              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-03-01      | 7.5000%  | 0.0000% | $1731705.00        | $2242.39           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-12-01      | 7.5000%  | 0.0000% | $535000.00         | $998.31            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-08-01      | 6.5000%  | 0.0000% | $862156.00         | $983.41            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-07-01      | 5.5000%  | 0.0000% | $473666.00         | $1956.96           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-11-01      | 5.6210%  | 0.0000% | $1039.00           | $0.90              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-10-01      | 7.3800%  | 0.0000% | $2552.00           | $0.70              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-03-01      | 7.0000%  | 0.0000% | $4385222.00        | $1629.17           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-12-01      | 4.0000%  | 0.0000% | $9000.00           | $894.24            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-12-01      | 4.0000%  | 0.0000% | $1000.00           | $129.49            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-02-01      | 3.5000%  | 0.0000% | $7000.00           | $10.24             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-02-01      | 3.5000%  | 0.0000% | $340000.00         | $743.23            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $1000.00           | $78.56             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $7107.00           | $575.83            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-09-01      | 6.3610%  | 0.0000% | $1515.00           | $63.14             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-10-01      | 4.5000%  | 0.0000% | $1000.00           | $80.77             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-06-01      | 4.0000%  | 0.0000% | $1018.00           | $111.77            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-02-01      | 3.5000%  | 0.0000% | $13906.00          | $549.28            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-11-01      | 3.5000%  | 0.0000% | $1000.00           | $36.84             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-05-01      | 3.0000%  | 0.0000% | $10000.00          | $737.55            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $195.56            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $17000.00          | $2228.84           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $1000.00           | $109.55            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $9087.00           | $2065.50           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $12000.00          | $2551.17           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $223.59            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-01      | 3.0000%  | 0.0000% | $3000.00           | $535.18            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-01-01      | 3.5000%  | 0.0000% | $129000.00         | $2875.67           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-06-01      | 4.5000%  | 0.0000% | $1002.00           | $15.81             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-03-01      | 3.5000%  | 0.0000% | $10000.00          | $321.34            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-10-01      | 3.5000%  | 0.0000% | $1000.00           | $204.65            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $2000.00           | $177.54            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $235.34            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-05-01      | 3.0000%  | 0.0000% | $3001.00           | $754.26            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-03-01      | 3.0000%  | 0.0000% | $1007.00           | $54.67             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $1000.00           | $105.07            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-08-01      | 6.5000%  | 0.0000% | $1086.00           | $0.80              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-05-01      | 6.0000%  | 0.0000% | $1300.00           | $9.41              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-09-01      | 6.5000%  | 0.0000% | $63786.00          | $397.19            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-01      | 6.6200%  | 0.0000% | $1004.00           | $8.78              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-04-01      | 6.3000%  | 0.0000% | $3086.00           | $38.65             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-04-01      | 6.5000%  | 0.0000% | $12003.00          | $0.76              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-07-01      | 5.4210%  | 0.0000% | $5843.00           | $29.15             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-06-01      | 6.0000%  | 0.0000% | $5001.00           | $54.54             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-05-01      | 6.5000%  | 0.0000% | $12875.00          | $214.16            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-12-01      | 6.6050%  | 0.0000% | $2000.00           | $31.70             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $793.96            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1094.00           | $900.16            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1987.00           | $2026.18           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $4000.00           | $3806.74           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $7000.00           | $3894.30           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $8009.00           | $4796.77           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $928.17            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1691110.00        | $1538016.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $3000.00           | $3050.93           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.88           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $2000.00           | $2066.78           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $3003.00           | $3096.37           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.87           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.96           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1055.52           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.43           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $3010.00           | $3069.02           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $2558.00           | $2656.48           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-01-01      | 3.5000%  | 0.0000% | $1000.00           | $172.97            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $336.34            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $2000.00           | $306.18            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-05-01      | 3.8300%  | 0.0000% | $1136.00           | $965.02            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $1002.00           | $273.51            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $1000.00           | $86.90             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $314.24            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-01      | 6.5810%  | 0.0000% | $1000.00           | $994.89            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-01-01      | 5.0000%  | 0.0000% | $1000.00           | $87.39             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $128.59            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $453.33            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $301.22            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $3000.00           | $1356.57           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $538.26            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-01      | 2.4200%  | 0.0000% | $1135.00           | $771.76            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-01-01      | 5.0500%  | 0.0000% | $1112127.00        | $1116594.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1001.00           | $552.05            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $693.56            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $731.32            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2053.33           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $754.35            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-01      | 3.0000%  | 0.0000% | $4000.00           | $3048.96           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $675.72            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $9000.00           | $984.85            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $63.81             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $1037.00           | $148.99            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $20000.00          | $2346.52           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $5000.00           | $712.76            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $3000.00           | $811.06            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-09-01      | 2.0000%  | 0.0000% | $3000.00           | $1222.08           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1289.09           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $8000.00           | $4916.22           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $5710.00           | $4019.24           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $656.39            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $3000.00           | $1955.29           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $705.78            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $6001.00           | $4414.33           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $674.00            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $6000.00           | $4296.86           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $752.65            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1468.80           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1552.64           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $754.85            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-02-01      | 4.0000%  | 0.0000% | $5000.00           | $4172.45           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $813.49            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $825.77            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1870.49           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $5008133.00        | $5129830.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $3000.00           | $270.16            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-09-01      | 3.5000%  | 0.0000% | $5000.00           | $1110.03           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $10000.00          | $1556.76           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $5000.00           | $1254.14           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $9000.00           | $1371.21           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $514.51            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-01      | 2.0000%  | 0.0000% | $4000.00           | $1787.00           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $5000.00           | $2703.53           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $2000.00           | $986.00            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $2000.00           | $1268.69           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2188.41           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $689.36            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $5000.00           | $3900.25           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1398.49           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1543.47           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $4000.00           | $3061.78           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $765.84            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $7000.00           | $4857.35           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-01      | 3.5000%  | 0.0000% | $1000.00           | $795.06            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $4000.00           | $3244.28           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $827.63            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $842.17            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1518.71           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1687.62           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1575.86           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $804.25            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-01      | 2.5000%  | 0.0000% | $1000.00           | $759.29            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $3000.00           | $2237.04           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $895.41            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $921.95            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $4021.00           | $3462.12           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $892.45            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-07-01      | 6.5000%  | 0.0000% | $250000.00         | $3103.99           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-01-01      | 5.5000%  | 0.0000% | $1065.00           | $5.54              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-11-01      | 6.5000%  | 0.0000% | $100000.00         | $830.64            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-02-01      | 6.0000%  | 0.0000% | $41000.00          | $651.29            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-03-01      | 6.0000%  | 0.0000% | $12803.00          | $64.05             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-08-01      | 5.5000%  | 0.0000% | $19000.00          | $239.37            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-09-01      | 6.5000%  | 0.0000% | $62000.00          | $473.78            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-01      | 6.0000%  | 0.0000% | $21603.00          | $96.09             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-10-01      | 6.0000%  | 0.0000% | $2332.00           | $4.24              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-01      | 4.5000%  | 0.0000% | $1025.00           | $75.05             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-02-01      | 5.5000%  | 0.0000% | $2087.00           | $27.97             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-01-01      | 4.0000%  | 0.0000% | $1000.00           | $66.33             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-10-01      | 5.0000%  | 0.0000% | $1023.00           | $58.30             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-09-01      | 4.0000%  | 0.0000% | $5000.00           | $544.53            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-01-01      | 3.0000%  | 0.0000% | $3098.00           | $286.64            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-01      | 3.5000%  | 0.0000% | $8000.00           | $596.39            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-10-01      | 3.5000%  | 0.0000% | $1000.00           | $86.87             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $82.54             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $74.19             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-01      | 3.0000%  | 0.0000% | $5000.00           | $1121.14           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $10000.00          | $972.87            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $13000.00          | $1399.39           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $105.64            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-09-01      | 3.0000%  | 0.0000% | $18000.00          | $3141.12           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $129.72            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-06-01      | 3.5000%  | 0.0000% | $44141.00          | $2619.23           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $9000.00           | $861.85            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-08-01      | 3.5000%  | 0.0000% | $4002.00           | $302.37            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-08-01      | 3.5000%  | 0.0000% | $1000.00           | $96.14             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $3000.00           | $1852.13           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $588.20            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $5000.00           | $3101.99           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $1000.00           | $537.61            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1167.43           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $6000.00           | $3870.31           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-05-01      | 3.5000%  | 0.0000% | $16000.00          | $1045.83           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $2000.00           | $153.17            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $91.45             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-05-01      | 4.5000%  | 0.0000% | $3001.00           | $348.14            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-06-01      | 3.5000%  | 0.0000% | $2000.00           | $172.94            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $15000.00          | $1305.80           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-08-01      | 3.0000%  | 0.0000% | $24000.00          | $2374.48           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $10000.00          | $1218.83           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $155.71            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $11000.00          | $1871.49           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $30000.00          | $4142.02           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-01-01      | 3.0000%  | 0.0000% | $3000.00           | $511.31            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $2000.00           | $353.65            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $139.01            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $175.44            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-01      | 3.5000%  | 0.0000% | $31000.00          | $4331.06           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $6000.00           | $1100.06           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $195.59            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $3000.00           | $753.90            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1001.00           | $212.42            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $489.27            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-01      | 1.5000%  | 0.0000% | $1000.00           | $550.85            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $6000.00           | $3343.37           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $3009.00           | $1802.83           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $7000.00           | $3910.79           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $6000.00           | $3653.85           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $1000.00           | $586.63            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $3000.00           | $1196.88           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $1005.00           | $793.91            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $1000.00           | $652.21            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $5000.00           | $4140.13           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-01      | 4.0000%  | 0.0000% | $4001.00           | $1751.35           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $630.28            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $6000.00           | $3983.75           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $3000.00           | $2037.13           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-01      | 2.5000%  | 0.0000% | $1000.00           | $667.92            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $1001.00           | $712.96            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2003.00           | $1473.38           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-01      | 2.0000%  | 0.0000% | $1375.00           | $939.60            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $668.62            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $4000.00           | $2965.42           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $755.40            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $777.52            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-07-01      | 4.0000%  | 0.0000% | $5000.00           | $2898.44           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $773.83            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1561.48           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-01      | 3.5000%  | 0.0000% | $4000.00           | $3194.30           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $843.78            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1458.72           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $3296.00           | $2781.69           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-01      | 4.5000%  | 0.0000% | $3000.00           | $2553.64           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $853.14            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $6000.00           | $4943.00           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $825.19            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-07-01      | 5.5000%  | 0.0000% | $1000.00           | $650.36            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-01      | 4.0000%  | 0.0000% | $4000.00           | $3384.43           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $765.50            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-08-01      | 4.0000%  | 0.0000% | $4000.00           | $3360.33           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1760.73           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-01      | 3.5000%  | 0.0000% | $1000.00           | $839.63            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $6000.00           | $4626.52           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2815.38           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $5000.00           | $4597.97           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $2026.00           | $1862.97           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1754.78           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $923.49            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $1000.00           | $885.09            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1920.21           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-01      | 3.5000%  | 0.0000% | $1000.00           | $888.89            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-06-01      | 6.0000%  | 0.0000% | $1000.00           | $968.87            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-01      | 3.5000%  | 0.0000% | $1000.00           | $905.64            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1812.94           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1868.37           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $4000.00           | $4070.53           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1021.38           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $1048.31           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2025-10-01      | 3.5000%  | 0.0000% | $4306.00           | $0.44              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-05-01      | 5.0000%  | 0.0000% | $6700.00           | $265.97            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-12-01      | 4.0000%  | 0.0000% | $12011.00          | $465.79            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-09-01      | 6.0000%  | 0.0000% | $65000.00          | $967.98            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-12-01      | 5.5000%  | 0.0000% | $75000.00          | $971.35            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-10-01      | 4.0000%  | 0.0000% | $1003.00           | $38.56             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $972.08            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.5000%  | 0.0000% | $4000.00           | $4172.78           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $978.81            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $974.65            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $926.46            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $814.27            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $970.06            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1961.13           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1015.09           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.01           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.78           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $2445.00           | $2469.00           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.85           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $2004.00           | $1885.27           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.93           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $987.11            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $3001.00           | $3106.74           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.94           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $995.01            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $4000.00           | $4073.79           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.38           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1001.00           | $991.45            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $2000.00           | $2055.93           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $3033.00           | $3072.15           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1995.67           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1934.47           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $5000.00           | $5243.76           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $3003.00           | $3142.02           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $3007.00           | $3144.97           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.34           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $3000.00           | $3089.63           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.0000%  | 0.0000% | $5901.00           | $5901.62           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1052.56           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.01           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.50           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.92           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.80           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $3000.00           | $3051.92           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.17           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $3007.00           | $3098.62           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $4000.00           | $4002.18           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 3.5000%  | 0.0000% | $1000.00           | $876.01            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 2.0000%  | 0.0000% | $3006.00           | $2352.90           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1012.60           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $771.74            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $1002.00           | $956.44            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $1008.00           | $943.07            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1024.00           | $1034.49           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 4.0000%  | 0.0000% | $3519.00           | $321.32            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 4.0000%  | 0.0000% | $1005.00           | $100.55            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 5.5000%  | 0.0000% | $1246565.00        | $39027.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $6411.00           | $771.64            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $1806453.00        | $167659.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 5.5000%  | 0.0000% | $112047.00         | $6888.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $1106.00           | $271.06            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $1000.00           | $315.23            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $2719645.00        | $1993564.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 2.5000%  | 0.0000% | $1024.00           | $664.58            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $1024.00           | $753.58            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $4656309.00        | $3500572.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $6574480.00        | $4988137.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $1024.00           | $781.53            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $1000.00           | $783.62            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 4.5000%  | 0.0000% | $1000.00           | $810.11            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1024.00           | $751.96            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1008.00           | $1070.97           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1043.39           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1381.00           | $1360.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1043.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1000.00           | $1044.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.78           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1024.00           | $1005.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $2054.00           | $1987.24           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $287488.00         | $284175.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1024.00           | $1031.64           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $402944.00         | $409439.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1024.00           | $1035.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $14300.00          | $14585.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1056.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1000.00           | $1031.49           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-20      | 4.5000%  | 0.0000% | $1361.00           | $9.07              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-03-15      | 6.5000%  | 0.0000% | $1012.00           | $6.59              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2031-07-20      | 4.6250%  | 0.0000% | $7450447.00        | $8684.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2032-10-20      | 4.7500%  | 0.0000% | $8049970.00        | $27205.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-10-20      | 4.7500%  | 0.0000% | $222870.00         | $2882.01           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-10-20      | 4.7500%  | 0.0000% | $944441.00         | $21839.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-12-20      | 5.8750%  | 0.0000% | $1075884.00        | $17334.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-15      | 5.0000%  | 0.0000% | $1003.00           | $71.16             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-09-20      | 6.5160%  | 0.0000% | $166079.00         | $27837.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 4.9040%  | 0.0000% | $100741.00         | $26993.03          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-01      | 2.0000%  | 0.0000% | $2000.00           | $1364.27           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 3.0000%  | 0.0000% | $3000.00           | $608.08            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $1002.00           | $483.08            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 3.0000%  | 0.0000% | $6000.00           | $3723.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1000.00           | $721.65            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $1000.00           | $785.55            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $22585.00          | $13383.87          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 1.5000%  | 0.0000% | $1000.00           | $600.00            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 3.5000%  | 0.0000% | $2001.00           | $1072.99           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $678.29            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $1001.00           | $761.05            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $2124.00           | $1691.81           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $2300.00           | $1647.36           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 4.5000%  | 0.0000% | $4482.00           | $3596.50           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $3000.00           | $2205.77           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $4430.00           | $3294.69           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $5000.00           | $4167.52           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 3.5000%  | 0.0000% | $5000.00           | $3952.22           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $3836.00           | $2773.69           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $742.38            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $2000.00           | $1711.41           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $876.70            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $5000.00           | $4146.25           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $896.72            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1465.12           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $842.06            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.5000%  | 0.0000% | $5000.00           | $552.24            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.5000%  | 0.0000% | $7316.00           | $1485.39           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $967.41            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.5000%  | 0.0000% | $2000.00           | $958.90            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $292799.00         | $236232.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.0000%  | 0.0000% | $1186.00           | $721.30            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $4000.00           | $2568.95           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 1.5000%  | 0.0000% | $1000.00           | $632.12            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.0000%  | 0.0000% | $4007.00           | $2595.63           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 3.5000%  | 0.0000% | $1000.00           | $616.16            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $6000.00           | $4462.04           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $3000.00           | $2259.48           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.5000%  | 0.0000% | $6000.00           | $4080.49           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $5000.00           | $3420.11           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 1.5000%  | 0.0000% | $3000.00           | $1983.90           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $4001.00           | $2877.19           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $4001.00           | $2908.97           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $6014.00           | $4636.05           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $4000.00           | $2945.42           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 2.5000%  | 0.0000% | $1000.00           | $724.52            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $3000.00           | $2367.45           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $806.73            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 3.0000%  | 0.0000% | $3000.00           | $2246.37           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 3.0000%  | 0.0000% | $1000.00           | $760.08            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $829.24            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $834.87            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1563.61           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $1008.00           | $856.73            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 3.5000%  | 0.0000% | $4006.00           | $3235.07           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-01      | 4.5000%  | 0.0000% | $1997.00           | $204.52            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-01-01      | 3.5000%  | 0.0000% | $1000.00           | $64.59             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-01      | 4.5000%  | 0.0000% | $1000.00           | $170.90            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-12-01      | 4.5000%  | 0.0000% | $7000.00           | $589.48            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-09-01      | 5.0000%  | 0.0000% | $18008.00          | $2256.15           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-01      | 3.5000%  | 0.0000% | $5238.00           | $43.52             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-01-01      | 2.8700%  | 0.0000% | $1000.00           | $453.84            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-06-01      | 3.0000%  | 0.0000% | $1133.00           | $28.32             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $1000.00           | $105.71            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-09-01      | 2.5000%  | 0.0000% | $1262.00           | $31.81             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-01      | 2.5000%  | 0.0000% | $2844.00           | $779.40            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-01      | 3.0000%  | 0.0000% | $2000.00           | $358.31            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-01      | 4.0000%  | 0.0000% | $1004.00           | $155.77            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $5000.00           | $2935.05           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $547.39            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-01      | 3.5000%  | 0.0000% | $3000.00           | $1116.73           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-01      | 3.5000%  | 0.0000% | $1000.00           | $440.19            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $500.23            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $2014.00           | $1285.58           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1268.23           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1313.58           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $618.46            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $596.45            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $6000.00           | $3919.98           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1999.00           | $1405.09           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $6000.00           | $4250.44           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $6000.00           | $4657.93           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $776.39            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $2210.00           | $1680.91           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $789.58            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $813.61            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-01-01      | 4.5000%  | 0.0000% | $1000.00           | $833.52            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $4000.00           | $3106.21           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1508.95           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-01-01      | 3.5000%  | 0.0000% | $1000.00           | $794.24            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $678.87            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-02-01      | 3.5000%  | 0.0000% | $6000.00           | $4648.26           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $830.97            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1645.92           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $1000.00           | $575.52            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $11436.00          | $7178.78           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $1024.00           | $852.34            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1000.00           | $820.52            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $4640.00           | $844.56            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 4.0000%  | 0.0000% | $1000.00           | $876.77            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-15      | 7.0000%  | 0.0000% | $1002.00           | $986.95            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $1001.00           | $1007.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $939.47            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 7.5000%  | 0.0000% | $1000.00           | $841.68            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $978.27            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1000.00           | $980.67            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1004.00           | $1040.64           | Agency Collateralized Mortgage Obligation |
| United States Treasury Bill              | 2026-05-14      | 3.7500%  | 0.0000% | $2477400.00        | $2421063.92        | U.S. Treasuries (including strips)        |
| United States Treasury Note              | 2027-07-31      | 3.8750%  | 0.0000% | $12899800.00       | $13030000.70       | U.S. Treasuries (including strips)        |
| United States Treasury Bond              | 2031-05-15      | 0.0000%  | 0.0000% | $25.00             | $20.06             | U.S. Treasuries (including strips)        |

### Security 107: Toronto-Dominion Bank

- **C.1 - Title:** Toronto-Dominion Bank 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 932QUP008, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 932QUP008_4.20_1001
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 2.8400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Note | 2027-02-28      | 1.8750%  | 0.0000% | $6922300.00        | $6760275.73        | U.S. Treasuries (including strips) |
| United States Treasury Note | 2030-09-30      | 4.6250%  | 0.0000% | $13123500.00       | $13639778.49       | U.S. Treasuries (including strips) |

### Security 108: Toronto-Dominion Bank

- **C.1 - Title:** Toronto-Dominion Bank 4.220000%
- **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: 932QUP008, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: 932QUP008_4.22_1001
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 3.5500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $87859349.00       | $20962359.31       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $4683822.00        | $4787640.92        | Agency Collateralized Mortgage Obligation |

### Security 109: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985JZP005, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: 985JZP005_4.20_1001
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 6.3900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                 | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury Bond | 2044-02-15      | 0.0000%  | 0.0000% | $5925800.00        | $2466063.15        | U.S. Treasuries (including strips) |
| United States Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $100.00            | $99.67             | U.S. Treasuries (including strips) |
| United States Treasury Note | 2025-12-31      | 4.2500%  | 0.0000% | $37492900.00       | $37913045.44       | U.S. Treasuries (including strips) |
| United States Treasury Bond | 2042-08-15      | 0.0000%  | 0.0000% | $1354496.67        | $597590.39         | U.S. Treasuries (including strips) |
| United States Treasury Bond | 2043-05-15      | 0.0000%  | 0.0000% | $11645953.31       | $4923245.24        | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** TRANSAMERICA SERIES TRUST

**Date:** 2025-10-06

**By:** Kari Seabrands

**Name of Signing Officer:** Kari Seabrands

**Title of Signing Officer:** Treasurer