# EDGAR Filing Document

**Accession Number:** 0001094885
**File Stem:** 0001410368-25-033477
**Filing Date:** 2025-12
**Character Count:** 762807
**Document Hash:** b2a9ac15bdef5ab4281abaf29cb32f36
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-033477.hdr.sgml**: 20251205

**ACCESSION NUMBER**: 0001410368-25-033477

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20251205

**DATE AS OF CHANGE**: 20251205

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09599
- **FILM NUMBER:** 251551793

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-11-30

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

**CIK Number of Registrant:** 0001094885

**LEI of Registrant:** 549300NPC2XKLU7VNS49

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

**LEI of Series:** 549300EG2J8MKJKUK458

**EDGAR Series Identifier:** S000010686

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 43 days

- **WAL:** 89 days

- **Total Value of Portfolio Securities:** $204155984954.69

- **Amortized Cost of Portfolio Securities:** $204125833412.38

- **Cash:** $18718904071.05

- **Total Other Assets:** $302468626.74

- **Total Liabilities:** $1354749478.51

- **Net Assets of Series:** $221792456631.66

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

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $159294204665.11          | $160898517127.91           | 82.6000%                  | 83.4300%                   |
| 2025-11-04 | $158918458188.65          | $160522853477.88           | 82.4100%                  | 83.2400%                   |
| 2025-11-05 | $162006566680.22          | $163611237876.89           | 82.6800%                  | 83.5000%                   |
| 2025-11-06 | $175062423943.24          | $176667286298.77           | 83.7500%                  | 84.5200%                   |
| 2025-11-07 | $169529306410.22          | $171134306638.45           | 83.3000%                  | 84.0900%                   |
| 2025-11-10 | $173424089542.85          | $175442694124.81           | 83.6100%                  | 84.5800%                   |
| 2025-11-11 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2025-11-12 | $181988437536.12          | $184007372991.91           | 84.2600%                  | 85.1900%                   |
| 2025-11-13 | $175869738540.49          | $177888794835.95           | 83.8000%                  | 84.7600%                   |
| 2025-11-14 | $173687598275.43          | $175706869808.53           | 83.4200%                  | 84.3900%                   |
| 2025-11-17 | $171667524236.19          | $174052435655.13           | 82.9500%                  | 84.1100%                   |
| 2025-11-18 | $172788527086.97          | $174822766085.78           | 83.0000%                  | 83.9700%                   |
| 2025-11-19 | $171741827568.18          | $173776306632.70           | 82.9100%                  | 83.8900%                   |
| 2025-11-20 | $182581306609.83          | $184528027362.89           | 83.9300%                  | 84.8300%                   |
| 2025-11-21 | $182926226518.63          | $184873161122.57           | 83.8500%                  | 84.7400%                   |
| 2025-11-24 | $183696087864.55          | $185629477130.25           | 83.9100%                  | 84.8000%                   |
| 2025-11-25 | $186868188260.84          | $189216291491.75           | 84.1800%                  | 85.2300%                   |
| 2025-11-26 | $188287495817.30          | $189648892043.08           | 84.6400%                  | 85.2500%                   |
| 2025-11-28 | $188630896695.14          | $190126466244.99           | 84.5200%                  | 85.1900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 0.0000%             |
| 2025-11-04 | 0.0000%             |
| 2025-11-05 | 0.0000%             |
| 2025-11-06 | 0.0000%             |
| 2025-11-07 | 0.0000%             |
| 2025-11-10 | 0.0000%             |
| 2025-11-11 | 0.0000%             |
| 2025-11-12 | 0.0000%             |
| 2025-11-13 | 0.0000%             |
| 2025-11-14 | 0.0000%             |
| 2025-11-17 | 0.0000%             |
| 2025-11-18 | 0.0000%             |
| 2025-11-19 | 0.0000%             |
| 2025-11-20 | 0.0000%             |
| 2025-11-21 | 0.0000%             |
| 2025-11-24 | 0.0000%             |
| 2025-11-25 | 0.0000%             |
| 2025-11-26 | 0.0000%             |
| 2025-11-28 | 0.0000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 0.0000                      |
|  |  |
| 2025-11-04 | 0.0000                      |
|  |  |
| 2025-11-05 | 0.0000                      |
|  |  |
| 2025-11-06 | 0.0000                      |
|  |  |
| 2025-11-07 | 0.0000                      |
|  |  |
| 2025-11-10 | 0.0000                      |
|  |  |
| 2025-11-11 | 0.0000                      |
|  |  |
| 2025-11-12 | 0.0000                      |
|  |  |
| 2025-11-13 | 0.0000                      |
|  |  |
| 2025-11-14 | 0.0000                      |
|  |  |
| 2025-11-17 | 0.0000                      |
|  |  |
| 2025-11-18 | 0.0000                      |
|  |  |
| 2025-11-19 | 0.0000                      |
|  |  |
| 2025-11-20 | 0.0000                      |
|  |  |
| 2025-11-21 | 0.0000                      |
|  |  |
| 2025-11-24 | 0.0000                      |
|  |  |
| 2025-11-25 | 0.0000                      |
|  |  |
| 2025-11-26 | 0.0000                      |
|  |  |
| 2025-11-28 | 0.0000                      |
|  |  |

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

### Class: Single Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $221792456631.66

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.0000          |
|  |  |
| 2025-11-04 | 0.0000          |
|  |  |
| 2025-11-05 | 0.0000          |
|  |  |
| 2025-11-06 | 0.0000          |
|  |  |
| 2025-11-07 | 0.0000          |
|  |  |
| 2025-11-10 | 0.0000          |
|  |  |
| 2025-11-11 | 0.0000          |
|  |  |
| 2025-11-12 | 0.0000          |
|  |  |
| 2025-11-13 | 0.0000          |
|  |  |
| 2025-11-14 | 0.0000          |
|  |  |
| 2025-11-17 | 0.0000          |
|  |  |
| 2025-11-18 | 0.0000          |
|  |  |
| 2025-11-19 | 0.0000          |
|  |  |
| 2025-11-20 | 0.0000          |
|  |  |
| 2025-11-21 | 0.0000          |
|  |  |
| 2025-11-24 | 0.0000          |
|  |  |
| 2025-11-25 | 0.0000          |
|  |  |
| 2025-11-26 | 0.0000          |
|  |  |
| 2025-11-28 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $0.00                     | $0.00                   |
| 2025-11-04 | $0.00                     | $0.00                   |
| 2025-11-05 | $0.00                     | $0.00                   |
| 2025-11-06 | $0.00                     | $0.00                   |
| 2025-11-07 | $0.00                     | $0.00                   |
| 2025-11-10 | $0.00                     | $0.00                   |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $0.00                     | $0.00                   |
| 2025-11-13 | $0.00                     | $0.00                   |
| 2025-11-14 | $0.00                     | $0.00                   |
| 2025-11-17 | $0.00                     | $0.00                   |
| 2025-11-18 | $0.00                     | $0.00                   |
| 2025-11-19 | $0.00                     | $0.00                   |
| 2025-11-20 | $0.00                     | $0.00                   |
| 2025-11-21 | $0.00                     | $0.00                   |
| 2025-11-24 | $0.00                     | $0.00                   |
| 2025-11-25 | $0.00                     | $0.00                   |
| 2025-11-26 | $0.00                     | $0.00                   |
| 2025-11-28 | $0.00                     | $0.00                   |

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

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 0.0000%           |
| 2025-11-04 | 0.0000%           |
| 2025-11-05 | 0.0000%           |
| 2025-11-06 | 0.0000%           |
| 2025-11-07 | 0.0000%           |
| 2025-11-10 | 0.0000%           |
| 2025-11-11 | 0.0000%           |
| 2025-11-12 | 0.0000%           |
| 2025-11-13 | 0.0000%           |
| 2025-11-14 | 0.0000%           |
| 2025-11-17 | 0.0000%           |
| 2025-11-18 | 0.0000%           |
| 2025-11-19 | 0.0000%           |
| 2025-11-20 | 0.0000%           |
| 2025-11-21 | 0.0000%           |
| 2025-11-24 | 0.0000%           |
| 2025-11-25 | 0.0000%           |
| 2025-11-26 | 0.0000%           |
| 2025-11-28 | 0.0000%           |

**Beneficial/Record Owner Categories**
| Category                      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Registered investment company |  | 99.1300%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** RBC Capital Markets LLC Tri Party Repo 4.089900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 15499Q009, C.3 - LEI: 549300LCO2FLSSVFFR64, C.5 - Other ID: 15499Q009_4.09_1201
- **C.18 - Value (incl. sponsor support):** $795000000.00
- **C.18.a - Value (excl. sponsor support):** $795000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac              | 2033-06-01      | 3.0000%  | 0.0000% | $500000.00         | $232471.13         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2035-05-01      | 3.5000%  | 0.0000% | $9046697.00        | $7467169.19        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL         | 2035-10-01      | 3.5000%  | 0.0000% | $40125093.00       | $34256838.37       | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2046-02-01      | 3.0000%  | 0.0000% | $26514773.00       | $20155156.41       | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2034-06-01      | 3.5000%  | 0.0000% | $1100000.00        | $121347.96         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2034-08-01      | 3.5000%  | 0.0000% | $2550000.00        | $371182.78         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-04-28      | 4.0000%  | 0.0000% | $25000.00          | $25102.93          | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2031-01-01      | 1.5000%  | 0.0000% | $68135000.00       | $22302149.06       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL          | 2055-04-01      | 6.0000%  | 0.0000% | $8091365.00        | $7746353.84        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL          | 2055-04-01      | 6.0000%  | 0.0000% | $6424978.00        | $5955988.07        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL          | 2055-09-01      | 6.0000%  | 0.0000% | $9398410.00        | $9676481.83        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL          | 2055-11-01      | 6.0000%  | 0.0000% | $9121265.00        | $9417988.76        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL          | 2055-11-01      | 6.0000%  | 0.0000% | $8221739.00        | $8487461.62        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL          | 2055-11-01      | 6.0000%  | 0.0000% | $7396628.00        | $7637325.96        | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2034-03-01      | 4.0000%  | 0.0000% | $1501941.00        | $347940.37         | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2034-04-01      | 4.0000%  | 0.0000% | $2741493.00        | $494201.00         | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2046-11-01      | 3.0000%  | 0.0000% | $37605685.00       | $9584267.68        | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2031-05-01      | 1.5000%  | 0.0000% | $15691051.00       | $5689827.76        | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2049-05-01      | 3.0000%  | 0.0000% | $9028357.00        | $7785411.75        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL          | 2035-09-01      | 3.5000%  | 0.0000% | $12932811.00       | $10939797.08       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL          | 2038-11-01      | 4.5000%  | 0.0000% | $12678300.00       | $10769862.14       | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2052-04-01      | 2.5000%  | 0.0000% | $13294003.00       | $11275382.66       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL          | 2032-04-01      | 1.5000%  | 0.0000% | $10677589.00       | $9793375.40        | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2054-11-01      | 5.0000%  | 0.0000% | $23117330.00       | $21298246.85       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL          | 2055-11-01      | 6.0000%  | 0.0000% | $23092657.00       | $24136264.73       | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2031-11-01      | 1.5000%  | 0.0000% | $20000000.00       | $8916650.89        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL         | 2055-04-01      | 6.0000%  | 0.0000% | $12902704.00       | $12019181.03       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL         | 2055-04-01      | 6.0000%  | 0.0000% | $13167094.00       | $12329565.22       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL         | 2055-04-01      | 6.0000%  | 0.0000% | $20183494.00       | $19792316.69       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL         | 2055-04-01      | 6.0000%  | 0.0000% | $17063817.00       | $15695707.88       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL         | 2055-05-01      | 6.0000%  | 0.0000% | $7774259.00        | $7654780.41        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL         | 2055-09-01      | 6.0000%  | 0.0000% | $13897547.00       | $14317060.11       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL         | 2055-09-01      | 6.0000%  | 0.0000% | $11982864.00       | $12183752.67       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL         | 2055-09-01      | 6.0000%  | 0.0000% | $7954719.00        | $8190209.14        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL         | 2055-09-01      | 6.0000%  | 0.0000% | $19537805.00       | $19903639.28       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL         | 2050-02-01      | 3.0000%  | 0.0000% | $11050829.00       | $10232177.22       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL         | 2055-09-01      | 6.5000%  | 0.0000% | $44444053.00       | $46434928.97       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL         | 2055-11-01      | 5.5000%  | 0.0000% | $18947457.00       | $19402707.55       | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B          | 2027-07-15      | 0.3750%  | 0.0000% | $79100.00          | $104017.56         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2028-01-15      | 0.5000%  | 0.0000% | $90000.00          | $116838.48         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2029-01-15      | 0.8750%  | 0.0000% | $8200.00           | $10459.09          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2027-01-15      | 0.3750%  | 0.0000% | $7000.00           | $9313.56           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2028-07-15      | 0.7500%  | 0.0000% | $52200.00          | $67117.07          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2026-04-15      | 0.1250%  | 0.0000% | $194100.00         | $238840.83         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2028-04-15      | 1.2500%  | 0.0000% | $71000.00          | $76894.11          | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2026-11-15      | NA       | 0.0000% | $21000.00          | $20279.03          | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN BANK   | 2026-10-09      | 4.0000%  | 0.0000% | $25000.00          | $25205.64          | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B          | 2035-01-15      | 2.1250%  | 0.0000% | $142200.00         | $152012.12         | U.S. Treasuries (including strips) |
| Freddie Mac              | 2031-04-01      | 1.5000%  | 0.0000% | $1000000.00        | $353928.16         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK   | 2036-07-15      | 5.5000%  | 0.0000% | $100000.00         | $112728.34         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2030-11-06      | 3.7500%  | 0.0000% | $1500000.00        | $1495446.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2028-11-14      | 4.0500%  | 0.0000% | $500000.00         | $500685.00         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2029-11-23      | 3.7500%  | 0.0000% | $1500000.00        | $1496006.25        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2027-11-26      | 4.0300%  | 0.0000% | $1250000.00        | $1249494.86        | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2030-11-15      | 6.6250%  | 0.0000% | $4000.00           | $4544.12           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2026-12-01      | 3.0000%  | 0.0000% | $2230000.00        | $14933.19          | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2034-03-01      | 4.0000%  | 0.0000% | $103205701.00      | $10917331.63       | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2044-10-01      | 3.0000%  | 0.0000% | $243484000.00      | $41504686.33       | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2034-11-01      | 4.0000%  | 0.0000% | $1175000.00        | $176005.02         | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2028-05-01      | 2.9500%  | 0.0000% | $9000000.00        | $6440819.09        | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2026-07-01      | 2.7000%  | 0.0000% | $160000.00         | $140288.31         | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2026-09-01      | 2.1200%  | 0.0000% | $39427586.00       | $38884273.86       | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2026-11-01      | 2.3550%  | 0.0000% | $43148000.00       | $42558005.03       | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2027-02-01      | 3.0500%  | 0.0000% | $169525750.00      | $167927376.47      | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL          | 2055-04-01      | 6.0000%  | 0.0000% | $17389924.00       | $15876211.67       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL          | 2055-04-01      | 6.0000%  | 0.0000% | $8214844.00        | $7923918.56        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL          | 2055-04-01      | 6.0000%  | 0.0000% | $9877904.00        | $8949837.69        | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B          | 2029-04-15      | 2.1250%  | 0.0000% | $68700.00          | $74256.25          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2029-10-15      | 1.6250%  | 0.0000% | $41300.00          | $43395.48          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2030-04-15      | 1.6250%  | 0.0000% | $94700.00          | $98008.60          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2030-10-15      | 1.1250%  | 0.0000% | $800.00            | $798.72            | U.S. Treasuries (including strips) |
| STRIPS                   | 2035-05-15      | NA       | 0.0000% | $48000.00          | $32399.52          | U.S. Treasuries (including strips) |
| STRIPS                   | 2031-02-15      | NA       | 0.0000% | $25000.00          | $20586.65          | U.S. Treasuries (including strips) |
| Freddie Mac              | 2029-01-01      | 3.5000%  | 0.0000% | $5625000.00        | $253531.10         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2032-08-01      | 3.5000%  | 0.0000% | $1825000.00        | $205738.68         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2032-09-01      | 3.5000%  | 0.0000% | $3120000.00        | $199887.65         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2028-05-01      | 2.5000%  | 0.0000% | $4000000.00        | $270435.56         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2030-02-01      | 2.5000%  | 0.0000% | $5600000.00        | $366777.61         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2029-12-01      | 2.5000%  | 0.0000% | $5900000.00        | $354927.45         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2030-07-01      | 2.5000%  | 0.0000% | $5300000.00        | $475231.54         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2031-01-01      | 2.5000%  | 0.0000% | $2000000.00        | $203795.40         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2032-02-01      | 2.5000%  | 0.0000% | $4000000.00        | $647378.49         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2033-06-01      | 3.0000%  | 0.0000% | $1027052.00        | $120862.25         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2032-03-01      | 3.5000%  | 0.0000% | $2570000.00        | $148819.17         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2032-04-01      | 3.5000%  | 0.0000% | $2545000.00        | $179916.79         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2032-02-01      | 3.0000%  | 0.0000% | $4000000.00        | $270119.93         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2032-03-01      | 3.0000%  | 0.0000% | $2000000.00        | $148151.55         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2032-05-01      | 3.5000%  | 0.0000% | $2525000.00        | $170901.85         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2032-08-01      | 3.0000%  | 0.0000% | $2500000.00        | $216396.60         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2032-10-01      | 3.0000%  | 0.0000% | $3000000.00        | $276385.26         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2032-09-01      | 3.0000%  | 0.0000% | $2500000.00        | $225292.28         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2032-09-01      | 3.5000%  | 0.0000% | $8800000.00        | $644595.93         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2032-11-01      | 3.0000%  | 0.0000% | $3000000.00        | $285959.81         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2033-01-01      | 3.0000%  | 0.0000% | $3000000.00        | $294161.65         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2033-04-01      | 3.0000%  | 0.0000% | $14000000.00       | $1538267.71        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2033-04-01      | 3.0000%  | 0.0000% | $7965000.00        | $953641.05         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2027-02-01      | 3.0000%  | 0.0000% | $4768272.00        | $52322.00          | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2028-04-01      | 2.5000%  | 0.0000% | $7665000.00        | $310656.96         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2028-05-01      | 2.5000%  | 0.0000% | $5000000.00        | $178217.91         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2031-07-01      | 2.5000%  | 0.0000% | $1350000.00        | $168477.71         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN BANK   | 2027-04-09      | 4.7500%  | 0.0000% | $1000000.00        | $1022799.28        | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2032-03-01      | 3.0000%  | 0.0000% | $800000.00         | $59197.89          | Agency Mortgage-Backed Securities  |

### Security 2: 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: 3130AQEQ2, C.4 - ISIN: US3130AQEQ27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $47063821.77
- **C.18.a - Value (excl. sponsor support):** $47063821.77
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYT30, C.4 - ISIN: US3130AYT304, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $120544862.07
- **C.18.a - Value (excl. sponsor support):** $120544862.07
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYVT0, C.4 - ISIN: US3130AYVT07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $384844766.48
- **C.18.a - Value (excl. sponsor support):** $384844766.48
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-02-13
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XA0, C.4 - ISIN: US3130B1XA05, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10001.76
- **C.18.a - Value (excl. sponsor support):** $10001.76
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-04-10
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1XV4, C.4 - ISIN: US3130B1XV42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100032.74
- **C.18.a - Value (excl. sponsor support):** $100032.74
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2SE6, C.4 - ISIN: US3130B2SE64, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185118357.45
- **C.18.a - Value (excl. sponsor support):** $185118357.45
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EC3, C.4 - ISIN: US3130B3EC38, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $473544929.68
- **C.18.a - Value (excl. sponsor support):** $473544929.68
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3Q30, C.4 - ISIN: US3130B3Q302, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $189747667.82
- **C.18.a - Value (excl. sponsor support):** $189747667.82
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3RU9, C.4 - ISIN: US3130B3RU98, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $750001852.50
- **C.18.a - Value (excl. sponsor support):** $750001852.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4L74, C.4 - ISIN: US3130B4L749, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $192633703.07
- **C.18.a - Value (excl. sponsor support):** $192633703.07
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-01-19
- **C.13 - Final Legal Maturity Date:** 2027-01-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4Q20, C.4 - ISIN: US3130B4Q201, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $163728822.66
- **C.18.a - Value (excl. sponsor support):** $163728822.66
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5AF5, C.4 - ISIN: US3130B5AF52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $53403708.63
- **C.18.a - Value (excl. sponsor support):** $53403708.63
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.085000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5JE9, C.4 - ISIN: US3130B5JE96, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143011251.24
- **C.18.a - Value (excl. sponsor support):** $143011251.24
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.269300%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6FG6, C.4 - ISIN: US3130B6FG63, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $970767832.52
- **C.18.a - Value (excl. sponsor support):** $970767832.52
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7H23, C.4 - ISIN: US3130B7H237, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $145913818.19
- **C.18.a - Value (excl. sponsor support):** $145913818.19
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.126100%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7LP7, C.4 - ISIN: US3130B7LP71, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $449714736.67
- **C.18.a - Value (excl. sponsor support):** $449714736.67
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.012500%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7PH1, C.4 - ISIN: US3130B7PH10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1377902883.34
- **C.18.a - Value (excl. sponsor support):** $1377902883.34
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.075000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EA6, C.4 - ISIN: US3130B8EA68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $111699561.02
- **C.18.a - Value (excl. sponsor support):** $111699561.02
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-06-02
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Banks

- **C.1 - Title:** Federal Home Loan Banks 4.075000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EJ7, C.4 - ISIN: US3130B8EJ77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $342598249.31
- **C.18.a - Value (excl. sponsor support):** $342598249.31
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal 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: 3130B8HV7, C.4 - ISIN: US3130B8HV78, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $369001778.58
- **C.18.a - Value (excl. sponsor support):** $369001778.58
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-05-10
- **C.13 - Final Legal Maturity Date:** 2027-05-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes 3.940000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313TP3, C.4 - ISIN: US313313TP33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $96304545.00
- **C.18.a - Value (excl. sponsor support):** $96304545.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Discount Notes

- **C.1 - Title:** Federal Farm Credit Discount Notes 3.740000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313WK0, C.4 - ISIN: US313313WK09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124017494.58
- **C.18.a - Value (excl. sponsor support):** $124017494.58
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **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 24: Federal Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 4.030000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $447716527.52
- **C.18.a - Value (excl. sponsor support):** $447716527.52
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.895000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RM0, C.4 - ISIN: US313385RM07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $322840411.23
- **C.18.a - Value (excl. sponsor support):** $322840411.23
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.870000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RP3, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $91013453.86
- **C.18.a - Value (excl. sponsor support):** $91013453.86
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.835000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SG2, C.4 - ISIN: US313385SG20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $133999157.24
- **C.18.a - Value (excl. sponsor support):** $133999157.24
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.830000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $450921206.26
- **C.18.a - Value (excl. sponsor support):** $450921206.26
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.805000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ST4, C.4 - ISIN: US313385ST41, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $355434829.76
- **C.18.a - Value (excl. sponsor support):** $355434829.76
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.960000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TG1, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $670851626.70
- **C.18.a - Value (excl. sponsor support):** $670851626.70
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.955000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.4 - ISIN: US313385TH93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $447122153.17
- **C.18.a - Value (excl. sponsor support):** $447122153.17
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.940000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TM8, C.4 - ISIN: US313385TM88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445550102.11
- **C.18.a - Value (excl. sponsor support):** $445550102.11
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.930000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $240763675.90
- **C.18.a - Value (excl. sponsor support):** $240763675.90
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.725000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UY0, C.4 - ISIN: US313385UY08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $453228841.53
- **C.18.a - Value (excl. sponsor support):** $453228841.53
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Bank Discount Notes 3.705000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VG8, C.4 - ISIN: US313385VG82, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $83875674.40
- **C.18.a - Value (excl. sponsor support):** $83875674.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-04-08
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP3F0, C.4 - ISIN: US3133EP3F02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65017306.90
- **C.18.a - Value (excl. sponsor support):** $65017306.90
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP3T0, C.4 - ISIN: US3133EP3T06, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $418016225.83
- **C.18.a - Value (excl. sponsor support):** $418016225.83
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.970000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4V4, C.4 - ISIN: US3133EP4V43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250064270.00
- **C.18.a - Value (excl. sponsor support):** $250064270.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-02-06
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5N1, C.4 - ISIN: US3133EP5N18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $450525413.89
- **C.18.a - Value (excl. sponsor support):** $450525413.89
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6U4, C.4 - ISIN: US3133EP6U42, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $613680724.83
- **C.18.a - Value (excl. sponsor support):** $613680724.83
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP7F6, C.4 - ISIN: US3133EP7F65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $46653059.23
- **C.18.a - Value (excl. sponsor support):** $46653059.23
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-03-29
- **C.13 - Final Legal Maturity Date:** 2027-03-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPN76, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28560660.83
- **C.18.a - Value (excl. sponsor support):** $28560660.83
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.900000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2A8, C.4 - ISIN: US3133ER2A87, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99997600.00
- **C.18.a - Value (excl. sponsor support):** $99997600.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **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 44: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $106128875.12
- **C.18.a - Value (excl. sponsor support):** $106128875.12
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.125000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Y5, C.4 - ISIN: US3133ER3Y54, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $133194537.47
- **C.18.a - Value (excl. sponsor support):** $133194537.47
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-11-16
- **C.13 - Final Legal Maturity Date:** 2026-11-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3Z2, C.4 - ISIN: US3133ER3Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $225288716.98
- **C.18.a - Value (excl. sponsor support):** $225288716.98
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119258426.82
- **C.18.a - Value (excl. sponsor support):** $119258426.82
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB59, C.4 - ISIN: US3133ERB591, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33211676.44
- **C.18.a - Value (excl. sponsor support):** $33211676.44
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-05-19
- **C.13 - Final Legal Maturity Date:** 2026-05-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD32, C.4 - ISIN: US3133ERD324, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $243866052.31
- **C.18.a - Value (excl. sponsor support):** $243866052.31
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **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 Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.245000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDR9, C.4 - ISIN: US3133ERDR94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $56531008.74
- **C.18.a - Value (excl. sponsor support):** $56531008.74
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-05-03
- **C.13 - Final Legal Maturity Date:** 2027-05-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERE64, C.4 - ISIN: US3133ERE645, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $57325834.94
- **C.18.a - Value (excl. sponsor support):** $57325834.94
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERF97, C.4 - ISIN: US3133ERF972, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $189851858.64
- **C.18.a - Value (excl. sponsor support):** $189851858.64
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $62244081.76
- **C.18.a - Value (excl. sponsor support):** $62244081.76
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH38, C.4 - ISIN: US3133ERH382, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $66430310.94
- **C.18.a - Value (excl. sponsor support):** $66430310.94
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-09-08
- **C.13 - Final Legal Maturity Date:** 2026-09-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47418022.43
- **C.18.a - Value (excl. sponsor support):** $47418022.43
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $247527418.42
- **C.18.a - Value (excl. sponsor support):** $247527418.42
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERLB5, C.4 - ISIN: US3133ERLB50, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $270826205.32
- **C.18.a - Value (excl. sponsor support):** $270826205.32
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-07-16
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERPE5, C.4 - ISIN: US3133ERPE53, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30011743.80
- **C.18.a - Value (excl. sponsor support):** $30011743.80
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-05-08
- **C.13 - Final Legal Maturity Date:** 2026-05-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175081653.25
- **C.18.a - Value (excl. sponsor support):** $175081653.25
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50020428.50
- **C.18.a - Value (excl. sponsor support):** $50020428.50
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR94, C.4 - ISIN: US3133ERR944, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $340113181.14
- **C.18.a - Value (excl. sponsor support):** $340113181.14
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $129391967.87
- **C.18.a - Value (excl. sponsor support):** $129391967.87
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT68, C.4 - ISIN: US3133ERT684, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70033441.10
- **C.18.a - Value (excl. sponsor support):** $70033441.10
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.135000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT76, C.4 - ISIN: US3133ERT767, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $301275071.09
- **C.18.a - Value (excl. sponsor support):** $301275071.09
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.900000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERU82, C.4 - ISIN: US3133ERU823, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99997480.00
- **C.18.a - Value (excl. sponsor support):** $99997480.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-01-21
- **C.13 - Final Legal Maturity Date:** 2027-01-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.4 - ISIN: US3133ERWF46, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $590966780.32
- **C.18.a - Value (excl. sponsor support):** $590966780.32
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWN7, C.4 - ISIN: US3133ERWN79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28557369.61
- **C.18.a - Value (excl. sponsor support):** $28557369.61
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-04-08
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWZ0, C.4 - ISIN: US3133ERWZ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95036936.95
- **C.18.a - Value (excl. sponsor support):** $95036936.95
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.900000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERX63, C.4 - ISIN: US3133ERX637, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $250095567.50
- **C.18.a - Value (excl. sponsor support):** $250095567.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXK2, C.4 - ISIN: US3133ERXK22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94724189.22
- **C.18.a - Value (excl. sponsor support):** $94724189.22
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.4 - ISIN: US3133ERXV86, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $247046577.12
- **C.18.a - Value (excl. sponsor support):** $247046577.12
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYD7, C.4 - ISIN: US3133ERYD79, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $94938936.52
- **C.18.a - Value (excl. sponsor support):** $94938936.52
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-07-21
- **C.13 - Final Legal Maturity Date:** 2026-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.4 - ISIN: US3133ERYG01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100062196.00
- **C.18.a - Value (excl. sponsor support):** $100062196.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **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 74: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYK1, C.4 - ISIN: US3133ERYK13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $405232231.05
- **C.18.a - Value (excl. sponsor support):** $405232231.05
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-10-21
- **C.13 - Final Legal Maturity Date:** 2026-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYR6, C.4 - ISIN: US3133ERYR65, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $156219173.55
- **C.18.a - Value (excl. sponsor support):** $156219173.55
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33117465.88
- **C.18.a - Value (excl. sponsor support):** $33117465.88
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $260000000.00
- **C.18.a - Value (excl. sponsor support):** $260000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 3.930000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAB3, C.4 - ISIN: US3133ETAB36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85571711.77
- **C.18.a - Value (excl. sponsor support):** $85571711.77
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-09-17
- **C.13 - Final Legal Maturity Date:** 2026-09-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.120000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBP1, C.4 - ISIN: US3133ETBP13, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $287666296.39
- **C.18.a - Value (excl. sponsor support):** $287666296.39
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-04-01
- **C.13 - Final Legal Maturity Date:** 2027-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65026502.45
- **C.18.a - Value (excl. sponsor support):** $65026502.45
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMJ3, C.4 - ISIN: US3133ETMJ34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $76089084.22
- **C.18.a - Value (excl. sponsor support):** $76089084.22
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT80, C.4 - ISIN: US3133ETT805, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $33000016.17
- **C.18.a - Value (excl. sponsor support):** $33000016.17
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-05-12
- **C.13 - Final Legal Maturity Date:** 2027-05-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $119491110.40
- **C.18.a - Value (excl. sponsor support):** $119491110.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETTP2, C.4 - ISIN: US3133ETTP21, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $198385423.55
- **C.18.a - Value (excl. sponsor support):** $198385423.55
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-08-18
- **C.13 - Final Legal Maturity Date:** 2027-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXF9, C.4 - ISIN: US3133ETXF92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15998974.56
- **C.18.a - Value (excl. sponsor support):** $15998974.56
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-06-09
- **C.13 - Final Legal Maturity Date:** 2027-06-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal Farm Credit Banks

- **C.1 - Title:** Federal Farm Credit Banks 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYC5, C.4 - ISIN: US3133ETYC52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29997520.20
- **C.18.a - Value (excl. sponsor support):** $29997520.20
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HABP7, C.4 - ISIN: US3134HABP77, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $26103164.63
- **C.18.a - Value (excl. sponsor support):** $26103164.63
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJM6, C.4 - ISIN: US3134HAJM64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $591455594.68
- **C.18.a - Value (excl. sponsor support):** $591455594.68
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $599667215.08
- **C.18.a - Value (excl. sponsor support):** $599667215.08
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **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):** $578373520.94
- **C.18.a - Value (excl. sponsor support):** $578373520.94
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **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 91: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.4 - ISIN: US3134HAPV99, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $705845711.08
- **C.18.a - Value (excl. sponsor support):** $705845711.08
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **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):** $416528810.97
- **C.18.a - Value (excl. sponsor support):** $416528810.97
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **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 93: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.4 - ISIN: US3134HAVY64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $177468884.42
- **C.18.a - Value (excl. sponsor support):** $177468884.42
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $559381523.62
- **C.18.a - Value (excl. sponsor support):** $559381523.62
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **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 95: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $95592889.27
- **C.18.a - Value (excl. sponsor support):** $95592889.27
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBK59, C.4 - ISIN: US3134HBK597, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $143188867.63
- **C.18.a - Value (excl. sponsor support):** $143188867.63
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $476780870.78
- **C.18.a - Value (excl. sponsor support):** $476780870.78
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $478965617.33
- **C.18.a - Value (excl. sponsor support):** $478965617.33
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $189992322.10
- **C.18.a - Value (excl. sponsor support):** $189992322.10
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07H0, C.4 - ISIN: US3135G07H00, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $536960593.87
- **C.18.a - Value (excl. sponsor support):** $536960593.87
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-07-29
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $589754431.31
- **C.18.a - Value (excl. sponsor support):** $589754431.31
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 102: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $530950545.50
- **C.18.a - Value (excl. sponsor support):** $530950545.50
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $91755567.45
- **C.18.a - Value (excl. sponsor support):** $91755567.45
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $714091492.06
- **C.18.a - Value (excl. sponsor support):** $714091492.06
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 105: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $126375053.10
- **C.18.a - Value (excl. sponsor support):** $126375053.10
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** ING Financial Markets LLC Tri Party Repo 4.089900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 46599J009, C.3 - LEI: N/A, C.5 - Other ID: 46599J009_4.09_1201
- **C.18 - Value (incl. sponsor support):** $170000000.00
- **C.18.a - Value (excl. sponsor support):** $170000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae    | 2052-11-01      | 5.5000%  | 0.0000% | $47852587.00       | $37751476.00       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2053-05-01      | 5.0000%  | 0.0000% | $60000000.00       | $47887163.82       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2054-04-01      | 5.5000%  | 0.0000% | $44024483.00       | $39793248.32       | Agency Mortgage-Backed Securities |
| Fannie Mae    | 2055-01-01      | 5.5000%  | 0.0000% | $48800000.00       | $47968112.02       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** U.S. Treasury Bill 4.105000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2612224861.42
- **C.18.a - Value (excl. sponsor support):** $2612224861.42
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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 108: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.117500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3059672896.06
- **C.18.a - Value (excl. sponsor support):** $3059672896.06
- **C.19 - Percentage of Net Assets:** 1.3800%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **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 109: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.945000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3311975574.55
- **C.18.a - Value (excl. sponsor support):** $3311975574.55
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.715000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1992699327.47
- **C.18.a - Value (excl. sponsor support):** $1992699327.47
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **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 111: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.683000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1746509097.87
- **C.18.a - Value (excl. sponsor support):** $1746509097.87
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.690000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1980751221.69
- **C.18.a - Value (excl. sponsor support):** $1980751221.69
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 113: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.152500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3803746895.91
- **C.18.a - Value (excl. sponsor support):** $3803746895.91
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 114: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2558594499.27
- **C.18.a - Value (excl. sponsor support):** $2558594499.27
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 115: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.155000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3004694041.78
- **C.18.a - Value (excl. sponsor support):** $3004694041.78
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **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 116: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.095000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $8002063411.53
- **C.18.a - Value (excl. sponsor support):** $8002063411.53
- **C.19 - Percentage of Net Assets:** 3.6100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 117: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2817798969.24
- **C.18.a - Value (excl. sponsor support):** $2817798969.24
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3819747908.06
- **C.18.a - Value (excl. sponsor support):** $3819747908.06
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 119: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.120000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2825995473.45
- **C.18.a - Value (excl. sponsor support):** $2825995473.45
- **C.19 - Percentage of Net Assets:** 1.2700%
- **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 120: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $499945470.00
- **C.18.a - Value (excl. sponsor support):** $499945470.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **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 121: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.740000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $932845189.92
- **C.18.a - Value (excl. sponsor support):** $932845189.92
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 122: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1339209020.29
- **C.18.a - Value (excl. sponsor support):** $1339209020.29
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 123: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 4.122000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2993599823.70
- **C.18.a - Value (excl. sponsor support):** $2993599823.70
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $313539078.34
- **C.18.a - Value (excl. sponsor support):** $313539078.34
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 4.020000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1602879284.01
- **C.18.a - Value (excl. sponsor support):** $1602879284.01
- **C.19 - Percentage of Net Assets:** 0.7200%
- **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 126: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.730000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1699085892.38
- **C.18.a - Value (excl. sponsor support):** $1699085892.38
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 127: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.705000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2417355057.48
- **C.18.a - Value (excl. sponsor support):** $2417355057.48
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.720000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2525987037.19
- **C.18.a - Value (excl. sponsor support):** $2525987037.19
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 129: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.957000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SE8, C.4 - ISIN: US912797SE80, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $704092082.10
- **C.18.a - Value (excl. sponsor support):** $704092082.10
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-06
- **C.12 - Maturity Date (WAL):** 2026-01-06
- **C.13 - Final Legal Maturity Date:** 2026-01-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.850000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SF5, C.4 - ISIN: US912797SF55, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $3015773850.92
- **C.18.a - Value (excl. sponsor support):** $3015773850.92
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.815000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1702079280.37
- **C.18.a - Value (excl. sponsor support):** $1702079280.37
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.805000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1658608153.52
- **C.18.a - Value (excl. sponsor support):** $1658608153.52
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.785000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1709366247.64
- **C.18.a - Value (excl. sponsor support):** $1709366247.64
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.695000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1688653398.44
- **C.18.a - Value (excl. sponsor support):** $1688653398.44
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1632177398.36
- **C.18.a - Value (excl. sponsor support):** $1632177398.36
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.640000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $30675092.40
- **C.18.a - Value (excl. sponsor support):** $30675092.40
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 137: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 3.775000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1448586347.19
- **C.18.a - Value (excl. sponsor support):** $1448586347.19
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.795000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2169676805.31
- **C.18.a - Value (excl. sponsor support):** $2169676805.31
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.735000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1684894997.41
- **C.18.a - Value (excl. sponsor support):** $1684894997.41
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.710000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1303748254.66
- **C.18.a - Value (excl. sponsor support):** $1303748254.66
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.660000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $2086446873.35
- **C.18.a - Value (excl. sponsor support):** $2086446873.35
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.775000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.4 - ISIN: US912797SY45, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1639163036.36
- **C.18.a - Value (excl. sponsor support):** $1639163036.36
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.755000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1829812298.65
- **C.18.a - Value (excl. sponsor support):** $1829812298.65
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1141145134.30
- **C.18.a - Value (excl. sponsor support):** $1141145134.30
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 3.735000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $1338590692.11
- **C.18.a - Value (excl. sponsor support):** $1338590692.11
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.753300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $66293307.28
- **C.18.a - Value (excl. sponsor support):** $66293307.28
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 147: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.206100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.4 - ISIN: US912828R366, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $97326376.38
- **C.18.a - Value (excl. sponsor support):** $97326376.38
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.004400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YU8, C.4 - ISIN: US912828YU85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199407607.53
- **C.18.a - Value (excl. sponsor support):** $199407607.53
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.197100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $65954454.81
- **C.18.a - Value (excl. sponsor support):** $65954454.81
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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 150: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.294200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBQ3, C.4 - ISIN: US91282CBQ33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $168389896.38
- **C.18.a - Value (excl. sponsor support):** $168389896.38
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 151: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1246931871.87
- **C.18.a - Value (excl. sponsor support):** $1246931871.87
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.016100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBW0, C.4 - ISIN: US91282CBW01, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2609462924.45
- **C.18.a - Value (excl. sponsor support):** $2609462924.45
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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 153: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.694300%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.4 - ISIN: US91282CCJ80, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $228582798.78
- **C.18.a - Value (excl. sponsor support):** $228582798.78
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 154: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.722600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $509832883.14
- **C.18.a - Value (excl. sponsor support):** $509832883.14
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.670500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCW9, C.4 - ISIN: US91282CCW91, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $213537666.38
- **C.18.a - Value (excl. sponsor support):** $213537666.38
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.747700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $474472396.06
- **C.18.a - Value (excl. sponsor support):** $474472396.06
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 157: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.654200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.4 - ISIN: US91282CDK45, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $554237252.50
- **C.18.a - Value (excl. sponsor support):** $554237252.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.178900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHB0, C.4 - ISIN: US91282CHB00, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $425623853.57
- **C.18.a - Value (excl. sponsor support):** $425623853.57
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.191500%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $511801309.08
- **C.18.a - Value (excl. sponsor support):** $511801309.08
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 160: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.025000%
- **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):** $530282338.12
- **C.18.a - Value (excl. sponsor support):** $530282338.12
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **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 161: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.254100%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $491775172.40
- **C.18.a - Value (excl. sponsor support):** $491775172.40
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **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 162: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.098900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.4 - ISIN: US91282CKH33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1129840000.42
- **C.18.a - Value (excl. sponsor support):** $1129840000.42
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.016000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1068463787.07
- **C.18.a - Value (excl. sponsor support):** $1068463787.07
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 164: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.930000%
- **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):** $712199095.04
- **C.18.a - Value (excl. sponsor support):** $712199095.04
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **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 165: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.136800%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $613056381.49
- **C.18.a - Value (excl. sponsor support):** $613056381.49
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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 166: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.962000%
- **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):** $2084717322.37
- **C.18.a - Value (excl. sponsor support):** $2084717322.37
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **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 167: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.723200%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.4 - ISIN: US91282CLB53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $522517137.19
- **C.18.a - Value (excl. sponsor support):** $522517137.19
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.673400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $117556995.47
- **C.18.a - Value (excl. sponsor support):** $117556995.47
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.652700%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.4 - ISIN: US91282CLS88, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $959475612.00
- **C.18.a - Value (excl. sponsor support):** $959475612.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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 170: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.985000%
- **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):** $1634985508.66
- **C.18.a - Value (excl. sponsor support):** $1634985508.66
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **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 171: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.658600%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $604804448.56
- **C.18.a - Value (excl. sponsor support):** $604804448.56
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.878000%
- **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):** $1797309369.32
- **C.18.a - Value (excl. sponsor support):** $1797309369.32
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **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 173: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.940000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $610902566.82
- **C.18.a - Value (excl. sponsor support):** $610902566.82
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 174: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.939000%
- **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):** $1287086816.49
- **C.18.a - Value (excl. sponsor support):** $1287086816.49
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **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 175: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.970000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $503987999.76
- **C.18.a - Value (excl. sponsor support):** $503987999.76
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-29
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: Bank of Nova Scotia Tri Party Repo

- **C.1 - Title:** Bank of Nova Scotia Tri Party Repo 4.069900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 921BPA003, C.3 - LEI: N/A, C.5 - Other ID: 921BPA003_4.07_1201
- **C.18 - Value (incl. sponsor support):** $35000000.00
- **C.18.a - Value (excl. sponsor support):** $35000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2045-05-15      | 5.0000%  | 0.0000% | $33992000.00       | $35700083.73       | U.S. Treasuries (including strips) |

### Security 177: Mizuho Securities USA Inc. Tri Party Repo

- **C.1 - Title:** Mizuho Securities USA Inc. Tri Party Repo 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 922FHA002, C.3 - LEI: N/A, C.5 - Other ID: 922FHA002_4.08_1201
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2030-10-31      | 4.8750%  | 0.0000% | $25999700.00       | $27601820.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 2.7500%  | 0.0000% | $16873700.00       | $16744759.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-15      | 1.3750%  | 0.0000% | $51923300.00       | $45587451.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $53929300.00       | $54727798.03       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 4.1250%  | 0.0000% | $38337400.00       | $38970410.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 4.1250%  | 0.0000% | $51998900.00       | $52933824.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $13599400.00       | $13664188.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-12-31      | 4.3750%  | 0.0000% | $4627400.00        | $4856510.75        | U.S. Treasuries (including strips) |

### Security 178: Mitsubishi UFJ Securities (USA) Inc Tri Party Repo

- **C.1 - Title:** Mitsubishi UFJ Securities (USA) Inc Tri Party Repo 4.089900%
- **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: 926QFK004, C.3 - LEI: N/A, C.5 - Other ID: 926QFK004_4.09_1201
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae      | 2038-09-01      | 5.5000%  | 0.0000% | $32000.00          | $18239.41          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-11-01      | 5.5000%  | 0.0000% | $110000.00         | $65816.33          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-12-01      | 6.0000%  | 0.0000% | $139000.00         | $68823.06          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-07-01      | 5.0000%  | 0.0000% | $22000.00          | $15461.73          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-11-01      | 4.5000%  | 0.0000% | $6000.00           | $4933.48           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-01-01      | 5.5000%  | 0.0000% | $149000.00         | $114468.79         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-02-01      | 5.0000%  | 0.0000% | $114095.00         | $108560.18         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-08-01      | 6.0000%  | 0.0000% | $6000.00           | $5556.38           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-03-01      | 4.5000%  | 0.0000% | $1621000.00        | $96658.93          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-06-01      | 5.0000%  | 0.0000% | $285000.00         | $8734.04           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2041-01-01      | 4.5000%  | 0.0000% | $2019644.00        | $69044.84          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-02-01      | 6.0000%  | 0.0000% | $450000.00         | $434485.11         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-01-01      | 5.0000%  | 0.0000% | $155000.00         | $146194.25         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-11-01      | 3.5000%  | 0.0000% | $18000.00          | $15838.00          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-12-01      | 3.0000%  | 0.0000% | $24418464.00       | $20474683.37       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-08-01      | 3.0000%  | 0.0000% | $525000.00         | $448336.36         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2028-11-01      | 5.0000%  | 0.0000% | $18080608.00       | $49432.09          | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2051-09-01      | 3.0000%  | 0.0000% | $4242096.00        | $3068240.97        | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2047-12-01      | 3.5000%  | 0.0000% | $48000.00          | $11778.54          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 3.0000%  | 0.0000% | $75000.00          | $54429.83          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-02-01      | 2.5000%  | 0.0000% | $2132390.00        | $1356413.31        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $57036.27          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-07-01      | 4.5000%  | 0.0000% | $449247.00         | $344954.80         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-09-01      | 4.5000%  | 0.0000% | $9191.00           | $6871.36           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-02-01      | 6.5000%  | 0.0000% | $400000.00         | $238415.95         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-12-01      | 4.0000%  | 0.0000% | $1020000.00        | $118204.07         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-02-01      | 4.5000%  | 0.0000% | $68000.00          | $7257.72           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-09-01      | 4.5000%  | 0.0000% | $1663296.00        | $225441.07         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-06-01      | 3.0000%  | 0.0000% | $4674700.00        | $1801127.57        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-08-01      | 2.5000%  | 0.0000% | $121000.00         | $66550.61          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-10-01      | 2.5000%  | 0.0000% | $800000.00         | $424188.33         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-08-01      | 2.5000%  | 0.0000% | $350000.00         | $209807.70         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-01-01      | 2.5000%  | 0.0000% | $58144.00          | $39170.16          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-04-01      | 2.5000%  | 0.0000% | $426722.00         | $268009.41         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-05-01      | 2.5000%  | 0.0000% | $10000.00          | $6395.07           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-12-01      | 6.5000%  | 0.0000% | $24511900.00       | $16272146.20       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-10-01      | 4.5000%  | 0.0000% | $8106.00           | $4666.03           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-01-01      | 6.5000%  | 0.0000% | $100000.00         | $66756.20          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-02-01      | 5.5000%  | 0.0000% | $240280.00         | $214169.80         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-10-01      | 5.5000%  | 0.0000% | $1035000.00        | $915808.50         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-06-01      | 6.0000%  | 0.0000% | $1425000.00        | $1292214.27        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-11-01      | 6.0000%  | 0.0000% | $25000.00          | $22937.89          | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2048-03-01      | 3.5000%  | 0.0000% | $85000.00          | $22595.63          | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2052-10-01      | 4.5000%  | 0.0000% | $285000.00         | $219471.60         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2029-06-01      | 6.0000%  | 0.0000% | $65536.00          | $43.33             | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-06-01      | 4.5000%  | 0.0000% | $21000.00          | $418.01            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2029-02-01      | 6.0000%  | 0.0000% | $49152.00          | $28.45             | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2031-11-01      | 5.5000%  | 0.0000% | $250000.00         | $931.06            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-03-01      | 6.0000%  | 0.0000% | $105947.00         | $255.33            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2026-04-01      | 4.0000%  | 0.0000% | $81920.00          | $62.92             | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2041-04-01      | 4.5000%  | 0.0000% | $125000.00         | $6341.14           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2026-05-01      | 4.0000%  | 0.0000% | $94000.00          | $192.47            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2026-09-01      | 4.0000%  | 0.0000% | $339999.00         | $1353.19           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2027-01-01      | 4.0000%  | 0.0000% | $280000.00         | $1911.90           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2041-08-01      | 5.0000%  | 0.0000% | $856486.00         | $91970.86          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-01-01      | 3.5000%  | 0.0000% | $7000.00           | $925.62            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2027-05-01      | 4.0000%  | 0.0000% | $65531.00          | $11.53             | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2031-03-01      | 4.0000%  | 0.0000% | $45999.00          | $994.14            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2046-12-01      | 3.0000%  | 0.0000% | $200000.00         | $54370.29          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2042-10-01      | 4.5000%  | 0.0000% | $155000.00         | $29046.30          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2044-10-01      | 3.5000%  | 0.0000% | $7760160.00        | $445485.77         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2045-06-01      | 4.0000%  | 0.0000% | $759387.00         | $103396.16         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-02-01      | 3.0000%  | 0.0000% | $700000.00         | $201175.53         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-04-01      | 4.0000%  | 0.0000% | $86000.00          | $13651.85          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-04-01      | 4.5000%  | 0.0000% | $642835.00         | $100533.45         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-06-01      | 4.0000%  | 0.0000% | $2018984.00        | $125139.92         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2043-07-01      | 3.0000%  | 0.0000% | $5669000.00        | $883802.61         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2031-08-01      | 4.0000%  | 0.0000% | $43000.00          | $6230.03           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-04-01      | 5.0000%  | 0.0000% | $1815000.00        | $14065.14          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-04-01      | 6.0000%  | 0.0000% | $4350000.00        | $32717.32          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-10-01      | 5.0000%  | 0.0000% | $7440000.00        | $72376.58          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-07-01      | 6.5000%  | 0.0000% | $1000000.00        | $12277.56          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-05-01      | 5.5000%  | 0.0000% | $1503870.00        | $4682.99           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-11-01      | 6.0000%  | 0.0000% | $82000.00          | $54541.60          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2046-06-01      | 3.0000%  | 0.0000% | $53000.00          | $11562.94          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2046-11-01      | 3.0000%  | 0.0000% | $328000.00         | $102726.94         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-07-01      | 4.5000%  | 0.0000% | $134315.00         | $9226.46           | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2047-10-01      | 3.5000%  | 0.0000% | $2099316.00        | $261818.61         | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2047-04-01      | 3.5000%  | 0.0000% | $26172.00          | $2986.02           | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2038-10-01      | 6.5000%  | 0.0000% | $476353.00         | $3952.89           | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2040-05-01      | 6.0000%  | 0.0000% | $2155128.00        | $26148.56          | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2048-11-01      | 5.0000%  | 0.0000% | $349000.00         | $44909.76          | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2032-02-01      | 3.0000%  | 0.0000% | $46000.00          | $6692.47           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-09-01      | 4.5000%  | 0.0000% | $1293376.00        | $1203544.43        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2054-02-01      | 5.0000%  | 0.0000% | $9012399.00        | $8919466.10        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-03-01      | 3.5000%  | 0.0000% | $6332152.00        | $6054190.25        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2052-06-01      | 3.5000%  | 0.0000% | $9406960.00        | $8825026.64        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-07-01      | 5.0000%  | 0.0000% | $19000.00          | $3547.85           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-03-01      | 4.5000%  | 0.0000% | $400000.00         | $80710.44          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-07-01      | 4.0000%  | 0.0000% | $434000.00         | $77770.98          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-02-01      | 3.5000%  | 0.0000% | $681000.00         | $250037.32         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-12-01      | 3.5000%  | 0.0000% | $28000.00          | $7594.62           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-03-01      | 4.0000%  | 0.0000% | $2357644.00        | $407326.64         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2050-08-01      | 3.5000%  | 0.0000% | $1175000.00        | $243086.80         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-01-01      | 2.5000%  | 0.0000% | $1325000.00        | $366432.03         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-02-01      | 2.5000%  | 0.0000% | $150000.00         | $47536.25          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-04-01      | 2.0000%  | 0.0000% | $42697000.00       | $23778784.06       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-04-01      | 4.5000%  | 0.0000% | $283000.00         | $130792.96         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-02-01      | 2.5000%  | 0.0000% | $16136576.00       | $10167535.37       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-03-01      | 2.5000%  | 0.0000% | $14020000.00       | $9111923.95        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-01-01      | 2.5000%  | 0.0000% | $3502800.00        | $2416754.58        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-08-01      | 5.0000%  | 0.0000% | $1032462.00        | $818585.42         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-04-01      | 2.5000%  | 0.0000% | $750000.00         | $499562.58         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-08-01      | 3.5000%  | 0.0000% | $16000.00          | $12484.95          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-09-01      | 4.5000%  | 0.0000% | $3000.00           | $1727.36           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-07-01      | 5.0000%  | 0.0000% | $63000.00          | $44142.72          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-05-01      | 3.0000%  | 0.0000% | $611667.00         | $443909.34         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-10-01      | 2.5000%  | 0.0000% | $7400000.00        | $5295426.87        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-04-01      | 6.0000%  | 0.0000% | $700000.00         | $548946.95         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $732.76            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-11-01      | 4.5000%  | 0.0000% | $400000.00         | $330740.79         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-12-01      | 4.0000%  | 0.0000% | $21234848.00       | $15350207.98       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-02-01      | 2.5000%  | 0.0000% | $42809984.00       | $29707029.89       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-11-01      | 4.5000%  | 0.0000% | $8000.00           | $4441.62           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-10-01      | 6.0000%  | 0.0000% | $18000.00          | $14386.49          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-01-01      | 2.5000%  | 0.0000% | $107607.00         | $81659.00          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2039-05-01      | 6.0000%  | 0.0000% | $12253720.00       | $8932199.48        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2044-05-01      | 5.5000%  | 0.0000% | $400000.00         | $324689.06         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-02-01      | 6.0000%  | 0.0000% | $265000.00         | $224764.63         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-01-01      | 4.5000%  | 0.0000% | $200000.00         | $174348.80         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-02-25      | 2.5000%  | 0.0000% | $276678.00         | $194049.27         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2055-03-01      | 5.0000%  | 0.0000% | $27061024.00       | $25943170.95       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2054-03-01      | 6.0000%  | 0.0000% | $14987.00          | $11181.24          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2036-02-01      | 5.0000%  | 0.0000% | $35000.00          | $453.41            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-06-01      | 6.5000%  | 0.0000% | $1500000.00        | $17582.49          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2027-07-01      | 3.0000%  | 0.0000% | $18000.00          | $223.08            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $19867.35          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-10-01      | 6.0000%  | 0.0000% | $37000.00          | $125.22            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-08-01      | 6.0000%  | 0.0000% | $4304000.00        | $14801.59          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2026-03-01      | 4.0000%  | 0.0000% | $73727.00          | $69.53             | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2041-08-01      | 4.0000%  | 0.0000% | $2000.00           | $89.47             | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2041-08-01      | 4.0000%  | 0.0000% | $28000.00          | $1210.96           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2041-11-01      | 3.5000%  | 0.0000% | $4000.00           | $248.68            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2029-10-01      | 4.5000%  | 0.0000% | $2604000.00        | $33712.81          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2040-09-01      | 4.0000%  | 0.0000% | $32308.00          | $1220.46           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-07-01      | 3.5000%  | 0.0000% | $211992.00         | $16221.86          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2044-12-01      | 4.0000%  | 0.0000% | $500000.00         | $62546.67          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-01-01      | 4.0000%  | 0.0000% | $62000.00          | $7342.83           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2045-03-01      | 4.0000%  | 0.0000% | $115000.00         | $9652.94           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2035-10-01      | 4.0000%  | 0.0000% | $38000.00          | $4146.85           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2033-10-01      | 4.0000%  | 0.0000% | $33000.00          | $2712.25           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2046-03-01      | 4.5000%  | 0.0000% | $10000.00          | $2059.01           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-11-01      | 4.5000%  | 0.0000% | $128000.00         | $20634.47          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-05-01      | 2.5000%  | 0.0000% | $100000.00         | $59380.27          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-08-01      | 2.5000%  | 0.0000% | $55000.00          | $33425.22          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-05-01      | 2.5000%  | 0.0000% | $22262336.00       | $11109952.08       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-10-01      | 2.5000%  | 0.0000% | $70000.00          | $45143.30          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-10-01      | 4.0000%  | 0.0000% | $5000.00           | $375.80            | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-02-01      | 4.0000%  | 0.0000% | $383500.00         | $22001.70          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2046-08-01      | 3.0000%  | 0.0000% | $5287776.00        | $820751.79         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-06-01      | 4.0000%  | 0.0000% | $10042480.00       | $1050810.01        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2047-11-01      | 3.5000%  | 0.0000% | $9222720.00        | $1205458.47        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2038-03-01      | 4.0000%  | 0.0000% | $112000.00         | $14902.42          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2048-05-01      | 3.5000%  | 0.0000% | $41075000.00       | $4780408.91        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-08-01      | 2.5000%  | 0.0000% | $6558040.00        | $3910085.06        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-08-01      | 3.0000%  | 0.0000% | $398759.00         | $214588.40         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-11-01      | 2.0000%  | 0.0000% | $7273000.00        | $4684581.84        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2034-01-01      | 4.5000%  | 0.0000% | $185200.00         | $26751.02          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2049-03-01      | 4.5000%  | 0.0000% | $2500000.00        | $195173.72         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2030-01-01      | 2.5000%  | 0.0000% | $1250000.00        | $182101.55         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-04-01      | 2.0000%  | 0.0000% | $3000.00           | $1759.70           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-05-01      | 3.5000%  | 0.0000% | $208250.00         | $82398.12          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2044-01-01      | 6.0000%  | 0.0000% | $768587.00         | $422428.90         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-01-01      | 3.5000%  | 0.0000% | $300000.00         | $174199.90         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-12-01      | 4.5000%  | 0.0000% | $37000.00          | $30097.48          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-12-01      | 6.0000%  | 0.0000% | $870000.00         | $630759.70         | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-04-01      | 3.5000%  | 0.0000% | $5000.00           | $4172.32           | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-07-01      | 5.5000%  | 0.0000% | $14806832.00       | $11910550.57       | Agency Mortgage-Backed Securities |

### Security 179: Barclays Bank PLC Tri Party Repo

- **C.1 - Title:** Barclays Bank PLC Tri Party Repo 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 926SGH006, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: 926SGH006_4.08_1201
- **C.18 - Value (incl. sponsor support):** $770000000.00
- **C.18.a - Value (excl. sponsor support):** $770000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $201794200.00      | $210205962.71      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $370148300.00      | $388696173.82      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $183192200.00      | $186497879.35      | U.S. Treasuries (including strips) |

### Security 180: BNP Paribas Tri Party Repo

- **C.1 - Title:** BNP Paribas Tri Party Repo 4.089900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 927NEF002, C.3 - LEI: N/A, C.5 - Other ID: 927NEF002_4.09_1201
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE                     | 2054-09-20      | 2.6011%  | 0.0000% | $16053609.00       | $1079818.64        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-03-20      | NA       | 0.0000% | $11864702.00       | $43720.36          | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2053-06-20      | NA       | 0.0000% | $810371.00         | $688815.35         | Agency Mortgage-Backed Securities  |
| TSY INFL IX N/B                | 2034-07-15      | 1.8750%  | 0.0000% | $3739700.00        | $3963250.52        | U.S. Treasuries (including strips) |
| STRIPS                         | 2036-02-15      | NA       | 0.0000% | $1213603.92        | $788997.89         | U.S. Treasuries (including strips) |
| STRIPS                         | 2026-11-15      | NA       | 0.0000% | $89.93             | $86.91             | U.S. Treasuries (including strips) |
| STRIPS                         | 2049-08-15      | NA       | 0.0000% | $118.17            | $36.99             | U.S. Treasuries (including strips) |
| Freddie Mac                    | 2028-08-15      | 4.4935%  | 0.0000% | $2068.00           | $0.14              | Agency Mortgage-Backed Securities  |
| FANNIEMAE-ACES                 | 2029-06-25      | 0.6763%  | 0.0000% | $18904000.00       | $290506.43         | Agency Mortgage-Backed Securities  |
| FANNIEMAE-ACES                 | 2031-11-25      | 0.5959%  | 0.0000% | $25089000.00       | $420463.12         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-25      | NA       | 0.0000% | $5423120.00        | $2972352.91        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-05-25      | 2.5000%  | 0.0000% | $100021.00         | $9704.11           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-01-25      | NA       | 0.0000% | $5357143.00        | $2849758.33        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS             | 2055-04-25      | 1.2782%  | 0.0000% | $200557.00         | $10466.98          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS             | 2055-08-25      | 1.7282%  | 0.0000% | $121116928.00      | $7259142.94        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-10-25      | 1.3782%  | 0.0000% | $95444399.00       | $6301743.32        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS             | 2052-12-25      | 5.5000%  | 0.0000% | $16194805.00       | $2009321.85        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS             | 2055-12-25      | 1.4143%  | 0.0000% | $130059730.00      | $6513893.42        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS             | 2055-12-25      | 0.6643%  | 0.0000% | $148728067.00      | $4469034.62        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS             | 2051-11-25      | 5.5000%  | 0.0000% | $2852763.00        | $468055.68         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS             | 2055-12-25      | 1.4143%  | 0.0000% | $212754177.00      | $12789687.74       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS             | 2055-12-25      | 1.4143%  | 0.0000% | $64963570.00       | $3255575.31        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS             | 2055-12-25      | 1.4143%  | 0.0000% | $109088354.00      | $7648278.41        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC REMICS             | 2055-12-25      | 1.4143%  | 0.0000% | $170409997.00      | $8540584.51        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2032-07-15      | 6.5000%  | 0.0000% | $14.00             | $0.48              | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-12-16      | 2.5000%  | 0.0000% | $55000000.00       | $4096054.64        | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2055-07-20      | 1.8511%  | 0.0000% | $90252510.00       | $4586909.79        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 0.4011%  | 0.0000% | $183366191.00      | $2774427.89        | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2054-08-20      | NA       | 0.0000% | $3394721.00        | $2662850.83        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 4.5000%  | 0.0000% | $12229981.00       | $12132873.85       | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2055-11-20      | NA       | 0.0000% | $100000000.00      | $1249300.00        | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2055-11-20      | 5.5000%  | 0.0000% | $15077793.00       | $3077694.18        | Agency Mortgage-Backed Securities  |

### Security 181: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.080000%
- **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: 930PNB001, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNB001_4.08_1201
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GINNIE MAE I POOL              | 2060-02-15      | 5.2800%  | 0.0000% | $61392.00          | $63092.91          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-03-15      | 5.8200%  | 0.0000% | $508189.00         | $540963.34         | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL              | 2060-01-15      | 5.0600%  | 0.0000% | $90775.00          | $92132.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-11-15      | 4.9800%  | 0.0000% | $68007.00          | $68556.71          | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL              | 2060-11-15      | 5.2400%  | 0.0000% | $11372560.00       | $11721288.18       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-01-15      | 5.3600%  | 0.0000% | $86864.00          | $89710.05          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-06-20      | 6.0000%  | 0.0000% | $4147584.00        | $4240648.30        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 5.5000%  | 0.0000% | $3735890.00        | $3831498.90        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-06-20      | 6.5000%  | 0.0000% | $1356008.00        | $1409012.25        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-08-20      | 5.5000%  | 0.0000% | $2574360.00        | $2595347.51        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL              | 2060-10-15      | 5.6700%  | 0.0000% | $6982700.00        | $7392256.90        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL              | 2060-12-15      | 5.2900%  | 0.0000% | $2141900.00        | $2215646.69        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 6.5000%  | 0.0000% | $3825120.00        | $4003320.87        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL              | 2060-11-15      | 5.5000%  | 0.0000% | $9440000.00        | $9915162.40        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-09-20      | 6.0000%  | 0.0000% | $3654320.00        | $3772548.03        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 5.5000%  | 0.0000% | $5234200.00        | $5394083.87        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-10-20      | 2.0000%  | 0.0000% | $672002.00         | $530701.48         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-10-20      | 6.0000%  | 0.0000% | $1195820.00        | $1227938.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 5.0000%  | 0.0000% | $3422840.00        | $3482431.64        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-04-20      | 5.0000%  | 0.0000% | $1176098.00        | $1184146.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-10-20      | 3.5000%  | 0.0000% | $1259574.00        | $210157.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-08-20      | 6.5000%  | 0.0000% | $618788.00         | $7815.62           | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 5.0000%  | 0.0000% | $4912128.00        | $4940264.67        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-04-20      | 6.5000%  | 0.0000% | $1037998.00        | $898423.29         | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-11-20      | 6.5000%  | 0.0000% | $6487160.00        | $6722150.88        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 5.5000%  | 0.0000% | $2283192.00        | $2331801.16        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 6.0000%  | 0.0000% | $1145778.00        | $1193364.45        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 6.0000%  | 0.0000% | $1392814.00        | $1452792.75        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 6.5000%  | 0.0000% | $1156360.00        | $1225058.19        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 5.0000%  | 0.0000% | $2008708.00        | $2001167.31        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-11-20      | 5.0000%  | 0.0000% | $3554590.00        | $3578302.67        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-05-20      | 4.5000%  | 0.0000% | $141434.00         | $109627.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-07-20      | 6.5000%  | 0.0000% | $156219.00         | $70879.21          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-11-15      | 3.0000%  | 0.0000% | $53457.00          | $46986.05          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-08-15      | 3.0200%  | 0.0000% | $51206.00          | $45001.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-02-15      | 6.0500%  | 0.0000% | $12377904.00       | $13312862.79       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-12-15      | 6.0300%  | 0.0000% | $44127.00          | $46909.39          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-09-15      | 5.4800%  | 0.0000% | $34584.00          | $35948.58          | Agency Mortgage-Backed Securities |

### Security 182: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.089900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930PNG000, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNG000_4.09_1201
- **C.18 - Value (incl. sponsor support):** $1955000000.00
- **C.18.a - Value (excl. sponsor support):** $1955000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2034-06-01      | 4.8300%  | 0.0000% | $50294000.00       | $51217916.70       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2034-09-01      | 4.6800%  | 0.0000% | $30751000.00       | $31760124.82       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2032-05-01      | 4.3000%  | 0.0000% | $36097000.00       | $36532402.01       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-05-01      | 4.6800%  | 0.0000% | $3550000.00        | $3633648.65        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2030-05-01      | 4.4800%  | 0.0000% | $15347000.00       | $15728971.48       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2030-06-01      | 4.4300%  | 0.0000% | $9322000.00        | $9513273.46        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 6.0000%  | 0.0000% | $1508936.00        | $1590584.53        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 5.5000%  | 0.0000% | $18517536.00       | $19001547.36       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 6.0000%  | 0.0000% | $6440808.00        | $6681845.32        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 6.5000%  | 0.0000% | $2683312.00        | $2801951.96        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 5.5000%  | 0.0000% | $3417652.00        | $3480396.67        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 5.5000%  | 0.0000% | $39611008.00       | $40300833.70       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 6.0000%  | 0.0000% | $7541648.00        | $7789656.30        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-09-01      | 4.0000%  | 0.0000% | $28105312.00       | $2020781.88        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-04-01      | 3.5000%  | 0.0000% | $450000.00         | $13974.93          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-06-01      | 3.0000%  | 0.0000% | $1381454.00        | $230130.86         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-01      | 1.5000%  | 0.0000% | $279000.00         | $149937.50         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-04-01      | 2.0000%  | 0.0000% | $10000000.00       | $6082830.93        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-01-01      | 8.0000%  | 0.0000% | $1541588.00        | $863491.65         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-04-01      | 3.0000%  | 0.0000% | $6875296.00        | $3964276.50        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-05-01      | 3.0000%  | 0.0000% | $15501344.00       | $9261302.01        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-11-01      | 3.0000%  | 0.0000% | $900000.00         | $625853.75         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-12-01      | 3.0000%  | 0.0000% | $1081396.00        | $761283.74         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-01      | 6.0000%  | 0.0000% | $307919.00         | $202598.46         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-08-01      | 5.5000%  | 0.0000% | $84000.00          | $47273.90          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-01      | 5.5000%  | 0.0000% | $803000.00         | $649577.71         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-01-01      | 3.5000%  | 0.0000% | $2001676.00        | $1805956.95        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-07-01      | 7.0000%  | 0.0000% | $9811712.00        | $10203085.93       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-10-01      | 3.5000%  | 0.0000% | $16634592.00       | $16105003.04       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-11-01      | 4.5000%  | 0.0000% | $9840704.00        | $9678253.66        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-04-01      | 6.0000%  | 0.0000% | $419927.00         | $15851.98          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-04-01      | 5.5000%  | 0.0000% | $152807424.00      | $2736834.68        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-05-20      | 6.5000%  | 0.0000% | $216019.00         | $170789.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-15      | 5.5000%  | 0.0000% | $1138390.00        | $1031509.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-01-20      | 2.5000%  | 0.0000% | $70238.00          | $50519.60          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 6.0000%  | 0.0000% | $2385480.00        | $2096755.44        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-12-01      | 4.0000%  | 0.0000% | $83028000.00       | $27407719.91       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-04-01      | 3.0000%  | 0.0000% | $3500000.00        | $1145634.62        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-09-01      | 4.0000%  | 0.0000% | $21059200.00       | $3079285.93        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-11-01      | 2.5000%  | 0.0000% | $1166000.00        | $611062.65         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-05-01      | 3.0000%  | 0.0000% | $7400000.00        | $3490090.55        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-01      | 2.5000%  | 0.0000% | $300000.00         | $173177.75         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-11-01      | 4.0000%  | 0.0000% | $426000.00         | $176743.37         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-08-01      | 2.0000%  | 0.0000% | $2200000.00        | $1055149.39        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-04-01      | 2.5000%  | 0.0000% | $300000.00         | $164034.73         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 3.0000%  | 0.0000% | $8088592.00        | $5124629.46        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-03-01      | 3.0000%  | 0.0000% | $7913376.00        | $4135230.82        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-04-01      | 2.5000%  | 0.0000% | $8390000.00        | $5125712.47        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-11-01      | 2.5000%  | 0.0000% | $1800000.00        | $1201139.67        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 4.5000%  | 0.0000% | $1036500.00        | $758733.75         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 4.0000%  | 0.0000% | $700000.00         | $538893.20         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 3.5000%  | 0.0000% | $1965000.00        | $1408869.26        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-01      | 2.5000%  | 0.0000% | $13800000.00       | $9923548.40        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 5.5000%  | 0.0000% | $74204160.00       | $67225866.44       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-07-01      | 6.0000%  | 0.0000% | $15050000.00       | $10597987.20       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 5.5000%  | 0.0000% | $11789000.00       | $9526690.95        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-07-01      | 6.0000%  | 0.0000% | $25792320.00       | $15141117.25       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-01      | 4.5000%  | 0.0000% | $14586272.00       | $12858894.25       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-09-01      | 6.0000%  | 0.0000% | $39584640.00       | $36486660.17       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 4.0000%  | 0.0000% | $862078.00         | $748633.00         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-03-01      | 6.5000%  | 0.0000% | $41926400.00       | $40877536.53       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-06-01      | 6.5000%  | 0.0000% | $61385000.00       | $58068868.53       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-10-01      | 6.5000%  | 0.0000% | $39583000.00       | $40710976.38       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 4.5000%  | 0.0000% | $26013984.00       | $25667948.82       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 5.5000%  | 0.0000% | $62500000.00       | $64191376.65       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2040-10-01      | 5.5000%  | 0.0000% | $1300958.00        | $1344032.72        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-10-01      | 7.5000%  | 0.0000% | $3505496.00        | $21084.03          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-06-01      | 5.5000%  | 0.0000% | $476268544.00      | $2863204.68        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-08-01      | 4.0000%  | 0.0000% | $5079600.00        | $942789.11         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-02-01      | 3.5000%  | 0.0000% | $5920864.00        | $502415.56         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-04-01      | 5.6400%  | 0.0000% | $19300000.00       | $75369.77          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2030-07-01      | 4.3500%  | 0.0000% | $25846000.00       | $26290796.74       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2030-11-01      | 4.1500%  | 0.0000% | $20000000.00       | $20211150.00       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-07-01      | 2.5000%  | 0.0000% | $75197696.00       | $37888576.77       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-08-01      | 3.5000%  | 0.0000% | $824903.00         | $401948.11         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-09-01      | 2.5000%  | 0.0000% | $3097100.00        | $2037325.50        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-01      | 2.5000%  | 0.0000% | $20608080.00       | $14510148.02       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2063-12-01      | 4.5000%  | 0.0000% | $13196640.00       | $11481496.34       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-01-01      | 7.0000%  | 0.0000% | $15594992.00       | $12302817.15       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-01      | 5.5000%  | 0.0000% | $1238280.00        | $1105605.50        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-08-01      | 5.5000%  | 0.0000% | $303747.00         | $295158.65         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-03-01      | 5.5000%  | 0.0000% | $1509248.00        | $1535437.56        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-03-01      | 5.5000%  | 0.0000% | $3407572.00        | $3477675.67        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 7.0000%  | 0.0000% | $1095542.00        | $1185350.21        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2040-08-01      | 5.5000%  | 0.0000% | $1311420.00        | $1312442.33        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-06-01      | 5.5000%  | 0.0000% | $4538768.00        | $4472610.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-07-01      | 6.5000%  | 0.0000% | $3122072.00        | $3271169.40        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-07-01      | 6.5000%  | 0.0000% | $7500000.00        | $7772813.74        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-07-01      | 5.0000%  | 0.0000% | $337732.00         | $337256.08         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-06-01      | 7.0000%  | 0.0000% | $1421616.00        | $1495061.95        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-07-01      | 6.0000%  | 0.0000% | $374792.00         | $387743.75         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 6.0000%  | 0.0000% | $2079504.00        | $2139940.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.5000%  | 0.0000% | $1491936.00        | $1570176.01        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 4.5000%  | 0.0000% | $2737176.00        | $2691993.44        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.5000%  | 0.0000% | $3141840.00        | $3295882.33        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-07-01      | 6.5000%  | 0.0000% | $798960.00         | $841928.35         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $4754840.00        | $4922090.49        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $14369120.00       | $14804173.37       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $1266450.00        | $1326332.79        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 4.5000%  | 0.0000% | $1311796.00        | $1292145.10        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2040-08-01      | 5.5000%  | 0.0000% | $4170040.00        | $4250552.49        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 6.0000%  | 0.0000% | $4930130.00        | $4632023.44        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-09-01      | 5.5000%  | 0.0000% | $1184574.00        | $1216293.79        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $2676224.00        | $2780079.40        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 5.5000%  | 0.0000% | $22944736.00       | $23356648.41       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $3739400.00        | $3638650.69        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2040-10-01      | 5.0000%  | 0.0000% | $3111384.00        | $3155073.34        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-03-01      | 2.5000%  | 0.0000% | $200000.00         | $129731.97         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 4.0000%  | 0.0000% | $521380.00         | $435980.93         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 6.5000%  | 0.0000% | $13207008.00       | $11007545.52       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-01      | 6.5000%  | 0.0000% | $2951656.00        | $2789712.90        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-12-01      | 6.5000%  | 0.0000% | $303252.00         | $144888.20         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-01-01      | 7.0000%  | 0.0000% | $1423246.00        | $775958.06         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-01      | 5.5000%  | 0.0000% | $300000.00         | $291363.20         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-09-01      | 5.5000%  | 0.0000% | $13380000.00       | $12187847.50       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-10-01      | 6.5000%  | 0.0000% | $45965000.00       | $37274481.73       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-08-01      | 4.0000%  | 0.0000% | $6834144.00        | $6229443.46        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-01      | 5.0000%  | 0.0000% | $27944320.00       | $26438315.54       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-09-01      | 3.5000%  | 0.0000% | $32964864.00       | $29119613.20       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-01      | 4.0000%  | 0.0000% | $15274848.00       | $14091738.21       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-01-01      | 4.5000%  | 0.0000% | $285000.00         | $265943.92         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-05-01      | 3.0000%  | 0.0000% | $17326464.00       | $15054156.76       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-06-01      | 3.0000%  | 0.0000% | $39734208.00       | $34530436.58       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-07-01      | 5.5000%  | 0.0000% | $500000.00         | $479743.34         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2054-07-01      | 6.0000%  | 0.0000% | $85749760.00       | $83473927.62       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-07-01      | 6.0000%  | 0.0000% | $44640256.00       | $44425870.14       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-05-01      | 5.0000%  | 0.0000% | $39756224.00       | $39358266.33       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-07-01      | 6.0000%  | 0.0000% | $2700000.00        | $2719122.63        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-09-01      | 5.5000%  | 0.0000% | $51008064.00       | $51759470.71       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2040-10-01      | 5.5000%  | 0.0000% | $18024416.00       | $18165782.23       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-07-01      | 6.5000%  | 0.0000% | $59290496.00       | $59475941.65       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 5.5000%  | 0.0000% | $38482752.00       | $39013074.45       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2052-06-01      | 2.0000%  | 0.0000% | $66396720.00       | $54670528.07       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2051-11-01      | 2.5000%  | 0.0000% | $27473920.00       | $23649110.75       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-12-01      | 4.5000%  | 0.0000% | $105717760.00      | $23745535.41       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-11-01      | 3.5000%  | 0.0000% | $4695000.00        | $1252962.77        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-02-01      | 2.0000%  | 0.0000% | $17994600.00       | $8558482.28        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-04-01      | 2.5000%  | 0.0000% | $628798.00         | $427819.68         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-11-01      | 5.2450%  | 0.0000% | $42012000.00       | $44730670.04       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-02-01      | 4.9200%  | 0.0000% | $2868000.00        | $2972725.02        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-09-01      | 4.0000%  | 0.0000% | $1487726.00        | $1076528.11        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-10-01      | 1.5000%  | 0.0000% | $52897.00          | $29946.15          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 3.5000%  | 0.0000% | $862888.00         | $579809.14         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-01      | 3.0000%  | 0.0000% | $21166.00          | $17646.88          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-07-01      | 5.5000%  | 0.0000% | $4938584.00        | $5021929.23        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 5.0000%  | 0.0000% | $2646976.00        | $2664835.53        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-09-01      | 6.5000%  | 0.0000% | $2803320.00        | $2919753.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 5.0000%  | 0.0000% | $4153640.00        | $4172809.05        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2040-12-01      | 6.0000%  | 0.0000% | $2437132.00        | $2538504.51        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-08-01      | 4.5000%  | 0.0000% | $5000000.00        | $3617361.95        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-01-01      | 6.0000%  | 0.0000% | $1004128.00        | $672534.15         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-01-01      | 5.5000%  | 0.0000% | $1123900.00        | $959899.26         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 5.0000%  | 0.0000% | $300000.00         | $265428.62         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-01      | 6.0000%  | 0.0000% | $1074496.00        | $954237.08         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2038-06-01      | 4.5000%  | 0.0000% | $71005.00          | $45900.01          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-08-01      | 5.5000%  | 0.0000% | $8967088.00        | $7671165.95        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-08-01      | 5.0000%  | 0.0000% | $11401200.00       | $9885187.80        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2029-04-01      | 5.1000%  | 0.0000% | $9250000.00        | $9436773.92        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2040-10-01      | 6.0000%  | 0.0000% | $781540.00         | $802589.41         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 6.5000%  | 0.0000% | $2021504.00        | $2111676.40        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 5.5000%  | 0.0000% | $6811744.00        | $6950775.24        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-10-01      | 6.0000%  | 0.0000% | $3454612.00        | $3585669.62        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 5.0000%  | 0.0000% | $1050332.00        | $1061256.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 5.5000%  | 0.0000% | $4769632.00        | $4894009.69        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 5.5000%  | 0.0000% | $1567590.00        | $1604679.18        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 5.5000%  | 0.0000% | $3121040.00        | $3185005.71        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 5.0000%  | 0.0000% | $14077872.00       | $14116698.77       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 7.0000%  | 0.0000% | $1627900.00        | $1737789.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2040-12-01      | 4.5000%  | 0.0000% | $1613266.00        | $1621830.83        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 5.5000%  | 0.0000% | $8687720.00        | $8839285.96        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 5.5000%  | 0.0000% | $21045664.00       | $21412826.65       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 6.0000%  | 0.0000% | $20961152.00       | $21561374.59       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 5.5000%  | 0.0000% | $48926400.00       | $49778453.26       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 7.0000%  | 0.0000% | $1482210.00        | $1567576.40        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-12-01      | 7.0000%  | 0.0000% | $1059440.00        | $1120714.83        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-08-01      | 3.0000%  | 0.0000% | $1301040.00        | $171615.09         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-02-01      | 3.5000%  | 0.0000% | $260000.00         | $106896.70         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2058-05-01      | 3.5000%  | 0.0000% | $1380000.00        | $466610.99         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2059-04-01      | 3.0000%  | 0.0000% | $5000000.00        | $1941823.12        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2061-07-01      | 2.5000%  | 0.0000% | $7000000.00        | $4216700.15        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2061-09-01      | 3.0000%  | 0.0000% | $1000000.00        | $656777.95         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-04-01      | 4.0800%  | 0.0000% | $3104976.00        | $2721722.60        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2052-01-01      | 2.5000%  | 0.0000% | $25995008.00       | $21741114.22       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-12-01      | 4.0000%  | 0.0000% | $115945.00         | $7795.08           | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-05-01      | 3.0000%  | 0.0000% | $1013000.00        | $109838.48         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2032-10-01      | 6.0000%  | 0.0000% | $14451408.00       | $281517.28         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-06-01      | 4.0000%  | 0.0000% | $10000000.00       | $1137753.12        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-10-01      | 3.0000%  | 0.0000% | $1303630.00        | $278811.39         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2030-07-01      | 4.2100%  | 0.0000% | $66200000.00       | $66366393.70       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-03-01      | 7.0000%  | 0.0000% | $4000000.00        | $955461.42         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2045-08-01      | 3.5000%  | 0.0000% | $42994.00          | $7417.35           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2026-12-01      | 2.6280%  | 0.0000% | $6600000.00        | $4223298.05        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2032-08-01      | 3.5500%  | 0.0000% | $302000.00         | $293411.27         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-06-01      | 3.0800%  | 0.0000% | $11620000.00       | $10893058.07       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2027-12-01      | 3.0100%  | 0.0000% | $7729760.00        | $7242677.75        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2044-08-01      | 3.5000%  | 0.0000% | $25192512.00       | $2291950.03        | Agency Mortgage-Backed Securities |

### Security 183: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 3.999900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_4.00_1201
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2030-11-15      | NA       | 0.0000% | $625800.00         | $523727.64         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.2500%  | 0.0000% | $388720000.00      | $392176341.91      | U.S. Treasuries (including strips) |

### Security 184: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.060000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_4.06_1218
- **C.18 - Value (incl. sponsor support):** $365000000.00
- **C.18.a - Value (excl. sponsor support):** $365000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-12-15      | 4.0000%  | 0.0000% | $362130700.00      | $372300082.02      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930PNJ004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 930PNJ004_4.08_1201
- **C.18 - Value (incl. sponsor support):** $3390000000.00
- **C.18.a - Value (excl. sponsor support):** $3390000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2026-07-15      | 0.1250%  | 0.0000% | $1516818000.00     | $2043935245.58     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-11-30      | 4.8750%  | 0.0000% | $30737100.00       | $31478128.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-15      | 3.8750%  | 0.0000% | $20368100.00       | $20595287.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $256148800.00      | $260879670.66      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-01-15      | 0.6250%  | 0.0000% | $805644800.00      | $1100911770.51     | U.S. Treasuries (including strips) |

### Security 186: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 930REQ004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930REQ004_4.08_1201
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2032-04-15      | 3.3750%  | 0.0000% | $105900.00         | $217206.14         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-01-15      | 1.7500%  | 0.0000% | $70091500.00       | $110482240.98      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2042-02-15      | 0.7500%  | 0.0000% | $21440700.00       | $24625221.28       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2043-02-15      | 0.6250%  | 0.0000% | $105737300.00      | $114234323.86      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2055-02-15      | 2.3750%  | 0.0000% | $71280200.00       | $72597793.49       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2048-02-15      | 1.0000%  | 0.0000% | $36164500.00       | $36047363.48       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2051-02-15      | 0.1250%  | 0.0000% | $495100.00         | $346771.54         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2052-02-15      | 0.1250%  | 0.0000% | $18372400.00       | $11790548.97       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2053-02-15      | 1.5000%  | 0.0000% | $138110000.00      | $122379123.52      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2045-02-15      | 0.7500%  | 0.0000% | $16821000.00       | $17452816.54       | U.S. Treasuries (including strips) |

### Security 187: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 3.829900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930RFC004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930RFC004_3.83_0319
- **C.18 - Value (incl. sponsor support):** $360000000.00
- **C.18.a - Value (excl. sponsor support):** $360000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| RESOLUTION FUNDING STRIP | 2027-10-15      | NA       | 0.0000% | $435000.00         | $404793.60         | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2036-04-01      | 5.8800%  | 0.0000% | $8538000.00        | $9743941.27        | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2030-05-01      | 7.1250%  | 0.0000% | $60000.00          | $68728.66          | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2065-09-15      | 4.2500%  | 0.0000% | $50000.00          | $42516.90          | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2027-02-01      | 2.8750%  | 0.0000% | $413000.00         | $413191.53         | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2031-09-15      | 1.5000%  | 0.0000% | $679000.00         | $601113.04         | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2028-03-15      | 3.8750%  | 0.0000% | $43063000.00       | $43683866.78       | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2055-02-01      | 5.2500%  | 0.0000% | $37000.00          | $38248.32          | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2030-08-01      | 3.8750%  | 0.0000% | $48383000.00       | $49420828.79       | Agency Mortgage-Backed Securities |
| TENN VAL AUTH CPN STRIP  | 2028-01-15      | NA       | 0.0000% | $2065000.00        | $1909800.80        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2026-05-26      | 0.8750%  | 0.0000% | $4600000.00        | $4534627.61        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2026-05-26      | 1.0100%  | 0.0000% | $6000000.00        | $5919600.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2026-07-22      | 4.1500%  | 0.0000% | $30000000.00       | $2511141.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2030-01-09      | 5.0000%  | 0.0000% | $850000.00         | $866163.22         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2032-09-02      | 4.8700%  | 0.0000% | $42750000.00       | $43329001.25       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2038-09-17      | 5.4500%  | 0.0000% | $72045000.00       | $73057204.23       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2027-09-29      | 4.1900%  | 0.0000% | $2800000.00        | $2820052.67        | Agency Mortgage-Backed Securities |
| RESOLUTION FUNDING STRIP | 2028-07-15      | NA       | 0.0000% | $48052000.00       | $43703245.95       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2027-06-24      | 3.8400%  | 0.0000% | $1000000.00        | $999131.00         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2027-06-25      | 3.8500%  | 0.0000% | $500000.00         | $500142.31         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2028-06-27      | 4.0000%  | 0.0000% | $4920000.00        | $4919890.67        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN BANK   | 2027-02-26      | 3.7500%  | 0.0000% | $15000000.00       | $14980965.00       | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2039-09-15      | 5.2500%  | 0.0000% | $12850000.00       | $13982108.56       | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2035-05-15      | 4.8750%  | 0.0000% | $46742000.00       | $48867191.25       | Agency Mortgage-Backed Securities |

### Security 188: Wells Fargo Tri Party Repo

- **C.1 - Title:** Wells Fargo Tri Party Repo 4.089900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 930RFC004, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: 930RFC004_4.09_1201
- **C.18 - Value (incl. sponsor support):** $860000000.00
- **C.18.a - Value (excl. sponsor support):** $860000000.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 2.2257%  | 0.0000% | $11966642.00       | $685944.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 3.5000%  | 0.0000% | $35989846.00       | $4629872.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-01-20      | 2.1511%  | 0.0000% | $26119996.00       | $1497924.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 2.1811%  | 0.0000% | $116851203.00      | $3982451.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | 1.3511%  | 0.0000% | $23635449.00       | $1420346.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-09-20      | 4.6989%  | 0.0000% | $85500000.00       | $47138923.31       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 4.9489%  | 0.0000% | $17371854.00       | $14717661.47       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 1.9011%  | 0.0000% | $50000000.00       | $1093385.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 1.9011%  | 0.0000% | $20835571.00       | $972317.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-07-20      | 1.9011%  | 0.0000% | $50000000.00       | $2372102.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 5.6989%  | 0.0000% | $50000000.00       | $29455247.31       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 5.5989%  | 0.0000% | $50000000.00       | $17710644.79       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 2.9011%  | 0.0000% | $78777378.00       | $5185491.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-04-20      | 3.0011%  | 0.0000% | $23993616.00       | $3871331.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 1.2011%  | 0.0000% | $70000000.00       | $3059517.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 2.1011%  | 0.0000% | $27284020.00       | $3620248.35        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 1.1511%  | 0.0000% | $70000000.00       | $3264739.49        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-07-20      | 2.2257%  | 0.0000% | $45451507.00       | $5771141.83        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 4.8989%  | 0.0000% | $70000000.00       | $33760567.84       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 5.7789%  | 0.0000% | $150000000.00      | $111386811.69      | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 1.3511%  | 0.0000% | $67000000.00       | $3328420.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 1.9081%  | 0.0000% | $120000000.00      | $6461669.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 2.4811%  | 0.0000% | $8249992.00        | $484958.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 5.4989%  | 0.0000% | $200000000.00      | $168946482.57      | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2038-09-01      | 6.5000%  | 0.0000% | $1487700.00        | $27793.68          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-05-01      | 3.0000%  | 0.0000% | $5071221.00        | $664227.38         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-02-01      | 6.0000%  | 0.0000% | $25508674.00       | $22449143.19       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-06-01      | 5.5000%  | 0.0000% | $41797219.00       | $26637891.80       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-10-01      | 4.0000%  | 0.0000% | $767998.00         | $643495.37         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-03-01      | 5.0000%  | 0.0000% | $52142722.00       | $41577684.92       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-02-01      | 6.0000%  | 0.0000% | $23000.00          | $14802.28          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-03-01      | 5.0000%  | 0.0000% | $25000.00          | $19726.47          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-01-01      | 5.0000%  | 0.0000% | $1635000.00        | $1466667.85        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-02-01      | 6.0000%  | 0.0000% | $19677693.00       | $16895699.48       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-02-01      | 4.5000%  | 0.0000% | $900000.00         | $736675.01         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-11-01      | 6.0000%  | 0.0000% | $3040000.00        | $2571115.67        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2034-08-01      | 3.5000%  | 0.0000% | $2601210.00        | $319421.74         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-11-01      | 2.0000%  | 0.0000% | $264987.00         | $154757.12         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-09-01      | 2.0000%  | 0.0000% | $1324966.00        | $831902.42         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-05-01      | 6.5000%  | 0.0000% | $1700000.00        | $1249977.31        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-04-01      | 5.0000%  | 0.0000% | $148173.00         | $133433.78         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2039-10-01      | 5.0000%  | 0.0000% | $2055001.00        | $1479366.05        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-08-01      | 6.0000%  | 0.0000% | $1132964.00        | $1166033.43        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-09-01      | 5.0000%  | 0.0000% | $1023568.00        | $1033549.39        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-04-01      | 6.5000%  | 0.0000% | $1263933.00        | $1326033.48        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-05-01      | 4.5000%  | 0.0000% | $2028888.00        | $1979905.90        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-06-01      | 6.5000%  | 0.0000% | $1739559.00        | $1371811.86        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-07-01      | 6.0000%  | 0.0000% | $2715766.00        | $2095904.97        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-08-01      | 6.0000%  | 0.0000% | $5617123.00        | $5760279.79        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $1325649.00        | $1381155.58        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 5.5000%  | 0.0000% | $1106704.00        | $1134069.16        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-10-01      | 3.0000%  | 0.0000% | $380002.00         | $332525.10         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-07-01      | 6.5000%  | 0.0000% | $132560412.00      | $129950706.72      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2050-11-01      | 6.0000%  | 0.0000% | $19324697.00       | $19916747.74       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-08-01      | 5.5000%  | 0.0000% | $65205550.00       | $61408210.67       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-15      | 11.2500% | 0.0000% | $5702176.00        | $5890470.40        | Agency Mortgage-Backed Securities |
| GINNIE MAE I POOL              | 2067-01-15      | 11.7000% | 0.0000% | $7837499.00        | $8172818.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-02-16      | 4.5000%  | 0.0000% | $50000000.00       | $4716123.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-05-16      | 1.9766%  | 0.0000% | $64800000.00       | $837132.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-16      | 0.4617%  | 0.0000% | $5625000.00        | $14665.81          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-16      | 2.9000%  | 0.0000% | $6245000.00        | $5511387.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-12-20      | 2.0757%  | 0.0000% | $50000000.00       | $296544.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-16      | 0.0813%  | 0.0000% | $16320000.00       | $9151.00           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-07-16      | 0.4963%  | 0.0000% | $38000000.00       | $148854.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-12-16      | 0.5738%  | 0.0000% | $45921373.00       | $636877.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-06-16      | 0.8822%  | 0.0000% | $11815000.00       | $156316.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-06-20      | 2.1257%  | 0.0000% | $10500000.00       | $269874.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-10-16      | 0.5678%  | 0.0000% | $2100000.00        | $29657.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-01-16      | 0.6001%  | 0.0000% | $76882202.00       | $678978.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-06-16      | 0.4263%  | 0.0000% | $96712447.00       | $431408.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-04-16      | 0.5966%  | 0.0000% | $55000000.00       | $1588141.35        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-12-16      | 0.5834%  | 0.0000% | $14773000.00       | $496613.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-05-16      | 1.6148%  | 0.0000% | $3000000.00        | $278252.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-04-16      | 0.7220%  | 0.0000% | $2886000.00        | $124409.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-12-16      | 1.0336%  | 0.0000% | $2548000.00        | $148379.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-06-16      | 1.1128%  | 0.0000% | $6200000.00        | $468083.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-03-16      | 2.5000%  | 0.0000% | $7000000.00        | $5775783.92        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2057-12-16      | 3.2500%  | 0.0000% | $15000000.00       | $12480198.73       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-09-16      | 0.7192%  | 0.0000% | $202239194.00      | $12398682.46       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-03-16      | 4.0000%  | 0.0000% | $10000000.00       | $9196126.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-08-16      | 0.5754%  | 0.0000% | $101290563.00      | $6547673.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-02-16      | 5.0017%  | 0.0000% | $5000000.00        | $4997688.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 1.2011%  | 0.0000% | $11855750.00       | $468463.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-07-20      | 2.0257%  | 0.0000% | $41018105.00       | $1350926.69        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 1.9757%  | 0.0000% | $5389125.00        | $195184.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-20      | 2.1757%  | 0.0000% | $25278374.00       | $2029598.25        | Agency Mortgage-Backed Securities |

### Security 189: MUFG Securities Repo

- **C.1 - Title:** MUFG Securities Repo 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 931NXA006, C.3 - LEI: N/A, C.5 - Other ID: 931NXA006_4.08_1201
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-10-15      | 3.5000%  | 0.0000% | $367521400.00      | $369248573.89      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 3.5000%  | 0.0000% | $1860900.00        | $1865719.72        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-11-15      | 4.0000%  | 0.0000% | $447900.00         | $448543.39         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 1.2500%  | 0.0000% | $249999900.00      | $237551705.25      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 1.3750%  | 0.0000% | $105349900.00      | $99313789.08       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-15      | 4.0000%  | 0.0000% | $3999900.00        | $4070279.05        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $23239900.00       | $23798267.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-06-30      | 3.8750%  | 0.0000% | $249998900.00      | $257157496.22      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $350627900.00      | $356962188.34      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-08-15      | 4.2500%  | 0.0000% | $935900.00         | $966990.70         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 3.5000%  | 0.0000% | $177310900.00      | $178289093.55      | U.S. Treasuries (including strips) |

### Security 190: Prudential Legacy Insurance Company of New Jersey Repo

- **C.1 - Title:** Prudential Legacy Insurance Company of New Jersey Repo 4.089900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 932HJC000, C.3 - LEI: 5493005NCNV4ZW27HH91, C.5 - Other ID: 932HJC000_4.09_1201
- **C.18 - Value (incl. sponsor support):** $122677500.00
- **C.18.a - Value (excl. sponsor support):** $122677500.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS          | 2040-02-15      | NA       | 0.0000% | $20000000.00       | $10485140.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-05-15      | 2.8750%  | 0.0000% | $50000000.00       | $39856310.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $50850915.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-05-15      | 4.6250%  | 0.0000% | $24000000.00       | $23949861.88       | U.S. Treasuries (including strips) |

### Security 191: Fixed Income Clearing Corp. Tri Party Repo - BNYM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 4.089900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932KXR004, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 932KXR004_4.09_1201
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae       | 2050-06-01      | 2.5000%  | 0.0000% | $7803850.00        | $3180893.72        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-11-01      | 3.5000%  | 0.0000% | $200125184.00      | $29616992.13       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-07-01      | 3.5000%  | 0.0000% | $199834112.00      | $21000152.04       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-05-01      | 3.5000%  | 0.0000% | $200247200.00      | $22623313.57       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-08-01      | 3.5000%  | 0.0000% | $137080508.00      | $31472898.04       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-05-01      | 3.5000%  | 0.0000% | $48417792.00       | $23402117.42       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-06-01      | 2.5000%  | 0.0000% | $199189760.00      | $85580229.12       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-07-01      | 2.5000%  | 0.0000% | $251938048.00      | $91127814.93       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-08-01      | 2.5000%  | 0.0000% | $190742813.00      | $92290572.51       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-09-01      | 2.5000%  | 0.0000% | $55395990.00       | $26464176.86       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-09-01      | 2.5000%  | 0.0000% | $172050200.00      | $77464701.46       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $559.45            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-12-01      | 2.0000%  | 0.0000% | $149964973.00      | $94428582.87       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-10-01      | 2.5000%  | 0.0000% | $61049344.00       | $25647127.15       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-10-01      | 2.5000%  | 0.0000% | $4394460.00        | $2107658.26        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-10-01      | 2.5000%  | 0.0000% | $213963.00         | $110464.39         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-10-01      | 2.5000%  | 0.0000% | $102266007.00      | $53757737.84       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $541.79            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 6.0000%  | 0.0000% | $1008.00           | $894.82            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-11-01      | 5.5000%  | 0.0000% | $1024.00           | $950.63            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 4.5000%  | 0.0000% | $55190.00          | $53661.00          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-07-01      | 6.5000%  | 0.0000% | $989840.00         | $1040287.26        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 6.0000%  | 0.0000% | $1384608.00        | $1353720.07        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.93           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $21431200.00       | $21432846.87       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.51           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-09-01      | 6.5000%  | 0.0000% | $1371000.00        | $1435451.96        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.36           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-11-01      | 6.0000%  | 0.0000% | $1518959.00        | $1564600.68        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.19           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1028.06           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-10-01      | 6.0000%  | 0.0000% | $1510350.00        | $999996.85         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.61           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-09-01      | 6.5000%  | 0.0000% | $1173975.00        | $1044361.35        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.97           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1037.73           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.90           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-11-01      | 5.0000%  | 0.0000% | $1827083.00        | $1836192.84        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-12-01      | 6.5000%  | 0.0000% | $1208496.00        | $1264943.64        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2064-06-01      | 4.5000%  | 0.0000% | $1008.00           | $956.79            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2059-04-01      | 3.0000%  | 0.0000% | $1024.00           | $397.69            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-05-01      | 2.5000%  | 0.0000% | $1008.00           | $416.82            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2048-11-01      | 4.5000%  | 0.0000% | $2400000.00        | $839997.80         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $792.44            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 4.5000%  | 0.0000% | $998900.00         | $713247.76         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-06-01      | 4.5000%  | 0.0000% | $1179050.00        | $703891.04         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-07-01      | 4.5000%  | 0.0000% | $35884120.00       | $28229145.07       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-08-01      | 6.0000%  | 0.0000% | $518055.00         | $229590.70         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 4.5000%  | 0.0000% | $1024.00           | $771.03            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 5.0000%  | 0.0000% | $1819550.00        | $1066153.16        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 5.0000%  | 0.0000% | $23004.00          | $16444.09          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 5.0000%  | 0.0000% | $1023750.00        | $592664.75         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2047-02-01      | 3.5000%  | 0.0000% | $2343000.00        | $403723.28         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2035-11-01      | 5.5000%  | 0.0000% | $1384494.00        | $126496.77         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-04-01      | 5.0000%  | 0.0000% | $334061.00         | $308647.70         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-04-01      | 6.0000%  | 0.0000% | $1122461.00        | $1077994.29        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-04-01      | 5.0000%  | 0.0000% | $26206520.00       | $25876571.96       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-08-01      | 6.5000%  | 0.0000% | $27709891.00       | $27848796.79       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-09-01      | 5.5000%  | 0.0000% | $19133011.00       | $19528384.43       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-07-01      | 6.5000%  | 0.0000% | $1024.00           | $884.89            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-08-01      | 6.0000%  | 0.0000% | $99998000.00       | $81373677.09       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $999.23            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-03-01      | 5.0000%  | 0.0000% | $1024.00           | $986.14            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-06-01      | 4.0000%  | 0.0000% | $1024.00           | $957.10            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $434.35            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $534.93            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2029-01-01      | 3.5000%  | 0.0000% | $1002.00           | $45.16             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-09-01      | 2.5000%  | 0.0000% | $67885112.00       | $34658025.99       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-09-01      | 2.0000%  | 0.0000% | $2310565.00        | $1222627.82        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-09-01      | 2.5000%  | 0.0000% | $114371584.00      | $50055581.06       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-02-01      | 4.0000%  | 0.0000% | $8000.00           | $6684.30           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-09-01      | 6.0000%  | 0.0000% | $48446.00          | $45156.87          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2042-10-01      | 4.5000%  | 0.0000% | $1000.00           | $732.07            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B  | 2026-06-15      | 4.1250%  | 0.0000% | $5252400.00        | $5362064.95        | U.S. Treasuries (including strips) |
| FANNIE MAE POOL  | 2055-12-01      | 5.5000%  | 0.0000% | $2926764.00        | $2991580.12        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2031-12-01      | 4.5000%  | 0.0000% | $3078.00           | $89.34             | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2036-09-01      | 5.5000%  | 0.0000% | $14996.00          | $159.19            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2033-03-01      | 6.0000%  | 0.0000% | $1000.00           | $4.62              | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2035-01-01      | 5.0000%  | 0.0000% | $13479.00          | $480.98            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2034-11-01      | 6.0000%  | 0.0000% | $2232.00           | $29.39             | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-01-01      | 5.4400%  | 0.0000% | $6014.00           | $152.39            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2035-05-01      | 5.0000%  | 0.0000% | $98454.00          | $1123.36           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2031-09-01      | 5.5000%  | 0.0000% | $34308.00          | $100.50            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2036-04-01      | 5.0000%  | 0.0000% | $2096.00           | $126.01            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-11-01      | 2.0000%  | 0.0000% | $661428.00         | $368087.54         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2031-10-01      | 2.5000%  | 0.0000% | $4646.00           | $612.05            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2044-12-01      | 4.0000%  | 0.0000% | $4033.00           | $303.17            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2047-02-01      | 3.0000%  | 0.0000% | $3409.00           | $712.73            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2032-09-01      | 3.0000%  | 0.0000% | $1000.00           | $90.12             | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2036-11-01      | 2.5000%  | 0.0000% | $1497000.00        | $268793.34         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2041-03-01      | 4.5000%  | 0.0000% | $7819.00           | $992.00            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2046-12-01      | 3.0000%  | 0.0000% | $1606.00           | $288.77            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2030-02-01      | 3.5000%  | 0.0000% | $1000.00           | $51.24             | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-11-01      | 3.5000%  | 0.0000% | $403000.00         | $349520.67         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-06-01      | 3.5000%  | 0.0000% | $11000.00          | $9436.94           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-10-01      | 3.5000%  | 0.0000% | $12000.00          | $9284.48           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-12-01      | 4.5000%  | 0.0000% | $10000.00          | $9369.58           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-10-01      | 4.5000%  | 0.0000% | $1339425.00        | $1319547.73        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-09-01      | 3.5000%  | 0.0000% | $3044745.00        | $731489.51         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-11-01      | 2.0000%  | 0.0000% | $82865772.00       | $46115160.12       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2050-11-01      | 2.0000%  | 0.0000% | $99683840.00       | $52859436.65       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-04-01      | 2.5000%  | 0.0000% | $1008.00           | $702.93            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $774.47            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 5.5000%  | 0.0000% | $95738200.00       | $83388008.92       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $785.96            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 5.5000%  | 0.0000% | $839000.00         | $596774.45         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-01-01      | 6.0000%  | 0.0000% | $29677889.00       | $22245509.58       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-02-01      | 6.0000%  | 0.0000% | $43719840.00       | $32436328.86       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $749.85            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-09-01      | 6.0000%  | 0.0000% | $32504470.00       | $25458634.56       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-06-01      | 5.5000%  | 0.0000% | $100152064.00      | $84260863.86       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 6.5000%  | 0.0000% | $29529260.00       | $21833158.48       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $838.54            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $833.33            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-11-01      | 6.5000%  | 0.0000% | $74814945.00       | $57053554.24       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-10-01      | 5.5000%  | 0.0000% | $1040.00           | $923.32            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-05-01      | 5.5000%  | 0.0000% | $91717759.00       | $83846515.00       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-06-01      | 6.0000%  | 0.0000% | $59522335.00       | $53680299.40       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-07-01      | 5.5000%  | 0.0000% | $1008.00           | $924.34            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-07-01      | 6.5000%  | 0.0000% | $35794245.00       | $30912449.66       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2055-01-01      | 6.0000%  | 0.0000% | $37720384.00       | $32956371.71       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2054-11-01      | 4.5000%  | 0.0000% | $1008.00           | $950.64            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-01-01      | 5.0000%  | 0.0000% | $1024.00           | $976.18            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-07-01      | 5.5000%  | 0.0000% | $20827313.00       | $21048302.98       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.46           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2049-06-01      | 3.5000%  | 0.0000% | $1024.00           | $707.58            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-12-01      | 6.0000%  | 0.0000% | $1024.00           | $883.40            | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL  | 2054-01-01      | 5.5000%  | 0.0000% | $70126464.00       | $66771399.18       | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1020.88           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2037-08-01      | 6.5000%  | 0.0000% | $1087.00           | $2.65              | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2039-07-01      | 6.5000%  | 0.0000% | $55767999.00       | $1040184.92        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $145.54            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 5.0000%  | 0.0000% | $1022340.00        | $983307.01         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 5.0000%  | 0.0000% | $1018806.00        | $448841.48         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $726.54            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-10-01      | 5.5000%  | 0.0000% | $1213062.00        | $736945.54         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-01-01      | 5.5000%  | 0.0000% | $450600.00         | $401904.31         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2052-12-01      | 5.5000%  | 0.0000% | $1050270.00        | $787231.36         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-01-01      | 6.0000%  | 0.0000% | $1146748.00        | $527038.84         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2038-03-01      | 4.5000%  | 0.0000% | $1000.00           | $486.58            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $708.72            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-05-01      | 4.5000%  | 0.0000% | $3072428.00        | $2074309.97        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-06-01      | 6.5000%  | 0.0000% | $18001.00          | $14785.70          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 6.5000%  | 0.0000% | $1000.00           | $937.89            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $886.70            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $821.50            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-07-01      | 6.0000%  | 0.0000% | $1120500.00        | $344693.15         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-06-01      | 6.5000%  | 0.0000% | $19001.00          | $13870.93          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-06-01      | 6.5000%  | 0.0000% | $1022532.00        | $573185.20         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2037-07-01      | 3.0000%  | 0.0000% | $14000.00          | $8374.73           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $840.99            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-04-01      | 6.0000%  | 0.0000% | $37544880.00       | $26805515.01       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-08-01      | 5.5000%  | 0.0000% | $37186000.00       | $32340354.05       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-11-01      | 6.5000%  | 0.0000% | $91161173.00       | $69514042.74       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $771.08            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2052-12-01      | 6.0000%  | 0.0000% | $40978000.00       | $30960836.10       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-10-01      | 5.5000%  | 0.0000% | $24518912.00       | $22457113.04       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-12-01      | 2.0000%  | 0.0000% | $30637508.00       | $19388020.69       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2053-05-01      | 5.5000%  | 0.0000% | $39098145.00       | $32605486.12       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2053-08-01      | 6.5000%  | 0.0000% | $1008.00           | $707.10            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2045-11-01      | 5.0000%  | 0.0000% | $76569784.00       | $77395206.27       | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2051-05-01      | 3.0000%  | 0.0000% | $1008.00           | $890.71            | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-05-01      | 6.0000%  | 0.0000% | $1515266.00        | $1427617.38        | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-07-01      | 7.0000%  | 0.0000% | $1035923.00        | $985899.90         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2040-09-01      | 5.5000%  | 0.0000% | $1527440.00        | $1557160.83        | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2032-07-01      | 7.0000%  | 0.0000% | $34041457.00       | $42486.05          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2044-05-01      | 4.0000%  | 0.0000% | $1000.00           | $160.04            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2043-03-01      | 3.0000%  | 0.0000% | $1009940.00        | $217768.22         | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2044-05-01      | 4.0000%  | 0.0000% | $1024.00           | $96.09             | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2046-10-01      | 3.0000%  | 0.0000% | $1023.00           | $271.74            | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2031-11-01      | 2.5000%  | 0.0000% | $185817.00         | $24211.09          | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2053-08-01      | 6.5000%  | 0.0000% | $1013700.00        | $760031.52         | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $903.98            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-06-01      | 5.5000%  | 0.0000% | $1001.00           | $984.20            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.45           | Agency Mortgage-Backed Securities  |
| Freddie Mac      | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $1022.15           | Agency Mortgage-Backed Securities  |
| Fannie Mae       | 2029-05-01      | 4.9620%  | 0.0000% | $1357268.00        | $1405762.51        | Agency Mortgage-Backed Securities  |

### Security 192: J.P. Morgan Securities LLC Tri Party Repo

- **C.1 - Title:** J.P. Morgan Securities LLC Tri Party Repo 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 932KXR004, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: 932KXR004_4.20_0313
- **C.18 - Value (incl. sponsor support):** $3250000000.00
- **C.18.a - Value (excl. sponsor support):** $3250000000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-13
- **C.13 - Final Legal Maturity Date:** 2026-03-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIEMAE STRIP                | 2053-05-01      | 5.0000%  | 0.0000% | $12730816.00       | $2269308.52        | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2039-11-01      | 5.5000%  | 0.0000% | $2033252.00        | $232229.28         | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2054-11-01      | 6.5000%  | 0.0000% | $15033008.00       | $2350356.57        | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2039-11-01      | 4.5792%  | 0.0000% | $335553.00         | $30998.95          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2039-06-01      | 4.0000%  | 0.0000% | $7585928.00        | $749075.04         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2039-06-01      | 5.0000%  | 0.0000% | $7242008.00        | $694578.20         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2054-06-01      | 6.5000%  | 0.0000% | $71235800.00       | $7842977.87        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2054-06-01      | 5.7963%  | 0.0000% | $1936574.00        | $305723.37         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-07-15      | 6.0000%  | 0.0000% | $12085000.00       | $2495777.22        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-09-15      | 6.0000%  | 0.0000% | $13262000.00       | $658033.63         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-09-15      | 6.0000%  | 0.0000% | $14400000.00       | $1819754.35        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2036-11-15      | 5.7500%  | 0.0000% | $8261664.00        | $3197167.96        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-05-15      | 4.3588%  | 0.0000% | $12990240.00       | $51719.06          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-06-15      | 4.5965%  | 0.0000% | $25000000.00       | $232197.21         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-07-25      | 2.3637%  | 0.0000% | $330000000.00      | $980656.84         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2048-01-01      | 3.5000%  | 0.0000% | $12803504.00       | $148131.12         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2039-06-01      | 6.0000%  | 0.0000% | $14505904.00       | $212718.48         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-11-15      | 4.5000%  | 0.0000% | $17400000.00       | $1174331.82        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2051-03-01      | 2.0000%  | 0.0000% | $1650000.00        | $173793.95         | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2052-02-01      | 2.5000%  | 0.0000% | $134912.00         | $11872.48          | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2052-07-01      | 3.0000%  | 0.0000% | $117710.00         | $14613.87          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2033-05-01      | 2.5000%  | 0.0000% | $6554848.00        | $136012.49         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2033-06-01      | 3.5000%  | 0.0000% | $2623356.00        | $73307.89          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2054-05-25      | 6.5000%  | 0.0000% | $3222988.00        | $196725.53         | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2054-03-25      | 7.0000%  | 0.0000% | $1753958.00        | $88442.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-05-20      | 3.5000%  | 0.0000% | $3434000.00        | $1225836.76        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-12-01      | 6.5000%  | 0.0000% | $1315738.00        | $1385633.37        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-01-01      | 5.5000%  | 0.0000% | $1776176.00        | $1794190.32        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-05-01      | 7.0000%  | 0.0000% | $1665464.00        | $1755985.55        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-08-01      | 6.0000%  | 0.0000% | $9244272.00        | $9465397.64        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-09-01      | 7.0000%  | 0.0000% | $4141264.00        | $4200125.04        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $15553888.00       | $15833243.50       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-11-01      | 5.5000%  | 0.0000% | $12116000.00       | $12432668.91       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $15331712.00       | $15779111.20       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-11-01      | 5.0000%  | 0.0000% | $8227776.00        | $8334698.81        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-11-01      | 4.5000%  | 0.0000% | $13928496.00       | $13723850.03       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-11-01      | 5.5000%  | 0.0000% | $3958264.00        | $4065374.62        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-07-01      | 6.0000%  | 0.0000% | $182546688.00      | $170499310.48      | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $63212672.00       | $64595991.05       | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2053-01-25      | 5.0000%  | 0.0000% | $2500000.00        | $405952.72         | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2039-02-25      | 6.5000%  | 0.0000% | $1019396.00        | $66835.73          | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2044-03-25      | 6.0000%  | 0.0000% | $434614.00         | $46523.33          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2044-04-25      | 6.5000%  | 0.0000% | $698354.00         | $59406.56          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2042-01-25      | 2.5000%  | 0.0000% | $1087486.00        | $99678.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-16      | 0.6937%  | 0.0000% | $6855000.00        | $28345.44          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-09-16      | 4.3734%  | 0.0000% | $65000000.00       | $8100386.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-08-16      | 4.4734%  | 0.0000% | $35000000.00       | $2479673.53        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2054-01-25      | 7.5000%  | 0.0000% | $717305.00         | $26020.77          | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2037-11-25      | 2.5000%  | 0.0000% | $2574304.00        | $141710.85         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2054-04-25      | 7.0000%  | 0.0000% | $42897472.00       | $4470326.57        | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2054-03-25      | 7.5000%  | 0.0000% | $15874768.00       | $1593335.03        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2054-04-25      | 5.5000%  | 0.0000% | $4896104.00        | $520032.70         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2039-04-25      | 4.5000%  | 0.0000% | $10600560.00       | $874596.30         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2039-04-25      | 5.0000%  | 0.0000% | $10467216.00       | $861537.58         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2039-04-25      | 5.5000%  | 0.0000% | $8567232.00        | $709439.22         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-12-01      | 6.5000%  | 0.0000% | $2156324.00        | $1189665.10        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-08-01      | 4.0000%  | 0.0000% | $6611688.00        | $6202956.78        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-08-01      | 6.0000%  | 0.0000% | $190149888.00      | $190744913.05      | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-10-01      | 6.5000%  | 0.0000% | $914427.00         | $917792.29         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-11-01      | 4.0000%  | 0.0000% | $575348.00         | $569553.67         | Agency Mortgage-Backed Securities |
| MULTIFAMILY STRUCTURED CREDIT  | 2051-01-25      | 7.8218%  | 0.0000% | $13340000.00       | $13786113.83       | Agency Mortgage-Backed Securities |
| MULTIFAMILY STRUCTURED CREDIT  | 2041-07-25      | 9.5718%  | 0.0000% | $882000.00         | $882701.76         | Agency Mortgage-Backed Securities |
| FREDDIE MAC - SCRT             | 2056-01-25      | 3.0000%  | 0.0000% | $6000000.00        | $4887882.00        | Agency Mortgage-Backed Securities |
| FREDDIE MAC - SLST             | 2060-09-27      | 4.7500%  | 0.0000% | $3000000.00        | $1014174.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-08-20      | 5.0000%  | 0.0000% | $9501056.00        | $1473031.76        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-11-16      | 5.5000%  | 0.0000% | $25374000.00       | $3216523.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-04-20      | 4.1743%  | 0.0000% | $351272953.00      | $8446.17           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-07-20      | 4.4243%  | 0.0000% | $118646144.00      | $5197738.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-07-20      | 3.0000%  | 0.0000% | $15000000.00       | $1785487.52        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2055-03-01      | 1.2782%  | 0.0000% | $2000000.00        | $70016.56          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2055-03-01      | 1.1282%  | 0.0000% | $2450000.00        | $79901.33          | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2040-05-01      | 4.0000%  | 0.0000% | $24623520.00       | $3034714.89        | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2040-05-01      | 4.5000%  | 0.0000% | $20614016.00       | $2234282.84        | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2040-05-01      | 5.0000%  | 0.0000% | $33432000.00       | $3060240.86        | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2040-05-01      | 6.0000%  | 0.0000% | $6114400.00        | $549060.95         | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2055-05-01      | 6.5000%  | 0.0000% | $37326976.00       | $4839623.07        | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2055-05-01      | 7.0000%  | 0.0000% | $9131600.00        | $1111073.02        | Agency Mortgage-Backed Securities |
| FANNIE MAE INTEREST STRIP      | 2055-05-01      | 4.5000%  | 0.0000% | $90006784.00       | $19359316.95       | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2055-05-01      | 5.0000%  | 0.0000% | $50000000.00       | $10131866.05       | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2055-05-01      | 5.5000%  | 0.0000% | $150000000.00      | $24387050.03       | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-12-01      | 6.0000%  | 0.0000% | $4281980.00        | $4357207.42        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2053-04-01      | 5.0000%  | 0.0000% | $18591264.00       | $2841433.27        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2049-08-01      | 5.0000%  | 0.0000% | $1946256.00        | $145973.83         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2052-06-01      | 2.5000%  | 0.0000% | $26262240.00       | $2930424.65        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2053-05-01      | 4.5000%  | 0.0000% | $6171088.00        | $973853.40         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2052-04-01      | 2.0000%  | 0.0000% | $6087336.00        | $612388.92         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2052-05-01      | 2.5000%  | 0.0000% | $3610372.00        | $353701.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 2.0000%  | 0.0000% | $6794632.00        | $3786349.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 2.2257%  | 0.0000% | $74307200.00       | $5083562.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 0.0300%  | 0.0000% | $77742080.00       | $39033.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-10-20      | 5.1989%  | 0.0000% | $78000000.00       | $77626353.88       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 4.0000%  | 0.0000% | $5537032.00        | $4723787.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $250000000.00      | $286041.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-12-20      | 5.0989%  | 0.0000% | $100000000.00      | $36545314.13       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 5.0000%  | 0.0000% | $6000000.00        | $2251552.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 0.0700%  | 0.0000% | $147321344.00      | $155417.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 5.0989%  | 0.0000% | $100000000.00      | $40462596.56       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-03-20      | 5.5000%  | 0.0000% | $3608876.00        | $1393544.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 5.9989%  | 0.0000% | $200000000.00      | $70940643.80       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 5.7989%  | 0.0000% | $100000000.00      | $99429530.29       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 0.1000%  | 0.0000% | $50000000.00       | $69165.74          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 1.7511%  | 0.0000% | $58519104.00       | $3006427.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 4.0000%  | 0.0000% | $150000000.00      | $33433863.71       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 1.8692%  | 0.0000% | $48699008.00       | $3307022.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-10-20      | 5.2545%  | 0.0000% | $35965440.00       | $36277895.83       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2065-11-20      | 1.8523%  | 0.0000% | $31766848.00       | $975706.66         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 4.9838%  | 0.0000% | $286035968.00      | $287413948.82      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 5.5000%  | 0.0000% | $4054664.00        | $4198604.57        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-02-20      | 2.9011%  | 0.0000% | $32781440.00       | $1000160.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 0.2500%  | 0.0000% | $100000000.00      | $69427304.19       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 5.0989%  | 0.0000% | $30000000.00       | $24743211.26       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 5.2989%  | 0.0000% | $30000000.00       | $21350734.00       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 5.2489%  | 0.0000% | $50000000.00       | $44824819.32       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2064-08-20      | 1.0511%  | 0.0000% | $75000000.00       | $880312.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 5.2689%  | 0.0000% | $28142000.00       | $24952481.71       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 5.3489%  | 0.0000% | $30000000.00       | $29166894.44       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-08-20      | 4.0000%  | 0.0000% | $700000.00         | $623665.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-03-16      | 5.5000%  | 0.0000% | $34904000.00       | $273116.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-01-20      | 3.5000%  | 0.0000% | $2922000.00        | $1360497.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-10-16      | 2.6000%  | 0.0000% | $2000000.00        | $441915.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-05-20      | 4.5000%  | 0.0000% | $17715744.00       | $485916.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-10-16      | 0.6386%  | 0.0000% | $88723072.00       | $1191363.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-12-16      | 0.6253%  | 0.0000% | $65773696.00       | $383892.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-05-16      | 0.8396%  | 0.0000% | $30490240.00       | $351661.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-10-20      | 4.3243%  | 0.0000% | $4000000.00        | $1185318.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-16      | 2.3500%  | 0.0000% | $53000.00          | $12407.41          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-04-16      | 2.6000%  | 0.0000% | $1538000.00        | $389261.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-12-16      | 0.6957%  | 0.0000% | $127549440.00      | $1566637.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-12-16      | 0.6439%  | 0.0000% | $100017664.00      | $1110344.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-08-16      | 3.0000%  | 0.0000% | $2000000.00        | $183696.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-12-16      | 0.5834%  | 0.0000% | $113438000.00      | $3813367.16        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-09-20      | 2.1257%  | 0.0000% | $10613104.00       | $178034.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-20      | 3.5000%  | 0.0000% | $15661680.00       | $38678.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-01-20      | 4.5000%  | 0.0000% | $100000000.00      | $13440692.53       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-16      | 2.5000%  | 0.0000% | $14676528.00       | $12857431.42       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-12-16      | 1.0548%  | 0.0000% | $50000000.00       | $3615798.15        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 5.8489%  | 0.0000% | $100000000.00      | $99529065.19       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 5.0000%  | 0.0000% | $8340080.00        | $8283910.86        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2044-04-25      | 5.0000%  | 0.0000% | $724211.00         | $81623.82          | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2044-04-25      | 5.5000%  | 0.0000% | $1354662.00        | $118465.41         | Agency Mortgage-Backed Securities |
| FREDDIE MAC STRIPS             | 2039-04-25      | 6.0000%  | 0.0000% | $8217792.00        | $626499.32         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2054-04-25      | 6.0000%  | 0.0000% | $3127064.00        | $326682.45         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-10-01      | 4.5000%  | 0.0000% | $1649788.00        | $1602204.37        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2045-11-01      | 5.5000%  | 0.0000% | $456000.00         | $466035.19         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2041-07-01      | 1.5000%  | 0.0000% | $1200000.00        | $724944.49         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-06-01      | 4.5000%  | 0.0000% | $3147504.00        | $3080352.16        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-05-01      | 5.5000%  | 0.0000% | $6445784.00        | $5797841.61        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-05-01      | 5.5000%  | 0.0000% | $2968216.00        | $2676330.60        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-06-01      | 6.0000%  | 0.0000% | $159389.00         | $127965.37         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-05-01      | 6.0000%  | 0.0000% | $1106662.00        | $941767.30         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-01-01      | 6.0000%  | 0.0000% | $999266.00         | $1000975.97        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-06-01      | 5.5000%  | 0.0000% | $1713050.00        | $1698905.13        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-08-01      | 6.0000%  | 0.0000% | $4261112.00        | $4327175.77        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-08-01      | 6.0000%  | 0.0000% | $1615102.00        | $1665459.20        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-08-01      | 5.5000%  | 0.0000% | $1717556.00        | $1693887.47        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-09-01      | 5.0000%  | 0.0000% | $2647572.00        | $2650552.99        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-09-01      | 5.0000%  | 0.0000% | $1876588.00        | $1891901.33        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-02-01      | 6.5000%  | 0.0000% | $10557472.00       | $5967934.66        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-03-01      | 6.5000%  | 0.0000% | $15550864.00       | $12406402.90       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-08-01      | 6.0000%  | 0.0000% | $3500000.00        | $2484166.12        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2044-03-15      | NA       | 0.0000% | $10000000.00       | $1041144.93        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-10-01      | 3.0000%  | 0.0000% | $1385024.00        | $1130702.87        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-05-01      | 2.5000%  | 0.0000% | $12955920.00       | $8708086.78        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $500000.00         | $404060.78         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 4.5000%  | 0.0000% | $712728.00         | $564296.37         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-12-01      | 5.0000%  | 0.0000% | $1100000.00        | $818149.09         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-05-01      | 6.0000%  | 0.0000% | $1021802.00        | $806958.05         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-06-01      | 5.5000%  | 0.0000% | $10160432.00       | $9258489.56        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-07-01      | 4.5000%  | 0.0000% | $1414412.00        | $1155696.01        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-08-01      | 6.0000%  | 0.0000% | $9840000.00        | $8957037.09        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-07-01      | 6.0000%  | 0.0000% | $281030.00         | $225297.15         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-08-01      | 6.0000%  | 0.0000% | $181364736.00      | $186524744.10      | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2052-08-25      | 0.1000%  | 0.0000% | $234310912.00      | $760573.22         | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2029-10-25      | 0.1000%  | 0.0000% | $255243008.00      | $858637.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-10-20      | 5.2989%  | 0.0000% | $100000000.00      | $86767633.91       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-12-20      | 5.2989%  | 0.0000% | $40000000.00       | $37956340.08       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 2.0000%  | 0.0000% | $12350000.00       | $10132291.20       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-02-20      | 0.1000%  | 0.0000% | $99999744.00       | $98782.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 5.7489%  | 0.0000% | $100000000.00      | $72377373.55       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-02-20      | 1.1511%  | 0.0000% | $75000000.00       | $1375362.98        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-02-20      | 5.0000%  | 0.0000% | $1500000.00        | $1466301.42        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 0.1000%  | 0.0000% | $5000000.00        | $6181.74           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 5.0000%  | 0.0000% | $9024000.00        | $6473754.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-09-20      | 3.5000%  | 0.0000% | $18987000.00       | $17937466.63       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.9489%  | 0.0000% | $20000000.00       | $19564415.69       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.3989%  | 0.0000% | $20000000.00       | $19403887.66       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.7989%  | 0.0000% | $20000000.00       | $19480176.31       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-04-20      | 5.1489%  | 0.0000% | $100000000.00      | $95986139.41       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-04-20      | 5.7989%  | 0.0000% | $100000000.00      | $97775568.70       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-06-20      | 5.5000%  | 0.0000% | $10673520.00       | $1398156.41        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 3.0162%  | 0.0000% | $15563024.00       | $1615321.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-07-20      | 3.5000%  | 0.0000% | $150000000.00      | $39069391.42       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-07-20      | 1.2500%  | 0.0000% | $24377440.00       | $10450337.82       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-04-20      | 0.1500%  | 0.0000% | $11690240.00       | $28857.33          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 1.0000%  | 0.0000% | $50000.00          | $19795.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-03-20      | 3.5000%  | 0.0000% | $16368380.00       | $36171.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 0.7500%  | 0.0000% | $10000000.00       | $2943549.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-11-20      | NA       | 0.0000% | $27994304.00       | $76773.17          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-03-20      | NA       | 0.0000% | $8519824.00        | $30036.58          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-01-25      | 3.0000%  | 0.0000% | $4824000.00        | $4168481.11        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2052-11-15      | 5.0000%  | 0.0000% | $73211648.00       | $12878547.82       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2049-01-01      | 5.0000%  | 0.0000% | $1745000.00        | $284993.73         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-04-01      | 6.0000%  | 0.0000% | $6251080.00        | $4961375.78        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-08-01      | 5.0000%  | 0.0000% | $3425000.00        | $3195200.75        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-09-01      | 4.5000%  | 0.0000% | $5721200.00        | $4971057.46        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-02-01      | 8.0000%  | 0.0000% | $9556240.00        | $4264962.56        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2027-12-25      | 6.0000%  | 0.0000% | $5010350.00        | $3118368.20        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2036-05-25      | 5.0000%  | 0.0000% | $11689856.00       | $11511535.68       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-09-25      | 5.2218%  | 0.0000% | $70000000.00       | $68356833.88       | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-09-25      | 1.0782%  | 0.0000% | $115000000.00      | $4456718.80        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2036-10-25      | 4.5000%  | 0.0000% | $2343450.00        | $2324826.11        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2030-09-25      | 4.7419%  | 0.0000% | $4000000.00        | $4004202.98        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-04-25      | 4.5000%  | 0.0000% | $160386000.00      | $160022404.94      | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-12-25      | 4.5000%  | 0.0000% | $39338560.00       | $37483825.57       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-12-25      | 1.4591%  | 0.0000% | $34898560.00       | $2070552.33        | Agency Mortgage-Backed Securities |
| FREDDIE MAC REMICS             | 2055-12-25      | 5.0857%  | 0.0000% | $95290400.00       | $96149424.45       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2055-12-25      | 1.9143%  | 0.0000% | $38724480.00       | $2546890.75        | Agency Mortgage-Backed Securities |
| FANNIEMAE WHOLE LOAN           | 2042-10-25      | 4.9500%  | 0.0000% | $14249936.00       | $746227.21         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-04-25      | 6.0000%  | 0.0000% | $28000000.00       | $856036.48         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-08-25      | 1.7693%  | 0.0000% | $4735000.00        | $143769.40         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-08-25      | 5.7274%  | 0.0000% | $9262430.00        | $326613.90         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-06-25      | 4.6863%  | 0.0000% | $24997888.00       | $21735.13          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-05-25      | 6.3315%  | 0.0000% | $51100000.00       | $676472.29         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-03-25      | 9.6549%  | 0.0000% | $1000000.00        | $988078.78         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-05-25      | NA       | 0.0000% | $12500000.00       | $29868.04          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-08-25      | 2.0000%  | 0.0000% | $1960000.00        | $1134892.92        | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2031-07-25      | 1.6090%  | 0.0000% | $12000000.00       | $10549497.00       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-11-25      | 1.5000%  | 0.0000% | $17632380.00       | $9119242.92        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-03-25      | 0.0500%  | 0.0000% | $74997760.00       | $60002.37          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-06-25      | 1.8282%  | 0.0000% | $60000000.00       | $1632231.89        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-08-01      | 5.5000%  | 0.0000% | $4904944.00        | $4869006.46        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2054-08-01      | 5.5000%  | 0.0000% | $2413032.00        | $2238845.92        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-02-25      | 6.0000%  | 0.0000% | $4192000.00        | $966102.45         | Agency Mortgage-Backed Securities |
| FHLMC STRUCTURED PASS THROUGH  | 2044-03-25      | 6.5000%  | 0.0000% | $14249936.00       | $736343.36         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2034-04-01      | 3.5000%  | 0.0000% | $37744640.00       | $342779.38         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2043-02-01      | 4.0000%  | 0.0000% | $27689856.00       | $362370.70         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2032-04-01      | 3.5000%  | 0.0000% | $32097152.00       | $86017.89          | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2042-08-01      | 3.0000%  | 0.0000% | $35844864.00       | $2927638.33        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2042-07-01      | 3.5000%  | 0.0000% | $50402752.00       | $677458.85         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2036-12-25      | 14.9454% | 0.0000% | $10000000.00       | $1054405.32        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-02-25      | NA       | 0.0000% | $3424936.00        | $60912.47          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2037-02-25      | 5.5000%  | 0.0000% | $2808000.00        | $511494.69         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2039-07-25      | 5.0000%  | 0.0000% | $597000.00         | $613205.56         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-25      | 5.0000%  | 0.0000% | $39292160.00       | $36871822.29       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-10-25      | 3.5000%  | 0.0000% | $2590736.00        | $2308128.26        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-25      | 5.0000%  | 0.0000% | $46404000.00       | $43778101.27       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2051-03-25      | 4.5000%  | 0.0000% | $3613600.00        | $3312828.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2052-03-25      | 5.0000%  | 0.0000% | $82725248.00       | $67587012.07       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-09-25      | 0.0500%  | 0.0000% | $30000000.00       | $53371.47          | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-12-25      | 0.7282%  | 0.0000% | $50000000.00       | $1742034.17        | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2036-07-01      | 6.5000%  | 0.0000% | $148754432.00      | $170684.83         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2038-10-25      | 6.0000%  | 0.0000% | $173948415.00      | $234085.08         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2038-03-25      | 6.0000%  | 0.0000% | $165686784.00      | $172222.20         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2038-08-01      | 6.0000%  | 0.0000% | $248662528.00      | $296309.82         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2039-11-01      | 4.5000%  | 0.0000% | $65549952.00       | $177307.69         | Agency Mortgage-Backed Securities |
| FANNIEMAE STRIP                | 2040-05-01      | NA       | 0.0000% | $36033280.00       | $782255.36         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-11-15      | 1.3540%  | 0.0000% | $339341.00         | $26310.36          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-02-15      | 4.0000%  | 0.0000% | $9937152.00        | $1188972.27        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-04-15      | 3.5000%  | 0.0000% | $15000000.00       | $10645262.44       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-05-15      | 4.0000%  | 0.0000% | $7064000.00        | $6737240.55        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-06-15      | NA       | 0.0000% | $12660592.00       | $2124845.49        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-09-15      | 0.1011%  | 0.0000% | $1934900.00        | $218328.45         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-01-15      | 5.0000%  | 0.0000% | $3403780.00        | $40936.75          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2033-01-15      | 0.2724%  | 0.0000% | $10000000.00       | $1581661.66        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-12-15      | 3.0000%  | 0.0000% | $57660000.00       | $5293788.24        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-10-15      | 2.2500%  | 0.0000% | $73921000.00       | $1335724.96        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2043-12-15      | 3.0000%  | 0.0000% | $250000.00         | $25982.49          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2040-12-15      | NA       | 0.0000% | $9503232.00        | $562628.61         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2044-09-15      | 2.5000%  | 0.0000% | $28287000.00       | $1824824.82        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-08-15      | 3.0000%  | 0.0000% | $1800000.00        | $242743.34         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2042-10-15      | NA       | 0.0000% | $753845.00         | $212988.39         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2047-03-15      | 3.5000%  | 0.0000% | $2300000.00        | $220237.60         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2034-01-25      | 3.7940%  | 0.0000% | $2680000.00        | $2605904.70        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-05-25      | 3.5000%  | 0.0000% | $4905000.00        | $3176509.21        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-12-25      | 1.7500%  | 0.0000% | $29743296.00       | $3296330.09        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-01-25      | 2.5000%  | 0.0000% | $1837000.00        | $1536204.11        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-04-25      | 5.0000%  | 0.0000% | $2000000.00        | $276435.89         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2042-09-25      | 2.7500%  | 0.0000% | $1040000.00        | $72310.93          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2046-07-25      | 4.0000%  | 0.0000% | $9366670.00        | $30320.16          | Agency Mortgage-Backed Securities |
| FANNIEMAE-ACES                 | 2027-05-25      | 0.1946%  | 0.0000% | $484999168.00      | $305955.12         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-05-25      | 3.5000%  | 0.0000% | $3801000.00        | $1125707.84        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-12-01      | 5.0000%  | 0.0000% | $12903056.00       | $12652231.21       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-04-16      | 0.5720%  | 0.0000% | $144572416.00      | $12086.92          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2064-10-20      | 0.6511%  | 0.0000% | $149632000.00      | $2448423.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-03-20      | 0.0300%  | 0.0000% | $27295744.00       | $7708.08           | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-11-25      | 7.2549%  | 0.0000% | $2235324.00        | $301572.04         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-10-01      | 3.0000%  | 0.0000% | $60529856.00       | $38920796.70       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2039-10-01      | 4.5000%  | 0.0000% | $241000.00         | $189746.41         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-06-01      | 3.5000%  | 0.0000% | $152000.00         | $110629.37         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-01-01      | 6.5000%  | 0.0000% | $3000000.00        | $1911756.72        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2053-08-01      | 4.5000%  | 0.0000% | $15417200.00       | $11899940.49       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-10-25      | 2.5000%  | 0.0000% | $31544440.00       | $6912469.05        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2049-12-25      | 1.9137%  | 0.0000% | $54672000.00       | $1882077.91        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-09-25      | 4.7718%  | 0.0000% | $30961664.00       | $21239300.57       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-11-25      | NA       | 0.0000% | $1903582.00        | $1109308.50        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2035-04-25      | 5.5000%  | 0.0000% | $11730000.00       | $10571321.04       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-10-25      | 4.9718%  | 0.0000% | $38831552.00       | $35300732.60       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-12-25      | 5.5000%  | 0.0000% | $300000.00         | $207784.38         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-25      | 5.3718%  | 0.0000% | $25000000.00       | $16317813.55       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2044-07-25      | 6.5000%  | 0.0000% | $18846144.00       | $3614727.08        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2051-07-25      | 5.0000%  | 0.0000% | $31775000.00       | $24094191.96       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-25      | 5.2218%  | 0.0000% | $4645000.00        | $3426835.49        | Agency Mortgage-Backed Securities |
| FREMF MORTGAGE TRUST           | 2030-01-25      | 7.0663%  | 0.0000% | $2550000.00        | $732425.97         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2036-01-15      | 5.0000%  | 0.0000% | $173746176.00      | $210212.09         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2046-12-01      | 3.0000%  | 0.0000% | $705641.00         | $204428.04         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2048-06-01      | 5.5000%  | 0.0000% | $1142734.00        | $219535.62         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2043-11-15      | 4.0000%  | 0.0000% | $11375568.00       | $187795.91         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2036-11-15      | 3.5000%  | 0.0000% | $8902736.00        | $186904.25         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2048-09-15      | 4.0000%  | 0.0000% | $44457408.00       | $1764252.28        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2045-09-15      | 3.5000%  | 0.0000% | $113294560.00      | $2404394.14        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2037-10-15      | 3.0000%  | 0.0000% | $18623616.00       | $497636.19         | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2037-10-15      | 4.0000%  | 0.0000% | $2014452.00        | $146929.89         | Agency Mortgage-Backed Securities |

### Security 193: Royal Bank of Canada Tri Party Repo

- **C.1 - Title:** Royal Bank of Canada Tri Party Repo 4.089900%
- **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: 933UAV007, C.3 - LEI: N/A, C.5 - Other ID: 933UAV007_4.09_1201
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae      | 2035-12-01      | 1.5000%  | 0.0000% | $1000000.00        | $482708.95         | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2049-11-01      | 3.5000%  | 0.0000% | $108269824.00      | $30625682.72       | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2048-04-01      | 3.5000%  | 0.0000% | $8780604.00        | $3996547.71        | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2053-05-01      | 6.0000%  | 0.0000% | $2072041.00        | $1595482.43        | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2055-05-01      | 6.0000%  | 0.0000% | $16950976.00       | $15916749.08       | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2053-07-01      | 4.5000%  | 0.0000% | $1391000.00        | $1068958.57        | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2053-02-01      | 5.0000%  | 0.0000% | $3006724.00        | $2454805.51        | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2033-01-01      | 3.0000%  | 0.0000% | $6407920.00        | $623055.19         | Agency Mortgage-Backed Securities  |
| TREASURY BILL   | 2026-01-29      | NA       | 0.0000% | $2100.00           | $2086.89           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 5.2500%  | 0.0000% | $66900.00          | $71524.24          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-01-15      | 2.0000%  | 0.0000% | $822600.00         | $1354711.91        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-08-15      | 2.7500%  | 0.0000% | $4200100.00        | $3111389.84        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 1.7500%  | 0.0000% | $120827700.00      | $83704864.06       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $695463700.00      | $721126154.72      | U.S. Treasuries (including strips) |
| Fannie Mae      | 2052-05-01      | 3.5000%  | 0.0000% | $194000.00         | $72294.63          | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2046-10-01      | 3.0000%  | 0.0000% | $25145024.00       | $3928085.84        | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2055-11-01      | 5.5000%  | 0.0000% | $568761.00         | $578314.35         | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2055-07-01      | 5.5000%  | 0.0000% | $10224336.00       | $10215243.92       | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL | 2055-01-01      | 6.0000%  | 0.0000% | $929892.00         | $849234.76         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL | 2054-11-01      | 5.5000%  | 0.0000% | $1386570.00        | $1298264.75        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL | 2054-07-01      | 6.5000%  | 0.0000% | $3546756.00        | $2559624.86        | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2045-07-01      | 3.5000%  | 0.0000% | $6694440.00        | $1251381.92        | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2045-04-01      | 3.0000%  | 0.0000% | $10599984.00       | $1455963.42        | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2045-04-01      | 3.0000%  | 0.0000% | $3491510.00        | $389527.92         | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2028-12-01      | 2.5000%  | 0.0000% | $725000.00         | $39539.79          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $286484100.00      | $290218235.06      | U.S. Treasuries (including strips) |
| Fannie Mae      | 2042-10-01      | 3.5000%  | 0.0000% | $3933000.00        | $456931.84         | Agency Mortgage-Backed Securities  |
| Freddie Mac     | 2049-08-01      | 5.5000%  | 0.0000% | $483040.00         | $162173.71         | Agency Mortgage-Backed Securities  |
| Freddie Mac     | 2048-03-01      | 3.5000%  | 0.0000% | $90010624.00       | $23927607.75       | Agency Mortgage-Backed Securities  |
| Freddie Mac     | 2053-08-01      | 6.0000%  | 0.0000% | $28603136.00       | $23044713.39       | Agency Mortgage-Backed Securities  |
| Freddie Mac     | 2053-04-01      | 6.0000%  | 0.0000% | $54239296.00       | $38724648.02       | Agency Mortgage-Backed Securities  |
| Freddie Mac     | 2049-12-01      | 2.5000%  | 0.0000% | $25054752.00       | $6033888.51        | Agency Mortgage-Backed Securities  |
| Freddie Mac     | 2054-02-01      | 5.5000%  | 0.0000% | $1427000.00        | $1259674.81        | Agency Mortgage-Backed Securities  |
| Fannie Mae      | 2043-09-01      | 3.5000%  | 0.0000% | $7146944.00        | $618830.25         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $1776900.00        | $1781178.62        | U.S. Treasuries (including strips) |

### Security 194: Bank of Montreal Tri Party Repo

- **C.1 - Title:** Bank of Montreal Tri Party Repo 3.950000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934EDJ006, C.3 - LEI: N/A, C.5 - Other ID: 934EDJ006_3.95_1203
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2031-01-31      | 4.0000%  | 0.0000% | $16055500.00       | $16542776.05       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-04-30      | 4.6250%  | 0.0000% | $22413800.00       | $23280011.52       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-15      | 4.6250%  | 0.0000% | $26675700.00       | $26961741.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 4.6250%  | 0.0000% | $26756000.00       | $27768488.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $27374800.00       | $28291971.20       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $27664900.00       | $28029229.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $31906500.00       | $28823402.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 1.3750%  | 0.0000% | $25751100.00       | $24313776.18       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 0.6250%  | 0.0000% | $30100300.00       | $28532822.27       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.1250%  | 0.0000% | $27180800.00       | $26447540.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 1.6250%  | 0.0000% | $30991200.00       | $30632607.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $21592900.00       | $23122201.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $22916100.00       | $23580036.21       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $28028200.00       | $29052212.72       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 3.7500%  | 0.0000% | $21746100.00       | $22059390.15       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $22860500.00       | $23206339.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-07-31      | 4.0000%  | 0.0000% | $21240700.00       | $21814718.84       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-10-31      | 3.6250%  | 0.0000% | $30642500.00       | $30759703.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-15      | 1.6250%  | 0.0000% | $25062700.00       | $24831209.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $23359600.00       | $21949907.68       | U.S. Treasuries (including strips) |

### Security 195: Bank of Montreal Tri Party Repo

- **C.1 - Title:** Bank of Montreal Tri Party Repo 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 934EEG001, C.3 - LEI: N/A, C.5 - Other ID: 934EEG001_4.08_1201
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A | 2065-11-20      | 6.5000%  | 0.0000% | $11474411.00       | $11865527.77       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-11-20      | 6.0000%  | 0.0000% | $10943472.00       | $11213994.63       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-10-20      | 6.5000%  | 0.0000% | $10647360.00       | $11033060.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-04-20      | 6.5000%  | 0.0000% | $9342023.00        | $8203820.90        | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2065-10-20      | 6.5000%  | 0.0000% | $10000000.00       | $10350046.90       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-10-20      | 6.5000%  | 0.0000% | $9817187.00        | $10164519.85       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-06-20      | 7.0000%  | 0.0000% | $8665817.00        | $8569029.54        | Agency Mortgage-Backed Securities |

### Security 196: BMO Capital Markets Corp Tri Party Repo

- **C.1 - Title:** BMO Capital Markets Corp Tri Party Repo 4.080000%
- **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: 934EFN005, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: 934EFN005_4.08_1201
- **C.18 - Value (incl. sponsor support):** $70000000.00
- **C.18.a - Value (excl. sponsor support):** $70000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A | 2065-11-20      | 6.5000%  | 0.0000% | $52232064.00       | $54124118.29       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-10-20      | 6.5000%  | 0.0000% | $16771578.00       | $17275882.58       | Agency Mortgage-Backed Securities |

### Security 197: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 4.089900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 934QAM005, C.3 - LEI: N/A, C.5 - Other ID: 934QAM005_4.09_1201
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE POOL  | 2040-05-01      | 6.5000%  | 0.0000% | $1782032.00        | $1814544.34        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 6.5000%  | 0.0000% | $1110232.00        | $1095888.10        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 6.5000%  | 0.0000% | $10691312.00       | $11070582.30       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 5.0000%  | 0.0000% | $4233552.00        | $4211100.86        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 5.5000%  | 0.0000% | $2126470.00        | $2183648.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $7511376.00        | $7623961.67        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-10-01      | 5.5000%  | 0.0000% | $2771752.00        | $2841176.38        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $3031230.00        | $3012195.04        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-06-01      | 5.5000%  | 0.0000% | $2651352.00        | $2703780.17        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 4.5000%  | 0.0000% | $4622690.00        | $4526774.82        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 6.5000%  | 0.0000% | $3391824.00        | $3400436.74        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 5.0000%  | 0.0000% | $1683902.00        | $1700120.93        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.0000%  | 0.0000% | $5123272.00        | $5153662.51        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-07-01      | 5.5000%  | 0.0000% | $2386692.00        | $2410191.42        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 6.0000%  | 0.0000% | $20964992.00       | $21613251.48       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 5.0000%  | 0.0000% | $2442176.00        | $2471800.35        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-11-01      | 5.5000%  | 0.0000% | $4229072.00        | $4316558.81        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 6.0000%  | 0.0000% | $1481664.00        | $1542690.78        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-12-01      | 5.5000%  | 0.0000% | $1184600.00        | $1213981.63        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-12-01      | 3.5000%  | 0.0000% | $100000.00         | $24683.87          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-08-01      | 3.0000%  | 0.0000% | $95000.00          | $16523.63          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 4.5000%  | 0.0000% | $967195.00         | $307903.63         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-06-01      | 3.5000%  | 0.0000% | $1519000.00        | $438144.48         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-07-01      | 4.5000%  | 0.0000% | $456000.00         | $183874.84         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2060-03-01      | 2.5000%  | 0.0000% | $13000000.00       | $5884576.39        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-12-01      | 3.0000%  | 0.0000% | $2927416.00        | $1213214.90        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-11-01      | 3.5000%  | 0.0000% | $194976.00         | $68267.64          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-01-01      | 3.5000%  | 0.0000% | $1688000.00        | $497810.54         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-02-01      | 4.0000%  | 0.0000% | $1099820.00        | $173152.16         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-05-01      | 4.0000%  | 0.0000% | $1046310.00        | $110604.60         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-03-01      | 2.5000%  | 0.0000% | $100000.00         | $31689.57          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-04-01      | 4.0000%  | 0.0000% | $2310000.00        | $322656.79         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-05-01      | 5.5000%  | 0.0000% | $1300682.00        | $214500.23         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-10-01      | 2.0000%  | 0.0000% | $330000.00         | $143385.03         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-09-01      | 4.0000%  | 0.0000% | $132929.00         | $39001.17          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2046-11-01      | 4.0000%  | 0.0000% | $50000.00          | $11791.86          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 6.5000%  | 0.0000% | $732804.00         | $763673.04         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-10-01      | 4.5000%  | 0.0000% | $1091550.00        | $1060606.97        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 4.5000%  | 0.0000% | $4569888.00        | $4440804.46        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-11-01      | 6.0000%  | 0.0000% | $1873407.00        | $1933367.02        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 5.5000%  | 0.0000% | $684697.00         | $691327.10         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-11-01      | 5.5000%  | 0.0000% | $1208186.00        | $1218271.69        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-12-01      | 5.0000%  | 0.0000% | $5039544.00        | $4551103.30        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-12-01      | 5.0000%  | 0.0000% | $8501008.00        | $8247370.45        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-01-01      | 6.0000%  | 0.0000% | $14885264.00       | $12197634.04       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 5.5000%  | 0.0000% | $1148368.00        | $1168349.57        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-04-01      | 6.0000%  | 0.0000% | $2014080.00        | $2076479.22        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-05-01      | 5.5000%  | 0.0000% | $8493856.00        | $8594545.09        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 5.0000%  | 0.0000% | $3394676.00        | $3407986.10        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 6.0000%  | 0.0000% | $2261424.00        | $2345936.93        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 5.5000%  | 0.0000% | $3352060.00        | $3434121.32        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-03-01      | 6.5000%  | 0.0000% | $3800116.00        | $2663528.45        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-09-01      | 2.5000%  | 0.0000% | $335925.00         | $38960.04          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2031-11-01      | 2.5000%  | 0.0000% | $536711.00         | $74198.29          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-05-01      | 3.5000%  | 0.0000% | $1069706.00        | $264344.56         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-05-01      | 3.5000%  | 0.0000% | $94000.00          | $11006.61          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-05-01      | 4.5000%  | 0.0000% | $50034368.00       | $13212492.20       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-05-01      | 2.5250%  | 0.0000% | $107822.00         | $66026.92          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-07-01      | 2.0000%  | 0.0000% | $703581.00         | $17481.51          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2026-12-01      | 2.0000%  | 0.0000% | $617626.00         | $6327.43           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-05-01      | 2.5000%  | 0.0000% | $192102.00         | $12388.33          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-03-01      | 2.0000%  | 0.0000% | $25000.00          | $7661.16           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-07-01      | 2.5000%  | 0.0000% | $172000.00         | $17771.36          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-07-01      | 4.0000%  | 0.0000% | $2638964.00        | $479446.81         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-01-01      | 5.5000%  | 0.0000% | $232596224.00      | $1468476.69        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 5.5000%  | 0.0000% | $230043.00         | $220103.35         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 5.5000%  | 0.0000% | $2140056.00        | $1692024.19        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 5.5000%  | 0.0000% | $2944208.00        | $2072356.87        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 5.5000%  | 0.0000% | $28147.00          | $25077.01          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 5.5000%  | 0.0000% | $208431.00         | $145545.54         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-03-01      | 6.0000%  | 0.0000% | $1523938.00        | $1290924.04        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 5.5000%  | 0.0000% | $2097476.00        | $1444652.86        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-03-01      | 4.5000%  | 0.0000% | $1349566.00        | $1062008.95        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 6.5000%  | 0.0000% | $45576.00          | $30711.91          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-05-01      | 5.5000%  | 0.0000% | $359251.00         | $339283.36         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-07-01      | 6.0000%  | 0.0000% | $2162156.00        | $1913095.51        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-08-01      | 6.5000%  | 0.0000% | $1401534.00        | $1423088.75        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 6.0000%  | 0.0000% | $3578152.00        | $3556882.53        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 5.5000%  | 0.0000% | $11698128.00       | $11276263.06       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-09-01      | 5.0000%  | 0.0000% | $10207824.00       | $9835681.20        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-10-01      | 5.0000%  | 0.0000% | $2284350.00        | $2265112.02        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2030-05-01      | 5.0000%  | 0.0000% | $986875.00         | $23898.44          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 6.0000%  | 0.0000% | $11537040.00       | $9087459.45        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 4.0000%  | 0.0000% | $750000.00         | $564049.39         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2031-03-01      | 7.5000%  | 0.0000% | $5279000.00        | $143163.14         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 5.5000%  | 0.0000% | $1010000.00        | $829158.21         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 4.5000%  | 0.0000% | $682166.00         | $518880.08         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 6.5000%  | 0.0000% | $850000.00         | $554357.88         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 4.5000%  | 0.0000% | $1260000.00        | $1007073.72        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-06-01      | 5.0000%  | 0.0000% | $400000.00         | $286005.96         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 3.5000%  | 0.0000% | $2000000.00        | $1474980.19        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 2.5000%  | 0.0000% | $100000.00         | $73572.82          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 4.5000%  | 0.0000% | $980000.00         | $813692.22         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-11-01      | 5.0000%  | 0.0000% | $86000.00          | $62942.87          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-04-01      | 2.5000%  | 0.0000% | $1711146.00        | $1209069.36        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 6.5000%  | 0.0000% | $34373.00          | $25015.89          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 4.5000%  | 0.0000% | $12797824.00       | $11190851.17       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-02-01      | 2.0000%  | 0.0000% | $63673.00          | $47019.53          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 5.5000%  | 0.0000% | $38730000.00       | $35453028.48       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-01-01      | 6.5000%  | 0.0000% | $2498000.00        | $1808448.04        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-06-01      | 5.5000%  | 0.0000% | $200000.00         | $182654.56         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-06-01      | 2.5000%  | 0.0000% | $1740000.00        | $1303864.76        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 6.5000%  | 0.0000% | $14000.00          | $11984.23          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 2.0000%  | 0.0000% | $19000.00          | $14154.31          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-10-01      | 4.0000%  | 0.0000% | $432433.00         | $364383.63         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-04-01      | 4.5000%  | 0.0000% | $9027664.00        | $7809974.94        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-12-01      | 4.5000%  | 0.0000% | $99400.00          | $88213.70          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-07-01      | 6.0000%  | 0.0000% | $850000.00         | $607784.50         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-07-01      | 6.0000%  | 0.0000% | $4900000.00        | $3253878.79        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 5.5000%  | 0.0000% | $7225330.00        | $6392696.49        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-08-01      | 2.5000%  | 0.0000% | $6241080.00        | $5173789.21        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-07-01      | 5.0000%  | 0.0000% | $7916800.00        | $7249083.32        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 6.5000%  | 0.0000% | $1227321344.00     | $958306091.91      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-11-01      | 6.0000%  | 0.0000% | $3000000.00        | $228576.84         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2045-11-01      | 4.0000%  | 0.0000% | $425000.00         | $48324.58          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2027-07-01      | 2.5000%  | 0.0000% | $3000000.00        | $71999.66          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-12-01      | 3.5000%  | 0.0000% | $1300000.00        | $117106.26         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-01-01      | 2.5000%  | 0.0000% | $1300000.00        | $43812.07          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-04-01      | 2.5000%  | 0.0000% | $5000000.00        | $353012.69         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-02-01      | 2.0000%  | 0.0000% | $1000000.00        | $39881.44          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2045-11-01      | 4.5000%  | 0.0000% | $22500000.00       | $22450162.50       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-12-01      | 5.5000%  | 0.0000% | $203487232.00      | $1436509.19        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-12-01      | 5.5000%  | 0.0000% | $319554560.00      | $4076748.40        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL | 2055-11-01      | 5.5000%  | 0.0000% | $11181872.00       | $11516221.15       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-05-01      | 6.5000%  | 0.0000% | $5796128.00        | $2885916.03        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-02-01      | 2.0000%  | 0.0000% | $3218460.00        | $1904628.42        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-02-01      | 3.0000%  | 0.0000% | $524000.00         | $338854.84         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-03-01      | 2.5000%  | 0.0000% | $10229200.00       | $6098640.54        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-04-01      | 2.5000%  | 0.0000% | $17984704.00       | $10996759.39       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $2888704.00        | $2140148.33        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-05-01      | 2.5000%  | 0.0000% | $58488960.00       | $36686304.26       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-06-01      | 3.5000%  | 0.0000% | $1021000.00        | $585564.53         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-07-01      | 2.5000%  | 0.0000% | $24649024.00       | $15314271.17       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 5.0000%  | 0.0000% | $800000.00         | $655587.41         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-07-01      | 4.0000%  | 0.0000% | $37142.00          | $20885.10          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-10-01      | 2.5000%  | 0.0000% | $12309808.00       | $8160675.06        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-12-01      | 3.5000%  | 0.0000% | $27000.00          | $17143.89          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-11-01      | 2.5000%  | 0.0000% | $1148202.00        | $833466.11         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-03-01      | 4.5000%  | 0.0000% | $1505200.00        | $1248151.62        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-03-01      | 5.0000%  | 0.0000% | $8000.00           | $5731.53           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-04-01      | 4.0000%  | 0.0000% | $18000.00          | $11473.04          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.0000%  | 0.0000% | $670000.00         | $557186.32         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-05-01      | 5.5000%  | 0.0000% | $2200000.00        | $1070720.77        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 4.0000%  | 0.0000% | $552879.00         | $457345.94         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 4.5000%  | 0.0000% | $2689764.00        | $2362160.52        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-11-01      | 5.5000%  | 0.0000% | $27000.00          | $16154.92          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-11-01      | 6.5000%  | 0.0000% | $22327808.00       | $13281986.65       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-01-01      | 6.0000%  | 0.0000% | $6603584.00        | $2907114.64        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-01-01      | 6.5000%  | 0.0000% | $9488992.00        | $4583277.43        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-10-01      | 6.0000%  | 0.0000% | $169011.00         | $132639.44         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-05-01      | 5.5000%  | 0.0000% | $12000000.00       | $10804369.04       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-11-01      | 3.5000%  | 0.0000% | $20012736.00       | $19354650.96       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-01-01      | 5.5000%  | 0.0000% | $1336999.00        | $19639.97          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-11-01      | 7.5000%  | 0.0000% | $6873480.00        | $394164.02         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2029-06-01      | 4.0000%  | 0.0000% | $673750.00         | $28782.51          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-04-01      | 5.5000%  | 0.0000% | $2813980.00        | $71544.51          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-07-01      | 5.5000%  | 0.0000% | $5398472.00        | $250926.82         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-02-01      | 6.0000%  | 0.0000% | $14697792.00       | $96807.44          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-05-01      | 5.0000%  | 0.0000% | $7500000.00        | $300122.10         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-07-01      | 5.5000%  | 0.0000% | $32089728.00       | $273447.45         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-12-01      | 5.5000%  | 0.0000% | $384983552.00      | $2528441.81        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2028-01-01      | 2.0000%  | 0.0000% | $3000000.00        | $107363.46         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-03-01      | 3.0000%  | 0.0000% | $67502.00          | $13992.50          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-12-01      | 5.0000%  | 0.0000% | $1500000.00        | $71118.00          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-12-01      | 3.5000%  | 0.0000% | $12000000.00       | $593590.80         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2031-11-01      | 4.0000%  | 0.0000% | $1956442.00        | $91401.42          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2043-08-01      | 3.5000%  | 0.0000% | $5914288.00        | $993550.06         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2029-05-01      | 3.5000%  | 0.0000% | $190000.00         | $10080.25          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2029-10-01      | 3.5000%  | 0.0000% | $2488196.00        | $255708.26         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2031-10-01      | 2.0000%  | 0.0000% | $42000.00          | $5770.17           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2047-01-01      | 3.0000%  | 0.0000% | $1500000.00        | $252952.41         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-10-01      | 3.5000%  | 0.0000% | $250000.00         | $30722.27          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-01-01      | 4.5000%  | 0.0000% | $78482.00          | $9576.89           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-07-01      | 4.5000%  | 0.0000% | $85000.00          | $9038.70           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-11-01      | 2.0000%  | 0.0000% | $1934000.00        | $453415.67         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-09-01      | 5.0000%  | 0.0000% | $1126990.00        | $228478.48         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-01-01      | 3.0000%  | 0.0000% | $163647.00         | $25287.77          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-06-01      | 2.5000%  | 0.0000% | $56000.00          | $15806.62          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-08-01      | 2.5000%  | 0.0000% | $67000.00          | $21728.58          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-10-01      | 2.0000%  | 0.0000% | $1393376.00        | $689945.81         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-03-01      | 1.5000%  | 0.0000% | $5652232.00        | $2827389.11        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-05-01      | 3.0000%  | 0.0000% | $2769084.00        | $1261559.37        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-02-01      | 5.0000%  | 0.0000% | $18824500.00       | $16941859.51       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-02-01      | 5.5000%  | 0.0000% | $5626592.00        | $4656590.09        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-02-01      | 4.5000%  | 0.0000% | $2201000.00        | $1981085.05        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-05-01      | 4.0000%  | 0.0000% | $1270000.00        | $712803.91         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-09-01      | 3.5000%  | 0.0000% | $515000.00         | $375856.56         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 4.5000%  | 0.0000% | $501000.00         | $425303.74         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-07-01      | 5.5000%  | 0.0000% | $200000.00         | $173630.67         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-05-01      | 6.5000%  | 0.0000% | $1873594.00        | $1926915.25        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-10-01      | 5.5000%  | 0.0000% | $14061800.00       | $14212448.98       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-10-01      | 6.0000%  | 0.0000% | $9463440.00        | $9826517.33        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-02-01      | 5.0000%  | 0.0000% | $1325050.00        | $830039.45         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-11-01      | 2.5000%  | 0.0000% | $1268054.00        | $846540.56         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-04-01      | 5.0000%  | 0.0000% | $289058.00         | $150686.10         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 6.5000%  | 0.0000% | $33711.00          | $23380.93          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 4.5000%  | 0.0000% | $5581880.00        | $4924333.78        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.0000%  | 0.0000% | $69833.00          | $61707.65          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 4.5000%  | 0.0000% | $565030.00         | $435629.45         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 4.0000%  | 0.0000% | $6955280.00        | $4694491.41        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2053-11-01      | 6.5000%  | 0.0000% | $1826100.00        | $1709713.70        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-05-01      | 5.5000%  | 0.0000% | $1776034.00        | $1494481.83        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2044-03-01      | 7.0000%  | 0.0000% | $1057308.00        | $892433.54         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-04-01      | 6.5000%  | 0.0000% | $58000.00          | $41542.80          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2039-09-01      | 6.5000%  | 0.0000% | $2759236.00        | $2094968.66        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-10-01      | 7.0000%  | 0.0000% | $3785260.00        | $2418890.53        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-01-01      | 5.5000%  | 0.0000% | $64983.00          | $61766.49          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 5.0000%  | 0.0000% | $11919216.00       | $11101316.37       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-09-25      | 6.0000%  | 0.0000% | $13995392.00       | $11357153.99       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 6.0000%  | 0.0000% | $62765824.00       | $63152230.49       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-02-01      | 6.5000%  | 0.0000% | $44160080.00       | $44397458.98       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-08-01      | 6.5000%  | 0.0000% | $104809344.00      | $103010937.35      | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-10-01      | 5.0000%  | 0.0000% | $26414848.00       | $26613585.38       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-12-01      | 4.0000%  | 0.0000% | $20875616.00       | $20072301.42       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-02-01      | 3.5000%  | 0.0000% | $962150.00         | $214574.26         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-07-01      | 3.0000%  | 0.0000% | $4115672.00        | $1310585.54        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-08-01      | 2.0000%  | 0.0000% | $936000.00         | $327065.03         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-08-01      | 3.0000%  | 0.0000% | $1339396.00        | $601094.44         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-10-01      | 2.5000%  | 0.0000% | $4920000.00        | $2369138.57        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-03-01      | 4.0000%  | 0.0000% | $27569792.00       | $5428158.36        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-01-01      | 4.0000%  | 0.0000% | $1800000.00        | $670108.66         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2039-08-01      | 3.5000%  | 0.0000% | $300000.00         | $108151.24         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-02-01      | 2.5000%  | 0.0000% | $1075000.00        | $671378.85         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-02-01      | 3.5000%  | 0.0000% | $22000.00          | $9654.76           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-08-01      | 2.5000%  | 0.0000% | $1435000.00        | $917407.67         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-09-01      | 3.0000%  | 0.0000% | $700000.00         | $410833.96         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2041-10-01      | 2.0000%  | 0.0000% | $500000.00         | $314188.33         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $69967.81          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-03-01      | 2.5000%  | 0.0000% | $800000.00         | $520555.48         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 3.5000%  | 0.0000% | $100000.00         | $72053.65          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 3.5000%  | 0.0000% | $300000.00         | $196952.29         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.0000%  | 0.0000% | $424396.00         | $285229.62         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-04-01      | 2.5000%  | 0.0000% | $2485000.00        | $1692242.84        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $300000.00         | $212682.10         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 4.5000%  | 0.0000% | $159750.00         | $108590.32         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 4.5000%  | 0.0000% | $2130000.00        | $1612289.57        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 5.0000%  | 0.0000% | $58000.00          | $44424.31          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 4.5000%  | 0.0000% | $295000.00         | $226435.54         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 4.0000%  | 0.0000% | $245000.00         | $172724.89         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-02-01      | 3.0000%  | 0.0000% | $740000.00         | $513376.72         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 5.0000%  | 0.0000% | $63832.00          | $47667.58          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 4.5000%  | 0.0000% | $606700.00         | $465876.32         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 2.5000%  | 0.0000% | $100000.00         | $70019.76          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 6.5000%  | 0.0000% | $72188.00          | $52418.73          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 3.5000%  | 0.0000% | $370781.00         | $281906.66         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $484000.00         | $353204.27         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-11-01      | 4.5000%  | 0.0000% | $236000.00         | $136791.61         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 5.5000%  | 0.0000% | $1934000.00        | $1388225.11        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-02-01      | 6.5000%  | 0.0000% | $10000000.00       | $6825961.77        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-10-01      | 3.0000%  | 0.0000% | $122722.00         | $82525.60          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 2.5000%  | 0.0000% | $6515000.00        | $4382188.90        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $84527.00          | $61381.45          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-04-01      | 2.5000%  | 0.0000% | $158765.00         | $120961.77         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $247646.00         | $182401.79         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 4.5000%  | 0.0000% | $2319160.00        | $1578541.82        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-05-01      | 2.5000%  | 0.0000% | $8050880.00        | $5596132.23        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 4.0000%  | 0.0000% | $700000.00         | $496241.10         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 4.5000%  | 0.0000% | $36039.00          | $23406.63          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 5.0000%  | 0.0000% | $5980000.00        | $3831307.60        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 6.5000%  | 0.0000% | $1415618.00        | $1135643.34        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-11-01      | 5.0000%  | 0.0000% | $14870032.00       | $11092135.02       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-10-01      | 5.5000%  | 0.0000% | $1045412.00        | $830887.56         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-10-01      | 4.0000%  | 0.0000% | $32647.00          | $21865.93          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-09-01      | 6.5000%  | 0.0000% | $7934090.00        | $1847747.86        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-03-01      | 4.0000%  | 0.0000% | $3045224.00        | $1686803.66        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-04-01      | 7.0000%  | 0.0000% | $3204940.00        | $1332376.40        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-04-01      | 4.0000%  | 0.0000% | $1790228.00        | $1217801.85        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 5.5000%  | 0.0000% | $1016068.00        | $663486.69         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 4.5000%  | 0.0000% | $47928.00          | $33318.02          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-05-01      | 6.5000%  | 0.0000% | $1013864.00        | $1039892.62        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2038-06-01      | 6.0000%  | 0.0000% | $1283286.00        | $560802.68         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.5000%  | 0.0000% | $70000.00          | $67953.60          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-06-01      | 5.5000%  | 0.0000% | $2457580.00        | $1779413.97        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 4.5000%  | 0.0000% | $3887484.00        | $3396207.19        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 5.5000%  | 0.0000% | $1180984.00        | $965114.97         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2053-08-01      | 5.5000%  | 0.0000% | $3278060.00        | $2388089.65        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2032-12-01      | 4.0000%  | 0.0000% | $1396216.00        | $75589.61          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-01-01      | 3.5000%  | 0.0000% | $88000.00          | $12833.67          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-06-01      | 4.0000%  | 0.0000% | $475000.00         | $49180.65          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-04-01      | 5.0000%  | 0.0000% | $400000.00         | $88371.66          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2034-04-01      | 4.0000%  | 0.0000% | $56000.00          | $10829.68          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-07-01      | 4.0000%  | 0.0000% | $29500000.00       | $9790020.54        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-08-01      | 3.0000%  | 0.0000% | $129000.00         | $30455.94          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-09-01      | 3.0000%  | 0.0000% | $28530080.00       | $10177831.96       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-02-01      | 3.5000%  | 0.0000% | $1370386.00        | $702926.04         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-12-01      | 3.0000%  | 0.0000% | $55000.00          | $13170.12          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-04-01      | 3.0000%  | 0.0000% | $377000.00         | $92509.96          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2035-04-01      | 2.5000%  | 0.0000% | $101000.00         | $33824.86          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-08-01      | 3.0000%  | 0.0000% | $630652.00         | $210058.26         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-04-01      | 1.5000%  | 0.0000% | $7577000.00        | $3973367.96        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-05-01      | 2.5000%  | 0.0000% | $2907000.00        | $1837672.01        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2042-04-01      | 3.5000%  | 0.0000% | $800000.00         | $512064.95         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 5.0000%  | 0.0000% | $400000.00         | $310123.86         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 2.5000%  | 0.0000% | $392354.00         | $287311.96         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $280000.00         | $202231.86         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-06-01      | 3.5000%  | 0.0000% | $5208100.00        | $3931559.41        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-07-01      | 4.5000%  | 0.0000% | $147295.00         | $116556.73         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 5.0000%  | 0.0000% | $1000000.00        | $763856.21         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2033-12-01      | 4.0000%  | 0.0000% | $474080.00         | $65945.15          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-10-01      | 4.0000%  | 0.0000% | $575000.00         | $117320.64         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2048-10-01      | 4.0000%  | 0.0000% | $67113.00          | $6759.57           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-06-01      | 3.5000%  | 0.0000% | $6300416.00        | $1375579.86        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2049-09-01      | 2.5000%  | 0.0000% | $300000.00         | $67946.01          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-02-01      | 3.5000%  | 0.0000% | $26971.00          | $7086.34           | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2050-02-01      | 3.0000%  | 0.0000% | $312000.00         | $74746.26          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-05-01      | 2.5000%  | 0.0000% | $1440000.00        | $779259.01         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-02-01      | 1.5000%  | 0.0000% | $1000000.00        | $451128.68         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2037-01-01      | 2.5000%  | 0.0000% | $1383762.00        | $1010463.94        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-05-01      | 3.5000%  | 0.0000% | $100038.00         | $69006.96          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-08-01      | 3.0000%  | 0.0000% | $1000000.00        | $706161.44         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2036-12-01      | 2.0000%  | 0.0000% | $3100000.00        | $1761716.22        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2054-12-01      | 6.0000%  | 0.0000% | $24593728.00       | $24203360.16       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2054-12-01      | 4.5000%  | 0.0000% | $3533884.00        | $3302696.96        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-03-01      | 5.5000%  | 0.0000% | $245000.00         | $241808.93         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2051-12-01      | 3.0000%  | 0.0000% | $1035342.00        | $770288.97         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 3.5000%  | 0.0000% | $6651730.00        | $3278441.93        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-09-01      | 4.5000%  | 0.0000% | $367305.00         | $270652.28         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2040-02-01      | 4.0000%  | 0.0000% | $1575184.00        | $1510636.34        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-01-01      | 3.5000%  | 0.0000% | $2597804.00        | $1343389.80        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-03-01      | 3.5000%  | 0.0000% | $41103.00          | $32875.64          | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-04-01      | 2.5000%  | 0.0000% | $48932352.00       | $34949335.81       | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-08-01      | 4.0000%  | 0.0000% | $1197574.00        | $912342.57         | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2052-03-01      | 2.5000%  | 0.0000% | $71629.00          | $36754.42          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-09-01      | 6.0000%  | 0.0000% | $1924058.00        | $1944402.55        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-09-01      | 5.5000%  | 0.0000% | $1862446.00        | $1910324.51        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-09-01      | 6.0000%  | 0.0000% | $1252244.00        | $1301097.55        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-10-01      | 6.0000%  | 0.0000% | $1293538.00        | $1285511.22        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-08-01      | 6.0000%  | 0.0000% | $1060460.00        | $1087914.36        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-08-01      | 5.0000%  | 0.0000% | $1010330.00        | $1003890.69        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-09-01      | 5.0000%  | 0.0000% | $1681712.00        | $1698720.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2055-10-01      | 5.0000%  | 0.0000% | $24446400.00       | $23905125.15       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-10-01      | 5.0000%  | 0.0000% | $4022008.00        | $4076891.87        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-10-01      | 5.5000%  | 0.0000% | $1408338.00        | $1444956.96        | Agency Mortgage-Backed Securities |
| Fannie Mae       | 2055-09-01      | 7.0000%  | 0.0000% | $2518672.00        | $2663519.22        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL  | 2040-11-01      | 6.0000%  | 0.0000% | $1002742.00        | $1044062.32        | Agency Mortgage-Backed Securities |

### Security 198: Prudential Insurance Company of America Repo

- **C.1 - Title:** Prudential Insurance Company of America Repo 4.089900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QUK007, C.3 - LEI: N/A, C.5 - Other ID: 934QUK007_4.09_1201
- **C.18 - Value (incl. sponsor support):** $518150000.00
- **C.18.a - Value (excl. sponsor support):** $518150000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIP PRINC     | 2041-08-15      | NA       | 0.0000% | $15000000.00       | $7404735.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2052-08-15      | NA       | 0.0000% | $100000000.00      | $27798100.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2049-11-15      | NA       | 0.0000% | $100000000.00      | $31923200.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-02-15      | NA       | 0.0000% | $100000000.00      | $31559200.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2050-08-15      | NA       | 0.0000% | $50000000.00       | $15449200.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2037-02-15      | NA       | 0.0000% | $45000000.00       | $27953145.00       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-31      | 3.6250%  | 0.0000% | $100000000.00      | $101156854.28      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $50000000.00       | $50937924.59       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $49000000.00       | $44047886.74       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-05-15      | 3.0000%  | 0.0000% | $20000000.00       | $15505921.96       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2052-05-15      | NA       | 0.0000% | $113000000.00      | $32204774.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2046-11-15      | NA       | 0.0000% | $33000000.00       | $12022329.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2042-05-15      | NA       | 0.0000% | $25000000.00       | $11545500.00       | U.S. Treasuries (including strips) |
| STRIPS          | 2041-11-15      | NA       | 0.0000% | $14000000.00       | $6654158.00        | U.S. Treasuries (including strips) |
| STRIPS          | 2039-11-15      | NA       | 0.0000% | $50000000.00       | $26618100.00       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2048-02-15      | NA       | 0.0000% | $250000000.00      | $86952750.00       | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BNYM 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 934QYA005, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 934QYA005_4.08_1201
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $495178800.00      | $510000039.72      | U.S. Treasuries (including strips) |

### Security 200: National Australia Bank Ltd. Repo

- **C.1 - Title:** National Australia Bank Ltd. Repo 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 935EJW000, C.3 - LEI: F8SB4JFBSYQFRQEH3Z21, C.5 - Other ID: 935EJW000_4.05_1201
- **C.18 - Value (incl. sponsor support):** $775000000.00
- **C.18.a - Value (excl. sponsor support):** $775000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $802445000.00      | $790638646.34      | U.S. Treasuries (including strips) |

### Security 201: Banco Santander SA Tri Party Repo

- **C.1 - Title:** Banco Santander SA Tri Party Repo 4.089900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 936TGF006, C.3 - LEI: N/A, C.5 - Other ID: 936TGF006_4.09_1201
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2052-12-01      | 5.0000%  | 0.0000% | $4662280.00        | $3693081.54        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-01-01      | 5.0000%  | 0.0000% | $1536.00           | $1234.22           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-12-01      | 5.5000%  | 0.0000% | $7299840.00        | $6648722.12        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-03-01      | 5.5000%  | 0.0000% | $4128.00           | $250.35            | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-01-01      | 6.0000%  | 0.0000% | $3000.00           | $2860.80           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 6.5000%  | 0.0000% | $11064947.00       | $10957301.02       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 6.0000%  | 0.0000% | $3072.00           | $2726.87           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-04-01      | 7.0000%  | 0.0000% | $2763227.00        | $2880115.35        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-06-01      | 6.0000%  | 0.0000% | $3454824.00        | $3425784.05        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-07-01      | 6.0000%  | 0.0000% | $5954096.00        | $6060924.00        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-07-01      | 6.5000%  | 0.0000% | $3008.00           | $3072.57           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-07-01      | 5.5000%  | 0.0000% | $4000.00           | $4076.54           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $930.92            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-08-01      | 5.5000%  | 0.0000% | $3257227.00        | $3295606.91        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-08-01      | 6.5000%  | 0.0000% | $1329166.00        | $1395874.09        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-08-01      | 6.5000%  | 0.0000% | $527258.00         | $559310.65         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $1101913.00        | $1164458.58        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $13501800.00       | $13996610.66       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $942491.00         | $996068.35         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $1315982.00        | $1390038.03        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.0000%  | 0.0000% | $31072.00          | $32221.63          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-08-01      | 6.5000%  | 0.0000% | $2201555.00        | $2314437.48        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-09-01      | 6.5000%  | 0.0000% | $1580645.00        | $1656857.17        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 5.0000%  | 0.0000% | $5030.00           | $5033.36           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $232563.00         | $232793.45         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 5.0000%  | 0.0000% | $3072.00           | $2469.23           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-01      | 6.5000%  | 0.0000% | $3088.00           | $2419.86           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-08-01      | 4.0000%  | 0.0000% | $3104.00           | $2331.08           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1675.97           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-01      | 5.0000%  | 0.0000% | $1582528.00        | $1385940.41        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-08-01      | 5.5000%  | 0.0000% | $4078.00           | $4038.16           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.44           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-11-01      | 5.5000%  | 0.0000% | $349170.00         | $357385.69         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-09-20      | 5.5000%  | 0.0000% | $340532.00         | $43976.69          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 2.5000%  | 0.0000% | $2032.00           | $1159.52           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-08-01      | 6.5000%  | 0.0000% | $7121523.00        | $4725544.46        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2102.33           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1038.15           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-09-20      | 6.0000%  | 0.0000% | $1008.00           | $1028.17           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 5.0000%  | 0.0000% | $20489674.00       | $19647303.31       | Agency Mortgage-Backed Securities  |
| TREASURY BILL                  | 2026-02-26      | NA       | 0.0000% | $14462000.00       | $14332030.01       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-11-20      | 5.0000%  | 0.0000% | $4850088.00        | $4614284.38        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-08-20      | 6.5000%  | 0.0000% | $41873.00          | $44610.30          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 4.0000%  | 0.0000% | $5785199.00        | $5194064.11        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 4.5000%  | 0.0000% | $1001.00           | $764.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 3.5000%  | 0.0000% | $483067.00         | $312941.67         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 5.0000%  | 0.0000% | $31924.00          | $12505.46          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 4.0000%  | 0.0000% | $295939.00         | $160010.63         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 5.0000%  | 0.0000% | $19728.00          | $5700.76           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 4.0000%  | 0.0000% | $1032.00           | $477.35            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 4.0000%  | 0.0000% | $2246.00           | $997.70            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 3.5000%  | 0.0000% | $1024.00           | $475.01            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 2.5000%  | 0.0000% | $1000.00           | $529.57            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-04-20      | 2.5000%  | 0.0000% | $1000.00           | $510.05            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | 4.0000%  | 0.0000% | $11619088.00       | $8430921.04        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-05-20      | 1.5000%  | 0.0000% | $1000.00           | $605.12            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 6.0000%  | 0.0000% | $24000.00          | $6147.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-05-20      | 5.5000%  | 0.0000% | $9001.00           | $2343.49           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-10-20      | 6.0000%  | 0.0000% | $10000.00          | $2381.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-04-20      | 2.5000%  | 0.0000% | $1000.00           | $128.24            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-06-20      | 2.5000%  | 0.0000% | $1000.00           | $395.26            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 3.5000%  | 0.0000% | $1463309.00        | $543796.53         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-01-20      | 2.5000%  | 0.0000% | $1000.00           | $368.37            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-01-20      | 2.0000%  | 0.0000% | $15000.00          | $6290.72           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-09-20      | 5.0000%  | 0.0000% | $1000.00           | $124.11            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-07-20      | 3.0000%  | 0.0000% | $471296.00         | $64085.11          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 5.5000%  | 0.0000% | $45000.00          | $4070.27           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | 5.5000%  | 0.0000% | $9013.00           | $960.30            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 5.5000%  | 0.0000% | $73000.00          | $6259.86           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $682.19            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-03-01      | 3.0000%  | 0.0000% | $3007.00           | $2145.72           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $3691314.00        | $2793633.73        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $9659.00           | $7390.25           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $14485850.00       | $10525091.57       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $803.60            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-04-01      | 4.0000%  | 0.0000% | $45736794.00       | $7436266.10        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-07-01      | 4.0000%  | 0.0000% | $7728784.00        | $1335307.77        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-06-01      | 4.5000%  | 0.0000% | $2064.00           | $552.91            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-04-01      | 4.5000%  | 0.0000% | $33132771.00       | $6981301.83        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-05-01      | 4.0000%  | 0.0000% | $62892208.00       | $14243687.91       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-02-01      | 4.5000%  | 0.0000% | $16980904.00       | $3466545.03        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-02-01      | 4.5000%  | 0.0000% | $18327451.00       | $3326533.26        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $145.39            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2036-09-01      | 5.5000%  | 0.0000% | $5210.00           | $55.31             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2039-03-01      | 5.0000%  | 0.0000% | $1000.00           | $79.71             | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-04-01      | 5.0000%  | 0.0000% | $2348577.00        | $64506.77          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-05-01      | 5.0000%  | 0.0000% | $2382605.00        | $76320.17          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-06-01      | 4.5000%  | 0.0000% | $3078.00           | $786.06            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $287.52            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-12-01      | 3.5000%  | 0.0000% | $5264312.00        | $2278290.91        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-02-01      | 3.5000%  | 0.0000% | $21600607.00       | $9481731.89        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-09-01      | 5.0000%  | 0.0000% | $1851053.00        | $1441803.29        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-01-01      | 5.5000%  | 0.0000% | $3730756.00        | $3293951.16        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-05-01      | 6.5000%  | 0.0000% | $10087219.00       | $8589337.50        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-03-01      | 5.5000%  | 0.0000% | $210191.00         | $158846.40         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-02-01      | 2.5000%  | 0.0000% | $3963512.00        | $2655538.12        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-04-01      | 6.0000%  | 0.0000% | $3244.00           | $2859.35           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1671.44           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-12-01      | 6.0000%  | 0.0000% | $1008.00           | $823.12            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $946.77            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $865.58            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-05-01      | 6.0000%  | 0.0000% | $8595511.00        | $7493728.72        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 6.0000%  | 0.0000% | $4030847.00        | $3781394.00        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 5.5000%  | 0.0000% | $5733.00           | $5489.86           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-11-01      | 2.5000%  | 0.0000% | $36000.00          | $15670.40          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.5000%  | 0.0000% | $221952.00         | $144162.87         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-01-01      | 5.5000%  | 0.0000% | $2715948.00        | $2080714.19        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-11-01      | 4.0000%  | 0.0000% | $76694.00          | $61388.98          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $819.17            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-12-01      | 5.0000%  | 0.0000% | $9786439.00        | $7901688.43        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-08-01      | 5.5000%  | 0.0000% | $1145831.00        | $990962.19         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $786.43            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-11-01      | 6.0000%  | 0.0000% | $2235002.00        | $1834953.64        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2041-04-01      | 5.0000%  | 0.0000% | $2398884.00        | $305319.78         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2041-04-01      | 5.0000%  | 0.0000% | $1017364.00        | $126766.47         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2041-07-01      | 5.0000%  | 0.0000% | $2374980.00        | $176370.37         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-06-01      | 4.5000%  | 0.0000% | $20987488.00       | $2856302.26        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-09-01      | 4.0000%  | 0.0000% | $27322134.00       | $6720158.93        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2045-05-01      | 4.0000%  | 0.0000% | $8022296.00        | $1577764.02        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2044-05-01      | 4.0000%  | 0.0000% | $5048.00           | $689.34            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2045-07-01      | 4.0000%  | 0.0000% | $4072.00           | $636.60            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-02-01      | 3.5000%  | 0.0000% | $4320.00           | $1058.99           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-08-01      | 4.0000%  | 0.0000% | $6369136.00        | $1709386.03        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-07-01      | 4.0000%  | 0.0000% | $3072.00           | $842.98            | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-05-01      | 4.5000%  | 0.0000% | $1124402.00        | $249908.05         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-05-01      | 3.5000%  | 0.0000% | $54172712.00       | $13561169.84       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-12-01      | 3.0000%  | 0.0000% | $6285568.00        | $3299494.77        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $2016.00           | $1383.23           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $1691532.00        | $1166103.23        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $5005986.00        | $3453205.65        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $4024.00           | $2811.96           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-01-01      | 2.0000%  | 0.0000% | $2024.00           | $1385.79           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-02-01      | 3.0000%  | 0.0000% | $18651490.00       | $14173305.94       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-04-01      | 3.5000%  | 0.0000% | $4096.00           | $2871.26           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 4.0000%  | 0.0000% | $4078096.00        | $2313577.01        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 5.0000%  | 0.0000% | $822389.00         | $611510.73         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 6.0000%  | 0.0000% | $1871956.00        | $1932436.53        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-02-01      | 5.5000%  | 0.0000% | $3080.00           | $2969.89           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-12-01      | 5.5000%  | 0.0000% | $9519727.00        | $9169186.49        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-02-01      | 6.0000%  | 0.0000% | $3000.00           | $2534.10           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-06-01      | 5.0000%  | 0.0000% | $52643584.00       | $51594137.53       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-11-15      | 4.0000%  | 0.0000% | $45453.00          | $5933.63           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-15      | 4.0000%  | 0.0000% | $564261.00         | $22918.30          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-05-20      | 4.0000%  | 0.0000% | $310231.00         | $34197.81          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-01-15      | 4.0000%  | 0.0000% | $4000.00           | $303.17            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2027-06-15      | 2.5000%  | 0.0000% | $2299083.00        | $30703.36          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-11-15      | 3.7500%  | 0.0000% | $275050.00         | $30829.46          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-01-20      | 3.0000%  | 0.0000% | $1247398.00        | $110076.75         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-08-20      | 4.0000%  | 0.0000% | $1135884.00        | $149902.27         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-09-20      | 4.0000%  | 0.0000% | $677748.00         | $126810.69         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-02-20      | 2.5000%  | 0.0000% | $478805.00         | $65027.37          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-04-20      | 3.5000%  | 0.0000% | $117738.00         | $7964.25           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-07-20      | 4.0000%  | 0.0000% | $825981.00         | $49467.01          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-08-20      | 4.0000%  | 0.0000% | $596999.00         | $37855.57          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-08-20      | 3.0000%  | 0.0000% | $1301770.00        | $81557.30          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-11-20      | 4.0000%  | 0.0000% | $1923030.00        | $157120.94         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-04-20      | 4.0000%  | 0.0000% | $2978495.00        | $245056.93         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-05-20      | 3.5000%  | 0.0000% | $455064.00         | $45788.56          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-09-20      | 4.0000%  | 0.0000% | $1411736.00        | $79846.90          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-10-20      | 2.5000%  | 0.0000% | $1496001.00        | $75075.92          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2028-11-20      | 2.5000%  | 0.0000% | $1277934.00        | $43274.28          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-07-20      | 4.0000%  | 0.0000% | $1958491.00        | $176930.98         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-07-20      | 4.5000%  | 0.0000% | $85119932.00       | $7634843.16        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-10-20      | 3.0000%  | 0.0000% | $1038000.00        | $139710.47         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2032-10-20      | 3.0000%  | 0.0000% | $600000.00         | $67448.72          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 4.0000%  | 0.0000% | $57150861.00       | $5700652.06        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-05-20      | 6.5000%  | 0.0000% | $88000.00          | $12345.36          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-09-20      | 4.0000%  | 0.0000% | $3637133.00        | $342349.20         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-09-20      | 5.0000%  | 0.0000% | $1101002.00        | $84335.96          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-02-20      | 6.0000%  | 0.0000% | $201515.00         | $35172.04          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-10-20      | 4.0000%  | 0.0000% | $1000.00           | $92.02             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-09-20      | 6.0000%  | 0.0000% | $82000.00          | $13312.02          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-12-20      | 4.5000%  | 0.0000% | $199509710.00      | $13510851.11       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-01-20      | 4.5000%  | 0.0000% | $301001.00         | $19669.19          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-04-20      | 3.0000%  | 0.0000% | $1000.00           | $134.04            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-03-20      | 5.5000%  | 0.0000% | $2000.00           | $181.55            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2041-08-01      | 6.0000%  | 0.0000% | $23791360.00       | $3666782.20        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1600.15           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 4.0000%  | 0.0000% | $3362376.00        | $2131824.67        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-12-01      | 4.5000%  | 0.0000% | $4323952.00        | $3657145.50        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $4222619.00        | $3121562.27        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 5.0000%  | 0.0000% | $1008.00           | $733.35            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 5.0000%  | 0.0000% | $4032.00           | $3625.82           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $793.83            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 6.0000%  | 0.0000% | $1184000.00        | $1140499.71        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-08-01      | 6.5000%  | 0.0000% | $1014200.00        | $1015400.45        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-05-01      | 4.0000%  | 0.0000% | $2048.00           | $606.13            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-03-01      | 5.0000%  | 0.0000% | $4048.00           | $1226.72           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-04-01      | 4.0000%  | 0.0000% | $11109785.00       | $2196934.60        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-01      | 2.0000%  | 0.0000% | $4000.00           | $1969.31           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-01      | 2.0000%  | 0.0000% | $2000.00           | $1002.29           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-01      | 2.0000%  | 0.0000% | $8773632.00        | $3757736.35        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 4.5000%  | 0.0000% | $5000.00           | $3502.33           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $807.41            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-03-01      | 5.5000%  | 0.0000% | $11550000.00       | $10346169.51       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 5.5000%  | 0.0000% | $5080.00           | $3813.10           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 5.0000%  | 0.0000% | $2053.00           | $1592.34           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 6.0000%  | 0.0000% | $6393970.00        | $5144230.34        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 6.0000%  | 0.0000% | $2318064.00        | $1665932.53        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 5.5000%  | 0.0000% | $3072.00           | $2756.74           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 5.5000%  | 0.0000% | $2048.00           | $1913.83           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 4.5000%  | 0.0000% | $1039.00           | $99.91             | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-03-20      | 4.0000%  | 0.0000% | $3045000.00        | $260521.24         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-04-20      | 3.0000%  | 0.0000% | $2000934.00        | $205639.53         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2030-06-20      | 3.0000%  | 0.0000% | $135000.00         | $7535.35           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-07-20      | 3.0000%  | 0.0000% | $8330639.00        | $911600.14         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-08-20      | 4.0000%  | 0.0000% | $660381.00         | $46168.60          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-11-20      | 3.0000%  | 0.0000% | $86000.00          | $10063.49          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-12-20      | 3.0000%  | 0.0000% | $5000000.00        | $567871.61         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-04-20      | 4.0000%  | 0.0000% | $129131115.00      | $11590187.08       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-05-20      | 4.0000%  | 0.0000% | $900000.00         | $84671.06          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-08-20      | 3.0000%  | 0.0000% | $5334593.00        | $654716.59         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-12-20      | 2.5000%  | 0.0000% | $306779.00         | $34384.26          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-03-20      | 4.0000%  | 0.0000% | $954892.00         | $84586.06          | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-10-01      | 5.5000%  | 0.0000% | $5144.00           | $5197.09           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 4.5000%  | 0.0000% | $2661702.00        | $2626663.53        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-11-01      | 5.0000%  | 0.0000% | $4048.00           | $4056.20           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-05-01      | 5.0000%  | 0.0000% | $911129.00         | $680424.79         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 5.5000%  | 0.0000% | $4056.00           | $3565.56           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-11-01      | 6.0000%  | 0.0000% | $2024.00           | $1677.15           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-01-01      | 6.5000%  | 0.0000% | $16101471.00       | $13210311.78       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-02-01      | 4.5000%  | 0.0000% | $3092272.00        | $2670771.15        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-05-01      | 6.5000%  | 0.0000% | $921850.00         | $795815.23         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-06-01      | 5.5000%  | 0.0000% | $343803.00         | $331309.98         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-11-01      | 5.5000%  | 0.0000% | $1178858.00        | $1127959.30        | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2054-12-01      | 5.5000%  | 0.0000% | $4720050.00        | $4487607.44        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-11-01      | 5.5000%  | 0.0000% | $3268992.00        | $3337714.02        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 3.0000%  | 0.0000% | $26390203.00       | $14443584.70       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.95           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2058.08           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-07-01      | 6.0000%  | 0.0000% | $2000.00           | $2051.52           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-08-01      | 6.0000%  | 0.0000% | $46512.00          | $48246.99          | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-09-01      | 6.0000%  | 0.0000% | $3000.00           | $3107.75           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-02-01      | 4.0000%  | 0.0000% | $14456312.00       | $3209923.77        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2056-08-01      | 3.5000%  | 0.0000% | $56569586.00       | $16652430.33       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2057-01-01      | 4.0000%  | 0.0000% | $37747498.00       | $13185897.21       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2057-09-01      | 3.5000%  | 0.0000% | $1999608.00        | $712656.35         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-07-01      | 3.5000%  | 0.0000% | $3934938.00        | $1427545.43        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-03-01      | 4.0000%  | 0.0000% | $9517904.00        | $3088006.14        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-08-01      | 4.5000%  | 0.0000% | $2150232.00        | $780480.44         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-12-01      | 3.5000%  | 0.0000% | $29623436.00       | $5668238.81        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-06-01      | 2.5000%  | 0.0000% | $2057.00           | $1001.68           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-03-20      | 3.0000%  | 0.0000% | $264568.00         | $28003.01          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2035-02-01      | 5.5000%  | 0.0000% | $55670400.00       | $804635.39         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-11-01      | 4.0000%  | 0.0000% | $1000.00           | $54.85             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-08-01      | 4.0000%  | 0.0000% | $2177.00           | $126.51            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-01-01      | 5.5000%  | 0.0000% | $22699680.00       | $1047847.95        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 4.5000%  | 0.0000% | $2040.00           | $1571.26           | Agency Mortgage-Backed Securities  |

### Security 202: MUFG Securities Canada Ltd. Tri Party Repo

- **C.1 - Title:** MUFG Securities Canada Ltd. Tri Party Repo 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 937KFE008, C.3 - LEI: N/A, C.5 - Other ID: 937KFE008_4.08_1201
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B                | 2032-08-31      | 3.8750%  | 0.0000% | $4738100.00        | $4813056.43        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2040-11-15      | 4.2500%  | 0.0000% | $100.00            | $98.13             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2047-02-15      | 0.8750%  | 0.0000% | $100.00            | $99.97             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2049-08-15      | 2.2500%  | 0.0000% | $28742900.00       | $18724844.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2050-05-15      | 1.2500%  | 0.0000% | $600000.00         | $297751.74         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2051-02-15      | 1.8750%  | 0.0000% | $632200.00         | $368343.03         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2051-05-15      | 2.3750%  | 0.0000% | $83748000.00       | $54513742.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2044-02-15      | 4.5000%  | 0.0000% | $8295700.00        | $8305071.44        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2044-08-15      | 4.1250%  | 0.0000% | $200.00            | $189.86            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2045-05-15      | 5.0000%  | 0.0000% | $5296700.00        | $5562856.95        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $87.42             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-05-15      | 2.8750%  | 0.0000% | $1300.00           | $1237.09           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-07-31      | 2.7500%  | 0.0000% | $656400.00         | $653926.29         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $94.78             | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-08-31      | 3.1250%  | 0.0000% | $900000.00         | $893709.01         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-10-31      | 4.0000%  | 0.0000% | $100.00            | $101.95            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-04-30      | 3.5000%  | 0.0000% | $13000100.00       | $13036931.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-12-31      | 3.7500%  | 0.0000% | $21013000.00       | $21459678.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-07-31      | 4.0000%  | 0.0000% | $183000.00         | $188301.96         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-11-15      | 4.1250%  | 0.0000% | $3000000.00        | $3039103.06        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-12-31      | 4.3750%  | 0.0000% | $1300000.00        | $1363126.40        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-02-28      | 4.1250%  | 0.0000% | $700.00            | $711.63            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-04-30      | 3.8750%  | 0.0000% | $200000.00         | $203025.65         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2035-05-15      | 4.2500%  | 0.0000% | $105000.00         | $107356.44         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2035-08-15      | 4.2500%  | 0.0000% | $137600.00         | $141980.27         | U.S. Treasuries (including strips) |
| Fannie Mae                     | 2027-12-01      | 3.0300%  | 0.0000% | $757933.00         | $709923.20         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-07-01      | 4.0000%  | 0.0000% | $102947.00         | $15714.86          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $816.83            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $833.99            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 5.5000%  | 0.0000% | $31579.00          | $25545.47          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-02-01      | 5.5000%  | 0.0000% | $1251160.00        | $1185556.14        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-05-01      | 6.0000%  | 0.0000% | $56047616.00       | $55259255.37       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 5.5000%  | 0.0000% | $8174400.00        | $7807184.94        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.78           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-07-01      | 6.0000%  | 0.0000% | $1589613.00        | $1526589.76        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 3.5000%  | 0.0000% | $601754.00         | $493396.73         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 5.5000%  | 0.0000% | $118007197.00      | $105298435.03      | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 7.0000%  | 0.0000% | $1000.00           | $156.39            | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2043-05-15      | 2.8750%  | 0.0000% | $200.00            | $158.55            | U.S. Treasuries (including strips) |

### Security 203: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 3.889900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_3.89_0316
- **C.18 - Value (incl. sponsor support):** $775000000.00
- **C.18.a - Value (excl. sponsor support):** $775000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2026-03-16
- **C.12 - Maturity Date (WAL):** 2026-03-16
- **C.13 - Final Legal Maturity Date:** 2026-03-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-10-01      | NA       | 0.0000% | $43357000.00       | $42081090.20       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 2.7500%  | 0.0000% | $102245000.00      | $80237639.89       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $142207000.00      | $121054295.65      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-08-15      | 4.1250%  | 0.0000% | $208467000.00      | $192441454.00      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $31000000.00       | $31074645.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 0.3750%  | 0.0000% | $36222000.00       | $34240614.21       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.6250%  | 0.0000% | $1000.00           | $1008.91           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $110000000.00      | $109943590.06      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 3.6250%  | 0.0000% | $35000.00          | $35739.79          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 4.5000%  | 0.0000% | $5137600.00        | $5214119.53        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-28      | NA       | 0.0000% | $130746600.00      | $128393553.44      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-10-31      | 4.1250%  | 0.0000% | $43437000.00       | $44561653.77       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $1204900.00        | $1220605.09        | U.S. Treasuries (including strips) |

### Security 204: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 4.089900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_4.09_1201
- **C.18 - Value (incl. sponsor support):** $15000000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000000.00
- **C.19 - Percentage of Net Assets:** 6.7600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2041-05-15      | 2.2500%  | 0.0000% | $1200000000.00     | $901209613.26      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-08-15      | 2.0000%  | 0.0000% | $289975300.00      | $173263872.75      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2051-11-15      | 1.8750%  | 0.0000% | $147661000.00      | $84472626.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2052-02-15      | 2.2500%  | 0.0000% | $78126600.00       | $49427015.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2053-11-15      | 4.7500%  | 0.0000% | $1073758400.00     | $1086121440.65     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $49.63             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-08-31      | 3.8750%  | 0.0000% | $2210002600.00     | $2244964694.61     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 1.7500%  | 0.0000% | $200.00            | $138.55            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $95.05             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 0.3750%  | 0.0000% | $438300.00         | $436300.84         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 0.7500%  | 0.0000% | $39121600.00       | $36992041.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $1286300.00        | $1224549.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $87.94             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 0.7500%  | 0.0000% | $33896200.00       | $33224476.38       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 0.8750%  | 0.0000% | $5176000.00        | $5065219.47        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 1.1250%  | 0.0000% | $32999900.00       | $32278494.66       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 1.2500%  | 0.0000% | $80200000.00       | $78602422.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.8750%  | 0.0000% | $4952000.00        | $4872004.43        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $69960600.00       | $69270242.64       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.2500%  | 0.0000% | $100000000.00      | $100889159.78      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.1250%  | 0.0000% | $32300.00          | $32326.55          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-15      | 4.0000%  | 0.0000% | $13503800.00       | $13663388.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-15      | 3.7500%  | 0.0000% | $565200.00         | $567708.90         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 4.3750%  | 0.0000% | $936400.00         | $952315.07         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 4.2500%  | 0.0000% | $3642100.00        | $3706888.80        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 4.2500%  | 0.0000% | $13143000.00       | $13331768.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 4.1250%  | 0.0000% | $17506600.00       | $17821363.44       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-03-31      | 4.5000%  | 0.0000% | $78700.00          | $79438.67          | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-04-30      | 3.9304%  | 0.0000% | $3602200.00        | $3612838.28        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $155074000.00      | $160796195.86      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-06-30      | 4.6250%  | 0.0000% | $1262300.00        | $1292654.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-31      | 4.3750%  | 0.0000% | $18100.00          | $18434.29          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 3.7500%  | 0.0000% | $37039600.00       | $37573219.45       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 3.7500%  | 0.0000% | $17036400.00       | $17200164.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $78.48             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $72.03             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $68.12             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $78.03             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2047-11-15      | 2.7500%  | 0.0000% | $100.00            | $73.19             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $78.04             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $66.18             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-15      | 3.3750%  | 0.0000% | $97297600.00       | $97723974.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-09-30      | 3.5000%  | 0.0000% | $2334900.00        | $2344998.62        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 4.1250%  | 0.0000% | $340000.00         | $342492.07         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-31      | 4.2500%  | 0.0000% | $577900.00         | $591789.17         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 4.1250%  | 0.0000% | $62700.00          | $63920.27          | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2027-01-31      | 3.8784%  | 0.0000% | $3903100.00        | $3911678.34        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 4.1250%  | 0.0000% | $92233000.00       | $93764858.66       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $303093600.00      | $304726835.77      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $1514950700.00     | $1548949591.88     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $74683100.00       | $76030746.80       | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2027-07-31      | 3.9394%  | 0.0000% | $182729200.00      | $183265377.22      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.6250%  | 0.0000% | $70155700.00       | $70900914.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 3.5000%  | 0.0000% | $795200000.00      | $799448019.57      | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2027-10-31      | 4.0218%  | 0.0000% | $41163000.00       | $41304504.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $17822000.00       | $18161092.22       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $51.21             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 3.5000%  | 0.0000% | $51765000.00       | $51911659.68       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-05-15      | 3.3750%  | 0.0000% | $130349100.00      | $126719140.42      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 4.6250%  | 0.0000% | $439000.00         | $462045.11         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-15      | 4.6250%  | 0.0000% | $34000.00          | $34462.35          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-31      | 4.8750%  | 0.0000% | $75001000.00       | $78111945.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-12-15      | 4.3750%  | 0.0000% | $34639000.00       | $35588936.34       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-12-31      | 3.7500%  | 0.0000% | $2109400.00        | $2154240.00        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $24695800.00       | $25165677.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-01-31      | 4.0000%  | 0.0000% | $147813000.00      | $151866546.59      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-03-31      | 4.1250%  | 0.0000% | $5195000.00        | $5351822.12        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-04-30      | 4.6250%  | 0.0000% | $368205100.00      | $387128024.66      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-03-19      | NA       | 0.0000% | $75000.00          | $74166.98          | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-11      | NA       | 0.0000% | $8938300.00        | $8928628.76        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-01      | NA       | 0.0000% | $48593000.00       | $47163005.20       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-02      | NA       | 0.0000% | $751800.00         | $742443.85         | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-11-27      | NA       | 0.0000% | $125000000.00      | $120669500.00      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-28      | NA       | 0.0000% | $306066000.00      | $300557730.20      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 5.2500%  | 0.0000% | $98000.00          | $102925.91         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2039-05-15      | 4.2500%  | 0.0000% | $1047000.00        | $1042486.64        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-08-15      | 3.8750%  | 0.0000% | $600.00            | $570.95            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2041-08-15      | 3.7500%  | 0.0000% | $800.00            | $742.11            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-02-15      | 3.1250%  | 0.0000% | $377045900.00      | $319524320.52      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-08-15      | 2.7500%  | 0.0000% | $200.00            | $159.06            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $36718900.00       | $29837815.47       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2040-05-15      | 1.1250%  | 0.0000% | $700620000.00      | $453822405.15      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.1250%  | 0.0000% | $7521600.00        | $7318688.92        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-07-15      | 4.5000%  | 0.0000% | $250000.00         | $255336.86         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 4.5000%  | 0.0000% | $800.00            | $811.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $612489000.00      | $645512017.17      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $5641200.00        | $5847301.73        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-10-31      | 4.1250%  | 0.0000% | $4605200.00        | $4638954.31        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-11-30      | 4.2500%  | 0.0000% | $122180000.00      | $125479930.24      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-01-31      | 4.2500%  | 0.0000% | $73422600.00       | $76364694.66       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $415857600.00      | $436695935.04      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $71765300.00       | $72948442.16       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 3.8750%  | 0.0000% | $29436400.00       | $29731232.23       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $64097600.00       | $64442993.28       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $190633400.00      | $193517347.36      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-05-15      | 4.2500%  | 0.0000% | $414320000.00      | $423618270.16      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $105642000.00      | $109575201.75      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $101.85            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 3.8750%  | 0.0000% | $150880000.00      | $154615467.36      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-07-31      | 4.0000%  | 0.0000% | $53131000.00       | $54566837.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-15      | 3.3750%  | 0.0000% | $33298000.00       | $33425337.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-10-15      | 3.5000%  | 0.0000% | $90505600.00       | $90896020.27       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-11-15      | 4.0000%  | 0.0000% | $200.00            | $199.97            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-15      | 2.2500%  | 0.0000% | $16678000.00       | $16432597.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 2.7500%  | 0.0000% | $300.00            | $297.62            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-01-31      | 2.6250%  | 0.0000% | $150000.00         | $150961.02         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-15      | 2.6250%  | 0.0000% | $50053000.00       | $49085716.25       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-15      | 2.3750%  | 0.0000% | $25000000.00       | $24093322.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-15      | 1.6250%  | 0.0000% | $400.00            | $375.86            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 1.5000%  | 0.0000% | $80000000.00       | $78473304.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-15      | 1.5000%  | 0.0000% | $3762600.00        | $3478865.69        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-30      | 0.6250%  | 0.0000% | $281200000.00      | $266556466.97      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-12-31      | 0.6250%  | 0.0000% | $131193000.00      | $124008023.56      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-31      | 0.7500%  | 0.0000% | $1811000.00        | $1712419.40        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 1.2500%  | 0.0000% | $47300000.00       | $45043132.48       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-30      | 1.2500%  | 0.0000% | $45041000.00       | $42762594.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 0.7500%  | 0.0000% | $480200.00         | $474834.73         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $400.00            | $351.76            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 1.5000%  | 0.0000% | $137522000.00      | $130765823.69      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-15      | 1.8750%  | 0.0000% | $200160000.00      | $180818712.16      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 2.3750%  | 0.0000% | $9031000.00        | $8740505.13        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-03-31      | 2.5000%  | 0.0000% | $396659200.00      | $392745045.47      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-05-15      | 2.8750%  | 0.0000% | $150097000.00      | $142833274.61      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 4.1250%  | 0.0000% | $5946600.00        | $6049447.20        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.0000%  | 0.0000% | $124955200.00      | $127386318.71      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 4.0000%  | 0.0000% | $326509400.00      | $333224801.81      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $228172800.00      | $234255716.66      | U.S. Treasuries (including strips) |

### Security 205: Fixed Income Clearing Corp. Tri Party Repo - BoA

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - BoA 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 942NHH006, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 942NHH006_4.15_0102
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-06-30      | 3.7500%  | 0.0000% | $129318000.00      | $131706403.66      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.8750%  | 0.0000% | $400.00            | $406.05            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $101.30            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2034-08-15      | 3.8750%  | 0.0000% | $86051000.00       | $86670170.15       | U.S. Treasuries (including strips) |
| US TREASURY FRN | 2026-04-30      | 3.9304%  | 0.0000% | $99400.00          | $99693.56          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2045-05-15      | 3.0000%  | 0.0000% | $5581900.00        | $4399086.17        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 0.3750%  | 0.0000% | $2065900.00        | $1963616.93        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.1250%  | 0.0000% | $211193000.00      | $205495621.94      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $34514000.00       | $29380184.94       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-10-01      | NA       | 0.0000% | $246000.00         | $238760.71         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.1250%  | 0.0000% | $50004900.00       | $50046004.58       | U.S. Treasuries (including strips) |

### Security 206: Australia & New Zealand Banking Group Ltd. Repo

- **C.1 - Title:** Australia & New Zealand Banking Group Ltd. Repo 4.100000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 943BACII1, C.3 - LEI: N/A, C.5 - Other ID: 943BACII1_4.10_1201
- **C.18 - Value (incl. sponsor support):** $2655000000.00
- **C.18.a - Value (excl. sponsor support):** $2655000000.00
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2042-05-15      | 3.2500%  | 0.0000% | $80000000.00       | $68168370.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $146000000.00      | $147143334.77      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-11-30      | 4.1250%  | 0.0000% | $73500000.00       | $76733510.50       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $205447000.00      | $211401055.05      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-06-30      | 4.2500%  | 0.0000% | $316203000.00      | $329474074.28      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $275000000.00      | $285129941.51      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $87000000.00       | $93237934.17       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-03-31      | 4.1250%  | 0.0000% | $95000000.00       | $97475807.01       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 4.1250%  | 0.0000% | $97000000.00       | $98721387.57       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-15      | 4.0000%  | 0.0000% | $122000000.00      | $124308634.51      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $90000000.00       | $92052819.29       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2042-11-15      | 2.7500%  | 0.0000% | $70000000.00       | $55051942.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 3.7500%  | 0.0000% | $113000000.00      | $101428425.41      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2048-11-15      | 3.3750%  | 0.0000% | $100000000.00      | $81418076.66       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $90000000.00       | $93397515.37       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-08-15      | 4.2500%  | 0.0000% | $126000000.00      | $119278858.70      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $19000000.00       | $19090932.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-02-15      | 4.6250%  | 0.0000% | $100000000.00      | $100850883.15      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-05-15      | 4.7500%  | 0.0000% | $100000000.00      | $101748705.11      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2055-08-15      | 4.7500%  | 0.0000% | $70000000.00       | $72086209.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-02-15      | 3.5000%  | 0.0000% | $250000000.00      | $247926290.76      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-11-15      | 4.5000%  | 0.0000% | $90497000.00       | $94729750.31       | U.S. Treasuries (including strips) |

### Security 207: Fixed Income Clearing Corp. Repo - UBS

- **C.1 - Title:** Fixed Income Clearing Corp. Repo - UBS 4.089900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944DQXII3, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 944DQXII3_4.09_1201
- **C.18 - Value (incl. sponsor support):** $6200000000.00
- **C.18.a - Value (excl. sponsor support):** $6200000000.00
- **C.19 - Percentage of Net Assets:** 2.8000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $350000000.00      | $360422724.18      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-31      | 4.0000%  | 0.0000% | $670000000.00      | $695344958.16      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $590000000.00      | $594574231.70      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-15      | 3.8750%  | 0.0000% | $300000000.00      | $305048256.22      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-02-29      | 4.1250%  | 0.0000% | $19430000.00       | $20077887.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-01-31      | 4.3750%  | 0.0000% | $1220000000.00     | $1282392391.30     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-09-30      | 3.5000%  | 0.0000% | $330000000.00      | $331511177.88      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-07-31      | 4.1250%  | 0.0000% | $380000000.00      | $394195788.04      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $520000000.00      | $535191983.70      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $300000000.00      | $316379354.51      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-08-15      | 1.2500%  | 0.0000% | $560000000.00      | $492828532.61      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-06-30      | 4.0000%  | 0.0000% | $300000000.00      | $309564538.04      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $310000000.00      | $319662228.26      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2033-08-15      | 3.8750%  | 0.0000% | $360000000.00      | $365105298.91      | U.S. Treasuries (including strips) |

### Security 208: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 3.769900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944JXD905, C.3 - LEI: N/A, C.5 - Other ID: 944JXD905_3.77_1201
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BILL   | 2026-05-14      | NA       | 0.0000% | $1083000.00        | $1064961.55        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2035-08-15      | 4.2500%  | 0.0000% | $3770000.00        | $3890011.76        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-09      | NA       | 0.0000% | $73601900.00       | $73538455.16       | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-13      | NA       | 0.0000% | $400.00            | $398.20            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-01-20      | NA       | 0.0000% | $2728700.00        | $2714319.75        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-30      | NA       | 0.0000% | $3734900.00        | $3677983.86        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-24      | NA       | 0.0000% | $100.00            | $99.13             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-01-15      | 4.2500%  | 0.0000% | $8281900.00        | $8537790.19        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 2.1250%  | 0.0000% | $1000.00           | $1002.27           | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-29      | 1.1250%  | 0.0000% | $21520200.00       | $20487098.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 1.1250%  | 0.0000% | $4560000.00        | $4291347.07        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-08-31      | 3.1250%  | 0.0000% | $850000.00         | $850698.71         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.0000%  | 0.0000% | $12800.00          | $13049.04          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-04-15      | 3.7500%  | 0.0000% | $1166800.00        | $1171979.39        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $99.95             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-07-31      | 4.0000%  | 0.0000% | $100.00            | $103.04            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-30      | 4.3750%  | 0.0000% | $49764100.00       | $52065536.80       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-12-31      | 3.7500%  | 0.0000% | $27093500.00       | $27709097.60       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $2360000.00        | $2437065.55        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-05-31      | 4.6250%  | 0.0000% | $1467600.00        | $1571541.70        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $257177700.00      | $264686897.48      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-31      | 3.7500%  | 0.0000% | $5132800.00        | $5182139.62        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 4.1250%  | 0.0000% | $34353800.00       | $35781392.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2032-04-30      | 4.0000%  | 0.0000% | $100.00            | $101.80            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-02-12      | NA       | 0.0000% | $329300.00         | $326829.26         | U.S. Treasuries (including strips) |

### Security 209: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 3.999900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944JXD905, C.3 - LEI: N/A, C.5 - Other ID: 944JXD905_4.00_1201
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2034-05-15      | 4.3750%  | 0.0000% | $373524700.00      | $386873028.21      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-05-15      | 6.2500%  | 0.0000% | $5245700.00        | $5826983.76        | U.S. Treasuries (including strips) |

### Security 210: Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Morgan Stanley 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 944JXD905, C.3 - LEI: N/A, C.5 - Other ID: 944JXD905_4.08_1201
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.0300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2032-09-30      | 3.8750%  | 0.0000% | $400.00            | $404.86            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $375143200.00      | $375689748.41      | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-05-21      | NA       | 0.0000% | $800.00            | $786.14            | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-04-16      | NA       | 0.0000% | $7584600.00        | $7479735.32        | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2026-07-09      | NA       | 0.0000% | $31550300.00       | $30880076.98       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-02-15      | 2.7500%  | 0.0000% | $45564300.00       | $45202176.24       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-15      | 2.2500%  | 0.0000% | $25000100.00       | $24770720.01       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-09-30      | 0.3750%  | 0.0000% | $13944900.00       | $13182097.65       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-10-31      | 0.5000%  | 0.0000% | $500.00            | $472.49            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-31      | 1.2500%  | 0.0000% | $10832000.00       | $10321971.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-02-28      | 1.8750%  | 0.0000% | $59999200.00       | $59029961.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.1250%  | 0.0000% | $54965900.00       | $54581688.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-03-31      | 3.6250%  | 0.0000% | $6521800.00        | $6579926.76        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-30      | 4.0000%  | 0.0000% | $32950900.00       | $33906774.09       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-08-31      | 4.3750%  | 0.0000% | $212006000.00      | $219109094.70      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $80286900.00       | $81710752.88       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 4.5000%  | 0.0000% | $11353100.00       | $11522193.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-06-15      | 4.6250%  | 0.0000% | $70265200.00       | $72857970.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-15      | 4.3750%  | 0.0000% | $103162800.00      | $106174996.77      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-01-31      | 4.1250%  | 0.0000% | $139324800.00      | $142036351.37      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-04-15      | 3.7500%  | 0.0000% | $1262900.00        | $1275912.88        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-05-15      | 3.7500%  | 0.0000% | $100361200.00      | $101117390.04      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $628122900.00      | $643120748.37      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-06-15      | 3.8750%  | 0.0000% | $600928000.00      | $617218038.32      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-15      | 3.8750%  | 0.0000% | $479107000.00      | $490563239.94      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-07-31      | 3.8750%  | 0.0000% | $712059200.00      | $724908215.39      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-15      | 3.3750%  | 0.0000% | $714028000.00      | $716758565.36      | U.S. Treasuries (including strips) |

### Security 211: Fixed Income Clearing Corp. Tri Party Repo - JPM

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - JPM 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 952JMUII9, C.3 - LEI: N/A, C.5 - Other ID: 952JMUII9_4.08_1201
- **C.18 - Value (incl. sponsor support):** $7250000000.00
- **C.18.a - Value (excl. sponsor support):** $7250000000.00
- **C.19 - Percentage of Net Assets:** 3.2700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $1417515200.00     | $1493942088.95     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-02-28      | 4.0000%  | 0.0000% | $2136012800.00     | $2192957308.09     | U.S. Treasuries (including strips) |
| TREASURY BILL   | 2025-12-26      | NA       | 0.0000% | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $3173491900.00     | $3178115379.64     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-11-30      | 3.8750%  | 0.0000% | $262867600.00      | $270962936.69      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $296302000.00      | $259022256.61      | U.S. Treasuries (including strips) |

### Security 212: Fixed Income Clearing Corp. Tri Party Repo - Northern Trust

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Northern Trust 4.069900%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 954ZEB000, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 954ZEB000_4.07_1201
- **C.18 - Value (incl. sponsor support):** $1125000000.00
- **C.18.a - Value (excl. sponsor support):** $1125000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-09-30      | 3.8750%  | 0.0000% | $363522000.00      | $370096168.04      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 2.6250%  | 0.0000% | $149550000.00      | $146212048.06      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-10-31      | 4.1250%  | 0.0000% | $48169500.00       | $49336915.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-07-31      | 4.0000%  | 0.0000% | $455266400.00      | $468502219.01      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-08-31      | 3.6250%  | 0.0000% | $110825000.00      | $112157693.59      | U.S. Treasuries (including strips) |

### Security 213: Fixed Income Clearing Corp. Tri Party Repo - Citi

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - Citi 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 956ZCJ003, C.3 - LEI: N/A, C.5 - Other ID: 956ZCJ003_4.08_1201
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2032-09-30      | 3.8750%  | 0.0000% | $800.00            | $809.71            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2054-11-15      | 4.5000%  | 0.0000% | $100933000.00      | $98176421.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 5.2500%  | 0.0000% | $284900.00         | $299220.32         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-08-15      | 4.3750%  | 0.0000% | $26400.00          | $26848.69          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-15      | 2.3750%  | 0.0000% | $475900.00         | $468376.93         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-02-28      | 0.5000%  | 0.0000% | $2548400.00        | $2530719.92        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-07-31      | 4.1250%  | 0.0000% | $434500.00         | $447275.21         | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2025-12-31      | 2.6250%  | 0.0000% | $49900.00          | $50387.73          | U.S. Treasuries (including strips) |

### Security 214: TD Securities USA LLC Tri Party Repo

- **C.1 - Title:** TD Securities USA LLC Tri Party Repo 4.089900%
- **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: 976GZG002, C.3 - LEI: N/A, C.5 - Other ID: 976GZG002_4.09_1201
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | 3.0000%  | 0.0000% | $43839664.00       | $27000000.32       | Agency Mortgage-Backed Securities |

### Security 215: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 985SRR000, C.3 - LEI: N/A, C.5 - Other ID: 985SRR000_4.00_0109
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2052-11-15      | 4.0000%  | 0.0000% | $455791200.00      | $407288390.98      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2044-02-15      | 1.3750%  | 0.0000% | $11400.00          | $13658.28          | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2043-11-15      | 4.7500%  | 0.0000% | $400.00            | $408.88            | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-02-15      | 4.5000%  | 0.0000% | $696800.00         | $697587.16         | U.S. Treasuries (including strips) |

### Security 216: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.080000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJA004, C.3 - LEI: N/A, C.5 - Other ID: 985TJA004_4.08_1201
- **C.18 - Value (incl. sponsor support):** $25000000.00
- **C.18.a - Value (excl. sponsor support):** $25000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| TENN VALLEY AUTHORITY    | 2060-09-15      | 4.6250%  | 0.0000% | $151000.00         | $138880.81         | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2056-04-01      | 5.3750%  | 0.0000% | $51000.00          | $53105.40          | Agency Mortgage-Backed Securities |
| TENN VALLEY AUTHORITY    | 2039-09-15      | 5.2500%  | 0.0000% | $2000.00           | $2172.54           | Agency Mortgage-Backed Securities |
| RESOLUTION FUNDING STRIP | 2027-10-15      | NA       | 0.0000% | $8000.00           | $7475.00           | Agency Mortgage-Backed Securities |
| RFC PRINCIPAL  STRIP     | 2030-01-15      | NA       | 0.0000% | $18171000.00       | $15600494.00       | Agency Mortgage-Backed Securities |
| RFC PRINCIPAL  STRIP     | 2030-04-15      | NA       | 0.0000% | $11423000.00       | $9713251.05        | Agency Mortgage-Backed Securities |

### Security 217: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: N/A, C.5 - Other ID: 985TJG001_4.04_0107
- **C.18 - Value (incl. sponsor support):** $385000000.00
- **C.18.a - Value (excl. sponsor support):** $385000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2026-01-07
- **C.12 - Maturity Date (WAL):** 2026-01-07
- **C.13 - Final Legal Maturity Date:** 2026-01-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Fannie Mae                     | 2055-01-25      | 6.0000%  | 0.0000% | $5563012.00        | $1261811.70        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-08-25      | 1.7282%  | 0.0000% | $175000000.00      | $9835351.83        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-25      | 3.0782%  | 0.0000% | $56131568.00       | $7370226.35        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-04-25      | 3.0000%  | 0.0000% | $76171975.00       | $11531236.66       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-07-25      | 0.2800%  | 0.0000% | $100000000.00      | $793224.42         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-08-25      | 3.0282%  | 0.0000% | $49161846.00       | $4082114.86        | Agency Mortgage-Backed Securities |
| FANNIEMAE GRANTOR TRUST        | 2032-07-25      | 4.2888%  | 0.0000% | $69094862.00       | $108486.86         | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS | 2040-06-25      | 0.4381%  | 0.0000% | $144928243.00      | $3880129.36        | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS | 2040-07-25      | 0.4125%  | 0.0000% | $23692000.00       | $946264.53         | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS | 2040-10-25      | 1.0228%  | 0.0000% | $66385013.00       | $859489.03         | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS | 2041-11-25      | 0.1286%  | 0.0000% | $133557760.00      | $1255617.83        | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS | 2043-01-25      | 0.3331%  | 0.0000% | $85000000.00       | $1868645.95        | Agency Mortgage-Backed Securities |
| FREDDIEMAC STRIP               | 2052-03-15      | 2.5000%  | 0.0000% | $2215699.00        | $233173.73         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2059-07-25      | 1.5317%  | 0.0000% | $48223087.00       | $563962.38         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2060-03-25      | 1.5998%  | 0.0000% | $39101267.00       | $517666.47         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2057-01-25      | 2.5000%  | 0.0000% | $16150552.00       | $1595694.24        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2060-10-25      | 2.0137%  | 0.0000% | $24212379.00       | $1740122.01        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-25      | 3.0000%  | 0.0000% | $4030261.00        | $434836.97         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-25      | NA       | 0.0000% | $316343716.00      | $1032928.98        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-07-25      | 1.9282%  | 0.0000% | $102069815.00      | $6156047.91        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-06-25      | 1.3482%  | 0.0000% | $105253578.00      | $3708133.78        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-08-25      | 0.7282%  | 0.0000% | $91000000.00       | $1724164.18        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-25      | 1.1282%  | 0.0000% | $12500000.00       | $517559.49         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-25      | 1.9782%  | 0.0000% | $50000000.00       | $2556493.32        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-04-25      | 1.7282%  | 0.0000% | $50000000.00       | $2545951.79        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-03-25      | 2.2782%  | 0.0000% | $67728750.00       | $3025012.70        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 1.7282%  | 0.0000% | $27000000.00       | $966127.16         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 1.6282%  | 0.0000% | $19000000.00       | $642009.57         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 1.8282%  | 0.0000% | $56495885.00       | $2660012.74        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2057-12-25      | 1.8137%  | 0.0000% | $149720538.00      | $13230305.80       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2050-10-25      | NA       | 0.0000% | $18782859.00       | $10913103.80       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-08-20      | 2.0757%  | 0.0000% | $52410000.00       | $512239.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-03-20      | 0.3242%  | 0.0000% | $60209342.00       | $2260211.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 1.2011%  | 0.0000% | $50000000.00       | $1292938.29        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-01-25      | 1.8782%  | 0.0000% | $30000000.00       | $1377068.21        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-01-25      | 3.0282%  | 0.0000% | $56375000.00       | $3994997.61        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-25      | 0.5000%  | 0.0000% | $50000000.00       | $729180.27         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-01-25      | 0.0500%  | 0.0000% | $66000000.00       | $67667.85          | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-01-25      | 0.9782%  | 0.0000% | $142001999.00      | $3165273.36        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-01-25      | 1.7782%  | 0.0000% | $70000000.00       | $3085330.49        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-25      | 0.6000%  | 0.0000% | $35611679.00       | $333108.49         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-02-25      | 1.0782%  | 0.0000% | $80991317.00       | $2544176.75        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-01-25      | 0.0500%  | 0.0000% | $193060287.00      | $136165.32         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-02-25      | 0.0282%  | 0.0000% | $250000000.00      | $3694087.14        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-06-25      | 0.9282%  | 0.0000% | $100000000.00      | $2880090.08        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-03-25      | 2.9782%  | 0.0000% | $93625698.00       | $6701383.52        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-09-25      | 6.0000%  | 0.0000% | $37800000.00       | $5324803.02        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-04-25      | 1.8282%  | 0.0000% | $50000000.00       | $3093833.12        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-04-25      | 3.1282%  | 0.0000% | $23859314.00       | $1715072.54        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-05-25      | 0.1782%  | 0.0000% | $125500000.00      | $2180677.04        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-05-25      | 0.0032%  | 0.0000% | $200000000.00      | $2659085.21        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-25      | 1.1282%  | 0.0000% | $176260657.00      | $5410491.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-06-25      | 0.7782%  | 0.0000% | $50000000.00       | $1304715.14        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-08-25      | 1.0282%  | 0.0000% | $321024012.00      | $13425878.13       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-12-25      | 5.5000%  | 0.0000% | $2900715.00        | $534088.35         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-09-25      | 1.0782%  | 0.0000% | $185000000.00      | $9531836.68        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-10-25      | 1.2782%  | 0.0000% | $132276468.00      | $5856880.50        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-01-25      | 6.0000%  | 0.0000% | $833333.00         | $147565.49         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-12-25      | 1.4451%  | 0.0000% | $162500000.00      | $13017944.20       | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2026-09-25      | 0.8483%  | 0.0000% | $100500000.00      | $492236.92         | Agency Mortgage-Backed Securities |
| FHLMC MULTIFAMILY STRUCTURED P | 2057-02-25      | 5.4351%  | 0.0000% | $5274001.00        | $1431751.13        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-09-25      | 1.1182%  | 0.0000% | $122000000.00      | $4336828.54        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-09-25      | 1.1282%  | 0.0000% | $124249327.00      | $2912107.38        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-09-25      | 4.2407%  | 0.0000% | $5613077.00        | $728689.82         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-07-25      | 3.0282%  | 0.0000% | $88367871.00       | $4138272.02        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-09-25      | 1.8282%  | 0.0000% | $108000000.00      | $4318008.20        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-08-25      | 1.0782%  | 0.0000% | $106712043.00      | $3414585.51        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-08-25      | 0.9282%  | 0.0000% | $46000000.00       | $1282954.89        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-08-25      | 1.1282%  | 0.0000% | $190887053.00      | $7161171.49        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-10-25      | 6.0000%  | 0.0000% | $2915577.00        | $450677.30         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-25      | 1.0507%  | 0.0000% | $74000000.00       | $2205857.19        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-10-25      | 1.1782%  | 0.0000% | $100000000.00      | $2857605.80        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-10-25      | 1.3282%  | 0.0000% | $17023597.00       | $1250642.81        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-25      | 1.0000%  | 0.0000% | $50000000.00       | $1424629.06        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-12-25      | 1.0282%  | 0.0000% | $100000000.00      | $2462156.72        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-10-25      | 2.0000%  | 0.0000% | $48308624.00       | $5187670.26        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-25      | 3.0000%  | 0.0000% | $100000.00         | $16500.77          | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-11-25      | 1.3282%  | 0.0000% | $100586844.00      | $3392709.45        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-12-25      | 0.9782%  | 0.0000% | $106617472.00      | $2606699.94        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2053-09-25      | 3.1282%  | 0.0000% | $57059863.00       | $4586874.02        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-25      | 1.1782%  | 0.0000% | $35000000.00       | $1680846.41        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-25      | 0.4000%  | 0.0000% | $50000000.00       | $532393.19         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-25      | 2.5782%  | 0.0000% | $25000000.00       | $1754662.37        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-11-25      | 0.4282%  | 0.0000% | $226602094.00      | $4656855.68        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-25      | 6.6000%  | 0.0000% | $3169000.00        | $2310962.40        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-12-25      | 1.8282%  | 0.0000% | $69000000.00       | $3336785.75        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2055-03-25      | 1.1282%  | 0.0000% | $358040417.00      | $11589784.68       | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-03-25      | 3.0282%  | 0.0000% | $42187540.00       | $2965812.76        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-03-25      | 1.0782%  | 0.0000% | $204396700.00      | $7385338.33        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2053-11-25      | 13.0218% | 0.0000% | $5472135.00        | $1383722.38        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2053-11-25      | NA       | 0.0000% | $5472135.00        | $3830016.57        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2048-01-25      | 1.9637%  | 0.0000% | $29260657.00       | $2731392.11        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-10-25      | 1.6282%  | 0.0000% | $234686628.00      | $9110192.76        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-25      | NA       | 0.0000% | $7042858.00        | $2893279.18        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-25      | NA       | 0.0000% | $11438462.00       | $5526543.30        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-25      | 8.3128%  | 0.0000% | $6205758.00        | $3804873.76        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-02-25      | 2.5282%  | 0.0000% | $58919417.00       | $4107609.98        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-25      | 0.9623%  | 0.0000% | $105500000.00      | $1983325.61        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-11-25      | 1.9282%  | 0.0000% | $77150725.00       | $2186142.42        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-12-25      | 0.8282%  | 0.0000% | $50000000.00       | $835407.16         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-12-25      | 1.5782%  | 0.0000% | $27593482.00       | $1331856.97        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-25      | 2.9782%  | 0.0000% | $55273530.00       | $3412551.11        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-25      | 2.4282%  | 0.0000% | $35968856.00       | $1541267.07        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-25      | 6.0000%  | 0.0000% | $2929798.00        | $440121.32         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 2.9282%  | 0.0000% | $36000000.00       | $1875717.06        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 2.2782%  | 0.0000% | $9000000.00        | $389327.33         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 6.5000%  | 0.0000% | $25000000.00       | $3530205.85        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 2.2782%  | 0.0000% | $11500000.00       | $497679.25         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 2.2782%  | 0.0000% | $40000000.00       | $1731058.26        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 1.7782%  | 0.0000% | $40000000.00       | $1459067.59        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 2.2782%  | 0.0000% | $39000000.00       | $1687781.80        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 1.6782%  | 0.0000% | $26000000.00       | $913069.56         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-03-25      | 2.9282%  | 0.0000% | $6500000.00        | $338804.46         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-04-25      | 2.4782%  | 0.0000% | $50000000.00       | $2080117.62        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-25      | 2.9782%  | 0.0000% | $22000000.00       | $1089808.42        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-25      | 3.1282%  | 0.0000% | $26000000.00       | $1340174.70        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-05-25      | 3.0282%  | 0.0000% | $50000000.00       | $2876737.81        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-10-25      | 1.1782%  | 0.0000% | $189471440.00      | $6649348.21        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-25      | 1.6582%  | 0.0000% | $50000000.00       | $1719024.41        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2054-06-25      | 0.1000%  | 0.0000% | $49766702.00       | $70126.04          | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-12-25      | 3.0282%  | 0.0000% | $150000000.00      | $6941888.31        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | 3.0032%  | 0.0000% | $100000000.00      | $11941037.11       | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS | 2038-05-25      | NA       | 0.0000% | $507844849.00      | $761539.21         | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS | 2039-07-25      | 0.9857%  | 0.0000% | $131031410.00      | $2478135.52        | Agency Mortgage-Backed Securities |
| FRESB MULTIFAMILY MORTGAGE PAS | 2040-04-25      | NA       | 0.0000% | $22733000.00       | $559938.85         | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-11-25      | 1.3282%  | 0.0000% | $75000000.00       | $4026492.61        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2054-12-25      | 1.8782%  | 0.0000% | $100000000.00      | $3640087.22        | Agency Mortgage-Backed Securities |
| FANNIE MAE REMICS              | 2055-12-25      | 6.0000%  | 0.0000% | $13206912.00       | $2832816.59        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-11-25      | 1.8137%  | 0.0000% | $22833002.00       | $1600402.73        | Agency Mortgage-Backed Securities |

### Security 218: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.089900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: N/A, C.5 - Other ID: 985TJG001_4.09_1201
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 3.5000%  | 0.0000% | $1390000.00        | $171976.72         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 4.5000%  | 0.0000% | $2234261.00        | $205776.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-08-20      | 0.3827%  | 0.0000% | $70902317.00       | $1153223.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-07-20      | NA       | 0.0000% | $74657124.00       | $135821.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-06-20      | 1.9404%  | 0.0000% | $37504519.00       | $635586.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-07-20      | 0.2034%  | 0.0000% | $61561973.00       | $785200.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-09-20      | 2.5884%  | 0.0000% | $36183479.00       | $823108.46         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-12-20      | 2.5039%  | 0.0000% | $37012804.00       | $911729.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-02-20      | 2.0746%  | 0.0000% | $54205294.00       | $1137408.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-03-20      | 0.0289%  | 0.0000% | $49000000.00       | $1222533.45        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-02-20      | 0.2698%  | 0.0000% | $345317551.00      | $988348.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-09-20      | 1.3966%  | 0.0000% | $4600000.00        | $166441.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-01-20      | 1.5534%  | 0.0000% | $42088974.00       | $538864.95         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2072-07-20      | 0.6351%  | 0.0000% | $33279341.00       | $1533549.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-04-20      | 0.0127%  | 0.0000% | $50000000.00       | $2062.28           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | NA       | 0.0000% | $127754768.00      | $1632581.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $20750663.00       | $301607.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $54906266.00       | $728631.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $150000000.00      | $581294.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $125000000.00      | $1176072.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 2.5000%  | 0.0000% | $600000.00         | $61522.95          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $28015543.00       | $343430.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $30595930.00       | $436430.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $25000000.00       | $113028.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $13613510.00       | $147501.06         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | 4.0000%  | 0.0000% | $22540510.00       | $565357.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-11-16      | 2.0266%  | 0.0000% | $20590624.00       | $1038957.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | NA       | 0.0000% | $9244444.00        | $111666.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | NA       | 0.0000% | $9236502.00        | $112995.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-20      | NA       | 0.0000% | $48426531.00       | $87750.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-09-20      | 3.5000%  | 0.0000% | $24566517.00       | $2059281.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | NA       | 0.0000% | $45581644.00       | $153436.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | NA       | 0.0000% | $31281637.00       | $140394.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 2.5000%  | 0.0000% | $2210082.00        | $207612.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-10-20      | 2.2257%  | 0.0000% | $20513623.00       | $1539622.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 2.0000%  | 0.0000% | $580000.00         | $45487.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-11-20      | 2.0000%  | 0.0000% | $200000.00         | $13884.87          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-12-20      | 2.0000%  | 0.0000% | $205000.00         | $16561.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-16      | 2.5000%  | 0.0000% | $1200000.00        | $152451.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 2.5000%  | 0.0000% | $1000000.00        | $74028.10          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.0000%  | 0.0000% | $17375000.00       | $1532460.40        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $549984.00         | $45010.55          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $5000000.00        | $483038.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-03-20      | 3.0000%  | 0.0000% | $22099324.00       | $1427989.36        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-03-20      | 3.0000%  | 0.0000% | $15224171.00       | $1453254.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 3.5000%  | 0.0000% | $12030076.00       | $1032780.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 2.5000%  | 0.0000% | $20178825.00       | $1820481.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | NA       | 0.0000% | $35546109.00       | $96017.01          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 2.5000%  | 0.0000% | $3268294.00        | $320153.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-05-20      | 2.7257%  | 0.0000% | $130000000.00      | $109936.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-06-16      | 8.7954%  | 0.0000% | $10165768.00       | $352942.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-01-20      | NA       | 0.0000% | $250000.00         | $0.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-02-20      | NA       | 0.0000% | $30000.00          | $0.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-05-20      | NA       | 0.0000% | $50078.00          | $0.01              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-01-20      | 2.1939%  | 0.0000% | $24837594.00       | $406280.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-12-20      | 2.1098%  | 0.0000% | $66186619.00       | $950846.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-02-20      | 2.2667%  | 0.0000% | $33908000.00       | $866058.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-04-20      | 2.3442%  | 0.0000% | $84305309.00       | $709899.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-06-20      | 2.3081%  | 0.0000% | $136346184.00      | $1175554.95        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-07-20      | 1.8780%  | 0.0000% | $43404196.00       | $327311.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-04-20      | 2.0652%  | 0.0000% | $18988000.00       | $179799.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-09-20      | 1.9481%  | 0.0000% | $122489829.00      | $1123410.21        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-20      | 1.6882%  | 0.0000% | $85546863.00       | $440013.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 4.5000%  | 0.0000% | $16290198.00       | $1553994.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 2.5000%  | 0.0000% | $15000000.00       | $1241032.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 3.0000%  | 0.0000% | $8583333.00        | $696504.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 3.5000%  | 0.0000% | $24313700.00       | $1719404.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-06-16      | 4.5000%  | 0.0000% | $2927296.00        | $102630.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-02-20      | 5.0000%  | 0.0000% | $31592027.00       | $773850.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-12-20      | 3.5000%  | 0.0000% | $2715715.00        | $27298.27          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-01-20      | 3.5000%  | 0.0000% | $9416164.00        | $203561.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 0.6897%  | 0.0000% | $32572799.00       | $295712.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-06-20      | 0.8607%  | 0.0000% | $28211035.00       | $222161.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-11-20      | 2.1409%  | 0.0000% | $75297944.00       | $940106.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-03-20      | 1.9257%  | 0.0000% | $173295441.00      | $1804258.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-11-20      | 2.0257%  | 0.0000% | $15277666.00       | $626361.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-03-20      | 1.9757%  | 0.0000% | $85616740.00       | $763493.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-04-20      | 5.0000%  | 0.0000% | $67500450.00       | $1519928.07        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-04-20      | 2.0257%  | 0.0000% | $37820831.00       | $831398.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-04-20      | 4.5000%  | 0.0000% | $8553622.00        | $269830.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-04-20      | NA       | 0.0000% | $20157487.00       | $9068.83           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-12-20      | 0.9944%  | 0.0000% | $101821732.00      | $2027555.55        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | NA       | 0.0000% | $250000.00         | $12.23             | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-09-20      | 0.1500%  | 0.0000% | $65303762.00       | $394055.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-04-20      | 4.5000%  | 0.0000% | $23498296.00       | $99942.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-02-16      | 4.5000%  | 0.0000% | $2005888.00        | $33274.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 1.9757%  | 0.0000% | $67533929.00       | $1100612.22        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 0.3957%  | 0.0000% | $40000000.00       | $360637.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | 2.0257%  | 0.0000% | $28862988.00       | $882360.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-06-20      | NA       | 0.0000% | $65207928.00       | $236850.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-06-20      | 0.5599%  | 0.0000% | $78080820.00       | $567211.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-07-20      | NA       | 0.0000% | $130000000.00      | $611025.91         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-10-20      | 0.4257%  | 0.0000% | $30000000.00       | $345260.42         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-11-20      | 4.5000%  | 0.0000% | $26325333.00       | $1228120.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-09-16      | 2.0766%  | 0.0000% | $612000.00         | $19796.00          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-12-20      | 4.5000%  | 0.0000% | $11249982.00       | $60807.56          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | NA       | 0.0000% | $70000000.00       | $112468.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-04-16      | 0.2500%  | 0.0000% | $55000000.00       | $509030.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-10-16      | 0.9491%  | 0.0000% | $10600000.00       | $673011.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-06-16      | 1.4326%  | 0.0000% | $5000000.00        | $358966.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-08-16      | 0.2500%  | 0.0000% | $104436563.00      | $974443.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-10-16      | 0.5644%  | 0.0000% | $15665691.00       | $320831.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-09-16      | 0.5000%  | 0.0000% | $21918996.00       | $234040.03         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-03-16      | 0.5000%  | 0.0000% | $20568348.00       | $426831.84         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-01-16      | 2.5000%  | 0.0000% | $5212200.00        | $520697.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-05-16      | 2.5000%  | 0.0000% | $326043.00         | $85445.44          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-11-16      | 0.9850%  | 0.0000% | $25223457.00       | $1813756.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-10-16      | 0.7087%  | 0.0000% | $562430.00         | $34569.29          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-11-16      | 0.7359%  | 0.0000% | $35112034.00       | $2121691.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-01-16      | 0.6453%  | 0.0000% | $50000000.00       | $1963369.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-07-16      | 0.8922%  | 0.0000% | $25271278.00       | $1750412.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 1.5011%  | 0.0000% | $22833729.00       | $975144.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 1.3011%  | 0.0000% | $24637732.00       | $1029832.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 4.0000%  | 0.0000% | $3866371.00        | $750407.30         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 0.2011%  | 0.0000% | $100000000.00      | $1415461.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 3.0011%  | 0.0000% | $18136909.00       | $2040343.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 0.2011%  | 0.0000% | $150000000.00      | $1997698.58        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | NA       | 0.0000% | $250000.00         | $0.74              | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2064-03-20      | 0.0300%  | 0.0000% | $20321073.00       | $16247.43          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2052-03-20      | 6.0000%  | 0.0000% | $12047977.00       | $1452356.06        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-06-20      | 6.0000%  | 0.0000% | $7279077.00        | $804457.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 1.8011%  | 0.0000% | $20000000.00       | $1504702.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 1.9757%  | 0.0000% | $10427017.00       | $1272658.00        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | NA       | 0.0000% | $250000.00         | $1.24              | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2065-06-20      | 6.5000%  | 0.0000% | $4533313.00        | $322456.21         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2052-04-20      | 6.0000%  | 0.0000% | $12196268.00       | $1311357.43        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-09-20      | 6.0000%  | 0.0000% | $6250000.00        | $647689.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-05-16      | 1.0292%  | 0.0000% | $41614760.00       | $1393033.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-09-16      | 0.6830%  | 0.0000% | $55000000.00       | $1544520.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-09-16      | 1.2711%  | 0.0000% | $5000000.00        | $394605.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-07-16      | 1.0497%  | 0.0000% | $53000000.00       | $1689857.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-05-20      | 1.3152%  | 0.0000% | $48110000.00       | $1556706.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-03-20      | 0.2876%  | 0.0000% | $28731101.00       | $656046.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 1.6011%  | 0.0000% | $150000000.00      | $2059215.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 0.1500%  | 0.0000% | $74660210.00       | $275676.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 0.2000%  | 0.0000% | $84660210.00       | $338254.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 6.0000%  | 0.0000% | $2499998.00        | $34717.99          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 2.9511%  | 0.0000% | $50114968.00       | $1834346.04        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-11-20      | 1.4011%  | 0.0000% | $100000000.00      | $1367403.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 1.1511%  | 0.0000% | $100000000.00      | $1674086.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-05-20      | 3.0000%  | 0.0000% | $3234000.00        | $411782.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 1.7511%  | 0.0000% | $50000000.00       | $1928172.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-20      | 1.3011%  | 0.0000% | $100000000.00      | $1713361.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 1.6511%  | 0.0000% | $50000000.00       | $1647617.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 6.0000%  | 0.0000% | $1250000.00        | $28161.86          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-02-20      | NA       | 0.0000% | $8530883.00        | $5703.27           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 6.0000%  | 0.0000% | $6250000.00        | $867305.85         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 1.1011%  | 0.0000% | $100000000.00      | $1646463.38        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 6.5000%  | 0.0000% | $9230769.00        | $546493.59         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-11-20      | 6.0000%  | 0.0000% | $2247430.00        | $189896.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-20      | 6.5000%  | 0.0000% | $1538461.00        | $14295.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-07-20      | 1.6691%  | 0.0000% | $22500000.00       | $91377.25          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-10-20      | 2.3586%  | 0.0000% | $115090218.00      | $1576208.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | NA       | 0.0000% | $58619846.00       | $1129662.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 2.5000%  | 0.0000% | $325000.00         | $33444.48          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-04-20      | NA       | 0.0000% | $30000000.00       | $86918.90          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-05-20      | 3.5000%  | 0.0000% | $1428571.00        | $74358.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | NA       | 0.0000% | $100000000.00      | $1148855.79        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | NA       | 0.0000% | $50915713.00       | $1000923.32        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | NA       | 0.0000% | $49084287.00       | $792930.14         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | NA       | 0.0000% | $15000000.00       | $11582.09          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $320000.00         | $35402.28          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 6.0000%  | 0.0000% | $2813676.00        | $174079.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | NA       | 0.0000% | $570392.00         | $345929.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 6.5000%  | 0.0000% | $3548218.00        | $189689.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 6.0000%  | 0.0000% | $2582919.00        | $196321.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 5.5000%  | 0.0000% | $5851562.00        | $967289.22         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-20      | 6.5000%  | 0.0000% | $2884614.00        | $200039.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-03-20      | 4.0000%  | 0.0000% | $19907536.00       | $2037770.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | 2.5000%  | 0.0000% | $285000.00         | $32726.33          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 1.3511%  | 0.0000% | $100000000.00      | $1776957.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 0.0500%  | 0.0000% | $8823868.00        | $9484.69           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 1.4911%  | 0.0000% | $49130241.00       | $1670322.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 0.0500%  | 0.0000% | $24969221.00       | $38750.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 0.0500%  | 0.0000% | $2000000.00        | $2267.42           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-20      | 6.5000%  | 0.0000% | $500102.00         | $3105.62           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-08-20      | 6.5000%  | 0.0000% | $777590.00         | $47638.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-08-20      | 6.5000%  | 0.0000% | $777590.00         | $47646.37          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 7.0000%  | 0.0000% | $428571.00         | $3336.83           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.6511%  | 0.0000% | $100000000.00      | $1971783.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 1.2465%  | 0.0000% | $162000000.00      | $1907888.28        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-04-20      | 3.0000%  | 0.0000% | $3304881.00        | $392897.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-10-20      | NA       | 0.0000% | $4896671.00        | $940802.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | NA       | 0.0000% | $407300000.00      | $670409.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | NA       | 0.0000% | $250000000.00      | $548612.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | NA       | 0.0000% | $43152691.00       | $1178106.59        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | NA       | 0.0000% | $150000000.00      | $209016.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 3.0000%  | 0.0000% | $260000.00         | $31937.27          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-09-16      | 0.2500%  | 0.0000% | $25000000.00       | $273776.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-02-20      | 0.1304%  | 0.0000% | $6851664.00        | $36018.22          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-03-20      | 1.3946%  | 0.0000% | $18000000.00       | $909876.75         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-04-20      | 0.4856%  | 0.0000% | $26098475.00       | $1411630.75        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-06-20      | NA       | 0.0000% | $24794506.00       | $12.15             | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-08-20      | 0.7378%  | 0.0000% | $16810000.00       | $1043976.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-08-20      | 0.8621%  | 0.0000% | $51417388.00       | $1937507.13        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-08-20      | 2.2430%  | 0.0000% | $51775740.00       | $1870313.65        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-09-20      | 0.2130%  | 0.0000% | $51366432.00       | $470601.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-03-20      | 2.2092%  | 0.0000% | $44813108.00       | $1377006.94        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-08-20      | 1.1934%  | 0.0000% | $15480384.00       | $617497.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-05-20      | 1.2642%  | 0.0000% | $48032620.00       | $922664.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-09-20      | 2.2479%  | 0.0000% | $66304159.00       | $1600257.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-20      | NA       | 0.0000% | $30000000.00       | $226101.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | NA       | 0.0000% | $84088575.00       | $58764.99          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | NA       | 0.0000% | $150000000.00      | $1680593.05        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | 3.0000%  | 0.0000% | $9169880.00        | $1019631.92        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-20      | NA       | 0.0000% | $50000000.00       | $71146.41          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-08-20      | 2.0025%  | 0.0000% | $26066838.00       | $8432.85           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-04-16      | 0.5259%  | 0.0000% | $1765000.00        | $4541.82           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | NA       | 0.0000% | $250000.00         | $1.74              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | NA       | 0.0000% | $30000000.00       | $288712.92         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 7.0000%  | 0.0000% | $857142.00         | $201185.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | 3.5000%  | 0.0000% | $11909788.00       | $1048432.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | NA       | 0.0000% | $102670443.00      | $136995.37         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-06-20      | NA       | 0.0000% | $150000000.00      | $270952.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-08-20      | NA       | 0.0000% | $99900000.00       | $306371.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-07-20      | 5.0000%  | 0.0000% | $5640000.00        | $495040.88         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-07-20      | 2.1507%  | 0.0000% | $19015723.00       | $6376.03           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-09-20      | 0.9713%  | 0.0000% | $100063974.00      | $30126.50          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-09-20      | 1.4730%  | 0.0000% | $104376410.00      | $77887.30          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-03-20      | 2.6975%  | 0.0000% | $46313230.00       | $167344.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-04-20      | 2.2666%  | 0.0000% | $90682680.00       | $213139.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-01-20      | 1.8344%  | 0.0000% | $35250518.00       | $82280.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-12-20      | 1.3335%  | 0.0000% | $39862222.00       | $125336.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-04-20      | 1.7714%  | 0.0000% | $20020231.00       | $24932.32          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-11-20      | 1.9647%  | 0.0000% | $39413271.00       | $65716.38          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-10-20      | 1.4667%  | 0.0000% | $20786617.00       | $18302.78          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2066-12-16      | 0.5000%  | 0.0000% | $7500000.00        | $186866.33         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2050-08-25      | NA       | 0.0000% | $2935346.00        | $1700412.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-01-16      | 1.1060%  | 0.0000% | $1758402.00        | $0.93              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-07-20      | 1.0823%  | 0.0000% | $45898210.00       | $1310721.18        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-03-20      | 0.3032%  | 0.0000% | $10732944.00       | $217161.28         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-03-20      | 2.4471%  | 0.0000% | $40521385.00       | $738479.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2071-02-20      | 0.4084%  | 0.0000% | $32671236.00       | $879905.16         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-09-16      | 0.2500%  | 0.0000% | $110300000.00      | $1338914.04        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-12-16      | 0.2500%  | 0.0000% | $164409580.00      | $1261194.47        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-09-20      | 0.7292%  | 0.0000% | $28190974.00       | $127243.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-12-20      | 5.0000%  | 0.0000% | $1534000.00        | $73393.49          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-03-20      | 2.2149%  | 0.0000% | $73688000.00       | $883233.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-02-20      | 2.2011%  | 0.0000% | $55970020.00       | $881718.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-05-20      | 2.1257%  | 0.0000% | $9517000.00        | $201076.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-07-20      | 0.8518%  | 0.0000% | $54424493.00       | $435463.15         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-06-20      | 2.1257%  | 0.0000% | $34291573.00       | $1308309.31        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-09-20      | 2.1257%  | 0.0000% | $47753860.00       | $1132931.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-11-20      | NA       | 0.0000% | $160104000.00      | $664517.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-11-20      | 2.0757%  | 0.0000% | $70000000.00       | $1260736.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-03-20      | 2.1257%  | 0.0000% | $18790181.00       | $252520.77         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-10-20      | 2.1257%  | 0.0000% | $46351320.00       | $1580257.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-02-16      | 2.0266%  | 0.0000% | $571000.00         | $15465.54          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-01-20      | 5.0000%  | 0.0000% | $1500000.00        | $4706.85           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-01-20      | 2.0257%  | 0.0000% | $30250352.00       | $844098.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-01-20      | 2.0257%  | 0.0000% | $22067475.00       | $589109.11         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-01-20      | 1.9757%  | 0.0000% | $14442000.00       | $238121.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-11-16      | 0.2000%  | 0.0000% | $164134453.00      | $91682.40          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-04-16      | 1.2103%  | 0.0000% | $143848293.00      | $1766746.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-08-16      | 1.2056%  | 0.0000% | $101553292.00      | $539210.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-02-16      | 0.8747%  | 0.0000% | $83000000.00       | $884429.17         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-04-20      | 2.1606%  | 0.0000% | $60523175.00       | $665660.49         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-04-20      | 1.7473%  | 0.0000% | $75000000.00       | $1333306.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-05-20      | 1.8595%  | 0.0000% | $50000000.00       | $1262543.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-05-20      | 2.0362%  | 0.0000% | $53620824.00       | $1058941.09        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-06-20      | 2.4192%  | 0.0000% | $37361377.00       | $383731.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-10-20      | 1.2698%  | 0.0000% | $27600000.00       | $873143.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-07-20      | 2.2982%  | 0.0000% | $79853362.00       | $764158.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-10-20      | 0.9042%  | 0.0000% | $49903469.00       | $1116491.60        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-10-20      | 2.1014%  | 0.0000% | $57500000.00       | $718666.36         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-06-20      | 1.6633%  | 0.0000% | $76072526.00       | $1690193.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-08-20      | 1.8885%  | 0.0000% | $26224679.00       | $320023.43         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-10-20      | 0.9840%  | 0.0000% | $51151433.00       | $1408656.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-08-20      | 1.3803%  | 0.0000% | $50000000.00       | $1138795.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-11-20      | 2.1451%  | 0.0000% | $28716935.00       | $369528.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-11-20      | 2.2475%  | 0.0000% | $38589715.00       | $498516.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-02-20      | 1.8536%  | 0.0000% | $36796905.00       | $370838.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-12-20      | 1.0891%  | 0.0000% | $59276595.00       | $1723632.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-04-20      | 2.1540%  | 0.0000% | $40368984.00       | $509046.93         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-01-20      | 1.7726%  | 0.0000% | $34403877.00       | $405816.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-03-20      | 2.1923%  | 0.0000% | $48209126.00       | $506399.65         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-05-20      | 2.1366%  | 0.0000% | $56595666.00       | $694624.53         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-01-20      | 1.4472%  | 0.0000% | $33500000.00       | $1128901.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-06-20      | 1.7236%  | 0.0000% | $18056987.00       | $159759.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-08-20      | 2.2302%  | 0.0000% | $39264290.00       | $547420.26         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2061-01-16      | 0.9029%  | 0.0000% | $208030459.00      | $2101652.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-09-16      | 0.8210%  | 0.0000% | $190823480.00      | $1067475.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-08-16      | 0.6195%  | 0.0000% | $130000000.00      | $1044868.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-09-16      | 0.7626%  | 0.0000% | $190495167.00      | $1418791.46        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-03-20      | 1.9757%  | 0.0000% | $32043075.00       | $716244.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-04-20      | 1.9757%  | 0.0000% | $60000000.00       | $1431460.66        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-11-20      | NA       | 0.0000% | $453085.00         | $0.08              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-05-20      | 0.7113%  | 0.0000% | $76062061.00       | $239999.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-11-20      | 2.1257%  | 0.0000% | $38234932.00       | $928075.51         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-09-20      | 0.7915%  | 0.0000% | $51268769.00       | $310755.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-06-16      | 0.5522%  | 0.0000% | $100000000.00      | $1229870.02        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-01-16      | 0.4437%  | 0.0000% | $100000000.00      | $1492600.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-02-16      | 0.5974%  | 0.0000% | $72336019.00       | $356646.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-16      | 2.1766%  | 0.0000% | $11000000.00       | $316571.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-20      | 1.6257%  | 0.0000% | $31638377.00       | $1150807.98        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-02-20      | 1.2707%  | 0.0000% | $52840000.00       | $1614626.10        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-03-20      | 1.0615%  | 0.0000% | $32018609.00       | $516480.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-09-20      | 0.9107%  | 0.0000% | $40349673.00       | $1279588.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-09-20      | 1.3022%  | 0.0000% | $22582626.00       | $659499.63         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-03-20      | 2.3455%  | 0.0000% | $49447817.00       | $720486.39         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2069-09-20      | 1.0585%  | 0.0000% | $50427236.00       | $1301153.56        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-04-20      | 1.9590%  | 0.0000% | $52421984.00       | $1605999.99        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-07-20      | 1.5257%  | 0.0000% | $27588059.00       | $669360.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-10-20      | 0.7436%  | 0.0000% | $53418228.00       | $113438.38         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-06-20      | 0.0060%  | 0.0000% | $5468048.00        | $197859.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-01-16      | 4.0985%  | 0.0000% | $507232.00         | $22917.86          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-10-20      | 1.5257%  | 0.0000% | $56000000.00       | $483270.08         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-16      | 0.3390%  | 0.0000% | $154228210.00      | $26873.78          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-16      | 0.4269%  | 0.0000% | $130000000.00      | $524290.24         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-06-20      | 5.3860%  | 0.0000% | $528007.00         | $2008.70           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-12-20      | 5.0000%  | 0.0000% | $6012000.00        | $121566.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-09-16      | 0.9665%  | 0.0000% | $100000000.00      | $775066.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-12-16      | 0.5577%  | 0.0000% | $94209686.00       | $1041052.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-12-16      | 0.8371%  | 0.0000% | $51648415.00       | $350841.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-01-16      | 0.7369%  | 0.0000% | $31985384.00       | $121.82            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-05-16      | 2.7888%  | 0.0000% | $35000000.00       | $318.70            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-03-20      | 2.8257%  | 0.0000% | $92412000.00       | $22935.21          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-12-20      | 8.6649%  | 0.0000% | $20000000.00       | $174802.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-03-20      | NA       | 0.0000% | $200000.00         | $0.00              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2038-03-20      | 7.0000%  | 0.0000% | $14285714.00       | $150267.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2035-08-20      | 7.3960%  | 0.0000% | $2639975.00        | $69538.69          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-06-20      | 34.1338% | 0.0000% | $1265154.00        | $49174.48          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-07-16      | 2.4266%  | 0.0000% | $131297989.00      | $549650.87         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-07-20      | 1.6986%  | 0.0000% | $73549752.00       | $48412.22          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-08-20      | 1.6250%  | 0.0000% | $76308109.00       | $88858.94          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-08-20      | 1.3953%  | 0.0000% | $26444871.00       | $27356.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-07-20      | 1.3190%  | 0.0000% | $26625157.00       | $20713.61          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | 3.0000%  | 0.0000% | $4125000.00        | $349824.82         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $63959920.00       | $267232.01         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-10-20      | NA       | 0.0000% | $53855000.00       | $38158.59          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | NA       | 0.0000% | $30654000.00       | $75874.35          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-11-20      | NA       | 0.0000% | $300000000.00      | $69008.76          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-20      | NA       | 0.0000% | $41130613.00       | $551986.29         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | NA       | 0.0000% | $100000000.00      | $160883.62         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-02-20      | 2.0257%  | 0.0000% | $39655507.00       | $1561955.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-02-20      | 2.0257%  | 0.0000% | $69088880.00       | $1675449.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-02-20      | 5.5000%  | 0.0000% | $2896118.00        | $34673.19          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-11-20      | 4.0000%  | 0.0000% | $2754000.00        | $51682.97          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-08-16      | 0.8306%  | 0.0000% | $100000000.00      | $953383.05         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-01-16      | 0.5571%  | 0.0000% | $132392642.00      | $794695.55         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-03-16      | 0.6095%  | 0.0000% | $94000000.00       | $428344.94         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-02-20      | 1.6057%  | 0.0000% | $150000000.00      | $539789.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-02-20      | 2.1757%  | 0.0000% | $321777623.00      | $1238545.50        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-02-20      | 2.1757%  | 0.0000% | $297074000.00      | $1285604.49        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-04-20      | 1.6557%  | 0.0000% | $200250000.00      | $752411.79         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-08-20      | 1.9257%  | 0.0000% | $137447297.00      | $674795.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-05-16      | 1.9266%  | 0.0000% | $60000000.00       | $118413.96         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-07-20      | 2.4757%  | 0.0000% | $99725577.00       | $442435.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-09-16      | 2.5266%  | 0.0000% | $33333333.00       | $538882.83         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-05-20      | 1.3057%  | 0.0000% | $154000000.00      | $538258.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-10-16      | 2.0266%  | 0.0000% | $38948969.00       | $612156.57         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-11-16      | 2.6266%  | 0.0000% | $51189624.00       | $655995.76         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-06-16      | 0.2374%  | 0.0000% | $49480000.00       | $33716.47          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-16      | NA       | 0.0000% | $401151813.00      | $173.23            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-01-20      | 0.8121%  | 0.0000% | $135000000.00      | $128017.13         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-05-20      | 1.4257%  | 0.0000% | $19775642.00       | $200853.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-09-20      | 0.7257%  | 0.0000% | $50000000.00       | $76049.61          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-10-16      | 3.5000%  | 0.0000% | $13695000.00       | $510482.27         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-20      | 1.3514%  | 0.0000% | $1721544.00        | $262473.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-11-16      | 0.2105%  | 0.0000% | $65000000.00       | $25964.60          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-01-16      | 0.2332%  | 0.0000% | $103923000.00      | $78945.53          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2048-02-16      | 0.1644%  | 0.0000% | $97070000.00       | $16637.18          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-03-16      | 0.0547%  | 0.0000% | $219029999.00      | $43164.73          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-20      | 0.8262%  | 0.0000% | $59421165.00       | $103414.18         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-12-20      | 2.0757%  | 0.0000% | $101033250.00      | $1136686.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-05-20      | 0.7590%  | 0.0000% | $97967676.00       | $140255.20         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-05-20      | 3.5000%  | 0.0000% | $9017000.00        | $204158.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-06-16      | 2.0766%  | 0.0000% | $52339889.00       | $594308.61         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-07-20      | 1.7788%  | 0.0000% | $72744349.00       | $259147.71         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-10-16      | 1.6066%  | 0.0000% | $98000000.00       | $861769.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-08-20      | 1.9757%  | 0.0000% | $65000000.00       | $620437.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-16      | 0.0813%  | 0.0000% | $56721504.00       | $31805.06          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2056-04-16      | 0.4623%  | 0.0000% | $3000000.00        | $8361.18           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-16      | 0.6892%  | 0.0000% | $155038000.00      | $109035.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-01-16      | 4.0000%  | 0.0000% | $20843968.00       | $234068.09         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2044-07-16      | 1.5266%  | 0.0000% | $42500768.00       | $562543.86         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-02-20      | 1.9963%  | 0.0000% | $36235679.00       | $243557.23         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-05-20      | 2.1155%  | 0.0000% | $120644359.00      | $731781.81         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-05-20      | 1.7330%  | 0.0000% | $50498516.00       | $267502.04         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-12-20      | 2.2076%  | 0.0000% | $45000000.00       | $1090724.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-07-16      | 2.7266%  | 0.0000% | $300000.00         | $106.24            | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-08-16      | 1.9266%  | 0.0000% | $153333333.00      | $205960.48         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-16      | NA       | 0.0000% | $78550000.00       | $9.67              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2039-11-20      | 2.3257%  | 0.0000% | $14100000.00       | $25729.87          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-05-20      | 2.3127%  | 0.0000% | $56469109.00       | $331945.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-04-20      | 2.4197%  | 0.0000% | $43573800.00       | $492564.50         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-06-20      | 1.6763%  | 0.0000% | $45839205.00       | $399311.07         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-09-20      | 1.5159%  | 0.0000% | $61800000.00       | $551547.10         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-09-20      | 2.2411%  | 0.0000% | $46445192.00       | $962231.41         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-10-20      | 2.1897%  | 0.0000% | $62741000.00       | $234000.21         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-10-20      | 2.1476%  | 0.0000% | $25864000.00       | $223304.97         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-05-20      | 2.0129%  | 0.0000% | $43358045.00       | $209872.54         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-11-20      | 1.9442%  | 0.0000% | $70668862.00       | $591402.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-11-20      | 2.5626%  | 0.0000% | $30000000.00       | $356941.99         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-11-20      | 2.0299%  | 0.0000% | $52734805.00       | $583516.73         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-10-20      | 1.8380%  | 0.0000% | $49580631.00       | $302442.95         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-09-20      | 1.8784%  | 0.0000% | $34531002.00       | $364233.89         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-10-20      | 1.8296%  | 0.0000% | $35385683.00       | $206790.78         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-11-20      | 1.7291%  | 0.0000% | $61741854.00       | $438943.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-12-20      | 2.4638%  | 0.0000% | $31712373.00       | $367427.70         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-12-20      | 1.7861%  | 0.0000% | $164959989.00      | $1267556.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-12-20      | 1.9696%  | 0.0000% | $168998474.00      | $1338748.03        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-12-20      | 2.0415%  | 0.0000% | $84223548.00       | $619048.74         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-01-20      | 2.3719%  | 0.0000% | $30750871.00       | $448531.60         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-07-20      | 2.3747%  | 0.0000% | $92398554.00       | $143666.47         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-01-20      | 1.5491%  | 0.0000% | $95993262.00       | $390018.90         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-20      | 1.7025%  | 0.0000% | $105662843.00      | $581296.00         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-02-20      | 1.8400%  | 0.0000% | $31547250.00       | $320740.30         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-02-20      | 1.9514%  | 0.0000% | $55385800.00       | $467509.02         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-06-20      | 2.1508%  | 0.0000% | $50224650.00       | $272318.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-06-20      | 1.9304%  | 0.0000% | $86468985.00       | $424679.98         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-07-20      | 2.0897%  | 0.0000% | $50801857.00       | $601987.52         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-08-20      | 2.1312%  | 0.0000% | $114356265.00      | $994055.66         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-05-20      | 3.5000%  | 0.0000% | $9835714.00        | $58136.12          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-03-20      | 0.0500%  | 0.0000% | $13024175.00       | $2546.99           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-03-20      | 0.1000%  | 0.0000% | $19000000.00       | $11094.12          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 0.0500%  | 0.0000% | $60000000.00       | $73155.16          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 1.2211%  | 0.0000% | $50000000.00       | $1653639.57        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 0.1000%  | 0.0000% | $100000000.00      | $173178.40         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 0.1000%  | 0.0000% | $75000000.00       | $129883.80         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-01-20      | 2.2466%  | 0.0000% | $44721445.00       | $1881575.71        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2074-11-20      | 0.2632%  | 0.0000% | $8070550.00        | $51391.86          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-02-20      | 0.6733%  | 0.0000% | $9911680.00        | $724971.89         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2072-04-20      | 0.5290%  | 0.0000% | $34452485.00       | $610320.74         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-02-20      | 2.1786%  | 0.0000% | $24301164.00       | $731280.15         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2071-08-20      | 0.7157%  | 0.0000% | $8468646.00        | $217160.53         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2073-05-20      | 0.3434%  | 0.0000% | $55516908.00       | $504396.15         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-02-20      | 0.6153%  | 0.0000% | $3387471.00        | $171655.60         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2073-02-20      | 0.7273%  | 0.0000% | $45713541.00       | $1267469.97        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-06-20      | 0.7288%  | 0.0000% | $23091479.00       | $1806810.11        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 1.2511%  | 0.0000% | $100000.00         | $3968.07           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 6.5000%  | 0.0000% | $384615.00         | $1543.20           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 0.0500%  | 0.0000% | $29000000.00       | $13208.72          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 0.0500%  | 0.0000% | $129000000.00      | $58756.02          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 0.0500%  | 0.0000% | $60000000.00       | $54708.49          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 0.0300%  | 0.0000% | $50000000.00       | $20521.52          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-04-20      | 0.0500%  | 0.0000% | $50000000.00       | $50534.99          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-05-20      | 3.0511%  | 0.0000% | $40000000.00       | $1820559.20        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-05-20      | 1.3511%  | 0.0000% | $50000000.00       | $1725452.40        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2068-02-16      | 4.7500%  | 0.0000% | $1937706.00        | $1760021.27        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2065-07-16      | 0.8764%  | 0.0000% | $33131130.00       | $1210331.84        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-07-20      | 1.8011%  | 0.0000% | $36234863.00       | $1992972.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 0.1500%  | 0.0000% | $100000000.00      | $376345.32         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 1.6511%  | 0.0000% | $107227777.00      | $2125130.44        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-10-20      | 6.0000%  | 0.0000% | $833333.00         | $23323.04          | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-09-20      | 0.6011%  | 0.0000% | $50000000.00       | $1870098.69        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-11-20      | 1.2511%  | 0.0000% | $25000000.00       | $1594733.57        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-01-20      | 7.0000%  | 0.0000% | $13059209.00       | $1792102.07        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-02-20      | 0.2511%  | 0.0000% | $160349095.00      | $1864078.66        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-01-20      | 2.4511%  | 0.0000% | $70000000.00       | $2066467.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 6.5000%  | 0.0000% | $122256.00         | $25636.47          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 1.0711%  | 0.0000% | $50000000.00       | $2030506.88        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | NA       | 0.0000% | $3801.00           | $2909.06           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | NA       | 0.0000% | $250000.00         | $0.24              | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 0.1500%  | 0.0000% | $70000000.00       | $117469.33         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-07-20      | 0.1500%  | 0.0000% | $70000000.00       | $117526.07         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 0.1011%  | 0.0000% | $100000000.00      | $1311871.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 0.1000%  | 0.0000% | $133333333.00      | $352125.89         | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-05-20      | 0.1411%  | 0.0000% | $100000000.00      | $1348288.93        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | NA       | 0.0000% | $250000.00         | $1248.75           | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-11-20      | NA       | 0.0000% | $250000.00         | $1249.75           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-10-20      | 2.3004%  | 0.0000% | $61491000.00       | $1243582.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-08-20      | 1.7590%  | 0.0000% | $120096553.00      | $495665.45         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-11-20      | 2.3090%  | 0.0000% | $82368698.00       | $1255309.56        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2053-10-20      | 1.3511%  | 0.0000% | $55000000.00       | $727444.56         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 1.5011%  | 0.0000% | $50000000.00       | $1576737.89        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 2.1011%  | 0.0000% | $11987286.00       | $184606.19         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 1.5511%  | 0.0000% | $95000000.00       | $2046295.87        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 1.6511%  | 0.0000% | $97588200.00       | $2049562.23        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 2.3511%  | 0.0000% | $156300507.00      | $1956132.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 0.0500%  | 0.0000% | $50000000.00       | $41625.75          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 6.0000%  | 0.0000% | $11095387.00       | $1955957.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 7.0000%  | 0.0000% | $24336223.00       | $1160813.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-03-20      | 1.8511%  | 0.0000% | $63000000.00       | $1807011.48        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-03-20      | 0.0700%  | 0.0000% | $75000000.00       | $113940.25         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-03-20      | 0.1000%  | 0.0000% | $9000000.00        | $5252.37           | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-06-16      | 2.6266%  | 0.0000% | $27991368.00       | $165138.31         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-12-20      | 2.7257%  | 0.0000% | $83333333.00       | $7221.02           | Agency Mortgage-Backed Securities |

### Security 219: Citigroup, Inc. Tri Party Repo

- **C.1 - Title:** Citigroup, Inc. Tri Party Repo 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 985TJG001, C.3 - LEI: N/A, C.5 - Other ID: 985TJG001_4.14_0318
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A | 2073-06-20      | 0.5871%  | 0.0000% | $262029452.00      | $16366672.14       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-11-20      | 0.4791%  | 0.0000% | $123688428.00      | $6679877.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-01-20      | 0.4283%  | 0.0000% | $269339702.00      | $11364777.08       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-09-20      | 0.6967%  | 0.0000% | $119230504.00      | $8331650.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-08-20      | 0.6837%  | 0.0000% | $252746636.00      | $17935177.53       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-10-20      | 0.6719%  | 0.0000% | $150034242.00      | $9740737.14        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-11-20      | 0.5638%  | 0.0000% | $258663185.00      | $16284915.76       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-09-20      | 0.7226%  | 0.0000% | $150943962.00      | $11574912.85       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2074-09-20      | 0.7500%  | 0.0000% | $153245629.00      | $9239109.71        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-09-20      | 0.7021%  | 0.0000% | $87945705.00       | $6588180.01        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-12-20      | 0.7241%  | 0.0000% | $105282741.00      | $7344968.85        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-01-20      | 0.7617%  | 0.0000% | $173057386.00      | $12550143.20       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-10-20      | 0.6564%  | 0.0000% | $163517817.00      | $11989132.41       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.7328%  | 0.0000% | $145141290.00      | $10878256.26       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-07-20      | 0.6802%  | 0.0000% | $245000000.00      | $16583901.52       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-05-20      | NA       | 0.0000% | $18287585.00       | $10670963.29       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | NA       | 0.0000% | $11538462.00       | $6874100.78        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-06-20      | NA       | 0.0000% | $11111111.00       | $6808326.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | 6.5037%  | 0.0000% | $15972658.00       | $13190274.19       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-07-20      | NA       | 0.0000% | $31768000.00       | $13492561.84       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-06-20      | 4.0000%  | 0.0000% | $73700800.00       | $11596606.42       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 2.2511%  | 0.0000% | $161538459.00      | $7741005.30        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 20.3078% | 0.0000% | $9653237.00        | $11784199.25       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-08-20      | 1.6811%  | 0.0000% | $187840029.00      | $7069121.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 1.9011%  | 0.0000% | $328750000.00      | $10589883.59       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 2.9511%  | 0.0000% | $93306057.00       | $10880296.34       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2051-10-20      | 3.5000%  | 0.0000% | $58573914.00       | $9352119.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-05-16      | 0.7685%  | 0.0000% | $150000000.00      | $10426708.70       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-05-20      | 3.0511%  | 0.0000% | $68787430.00       | $9180197.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 2.5000%  | 0.0000% | $92839031.00       | $9352329.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 3.5000%  | 0.0000% | $72836094.00       | $8361750.96        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $71092492.00       | $6989147.62        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 2.5000%  | 0.0000% | $91634590.00       | $8809258.86        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-03-20      | 0.8164%  | 0.0000% | $129750000.00      | $8962386.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-03-20      | 0.3494%  | 0.0000% | $343149989.00      | $13097368.34       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-05-20      | 0.5392%  | 0.0000% | $297253054.00      | $17546363.35       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-09-20      | 1.8011%  | 0.0000% | $100000000.00      | $7825090.70        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-01-20      | 0.6880%  | 0.0000% | $80360922.00       | $4496848.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2068-08-20      | 0.3385%  | 0.0000% | $280738892.00      | $7618215.82        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-02-20      | 0.8676%  | 0.0000% | $144543252.00      | $10806297.07       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-04-20      | 0.6350%  | 0.0000% | $254875473.00      | $13889015.33       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-05-20      | 0.4787%  | 0.0000% | $149244039.00      | $7279945.26        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-09-20      | 0.6505%  | 0.0000% | $145915621.00      | $8996117.54        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-10-20      | 0.5530%  | 0.0000% | $114570222.00      | $6829491.74        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2072-10-20      | 0.5964%  | 0.0000% | $132611160.00      | $7570451.84        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-01-20      | 0.7540%  | 0.0000% | $190031326.00      | $13151117.45       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-12-20      | 0.7217%  | 0.0000% | $100000000.00      | $7702426.80        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2074-08-20      | 0.7933%  | 0.0000% | $112355085.00      | $8814938.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-10-16      | 1.0184%  | 0.0000% | $120000000.00      | $6809050.19        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-20      | 3.0000%  | 0.0000% | $111719330.00      | $15570200.75       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 2.2511%  | 0.0000% | $185000000.00      | $6734262.42        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-09-20      | 0.7044%  | 0.0000% | $175836194.00      | $14022809.34       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2075-03-20      | 1.6834%  | 0.0000% | $119892148.00      | $8143806.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-04-20      | 0.7183%  | 0.0000% | $140241879.00      | $10730251.65       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-06-20      | 0.9104%  | 0.0000% | $137773463.00      | $9995002.88        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2075-07-20      | 0.7584%  | 0.0000% | $93962207.00       | $7667673.15        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-02-20      | 4.0000%  | 0.0000% | $41856841.00       | $7758484.58        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 6.0000%  | 0.0000% | $69705690.00       | $6853001.17        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-01-20      | 3.0000%  | 0.0000% | $53252809.00       | $7009541.66        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2054-08-20      | 7.0000%  | 0.0000% | $58229187.00       | $13281453.60       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2073-08-20      | 0.7784%  | 0.0000% | $153062227.00      | $11155747.49       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-05-16      | 0.6041%  | 0.0000% | $128523997.00      | $7610817.90        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-12-20      | 1.8514%  | 0.0000% | $28490000.00       | $8077978.91        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-02-16      | 1.0263%  | 0.0000% | $230155995.00      | $8504832.12        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2070-08-20      | 1.1810%  | 0.0000% | $201959816.00      | $6779334.06        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-04-16      | 0.8574%  | 0.0000% | $155846914.00      | $10243903.36       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-08-16      | 0.6802%  | 0.0000% | $300000000.00      | $9296404.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-01-16      | 0.6903%  | 0.0000% | $261800000.00      | $12626920.39       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-16      | 0.6405%  | 0.0000% | $163649386.00      | $10012644.04       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-01-16      | 0.7483%  | 0.0000% | $107001558.00      | $7139246.41        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-16      | 0.6780%  | 0.0000% | $160132000.00      | $10200313.24       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2065-04-16      | 0.9508%  | 0.0000% | $100000000.00      | $6844415.39        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-16      | 0.7394%  | 0.0000% | $200000000.00      | $11244698.41       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-06-16      | 0.7500%  | 0.0000% | $585190581.00      | $29259906.40       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-09-16      | 0.9212%  | 0.0000% | $122318296.00      | $8400692.72        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-08-16      | 0.6347%  | 0.0000% | $130000000.00      | $7547585.63        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-09-16      | 0.6799%  | 0.0000% | $128321316.00      | $8216504.86        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2067-04-16      | 0.8124%  | 0.0000% | $171736842.00      | $11780492.04       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-11-16      | 0.9985%  | 0.0000% | $125000000.00      | $9123183.37        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-02-16      | 0.8326%  | 0.0000% | $200000000.00      | $14870218.65       | Agency Mortgage-Backed Securities |
| GINNIE MAE 2025-106            | 2067-07-16      | 0.7358%  | 0.0000% | $124671442.00      | $8765915.77        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2067-09-16      | 0.4818%  | 0.0000% | $205467400.00      | $11478155.56       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-03-16      | 0.7518%  | 0.0000% | $155440894.00      | $10702448.27       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-02-20      | 2.7511%  | 0.0000% | $173368195.00      | $12488459.62       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-03-20      | 1.2011%  | 0.0000% | $260399885.00      | $10289346.14       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-06-20      | 1.7211%  | 0.0000% | $122670979.00      | $10409750.21       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 1.8011%  | 0.0000% | $150000000.00      | $9426419.29        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-08-20      | 3.0511%  | 0.0000% | $94060188.00       | $9344798.64        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-08-20      | 1.1161%  | 0.0000% | $200000000.00      | $8712614.73        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 0.4011%  | 0.0000% | $830000000.00      | $12558340.96       | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-07-20      | 1.2511%  | 0.0000% | $134344606.00      | $6706993.81        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-07-20      | 0.4011%  | 0.0000% | $500000000.00      | $7860505.53        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 2.5511%  | 0.0000% | $81347145.00       | $8659389.43        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-02-20      | 2.5511%  | 0.0000% | $132528715.00      | $10171303.54       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 1.2511%  | 0.0000% | $301072000.00      | $7472989.16        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 1.2011%  | 0.0000% | $150000000.00      | $7045820.82        | Agency Mortgage-Backed Securities |
| GINNIE MAE                     | 2055-03-20      | 3.0011%  | 0.0000% | $105000000.00      | $11688031.56       | Agency Mortgage-Backed Securities |

### Security 220: Fixed Income Clearing Corp. Tri Party Repo - ING

- **C.1 - Title:** Fixed Income Clearing Corp. Tri Party Repo - ING 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 990ABKBQ5, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: 990ABKBQ5_4.08_1201
- **C.18 - Value (incl. sponsor support):** $2300000000.00
- **C.18.a - Value (excl. sponsor support):** $2300000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2029-05-31      | 4.5000%  | 0.0000% | $690399000.00      | $727622620.39      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-05-31      | 3.8750%  | 0.0000% | $1300054000.00     | $1331095716.15     | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2031-06-30      | 4.2500%  | 0.0000% | $274331400.00      | $287281723.64      | U.S. Treasuries (including strips) |

### Security 221: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 3.899900%
- **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: 996JWK006, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 996JWK006_3.90_1201
- **C.18 - Value (incl. sponsor support):** $440000000.00
- **C.18.a - Value (excl. sponsor support):** $440000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac                    | 2054-11-01      | 4.0000%  | 0.0000% | $20433056.00       | $18563470.25       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2030-07-01      | 3.9000%  | 0.0000% | $4406000.00        | $4393795.38        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2031-08-15      | 1.2500%  | 0.0000% | $145263000.00      | $127742477.47      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2032-07-15      | 0.6250%  | 0.0000% | $10761900.00       | $11439764.32       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-04-30      | 3.5000%  | 0.0000% | $44193200.00       | $44170536.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2034-11-15      | 4.2500%  | 0.0000% | $10636700.00       | $10895504.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2035-05-15      | 4.2500%  | 0.0000% | $54481900.00       | $55704596.04       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-08-31      | 3.8750%  | 0.0000% | $100.00            | $101.58            | U.S. Treasuries (including strips) |
| Freddie Mac                    | 2028-07-01      | 4.1200%  | 0.0000% | $15282016.00       | $15415183.49       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 4.0000%  | 0.0000% | $16408128.00       | $11620496.94       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2027-05-01      | 3.1200%  | 0.0000% | $1000.00           | $932.90            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-11-01      | 3.5000%  | 0.0000% | $1942176.00        | $396739.29         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-11-01      | 6.1770%  | 0.0000% | $1110.00           | $52.24             | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-05-01      | 3.0000%  | 0.0000% | $3112844.00        | $326641.78         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-06-01      | 6.3020%  | 0.0000% | $1000.00           | $8.52              | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 6.5000%  | 0.0000% | $830850.00         | $883070.58         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2029-09-01      | 2.9200%  | 0.0000% | $1000.00           | $966.94            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-09-01      | 5.1940%  | 0.0000% | $1024.00           | $234.02            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-06-01      | 4.3400%  | 0.0000% | $1000.00           | $1010.33           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 4.4710%  | 0.0000% | $1000.00           | $962.88            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-06-01      | 4.4580%  | 0.0000% | $1000.00           | $963.68            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-08-01      | 5.0500%  | 0.0000% | $1000.00           | $890.91            | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2034-02-01      | 4.4050%  | 0.0000% | $1000.00           | $1011.12           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-08-01      | 7.5000%  | 0.0000% | $25404224.00       | $19828599.64       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-03-01      | 3.5000%  | 0.0000% | $257192960.00      | $33824411.44       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-09-20      | 2.5000%  | 0.0000% | $1024.00           | $607.15            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 5.5000%  | 0.0000% | $93749760.00       | $66460493.52       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-10-20      | 6.0000%  | 0.0000% | $1000.00           | $837.85            | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-03-15      | 7.0000%  | 0.0000% | $4826264.00        | $3180414.12        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-05-20      | 7.0000%  | 0.0000% | $2418470.00        | $2561847.67        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-11-20      | 5.0000%  | 0.0000% | $12111232.00       | $12161711.61       | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2055-07-20      | 5.2689%  | 0.0000% | $1000.00           | $995.29            | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2054-06-20      | 3.2011%  | 0.0000% | $9275487.00        | $685566.11         | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2055-01-20      | 1.8311%  | 0.0000% | $94397413.00       | $4198367.10        | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2055-01-20      | 2.3511%  | 0.0000% | $10398304.00       | $450901.02         | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2053-02-15      | 3.6250%  | 0.0000% | $4810800.00        | $4060580.13        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2054-02-15      | 2.1250%  | 0.0000% | $68100.00          | $67225.40          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-02-15      | 1.1250%  | 0.0000% | $32400.00          | $28749.39          | U.S. Treasuries (including strips) |
| Freddie Mac                    | 2046-11-01      | 3.5000%  | 0.0000% | $192827.00         | $25763.81          | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2029-05-31      | 4.5000%  | 0.0000% | $100.00            | $105.39            | U.S. Treasuries (including strips) |

### Security 222: Credit Agricole Corporate and Investment Bank Tri Party Repo

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank Tri Party Repo 4.089900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 996JWN000, C.3 - LEI: 1VUV7VQFKUOQSJ21A208, C.5 - Other ID: 996JWN000_4.09_1201
- **C.18 - Value (incl. sponsor support):** $255000000.00
- **C.18.a - Value (excl. sponsor support):** $255000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank       | 2042-06-27      | 5.4800%  | 0.0000% | $623000.00         | $636228.51         | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2035-07-01      | 4.4000%  | 0.0000% | $581311.00         | $581504.00         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2031-12-01      | 4.6510%  | 0.0000% | $2873200.00        | $2866951.51        | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2032-08-31      | 3.8750%  | 0.0000% | $500.00            | $507.91            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-03-15      | 3.8750%  | 0.0000% | $4706600.00        | $4784194.28        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-01-15      | 4.2500%  | 0.0000% | $24894800.00       | $25663987.62       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-09-30      | 3.5000%  | 0.0000% | $24999300.00       | $25107423.90       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-08-15      | 3.7500%  | 0.0000% | $65879200.00       | $66828303.73       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-09-15      | 3.3750%  | 0.0000% | $100.00            | $100.38            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-07-31      | 4.0000%  | 0.0000% | $400.00            | $411.59            | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-02-28      | 4.2500%  | 0.0000% | $3957900.00        | $4087144.81        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-07-31      | 4.1250%  | 0.0000% | $7079200.00        | $7287343.25        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-02-15      | 1.1250%  | 0.0000% | $31273800.00       | $27750084.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2025-11-30      | 0.3750%  | 0.0000% | $313100.00         | $313680.65         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-08-15      | 0.6250%  | 0.0000% | $18777800.00       | $16415238.95       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2054-05-15      | 4.6250%  | 0.0000% | $2361000.00        | $2343693.66        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2052-11-15      | 4.0000%  | 0.0000% | $14100900.00       | $12600359.27       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2041-08-15      | 3.7500%  | 0.0000% | $3233600.00        | $2999596.42        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-09-15      | 5.0000%  | 0.0000% | $7296696.00        | $401725.78         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-06-20      | 5.5000%  | 0.0000% | $1024.00           | $1031.59           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-09-20      | 7.5000%  | 0.0000% | $1056.00           | $1137.02           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-10-20      | 7.0000%  | 0.0000% | $1500.00           | $1225.16           | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2053-10-20      | 7.0000%  | 0.0000% | $14568816.00       | $11876280.17       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-11-20      | 7.5000%  | 0.0000% | $2947250.00        | $2361961.27        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 7.0000%  | 0.0000% | $1024.00           | $878.40            | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2065-07-15      | 4.7400%  | 0.0000% | $6040644.00        | $5947023.70        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-04-20      | 5.5000%  | 0.0000% | $2076016.00        | $1497754.88        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2049-12-20      | 3.0000%  | 0.0000% | $191062784.00      | $32953758.47       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank       | 2028-11-28      | 3.3750%  | 0.0000% | $59000.00          | $58740.81          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-01-20      | 3.5000%  | 0.0000% | $12732721.00       | $4731748.07        | Agency Mortgage-Backed Securities  |

### Security 223: Deutsche Bank Securities Inc. Tri Party Repo

- **C.1 - Title:** Deutsche Bank Securities Inc. Tri Party Repo 3.950000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDGG008, C.3 - LEI: N/A, C.5 - Other ID: 99VDGG008_3.95_1201
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2027-04-30      | 3.7500%  | 0.0000% | $105870500.00      | $106440988.75      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 4.8750%  | 0.0000% | $104394400.00      | $107456873.05      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2027-04-15      | 4.5000%  | 0.0000% | $106656800.00      | $108548311.47      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2029-02-28      | 4.2500%  | 0.0000% | $51081100.00       | $52749147.96       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-09-30      | 4.6250%  | 0.0000% | $100041600.00      | $105293240.37      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-09-30      | 1.2500%  | 0.0000% | $114218200.00      | $107591842.42      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $78785000.00       | $68872530.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2028-11-15      | 3.5000%  | 0.0000% | $107889900.00      | $108047085.45      | U.S. Treasuries (including strips) |

### Security 224: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 3.780000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDJN000, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDJN000_3.78_1201
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | 2050-11-15      | 1.6250%  | 0.0000% | $1155825500.00     | $627561885.70      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2026-05-31      | 4.8750%  | 0.0000% | $375976800.00      | $387006307.48      | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2030-08-15      | 0.6250%  | 0.0000% | $6213600.00        | $5431825.28        | U.S. Treasuries (including strips) |

### Security 225: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDJN000, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDJN000_4.08_1201
- **C.18 - Value (incl. sponsor support):** $755000000.00
- **C.18.a - Value (excl. sponsor support):** $755000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | 2027-07-15      | 0.3750%  | 0.0000% | $195801600.00      | $257481724.72      | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2028-01-15      | 0.5000%  | 0.0000% | $118096800.00      | $153313895.75      | U.S. Treasuries (including strips) |
| STRIPS          | 2031-05-15      | NA       | 0.0000% | $65384813.28       | $53304380.56       | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2028-02-15      | NA       | 0.0000% | $2390900.00        | $2214037.95        | U.S. Treasuries (including strips) |
| US TREASURY N/B | 2044-11-15      | 4.6250%  | 0.0000% | $177156000.00      | $177582575.99      | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2027-02-15      | NA       | 0.0000% | $662100.00         | $635684.20         | U.S. Treasuries (including strips) |
| STRIP PRINC     | 2028-05-15      | NA       | 0.0000% | $394000.00         | $361697.52         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2027-01-15      | 0.3750%  | 0.0000% | $87836300.00       | $116866977.39      | U.S. Treasuries (including strips) |
| STRIPS          | 2046-11-15      | NA       | 0.0000% | $23234250.21       | $8339027.98        | U.S. Treasuries (including strips) |

### Security 226: Goldman Sachs & Co. LLC Tri Party Repo

- **C.1 - Title:** Goldman Sachs & Co. LLC Tri Party Repo 4.089900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDKE008, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: 99VDKE008_4.09_1201
- **C.18 - Value (incl. sponsor support):** $1652000000.00
- **C.18.a - Value (excl. sponsor support):** $1652000000.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B                | 2030-01-15      | 0.1250%  | 0.0000% | $5306400.00        | $6389498.79        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-02-15      | 1.5000%  | 0.0000% | $23750000.00       | $21959033.67       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-08-15      | 0.6250%  | 0.0000% | $44589900.00       | $38979745.39       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2042-05-15      | 3.0000%  | 0.0000% | $3790000.00        | $3113338.51        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2045-02-15      | 2.5000%  | 0.0000% | $25241000.00       | $18467884.38       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2045-02-15      | 0.7500%  | 0.0000% | $16000000.00       | $16548763.93       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2045-11-15      | 3.0000%  | 0.0000% | $1500000.00        | $1175573.02        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2046-02-15      | 1.0000%  | 0.0000% | $8914400.00        | $9485885.99        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2048-08-15      | 3.0000%  | 0.0000% | $39297000.00       | $30189361.54       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2050-02-15      | 0.2500%  | 0.0000% | $12500000.00       | $9406266.25        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-04-20      | 6.5000%  | 0.0000% | $103245000.00      | $51599015.86       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-06-20      | 5.0000%  | 0.0000% | $1577064.00        | $107229.29         | Agency Mortgage-Backed Securities  |
| STRIP PRINC                    | 2045-02-15      | NA       | 0.0000% | $20000000.00       | $8059700.00        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-09-16      | 0.2203%  | 0.0000% | $50995200.00       | $25404.02          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-02-16      | 0.4541%  | 0.0000% | $6330000.00        | $8852.51           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-09-16      | 0.8158%  | 0.0000% | $2158120.00        | $8711.67           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-10-16      | 0.2920%  | 0.0000% | $60000000.00       | $2379933.09        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-07-16      | 0.2823%  | 0.0000% | $115942656.00      | $3055347.39        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2062-07-16      | 0.2843%  | 0.0000% | $101556864.00      | $2660132.34        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2064-09-16      | 3.2500%  | 0.0000% | $107197952.00      | $92655796.27       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2066-06-16      | 0.5453%  | 0.0000% | $177672960.00      | $9862911.24        | Agency Mortgage-Backed Securities  |
| GINNIE MAE                     | 2067-09-16      | 0.5300%  | 0.0000% | $126104320.00      | $6616587.37        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-05-20      | 5.0989%  | 0.0000% | $16282000.00       | $9796279.23        | Agency Mortgage-Backed Securities  |
| TREASURY BILL                  | 2026-04-16      | NA       | 0.0000% | $789700.00         | $778781.61         | U.S. Treasuries (including strips) |
| TREASURY BILL                  | 2025-12-11      | NA       | 0.0000% | $9974600.00        | $9963807.48        | U.S. Treasuries (including strips) |
| TREASURY BILL                  | 2026-07-09      | NA       | 0.0000% | $2226000.00        | $2178713.08        | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2038-02-15      | NA       | 0.0000% | $642100.00         | $387381.50         | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2041-05-15      | NA       | 0.0000% | $1209000.00        | $601117.22         | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2043-02-15      | NA       | 0.0000% | $8894000.00        | $3981132.28        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-03-31      | 4.1250%  | 0.0000% | $15450000.00       | $15916391.10       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-11-30      | 4.1250%  | 0.0000% | $7100.00           | $7395.04           | U.S. Treasuries (including strips) |
| Fannie Mae                     | 2043-05-01      | 3.0000%  | 0.0000% | $1000000.00        | $158059.37         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-06-15      | 2.8400%  | 0.0000% | $1941880.00        | $1432948.89        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2050-11-01      | 2.0000%  | 0.0000% | $25977.00          | $13931.99          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-07-01      | 2.5000%  | 0.0000% | $513000.00         | $243903.81         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-11-01      | 3.0000%  | 0.0000% | $500000.00         | $326712.29         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-05-01      | 4.0000%  | 0.0000% | $13386.00          | $6541.76           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2054-12-01      | 5.5000%  | 0.0000% | $8442910.00        | $8248812.63        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2040-02-01      | 5.0000%  | 0.0000% | $160000.00         | $133704.66         | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2050-01-01      | 4.0000%  | 0.0000% | $10616704.00       | $10194362.43       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-05-01      | 4.0000%  | 0.0000% | $148849152.00      | $40841138.19       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-06-01      | 2.0000%  | 0.0000% | $925000.00         | $412074.72         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-02-01      | 2.5000%  | 0.0000% | $246000.00         | $151420.80         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-01-01      | 4.0000%  | 0.0000% | $80156.00          | $63831.48          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2038-09-01      | 5.5000%  | 0.0000% | $1770858.00        | $18181.93          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2048-12-01      | 4.5000%  | 0.0000% | $2430144.00        | $179221.82         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-08-01      | 4.5000%  | 0.0000% | $98000.00          | $15357.52          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-09-01      | 2.0000%  | 0.0000% | $685000.00         | $333846.24         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-07-01      | 3.0000%  | 0.0000% | $83000.00          | $70026.52          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2053-10-01      | 5.0000%  | 0.0000% | $2308332.00        | $2007865.30        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-01-01      | 4.5000%  | 0.0000% | $492076.00         | $459833.65         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2055-08-01      | 6.0000%  | 0.0000% | $121264800.00      | $118387271.76      | Agency Mortgage-Backed Securities  |
| STRIP PRINC                    | 2043-05-15      | NA       | 0.0000% | $36924100.00       | $16298962.37       | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2047-05-15      | NA       | 0.0000% | $1078600.00        | $386499.05         | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2049-05-15      | NA       | 0.0000% | $31098300.00       | $10055417.62       | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2040-11-15      | NA       | 0.0000% | $186000.00         | $94852.19          | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2051-02-15      | NA       | 0.0000% | $476300.00         | $141824.04         | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2041-02-15      | NA       | 0.0000% | $1013400.00        | $509420.98         | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2041-08-15      | NA       | 0.0000% | $6816000.00        | $3326964.58        | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2041-11-15      | NA       | 0.0000% | $7324000.00        | $3524235.56        | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2043-02-15      | NA       | 0.0000% | $247000.00         | $111032.43         | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2044-08-15      | NA       | 0.0000% | $96000.00          | $39670.66          | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2055-08-15      | NA       | 0.0000% | $101453000.00      | $25078167.07       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2039-05-15      | 4.2500%  | 0.0000% | $1310000.00        | $1304352.91        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2040-11-15      | 4.2500%  | 0.0000% | $24960000.00       | $24494202.55       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2041-05-15      | 4.3750%  | 0.0000% | $1900000.00        | $1884790.75        | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-03-15      | 4.0000%  | 0.0000% | $1313090.00        | $728797.33         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-07-15      | 3.7100%  | 0.0000% | $12602192.00       | $11498362.15       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-09-20      | 4.0000%  | 0.0000% | $250000.00         | $24391.88          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2058-09-15      | 5.4300%  | 0.0000% | $4250000.00        | $4361070.39        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-09-20      | 5.5000%  | 0.0000% | $3520092.00        | $3510469.78        | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2059-05-15      | 5.5200%  | 0.0000% | $11226800.00       | $11628378.29       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-09-15      | 4.8200%  | 0.0000% | $3249996.00        | $3236269.44        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-15      | 5.5000%  | 0.0000% | $6440000.00        | $6645143.53        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2059-10-15      | 5.3400%  | 0.0000% | $5781800.00        | $5951283.50        | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2064-12-15      | 6.0000%  | 0.0000% | $557813.00         | $587023.44         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2054-11-20      | 5.5000%  | 0.0000% | $752098.00         | $756063.19         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 5.5000%  | 0.0000% | $2477788.00        | $2530540.11        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-10-20      | 5.5000%  | 0.0000% | $1059866.00        | $1086327.36        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-10-20      | 6.0000%  | 0.0000% | $13932816.00       | $14418487.72       | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 6.0000%  | 0.0000% | $7923784.00        | $8247423.03        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2055-01-20      | 6.0000%  | 0.0000% | $39940.00          | $30727.50          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2033-09-15      | 5.0000%  | 0.0000% | $1361190.00        | $18022.29          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-04-15      | 5.0000%  | 0.0000% | $90000.00          | $8535.55           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-05-15      | 5.0000%  | 0.0000% | $1616458.00        | $70045.13          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-06-15      | 4.0000%  | 0.0000% | $430000.00         | $40651.74          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-15      | 4.0000%  | 0.0000% | $611292.00         | $41402.02          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2031-07-15      | 7.0000%  | 0.0000% | $65000000.00       | $66634.12          | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2051-12-20      | 2.5000%  | 0.0000% | $7400000.00        | $5433238.04        | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2052-04-20      | 3.0000%  | 0.0000% | $12385000.00       | $11127138.16       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-12-15      | 4.0000%  | 0.0000% | $2500000.00        | $92743.91          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2040-12-15      | 4.0000%  | 0.0000% | $607920.00         | $62030.75          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-07-15      | 6.0000%  | 0.0000% | $6000000.00        | $18661.44          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-11-15      | 5.5000%  | 0.0000% | $1250000.00        | $14024.29          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-08-16      | 0.4755%  | 0.0000% | $145977304.00      | $132116.04         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-03-20      | 3.0000%  | 0.0000% | $2804450.00        | $125743.83         | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIP                | 2050-05-01      | 3.5000%  | 0.0000% | $159739.00         | $9621.16           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2055-05-01      | 5.0000%  | 0.0000% | $252960.00         | $252704.53         | Agency Mortgage-Backed Securities  |
| GINNIE MAE II POOL             | 2055-11-20      | 5.5000%  | 0.0000% | $10997712.00       | $11231853.29       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2047-07-01      | 5.5000%  | 0.0000% | $18558400.00       | $393109.02         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-01-01      | 3.5000%  | 0.0000% | $110000.00         | $33095.27          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-03-01      | 3.5000%  | 0.0000% | $40058.00          | $5240.93           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-06-01      | 5.0000%  | 0.0000% | $26715.00          | $6478.69           | Agency Mortgage-Backed Securities  |
| FREDDIE MAC POOL               | 2034-10-01      | 6.0000%  | 0.0000% | $5000000.00        | $326740.83         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-06-20      | 5.5000%  | 0.0000% | $32144384.00       | $27475267.22       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-06-15      | 3.4100%  | 0.0000% | $6648600.00        | $5942655.35        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-08-15      | 3.7500%  | 0.0000% | $2684276.00        | $2456641.73        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2063-11-15      | 4.1200%  | 0.0000% | $5997792.00        | $5701596.50        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-10-15      | 3.8300%  | 0.0000% | $24840928.00       | $22873969.74       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2057-10-15      | 3.6400%  | 0.0000% | $3100256.00        | $2820543.83        | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2050-12-20      | 2.0000%  | 0.0000% | $1076416.00        | $444485.77         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-03-20      | 2.5000%  | 0.0000% | $1328720.00        | $240146.50         | Agency Mortgage-Backed Securities  |
| GINNIE MAE I POOL              | 2064-09-15      | 3.5000%  | 0.0000% | $22137472.00       | $20075611.58       | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2052-02-15      | 4.0000%  | 0.0000% | $324075.00         | $207077.82         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-11-01      | 3.5000%  | 0.0000% | $61000.00          | $38616.15          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2045-03-01      | 5.5000%  | 0.0000% | $566058.00         | $495562.24         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2040-08-01      | 2.5000%  | 0.0000% | $73235.00          | $27552.93          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2028-07-14      | 4.5000%  | 0.0000% | $10000.00          | $10165.72          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-11-01      | 6.0000%  | 0.0000% | $5000000.00        | $7053.47           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2028-04-01      | 6.0000%  | 0.0000% | $9096848.00        | $11865.01          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2031-08-01      | 7.5000%  | 0.0000% | $746975.00         | $6178.50           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2037-12-01      | 7.0000%  | 0.0000% | $13210832.00       | $581557.37         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2045-01-01      | 4.0000%  | 0.0000% | $282000.00         | $66471.27          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-01-01      | 3.0000%  | 0.0000% | $547000.00         | $118713.26         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-04-01      | 4.5000%  | 0.0000% | $3717196.00        | $770513.37         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-03-01      | 2.0000%  | 0.0000% | $300000.00         | $156364.47         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2051-08-01      | 3.0000%  | 0.0000% | $42233.00          | $32636.23          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 3.5000%  | 0.0000% | $25000.00          | $15081.87          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-05-01      | 3.5000%  | 0.0000% | $100000.00         | $67989.80          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-02-01      | 2.0000%  | 0.0000% | $96828.00          | $64442.28          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-06-01      | 3.0000%  | 0.0000% | $16000.00          | $13286.70          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2052-09-01      | 3.0000%  | 0.0000% | $11426.00          | $9537.35           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-07-01      | 4.0000%  | 0.0000% | $8780.00           | $2790.30           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2049-12-01      | 4.0000%  | 0.0000% | $35000000.00       | $8514804.82        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2050-02-01      | 3.0000%  | 0.0000% | $184536.00         | $71503.93          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2048-10-01      | 4.5000%  | 0.0000% | $219007.00         | $46826.13          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-03-01      | 3.0000%  | 0.0000% | $603933.00         | $106994.53         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2037-06-01      | 2.0000%  | 0.0000% | $75407.00          | $49214.37          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2035-08-01      | 2.0000%  | 0.0000% | $60000.00          | $24503.68          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2041-07-01      | 2.0000%  | 0.0000% | $800000.00         | $460953.18         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-10-01      | 4.5000%  | 0.0000% | $76700.00          | $60281.27          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-04-01      | 5.5000%  | 0.0000% | $25000.00          | $20963.31          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-07-01      | 3.5000%  | 0.0000% | $9000.00           | $6954.21           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-05-01      | 6.5000%  | 0.0000% | $200000.00         | $142323.05         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-04-01      | 2.5000%  | 0.0000% | $30529.00          | $21491.23          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-04-01      | 6.5000%  | 0.0000% | $400000.00         | $292944.61         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 3.0000%  | 0.0000% | $305670.00         | $257264.81         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-08-01      | 3.5000%  | 0.0000% | $1835264.00        | $339613.16         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-12-01      | 4.5000%  | 0.0000% | $65000.00          | $49888.75          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-10-01      | 5.0000%  | 0.0000% | $2076276.00        | $1620062.82        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-02-01      | 3.5000%  | 0.0000% | $7000.00           | $5634.50           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-09-01      | 5.0000%  | 0.0000% | $8693550.00        | $7460552.36        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-11-01      | 5.0000%  | 0.0000% | $10222384.00       | $9469915.12        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2055-01-01      | 6.0000%  | 0.0000% | $4718904.00        | $3978857.22        | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2054-12-01      | 7.0000%  | 0.0000% | $363419.00         | $255262.54         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-11-01      | 3.5000%  | 0.0000% | $326000.00         | $52207.04          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2049-06-01      | 3.5000%  | 0.0000% | $31656.00          | $6557.94           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-02-01      | 2.5000%  | 0.0000% | $100000.00         | $56923.07          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-09-01      | 3.0000%  | 0.0000% | $99000.00          | $58937.51          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-03-01      | 2.0000%  | 0.0000% | $22193.00          | $15225.62          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-05-01      | 4.0000%  | 0.0000% | $8000.00           | $6557.91           | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2052-08-01      | 3.5000%  | 0.0000% | $72764.00          | $49583.27          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-01-01      | 5.0000%  | 0.0000% | $820258.00         | $795380.47         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-08-01      | 5.0000%  | 0.0000% | $32000.00          | $26801.54          | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2053-10-01      | 6.5000%  | 0.0000% | $5000000.00        | $3792538.43        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-10-01      | 3.0000%  | 0.0000% | $304000.00         | $75002.39          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-08-01      | 3.0000%  | 0.0000% | $500000.00         | $87478.20          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2046-03-01      | 3.5000%  | 0.0000% | $5100000.00        | $442151.03         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-07-01      | 3.5000%  | 0.0000% | $6046640.00        | $1327897.18        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2043-10-01      | 4.0000%  | 0.0000% | $750000.00         | $136658.88         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2044-01-01      | 4.5000%  | 0.0000% | $100000.00         | $16126.03          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-09-01      | 6.0000%  | 0.0000% | $1499960.00        | $8043.42           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2033-05-01      | 5.5000%  | 0.0000% | $1000000.00        | $7278.39           | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2036-02-01      | 6.0000%  | 0.0000% | $94166.00          | $6570.77           | Agency Mortgage-Backed Securities  |
| FANNIE MAE POOL                | 2055-11-01      | 5.5000%  | 0.0000% | $5700256.00        | $5800574.81        | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-06-01      | 4.5000%  | 0.0000% | $12162656.00       | $366628.50         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2058-05-01      | 3.0000%  | 0.0000% | $46088960.00       | $14041636.87       | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-11-01      | 4.5000%  | 0.0000% | $50000.00          | $10946.57          | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2047-05-01      | 4.5000%  | 0.0000% | $1055000.00        | $127918.62         | Agency Mortgage-Backed Securities  |
| Fannie Mae                     | 2042-03-01      | 3.0000%  | 0.0000% | $25000.00          | $5206.81           | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2032-05-31      | 4.1250%  | 0.0000% | $14000000.00       | $14594952.26       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-06-15      | 3.8750%  | 0.0000% | $6000000.00        | $6162648.82        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-06-30      | 4.0000%  | 0.0000% | $96000.00          | $98986.66          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-07-31      | 4.0000%  | 0.0000% | $12603500.00       | $12944103.01       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2035-08-15      | 4.2500%  | 0.0000% | $5570000.00        | $5747311.80        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-10-31      | 3.6250%  | 0.0000% | $20052800.00       | $20129499.30       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-10-31      | 3.7500%  | 0.0000% | $4654700.00        | $4659361.93        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2030-10-15      | 1.1250%  | 0.0000% | $3500000.00        | $3494383.67        | U.S. Treasuries (including strips) |
| STRIPS                         | 2036-02-15      | NA       | 0.0000% | $36318336.00       | $23611567.15       | U.S. Treasuries (including strips) |
| STRIPS                         | 2035-11-15      | NA       | 0.0000% | $3563678.72        | $2346789.35        | U.S. Treasuries (including strips) |
| STRIPS                         | 2039-05-15      | NA       | 0.0000% | $8679091.20        | $4708736.78        | U.S. Treasuries (including strips) |
| STRIPS                         | 2044-05-15      | NA       | 0.0000% | $60749578.24       | $24674777.69       | U.S. Treasuries (including strips) |
| STRIPS                         | 2047-05-15      | NA       | 0.0000% | $1449000.00        | $507761.48         | U.S. Treasuries (including strips) |
| STRIPS                         | 2049-11-15      | NA       | 0.0000% | $13436224.00       | $4151336.38        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-09-30      | 0.3750%  | 0.0000% | $3804500.00        | $3596389.40        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-11-15      | 0.8750%  | 0.0000% | $12916400.00       | $11333756.43       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-12-31      | 0.6250%  | 0.0000% | $142100.00         | $134317.69         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-02-29      | 1.1250%  | 0.0000% | $14301300.00       | $13614750.13       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-04-30      | 0.7500%  | 0.0000% | $2699800.00        | $2667445.90        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-04-30      | 1.2500%  | 0.0000% | $96000.00          | $91143.83          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-11-30      | 1.5000%  | 0.0000% | $10312100.00       | $9805487.49        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-12-31      | 1.3750%  | 0.0000% | $16102000.00       | $15203250.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2032-02-15      | 1.8750%  | 0.0000% | $1649100.00        | $1489748.89        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-02-28      | 1.8750%  | 0.0000% | $149000.00         | $146593.03         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-04-30      | 2.7500%  | 0.0000% | $34408300.00       | $34092812.77       | U.S. Treasuries (including strips) |
| GOVERNMENT NATIONAL MORTGAGE A | 2041-12-15      | 4.0000%  | 0.0000% | $400000.00         | $13800.89          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-06-15      | 4.0000%  | 0.0000% | $1018346.00        | $170074.83         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-05-15      | 3.7000%  | 0.0000% | $260000.00         | $43938.56          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2042-10-15      | 2.5000%  | 0.0000% | $416836.00         | $47065.47          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2043-04-20      | 3.0000%  | 0.0000% | $1339168.00        | $144718.28         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-02-20      | 4.0000%  | 0.0000% | $854412.00         | $136001.72         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2045-05-20      | 3.0000%  | 0.0000% | $3421000.00        | $320381.99         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2046-01-20      | 4.0000%  | 0.0000% | $779718.00         | $65879.69          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-03-20      | 4.0000%  | 0.0000% | $927108.00         | $82124.91          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2047-08-20      | 3.5000%  | 0.0000% | $2058324.00        | $257817.10         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2037-09-20      | 6.0000%  | 0.0000% | $50000.00          | $8117.09           | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-06-20      | 2.5000%  | 0.0000% | $542024.00         | $249784.61         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2036-12-20      | 1.5000%  | 0.0000% | $82116.00          | $42847.71          | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2051-12-20      | 2.5000%  | 0.0000% | $1091108.00        | $680302.89         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-08-20      | 5.0000%  | 0.0000% | $223371.00         | $207820.62         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2053-12-20      | 6.5000%  | 0.0000% | $652190.00         | $294818.78         | Agency Mortgage-Backed Securities  |
| GOVERNMENT NATIONAL MORTGAGE A | 2054-02-20      | 6.0000%  | 0.0000% | $50000000.00       | $30735202.22       | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2041-04-01      | 2.5000%  | 0.0000% | $298000.00         | $158506.95         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2042-05-01      | 3.0000%  | 0.0000% | $300000.00         | $190473.71         | Agency Mortgage-Backed Securities  |
| Freddie Mac                    | 2051-11-01      | 2.0000%  | 0.0000% | $27810000.00       | $18133484.40       | Agency Mortgage-Backed Securities  |
| US TREASURY N/B                | 2027-12-15      | 4.0000%  | 0.0000% | $8816900.00        | $9064496.86        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-12-31      | 4.2500%  | 0.0000% | $119900.00         | $122781.66         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-03-31      | 3.8750%  | 0.0000% | $1830000.00        | $1848329.11        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2035-05-15      | 4.2500%  | 0.0000% | $10427500.00       | $10661516.49       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-05-31      | 3.8750%  | 0.0000% | $4863000.00        | $4979115.07        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-06-30      | 3.2500%  | 0.0000% | $26565800.00       | $26664879.75       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-08-31      | 3.1250%  | 0.0000% | $12382600.00       | $12296045.76       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-11-30      | 3.8750%  | 0.0000% | $3700100.00        | $3797176.75        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-12-31      | 3.8750%  | 0.0000% | $23393000.00       | $24038603.19       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-01-15      | 3.8750%  | 0.0000% | $579000.00         | $587347.24         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-01-31      | 3.5000%  | 0.0000% | $18000000.00       | $18205794.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-06-30      | 3.7500%  | 0.0000% | $7500.00           | $7666.82           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-07-31      | 4.1250%  | 0.0000% | $4201600.00        | $4325135.81        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2030-07-31      | 4.0000%  | 0.0000% | $1331600.00        | $1372087.93        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-08-31      | 4.3750%  | 0.0000% | $18112000.00       | $18718828.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-10-15      | 4.6250%  | 0.0000% | $5000000.00        | $5067993.30        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-11-15      | 4.6250%  | 0.0000% | $53817000.00       | $54394074.94       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-11-30      | 4.3750%  | 0.0000% | $21500000.00       | $22494308.97       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-01-31      | 4.2500%  | 0.0000% | $20545000.00       | $20840081.58       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-01-31      | 4.0000%  | 0.0000% | $17570000.00       | $18051830.51       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-02-28      | 4.2500%  | 0.0000% | $21127200.00       | $21968820.92       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-02-28      | 4.2500%  | 0.0000% | $2070500.00        | $2138111.96        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-03-15      | 4.2500%  | 0.0000% | $13700000.00       | $13931897.78       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-03-31      | 4.5000%  | 0.0000% | $1026000.00        | $1035629.99        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-04-15      | 4.5000%  | 0.0000% | $612000.00         | $622853.55         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-04-30      | 4.8750%  | 0.0000% | $6143000.00        | $6193112.86        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2034-05-15      | 4.3750%  | 0.0000% | $16200000.00       | $16778925.35       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-08-15      | 3.7500%  | 0.0000% | $996800.00         | $1011160.63        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-09-15      | 3.3750%  | 0.0000% | $12500000.00       | $12554777.14       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-09-30      | 3.6250%  | 0.0000% | $3500000.00        | $3509284.40        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2029-10-31      | 4.1250%  | 0.0000% | $17000000.00       | $17408129.33       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-11-15      | 4.1250%  | 0.0000% | $4000000.00        | $4052137.41        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2031-11-30      | 4.1250%  | 0.0000% | $3626000.00        | $3782333.50        | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2049-02-15      | 1.0000%  | 0.0000% | $914900.00         | $876902.07         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2048-11-15      | 3.3750%  | 0.0000% | $12300.00          | $9994.99           | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2050-05-15      | 1.2500%  | 0.0000% | $5319900.00        | $2640015.78        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2050-08-15      | 1.3750%  | 0.0000% | $2443100.00        | $1251222.02        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2051-02-15      | 1.8750%  | 0.0000% | $19181500.00       | $11175849.01       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2042-02-15      | 2.3750%  | 0.0000% | $5400000.00        | $4090113.87        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2043-08-15      | 4.3750%  | 0.0000% | $2194600.00        | $2166943.69        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2053-11-15      | 4.7500%  | 0.0000% | $16600.00          | $16791.13          | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2043-11-15      | 4.7500%  | 0.0000% | $3639300.00        | $3720037.15        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2055-05-15      | 4.7500%  | 0.0000% | $38200000.00       | $38713209.40       | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2055-08-15      | 4.7500%  | 0.0000% | $14486500.00       | $14859208.51       | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2029-08-15      | NA       | 0.0000% | $22224000.00       | $19528428.82       | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2030-02-15      | NA       | 0.0000% | $537000.00         | $462551.93         | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2030-08-15      | NA       | 0.0000% | $439600.00         | $371344.19         | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2033-05-15      | NA       | 0.0000% | $1008900.00        | $759528.17         | U.S. Treasuries (including strips) |
| STRIP PRINC                    | 2034-05-15      | NA       | 0.0000% | $182000.00         | $130922.06         | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2026-08-15      | 1.5000%  | 0.0000% | $1295000.00        | $1280463.49        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2027-11-15      | 2.2500%  | 0.0000% | $1244500.00        | $1215998.47        | U.S. Treasuries (including strips) |
| US TREASURY N/B                | 2028-02-15      | 2.7500%  | 0.0000% | $21459800.00       | $21289247.54       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B                | 2029-07-15      | 0.2500%  | 0.0000% | $19369200.00       | $23823060.16       | U.S. Treasuries (including strips) |

### Security 227: HSBC Securities USA Inc. Tri Party Repo

- **C.1 - Title:** HSBC Securities USA Inc. Tri Party Repo 4.089900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDKY004, C.3 - LEI: 549300LBOHZ4QSIWU288, C.5 - Other ID: 99VDKY004_4.09_1201
- **C.18 - Value (incl. sponsor support):** $310000000.00
- **C.18.a - Value (excl. sponsor support):** $310000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac     | 2053-06-01      | 6.5000%  | 0.0000% | $2505700.00        | $2359831.84        | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2052-08-01      | 5.0000%  | 0.0000% | $107122048.00      | $81303204.94       | Agency Mortgage-Backed Securities |
| Freddie Mac     | 2044-11-01      | 5.0000%  | 0.0000% | $14060000.00       | $11944762.01       | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2055-06-01      | 6.0000%  | 0.0000% | $9614384.00        | $10087416.01       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2046-06-01      | 2.5000%  | 0.0000% | $170000.00         | $98536.50          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-09-01      | 3.5000%  | 0.0000% | $184521727.00      | $160330039.58      | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-05-01      | 3.0000%  | 0.0000% | $15992.00          | $11792.74          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2052-09-01      | 4.5000%  | 0.0000% | $14000.00          | $11158.29          | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2053-12-01      | 6.0000%  | 0.0000% | $52225792.00       | $44049397.14       | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2037-09-01      | 4.0000%  | 0.0000% | $90944.00          | $56320.96          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL | 2053-07-01      | 3.5000%  | 0.0000% | $6537600.00        | $5712300.94        | Agency Mortgage-Backed Securities |
| Fannie Mae      | 2051-05-01      | 2.5000%  | 0.0000% | $407780.00         | $235239.69         | Agency Mortgage-Backed Securities |

### Security 228: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: 99VDMN006, C.3 - LEI: N/A, C.5 - Other ID: 99VDMN006_4.08_1201
- **C.18 - Value (incl. sponsor support):** $244336000.00
- **C.18.a - Value (excl. sponsor support):** $244336000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| STRIPS          | 2027-05-15      | NA       | 0.0000% | $150555852.72      | $142983947.22      | U.S. Treasuries (including strips) |
| STRIPS          | 2026-02-15      | NA       | 0.0000% | $11510374.40       | $11421859.62       | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-04-15      | 0.1250%  | 0.0000% | $1059700.00        | $1303965.09        | U.S. Treasuries (including strips) |
| STRIPS          | 2026-01-31      | NA       | 0.0000% | $19836.10          | $19711.75          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B | 2026-01-15      | 2.0000%  | 0.0000% | $56770400.00       | $93493237.35       | U.S. Treasuries (including strips) |

### Security 229: Bank of America Tri Party Repo

- **C.1 - Title:** Bank of America Tri Party Repo 4.089900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDNE005, C.3 - LEI: N/A, C.5 - Other ID: 99VDNE005_4.09_1201
- **C.18 - Value (incl. sponsor support):** $139604000.00
- **C.18.a - Value (excl. sponsor support):** $139604000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                    | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC POOL               | 2055-12-01      | 5.0000%  | 0.0000% | $13005792.00       | $13222754.62       | Agency Mortgage-Backed Securities |
| GINNIE MAE II POOL             | 2055-07-20      | 6.5000%  | 0.0000% | $5846864.00        | $6095647.98        | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2037-05-01      | 3.5000%  | 0.0000% | $100000.00         | $56885.57          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2054-05-01      | 7.0000%  | 0.0000% | $92866560.00       | $48363920.84       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-08-01      | 4.5000%  | 0.0000% | $1026000.00        | $791658.44         | Agency Mortgage-Backed Securities |
| FED HOME LN DISCOUNT NT        | 2026-02-11      | NA       | 0.0000% | $100000.00         | $99263.80          | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-09-01      | 2.5000%  | 0.0000% | $32000000.00       | $20300087.16       | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2052-09-01      | 4.0000%  | 0.0000% | $178233.00         | $152217.87         | Agency Mortgage-Backed Securities |
| Freddie Mac                    | 2051-12-01      | 2.0000%  | 0.0000% | $2053800.00        | $1394956.14        | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-10-01      | 4.0000%  | 0.0000% | $82537.00          | $81201.04          | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2040-11-01      | 4.5000%  | 0.0000% | $2594376.00        | $2605830.17        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2043-01-01      | 3.0000%  | 0.0000% | $247596.00         | $48216.92          | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-08-01      | 7.0000%  | 0.0000% | $1181348.00        | $1201329.45        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2047-07-01      | 3.5000%  | 0.0000% | $1019272.00        | $414904.08         | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2033-01-01      | 3.5000%  | 0.0000% | $6000000.00        | $1128512.16        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-02-01      | 2.5000%  | 0.0000% | $2461256.00        | $1822767.16        | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 5.5000%  | 0.0000% | $10910840.00       | $11296549.10       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2052-01-01      | 2.5000%  | 0.0000% | $4338792.00        | $3040609.70        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-05-01      | 5.5000%  | 0.0000% | $200000.00         | $152009.85         | Agency Mortgage-Backed Securities |
| FANNIE MAE POOL                | 2055-11-01      | 5.0000%  | 0.0000% | $24224864.00       | $24324028.84       | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2053-02-01      | 6.0000%  | 0.0000% | $4885000.00        | $3145543.89        | Agency Mortgage-Backed Securities |
| Fannie Mae                     | 2041-02-01      | 6.7750%  | 0.0000% | $224952.00         | $2952.19           | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2055-10-01      | 4.5000%  | 0.0000% | $1166754.00        | $1154406.24        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE A | 2060-04-15      | 5.1700%  | 0.0000% | $949999.00         | $970220.12         | Agency Mortgage-Backed Securities |
| FREDDIE MAC POOL               | 2044-03-01      | 5.0000%  | 0.0000% | $2436684.00        | $529607.69         | Agency Mortgage-Backed Securities |

### Security 230: UBS Securities LLC Tri Party Repo

- **C.1 - Title:** UBS Securities LLC Tri Party Repo 4.089900%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 99VDQX000, C.3 - LEI: N/A, C.5 - Other ID: 99VDQX000_4.09_1201
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B          | 2030-03-31      | 4.0000%  | 0.0000% | $100.00            | $102.34            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-03-31      | 3.8750%  | 0.0000% | $2600.00           | $2626.04           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-04-30      | 3.8750%  | 0.0000% | $550700.00         | $559031.12         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2032-04-30      | 4.0000%  | 0.0000% | $500.00            | $508.98            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2030-04-15      | 1.6250%  | 0.0000% | $968100.00         | $1001923.18        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-06-15      | 3.8750%  | 0.0000% | $499600.00         | $513143.23         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-06-30      | 3.8750%  | 0.0000% | $2000.00           | $2056.64           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-07-31      | 3.8750%  | 0.0000% | $28000.00          | $28693.22          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-08-31      | 3.6250%  | 0.0000% | $317600.00         | $320834.85         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2030-10-15      | 1.1250%  | 0.0000% | $2398000.00        | $2394152.01        | U.S. Treasuries (including strips) |
| STRIPS                   | 2031-08-15      | NA       | 0.0000% | $1968.94           | $1587.85           | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank | 2027-03-22      | 2.5400%  | 0.0000% | $2000.00           | $1981.49           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2028-07-15      | NA       | 0.0000% | $4000.00           | $3635.44           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2030-11-15      | 6.6250%  | 0.0000% | $4000.00           | $4544.12           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-08-03      | 2.6300%  | 0.0000% | $4000.00           | $4004.79           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-04-23      | 2.8400%  | 0.0000% | $2000.00           | $1997.70           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-10-13      | 2.5500%  | 0.0000% | $5000.00           | $4967.54           | Agency Mortgage-Backed Securities  |
| STRIPS                   | 2028-08-15      | NA       | 0.0000% | $28000.00          | $25441.75          | U.S. Treasuries (including strips) |
| STRIPS                   | 2028-05-15      | NA       | 0.0000% | $395579.81         | $362668.36         | U.S. Treasuries (including strips) |
| STRIPS                   | 2028-11-15      | NA       | 0.0000% | $104000.00         | $93632.97          | U.S. Treasuries (including strips) |
| STRIPS                   | 2029-08-15      | NA       | 0.0000% | $25021.80          | $21889.52          | U.S. Treasuries (including strips) |
| STRIPS                   | 2029-05-15      | NA       | 0.0000% | $50000.00          | $44155.25          | U.S. Treasuries (including strips) |
| STRIPS                   | 2029-11-15      | NA       | 0.0000% | $94000.00          | $81435.11          | U.S. Treasuries (including strips) |
| STRIPS                   | 2030-02-15      | NA       | 0.0000% | $6.02              | $5.16              | U.S. Treasuries (including strips) |
| STRIPS                   | 2030-08-15      | NA       | 0.0000% | $10000.00          | $8406.39           | U.S. Treasuries (including strips) |
| STRIPS                   | 2039-11-15      | NA       | 0.0000% | $0.04              | $0.02              | U.S. Treasuries (including strips) |
| STRIPS                   | 2052-11-15      | NA       | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| STRIPS                   | 2040-11-15      | NA       | 0.0000% | $14967.82          | $7425.70           | U.S. Treasuries (including strips) |
| STRIPS                   | 2045-05-15      | NA       | 0.0000% | $5286.71           | $2044.41           | U.S. Treasuries (including strips) |
| STRIPS                   | 2042-11-15      | NA       | 0.0000% | $449434.42         | $199226.64         | U.S. Treasuries (including strips) |
| STRIPS                   | 2044-08-15      | NA       | 0.0000% | $0.10              | $0.04              | U.S. Treasuries (including strips) |
| STRIPS                   | 2049-02-15      | NA       | 0.0000% | $225.09            | $72.23             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2029-10-15      | 1.6250%  | 0.0000% | $4156600.00        | $4367497.37        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-15      | 4.1250%  | 0.0000% | $1100.00           | $1114.34           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-12-31      | 4.2500%  | 0.0000% | $2300.00           | $2355.28           | U.S. Treasuries (including strips) |
| US TREASURY FRN          | 2027-01-31      | 3.8784%  | 0.0000% | $500.00            | $501.10            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2035-01-15      | 2.1250%  | 0.0000% | $2193100.00        | $2344428.89        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-02-28      | 4.1250%  | 0.0000% | $1900.00           | $1931.56           | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2046-11-15      | NA       | 0.0000% | $400.00            | $147.17            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2044-02-15      | 1.3750%  | 0.0000% | $277700.00         | $332710.81         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2028-01-15      | 0.5000%  | 0.0000% | $616000.00         | $799694.49         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-11-30      | 0.3750%  | 0.0000% | $400.00            | $400.74            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-01-15      | 4.0000%  | 0.0000% | $1900.00           | $1936.15           | U.S. Treasuries (including strips) |
| STRIPS                   | 2035-02-15      | NA       | 0.0000% | $6278.04           | $4291.61           | U.S. Treasuries (including strips) |
| STRIPS                   | 2027-08-15      | NA       | 0.0000% | $157971.60         | $148649.70         | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank | 2027-08-19      | 0.9000%  | 0.0000% | $3000.00           | $2868.24           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2030-09-09      | 1.3200%  | 0.0000% | $5000.00           | $4507.19           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2040-06-18      | 2.0900%  | 0.0000% | $90000.00          | $65471.66          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2035-06-22      | 1.7900%  | 0.0000% | $5000.00           | $4054.70           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2030-07-08      | 1.0400%  | 0.0000% | $2000.00           | $1789.90           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2040-05-21      | 2.1250%  | 0.0000% | $2000.00           | $1449.61           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2030-10-15      | 1.2600%  | 0.0000% | $5000.00           | $4476.47           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2035-10-26      | 1.7300%  | 0.0000% | $3000.00           | $2394.08           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2029-06-14      | 1.5900%  | 0.0000% | $4000.00           | $3759.25           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2040-11-19      | 2.1000%  | 0.0000% | $28000.00          | $20106.91          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2041-03-15      | 2.5800%  | 0.0000% | $38000.00          | $28995.09          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-10-20      | 1.3000%  | 0.0000% | $5000.00           | $4804.32           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2031-01-13      | 2.1000%  | 0.0000% | $5000.00           | $4635.39           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2035-02-23      | 3.2500%  | 0.0000% | $1000.00           | $928.63            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2037-06-08      | 4.9900%  | 0.0000% | $5000.00           | $5061.93           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2029-05-03      | 3.8750%  | 0.0000% | $4000.00           | $4050.82           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2029-04-09      | 5.0000%  | 0.0000% | $3000.00           | $3030.20           | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2030-10-01      | 3.7500%  | 0.0000% | $300000.00         | $303324.15         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-02-17      | 3.6250%  | 0.0000% | $16180000.00       | $16188812.26       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2026-11-19      | 3.6250%  | 0.0000% | $15000000.00       | $14995008.75       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2027-03-16      | 3.6250%  | 0.0000% | $750000.00         | $755361.00         | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2028-11-15      | NA       | 0.0000% | $5000.00           | $4490.35           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2027-08-15      | NA       | 0.0000% | $3000.00           | $2820.60           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2029-09-15      | 6.7500%  | 0.0000% | $3000.00           | $3382.60           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2027-12-30      | 1.1100%  | 0.0000% | $4000.00           | $3821.34           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2025-12-23      | 0.7000%  | 0.0000% | $2000.00           | $2002.19           | Agency Mortgage-Backed Securities  |
| Freddie Mac              | 2027-09-30      | 3.6000%  | 0.0000% | $13255000.00       | $13319684.40       | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2029-05-15      | 6.2500%  | 0.0000% | $1000.00           | $1089.37           | Agency Mortgage-Backed Securities  |
| FANNIEMAE STRIPS         | 2026-05-15      | NA       | 0.0000% | $3000.00           | $2944.61           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2027-10-08      | 0.7500%  | 0.0000% | $3000.00           | $2853.37           | Agency Mortgage-Backed Securities  |
| FANNIEMAE                | 2027-03-23      | NA       | 0.0000% | $3000.00           | $2859.63           | Agency Mortgage-Backed Securities  |
| TENN VAL AUTH CPN STRIP  | 2026-11-01      | NA       | 0.0000% | $1000.00           | $965.15            | Agency Mortgage-Backed Securities  |
| TENN VAL AUTH CPN STRIP  | 2028-12-15      | NA       | 0.0000% | $5000.00           | $4473.36           | Agency Mortgage-Backed Securities  |
| TREASURY BILL            | 2025-12-11      | NA       | 0.0000% | $200000.00         | $199783.60         | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-08-06      | NA       | 0.0000% | $5000.00           | $4879.45           | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-03-26      | NA       | 0.0000% | $100200.00         | $99014.93          | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-01-06      | NA       | 0.0000% | $1000.00           | $996.19            | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-01-13      | NA       | 0.0000% | $187800.00         | $186954.52         | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-04-30      | NA       | 0.0000% | $500.00            | $492.38            | U.S. Treasuries (including strips) |
| TREASURY BILL            | 2026-03-17      | NA       | 0.0000% | $5000.00           | $4945.39           | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2026-02-15      | NA       | 0.0000% | $227000.00         | $225263.45         | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2026-11-15      | NA       | 0.0000% | $23100.00          | $22364.93          | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2027-08-15      | NA       | 0.0000% | $400.00            | $376.90            | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2028-11-15      | NA       | 0.0000% | $100.00            | $90.21             | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2048-05-15      | NA       | 0.0000% | $100.00            | $33.99             | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2053-02-15      | NA       | 0.0000% | $322000.00         | $87994.55          | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2053-11-15      | NA       | 0.0000% | $300.00            | $79.84             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-11-15      | 6.5000%  | 0.0000% | $300.00            | $309.35            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2028-04-15      | 3.6250%  | 0.0000% | $939500.00         | $1997007.34        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-02-15      | 5.2500%  | 0.0000% | $4200.00           | $4490.31           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2029-04-15      | 3.8750%  | 0.0000% | $528900.00         | $1137804.40        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-05-15      | 6.2500%  | 0.0000% | $20000.00          | $22216.23          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-02-15      | 5.3750%  | 0.0000% | $1000.00           | $1097.14           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2032-04-15      | 3.3750%  | 0.0000% | $187200.00         | $383807.17         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2026-01-15      | 2.0000%  | 0.0000% | $256300.00         | $422091.74         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2027-01-15      | 2.3750%  | 0.0000% | $8000000.00        | $13130672.91       | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2037-02-15      | 4.7500%  | 0.0000% | $12900.00          | $13861.02          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $103.41            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2029-01-15      | 2.5000%  | 0.0000% | $2043000.00        | $3235438.08        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2039-02-15      | 3.5000%  | 0.0000% | $4100.00           | $3831.23           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2039-05-15      | 4.2500%  | 0.0000% | $200.00            | $199.14            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-02-15      | 4.6250%  | 0.0000% | $300.00            | $311.70            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2040-02-15      | 2.1250%  | 0.0000% | $45000.00          | $68466.35          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-05-15      | 4.3750%  | 0.0000% | $600.00            | $599.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-08-15      | 3.8750%  | 0.0000% | $1000.00           | $951.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-11-15      | 4.2500%  | 0.0000% | $900.00            | $883.20            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2041-02-15      | 2.1250%  | 0.0000% | $666300.00         | $991417.17         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-08-15      | 3.7500%  | 0.0000% | $400.00            | $371.05            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $84.74             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2042-02-15      | 0.7500%  | 0.0000% | $1626600.00        | $1862900.33        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2042-08-15      | 2.7500%  | 0.0000% | $300.00            | $238.59            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $89.12             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-11-15      | 3.7500%  | 0.0000% | $6000.00           | $5374.71           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2044-02-15      | 3.6250%  | 0.0000% | $1700.00           | $1507.78           | U.S. Treasuries (including strips) |
| RESOLUTION FUNDING STRIP | 2026-07-15      | NA       | 0.0000% | $1000.00           | $976.29            | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY    | 2039-09-15      | 5.2500%  | 0.0000% | $2000.00           | $2172.54           | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY    | 2042-12-15      | 3.5000%  | 0.0000% | $5000.00           | $4321.45           | Agency Mortgage-Backed Securities  |
| TENN VALLEY AUTHORITY    | 2027-02-01      | 2.8750%  | 0.0000% | $2000.00           | $2001.73           | Agency Mortgage-Backed Securities  |
| STRIPS                   | 2032-02-15      | NA       | 0.0000% | $650.28            | $512.69            | U.S. Treasuries (including strips) |
| STRIPS                   | 2033-02-15      | NA       | 0.0000% | $24999.97          | $18829.83          | U.S. Treasuries (including strips) |
| STRIPS                   | 2033-08-15      | NA       | 0.0000% | $7999.99           | $5885.99           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2044-08-15      | 3.1250%  | 0.0000% | $6000.00           | $4908.56           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2045-02-15      | 2.5000%  | 0.0000% | $200.00            | $146.33            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2045-02-15      | 0.7500%  | 0.0000% | $371200.00         | $383931.32         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2030-01-15      | 0.1250%  | 0.0000% | $251500.00         | $302834.11         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-02-28      | 1.1250%  | 0.0000% | $416300.00         | $405069.43         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $95.86             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2030-07-15      | 0.1250%  | 0.0000% | $520700.00         | $627155.81         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-08-15      | 0.6250%  | 0.0000% | $4900.00           | $4283.50           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-09-30      | 0.3750%  | 0.0000% | $200.00            | $189.06            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-30      | 0.6250%  | 0.0000% | $6100.00           | $5782.34           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-12-31      | 0.3750%  | 0.0000% | $499700.00         | $499102.22         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2031-01-15      | 0.1250%  | 0.0000% | $862900.00         | $1012129.70        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-01-31      | 0.3750%  | 0.0000% | $448500.00         | $446454.31         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-02-29      | 1.1250%  | 0.0000% | $5000.00           | $4759.97           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-02-28      | 0.5000%  | 0.0000% | $2200.00           | $2184.74           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-03-31      | 0.7500%  | 0.0000% | $53000.00          | $52533.63          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-06-30      | 1.2500%  | 0.0000% | $100.00            | $95.02             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $98.71             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2031-07-15      | 0.1250%  | 0.0000% | $1893700.00        | $2146299.40        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-07-31      | 1.0000%  | 0.0000% | $300.00            | $282.05            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-09-30      | 1.2500%  | 0.0000% | $500.00            | $470.99            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2026-10-15      | 0.1250%  | 0.0000% | $3000.00           | $3534.41           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $95.09             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-12-31      | 1.3750%  | 0.0000% | $100.00            | $94.42             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-12-31      | 1.2500%  | 0.0000% | $200.00            | $196.02            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2045-05-15      | 3.0000%  | 0.0000% | $4100.00           | $3231.20           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2045-08-15      | 2.8750%  | 0.0000% | $500.00            | $387.97            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2045-11-15      | 3.0000%  | 0.0000% | $90100.00          | $70612.75          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2046-02-15      | 1.0000%  | 0.0000% | $290000.00         | $308591.37         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2046-05-15      | 2.5000%  | 0.0000% | $4600.00           | $3275.06           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2046-08-15      | 2.2500%  | 0.0000% | $1700.00           | $1157.98           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $77.11             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2047-08-15      | 2.7500%  | 0.0000% | $500.00            | $370.39            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2048-02-15      | 1.0000%  | 0.0000% | $225400.00         | $223761.56         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2048-08-15      | 3.0000%  | 0.0000% | $1000.00           | $768.24            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2048-11-15      | 3.3750%  | 0.0000% | $800.00            | $650.08            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2049-02-15      | 1.0000%  | 0.0000% | $20800.00          | $19936.13          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2049-11-15      | 2.3750%  | 0.0000% | $300.00            | $198.55            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2050-02-15      | 0.2500%  | 0.0000% | $783500.00         | $589584.77         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2040-05-15      | 1.1250%  | 0.0000% | $400.00            | $259.10            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2051-02-15      | 0.1250%  | 0.0000% | $3347800.00        | $2335830.30        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-05-15      | 2.2500%  | 0.0000% | $200.00            | $150.20            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2051-08-15      | 2.0000%  | 0.0000% | $200.00            | $119.50            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-08-15      | 1.7500%  | 0.0000% | $1600.00           | $1108.42           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2051-11-15      | 1.8750%  | 0.0000% | $600.00            | $343.24            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $71.22             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2042-08-15      | 3.3750%  | 0.0000% | $400.00            | $348.59            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2053-02-15      | 1.5000%  | 0.0000% | $415200.00         | $366703.37         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $83.42             | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $91.70             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2054-02-15      | 2.1250%  | 0.0000% | $100700.00         | $99406.72          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2044-11-15      | 4.6250%  | 0.0000% | $4500.00           | $4510.84           | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2055-02-15      | 2.3750%  | 0.0000% | $300.00            | $304.61            | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2026-05-15      | NA       | 0.0000% | $2700.00           | $2654.12           | U.S. Treasuries (including strips) |
| STRIP PRINC              | 2027-05-15      | NA       | 0.0000% | $100.00            | $94.96             | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2027-07-15      | 0.3750%  | 0.0000% | $17671500.00       | $23238259.02       | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-08-15      | 2.2500%  | 0.0000% | $18000.00          | $17735.15          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-15      | 2.2500%  | 0.0000% | $48700.00          | $47584.67          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-05-15      | 2.8750%  | 0.0000% | $400.00            | $394.58            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-08-15      | 2.8750%  | 0.0000% | $6900.00           | $6846.59           | U.S. Treasuries (including strips) |
| Fannie Mae               | 2028-09-01      | 6.0800%  | 0.0000% | $3000.00           | $3239.60           | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2027-08-27      | 0.7000%  | 0.0000% | $1000.00           | $953.84            | Agency Mortgage-Backed Securities  |
| Fannie Mae               | 2030-10-21      | 4.0200%  | 0.0000% | $1900000.00        | $1905374.47        | Agency Mortgage-Backed Securities  |
| STRIPS                   | 2034-02-15      | NA       | 0.0000% | $0.03              | $0.02              | U.S. Treasuries (including strips) |
| STRIPS                   | 2035-08-15      | NA       | 0.0000% | $21886.70          | $14586.13          | U.S. Treasuries (including strips) |
| STRIPS                   | 2037-02-15      | NA       | 0.0000% | $17972.35          | $11081.63          | U.S. Treasuries (including strips) |
| STRIPS                   | 2030-11-15      | NA       | 0.0000% | $28655.02          | $23850.20          | U.S. Treasuries (including strips) |
| STRIPS                   | 2031-11-15      | NA       | 0.0000% | $5490.34           | $4378.80           | U.S. Treasuries (including strips) |
| STRIPS                   | 2032-11-15      | NA       | 0.0000% | $10000.00          | $7619.10           | U.S. Treasuries (including strips) |
| STRIPS                   | 2033-05-15      | NA       | 0.0000% | $129.83            | $96.76             | U.S. Treasuries (including strips) |
| STRIPS                   | 2034-05-15      | NA       | 0.0000% | $3000.00           | $2130.61           | U.S. Treasuries (including strips) |
| STRIPS                   | 2034-11-15      | NA       | 0.0000% | $19000.00          | $13150.11          | U.S. Treasuries (including strips) |
| STRIPS                   | 2026-02-15      | NA       | 0.0000% | $54000.00          | $53584.74          | U.S. Treasuries (including strips) |
| STRIPS                   | 2026-08-15      | NA       | 0.0000% | $47283.94          | $46098.25          | U.S. Treasuries (including strips) |
| STRIPS                   | 2027-02-15      | NA       | 0.0000% | $303000.00         | $290277.64         | U.S. Treasuries (including strips) |
| STRIPS                   | 2027-05-15      | NA       | 0.0000% | $81000.60          | $76926.84          | U.S. Treasuries (including strips) |
| STRIPS                   | 2027-11-15      | NA       | 0.0000% | $36150.40          | $33718.13          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-06-30      | 4.2500%  | 0.0000% | $279600.00         | $291255.09         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2034-07-15      | 1.8750%  | 0.0000% | $21405000.00       | $22684540.86       | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-08-31      | 3.7500%  | 0.0000% | $200.00            | $201.92            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $101.29            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-08-31      | 3.6250%  | 0.0000% | $400.00            | $404.73            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-10-15      | 3.8750%  | 0.0000% | $149900.00         | $151571.99         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2027-04-15      | 0.1250%  | 0.0000% | $736600.00         | $832270.18         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-05-31      | 2.7500%  | 0.0000% | $200.00            | $197.65            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-06-30      | 3.2500%  | 0.0000% | $35000.00          | $35130.54          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-06-30      | 3.2500%  | 0.0000% | $300.00            | $302.67            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-07-31      | 2.6250%  | 0.0000% | $400.00            | $390.94            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-08-31      | 3.1250%  | 0.0000% | $483600.00         | $483997.52         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-09-30      | 4.1250%  | 0.0000% | $600.00            | $610.38            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-11-30      | 3.8750%  | 0.0000% | $166900.00         | $172039.89         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-11-30      | 3.8750%  | 0.0000% | $60900.00          | $62497.79          | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $102.76            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-01-31      | 3.5000%  | 0.0000% | $300.00            | $302.63            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2033-01-15      | 1.1250%  | 0.0000% | $912700.00         | $970558.83         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-02-15      | 4.0000%  | 0.0000% | $100.00            | $101.18            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $102.67            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-04-15      | 3.7500%  | 0.0000% | $400.00            | $401.78            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2028-04-15      | 1.2500%  | 0.0000% | $5400.00           | $5848.28           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2033-05-15      | 3.3750%  | 0.0000% | $2900.00           | $2819.24           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-06-30      | 4.0000%  | 0.0000% | $100.00            | $102.90            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2033-07-15      | 1.3750%  | 0.0000% | $1478400.00        | $1567711.83        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-07-31      | 4.1250%  | 0.0000% | $248900.00         | $256218.18         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2033-08-15      | 3.8750%  | 0.0000% | $3300.00           | $3343.46           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2028-08-31      | 4.3750%  | 0.0000% | $82000.00          | $84747.35          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2028-10-15      | 2.3750%  | 0.0000% | $280000.00         | $308097.25         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $103.03            | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2034-01-15      | 1.7500%  | 0.0000% | $1824100.00        | $1952395.98        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-02-15      | 4.1250%  | 0.0000% | $200.00            | $203.60            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-03-31      | 4.5000%  | 0.0000% | $800.00            | $807.51            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-04-30      | 4.8750%  | 0.0000% | $300.00            | $302.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2027-06-15      | 4.6250%  | 0.0000% | $500.00            | $518.45            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2031-06-30      | 4.2500%  | 0.0000% | $200.00            | $209.44            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-11-30      | 2.8750%  | 0.0000% | $297200.00         | $301425.56         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2025-12-31      | 2.6250%  | 0.0000% | $296200.00         | $299095.08         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2029-01-15      | 0.8750%  | 0.0000% | $497600.00         | $634688.06         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-01-31      | 2.6250%  | 0.0000% | $2000.00           | $2012.81           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-02-28      | 2.5000%  | 0.0000% | $99600.00          | $99896.65          | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2026-01-15      | 0.6250%  | 0.0000% | $78800.00          | $107680.02         | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-02-15      | 1.6250%  | 0.0000% | $309600.00         | $309637.63         | U.S. Treasuries (including strips) |
| TSY INFL IX N/B          | 2027-01-15      | 0.3750%  | 0.0000% | $1442800.00        | $1919658.22        | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2029-08-15      | 1.6250%  | 0.0000% | $10000.00          | $9396.53           | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-10-31      | 1.6250%  | 0.0000% | $400.00            | $393.21            | U.S. Treasuries (including strips) |
| US TREASURY N/B          | 2026-11-30      | 1.6250%  | 0.0000% | $200.00            | $197.69            | U.S. Treasuries (including strips) |
| FEDERAL HOME LOAN BANK   | 2031-07-29      | 1.4000%  | 0.0000% | $100000.00         | $88462.48          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2028-09-18      | 4.9200%  | 0.0000% | $10000.00          | $10462.26          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank | 2030-01-18      | 3.5000%  | 0.0000% | $3000.00           | $3016.48           | Agency Mortgage-Backed Securities  |

## N-MFP: Signatures

**Registrant:** STATE STREET MASTER FUNDS

**Date:** 2025-12-05

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer