# EDGAR Filing Document

**Accession Number:** 0000097098
**File Stem:** 0002071691-25-004249
**Filing Date:** 2025-11
**Character Count:** 1260176
**Document Hash:** 1d12182f852f9fea2b15b4c6052cf69f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-004249.hdr.sgml**: 20251106

**ACCESSION NUMBER**: 0002071691-25-004249

**CONFORMED SUBMISSION TYPE**: N-MFP3

**CONFIRMING COPY**: 

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251106

**DATE AS OF CHANGE**: 20251106

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BLACKROCK LIQUIDITY FUNDS
- **CENTRAL INDEX KEY:** 0000097098

**ORGANIZATION NAME:**
- **EIN:** 520983343
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02354

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BLACKROCK PROVIDENT INSTITUTIONAL FUNDS
- **DATE OF NAME CHANGE:** 20010126

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PROVIDENT INSTITUTIONAL FUNDS
- **DATE OF NAME CHANGE:** 19990521

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TEMPORARY INVESTMENT FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### FEDFUND (Series ID: S000001475)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000003923 | ADMINISTRATION                  | BLFXX           |
| C000003924 | CASH MANAGEMENT                 |  |
| C000003926 | PREMIER                         | BUPXX           |
| C000003927 | CAPITAL SHARES                  | BFCXX           |
| C000003928 | INSTITUTIONAL                   | TFDXX           |
| C000003929 | PRIVATE CLIENT                  | BRPXX           |
| C000003930 | DOLLAR                          | TDDXX           |
| C000003931 | CASH RESERVE                    | BFRXX           |
| C000003932 | SELECT                          | BFBXX           |
| C000223514 | Mischler Financial Group Shares |  |
| C000237277 | Stern Brothers Shares           |  |
| C000237291 | WestCap Shares                  |  |
| C000238342 | Tigress Shares                  |  |
| C000252319 | Penserra Shares                 |  |
| C000252320 | Great Pacific Shares            |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000097098

### General Information

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

**Registrant Full Name:** BlackRock Liquidity Funds

**CIK Number of Registrant:** 0000097098

**LEI of Registrant:** 5493007YVNX55LTRQ706

**Name of Series:** FEDFUND

**LEI of Series:** 549300T8K043VZEOVK74

**EDGAR Series Identifier:** S000001475

**Total number of share classes in the series:** 15

**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            | BlackRock Advisors, LLC                                      | 801-47710         |
| Independent Public Accountant | Deloitte & Touche LLP<br>City: Boston<br>State: MA           |  |
| Administrator                 | BlackRock Advisors, LLC                                      |  |
| Transfer Agent                | BNY Mellon Investment Servicing (US) Inc.<br>CIK: 0000849542 | 084-01761         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-47015

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 44 days

- **WAL:** 99 days

- **Total Value of Portfolio Securities:** $181420109202.86

- **Amortized Cost of Portfolio Securities:** $181379653296.45

- **Cash:** $8728172446.41

- **Total Other Assets:** $353840243.93

- **Total Liabilities:** $795202527.92

- **Net Assets of Series:** $189666463458.87

- **Number of Shares Outstanding (Series):** 189737425536.0300

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $145894512805.77          | $158449075413.01           | 77.7400%                  | 84.4300%                   |
| 2025-10-02 | $145555845046.20          | $158010469437.17           | 77.7400%                  | 84.3900%                   |
| 2025-10-03 | $145305534312.64          | $157545167852.92           | 77.6200%                  | 84.1600%                   |
| 2025-10-06 | $145909547798.36          | $157849137931.69           | 77.8100%                  | 84.1800%                   |
| 2025-10-07 | $144621064974.38          | $156710762063.27           | 77.8700%                  | 84.3800%                   |
| 2025-10-08 | $147951619460.96          | $159040770672.07           | 78.6700%                  | 84.5700%                   |
| 2025-10-09 | $146701935072.15          | $158191199405.48           | 78.1900%                  | 84.3200%                   |
| 2025-10-10 | $145698213188.37          | $157188771177.26           | 78.0800%                  | 84.2400%                   |
| 2025-10-13 | $146343949683.97          | $157184393506.19           | 78.4200%                  | 84.2300%                   |
| 2025-10-14 | $145174098376.64          | $156014983821.08           | 78.2900%                  | 84.1300%                   |
| 2025-10-15 | $143461513149.60          | $154640713978.07           | 77.9400%                  | 84.0100%                   |
| 2025-10-16 | $140857614379.36          | $152437956468.27           | 77.2500%                  | 83.6000%                   |
| 2025-10-17 | $140573947910.15          | $152155542926.66           | 77.1700%                  | 83.5300%                   |
| 2025-10-20 | $142685816673.91          | $154266367138.86           | 77.4300%                  | 83.7200%                   |
| 2025-10-21 | $145159757760.16          | $156090421166.49           | 78.0000%                  | 83.8800%                   |
| 2025-10-22 | $144856509631.29          | $156037820001.27           | 77.8700%                  | 83.8800%                   |
| 2025-10-23 | $146576334853.83          | $157997296093.89           | 78.4500%                  | 84.5600%                   |
| 2025-10-24 | $147389494055.32          | $158971965123.45           | 78.4700%                  | 84.6400%                   |
| 2025-10-27 | $151490443716.38          | $163073137904.32           | 78.4100%                  | 84.4000%                   |
| 2025-10-28 | $150225499676.57          | $161158304292.78           | 77.9700%                  | 83.6400%                   |
| 2025-10-29 | $148518048698.27          | $160511183089.91           | 76.9400%                  | 83.1500%                   |
| 2025-10-30 | $144394219369.38          | $156627142420.07           | 76.3400%                  | 82.8100%                   |
| 2025-10-31 | $144470228993.87          | $157976448660.83           | 75.9900%                  | 83.0900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 4.2000%             |
| 2025-10-02 | 4.2000%             |
| 2025-10-03 | 4.2000%             |
| 2025-10-06 | 4.2000%             |
| 2025-10-07 | 4.1900%             |
| 2025-10-08 | 4.1800%             |
| 2025-10-09 | 4.1800%             |
| 2025-10-10 | 4.1700%             |
| 2025-10-13 | 4.1600%             |
| 2025-10-14 | 4.1600%             |
| 2025-10-15 | 4.1700%             |
| 2025-10-16 | 4.1800%             |
| 2025-10-17 | 4.1800%             |
| 2025-10-20 | 4.1900%             |
| 2025-10-21 | 4.1900%             |
| 2025-10-22 | 4.1900%             |
| 2025-10-23 | 4.1900%             |
| 2025-10-24 | 4.1900%             |
| 2025-10-27 | 4.1900%             |
| 2025-10-28 | 4.1900%             |
| 2025-10-29 | 4.2000%             |
| 2025-10-30 | 4.1900%             |
| 2025-10-31 | 4.1800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 0.9998                      |
|  |  |
| 2025-10-02 | 0.9998                      |
|  |  |
| 2025-10-03 | 0.9999                      |
|  |  |
| 2025-10-06 | 0.9998                      |
|  |  |
| 2025-10-07 | 0.9998                      |
|  |  |
| 2025-10-08 | 0.9998                      |
|  |  |
| 2025-10-09 | 0.9998                      |
|  |  |
| 2025-10-10 | 0.9999                      |
|  |  |
| 2025-10-13 | 0.9998                      |
|  |  |
| 2025-10-14 | 0.9998                      |
|  |  |
| 2025-10-15 | 0.9998                      |
|  |  |
| 2025-10-16 | 0.9998                      |
|  |  |
| 2025-10-17 | 0.9999                      |
|  |  |
| 2025-10-20 | 0.9998                      |
|  |  |
| 2025-10-21 | 0.9998                      |
|  |  |
| 2025-10-22 | 0.9998                      |
|  |  |
| 2025-10-23 | 0.9998                      |
|  |  |
| 2025-10-24 | 0.9999                      |
|  |  |
| 2025-10-27 | 0.9998                      |
|  |  |
| 2025-10-28 | 0.9998                      |
|  |  |
| 2025-10-29 | 0.9998                      |
|  |  |
| 2025-10-30 | 0.9998                      |
|  |  |
| 2025-10-31 | 0.9998                      |
|  |  |

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

### Class: Administration

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $7971961515.86

- **Number of Shares Outstanding:** 7974943838.4900

- **Expense Reimbursement/Waiver:** 112071.09

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9998          |
|  |  |
| 2025-10-02 | 0.9998          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9998          |
|  |  |
| 2025-10-07 | 0.9998          |
|  |  |
| 2025-10-08 | 0.9998          |
|  |  |
| 2025-10-09 | 0.9998          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-13 | 0.9998          |
|  |  |
| 2025-10-14 | 0.9998          |
|  |  |
| 2025-10-15 | 0.9998          |
|  |  |
| 2025-10-16 | 0.9998          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9998          |
|  |  |
| 2025-10-21 | 0.9998          |
|  |  |
| 2025-10-22 | 0.9998          |
|  |  |
| 2025-10-23 | 0.9998          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9998          |
|  |  |
| 2025-10-28 | 0.9998          |
|  |  |
| 2025-10-29 | 0.9998          |
|  |  |
| 2025-10-30 | 0.9998          |
|  |  |
| 2025-10-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $73642479.99              | $14795727.73            |
| 2025-10-02 | $31986137.08              | $16673959.99            |
| 2025-10-03 | $81772587.73              | $88766926.13            |
| 2025-10-06 | $87064229.40              | $1627693.69             |
| 2025-10-07 | $18173215.92              | $19324075.24            |
| 2025-10-08 | $97237347.37              | $90354.27               |
| 2025-10-09 | $449861908.43             | $111353115.47           |
| 2025-10-10 | $31800974.82              | $378220086.43           |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $190635.45                | $164810648.64           |
| 2025-10-15 | $72870357.64              | $48513.69               |
| 2025-10-16 | $79463971.08              | $83270061.04            |
| 2025-10-17 | $1673883.78               | $66253148.68            |
| 2025-10-20 | $60434521.13              | $7737472.06             |
| 2025-10-21 | $210686753.07             | $36006015.05            |
| 2025-10-22 | $88454328.24              | $11284729.26            |
| 2025-10-23 | $76037117.17              | $70117.46               |
| 2025-10-24 | $9036823.51               | $16386894.45            |
| 2025-10-27 | $71675146.63              | $28461148.37            |
| 2025-10-28 | $4086499.52               | $42726121.40            |
| 2025-10-29 | $21013371.31              | $20456045.87            |
| 2025-10-30 | $311147.75                | $26945024.39            |
| 2025-10-31 | $94677892.92              | $117377596.51           |

**Total Gross Subscriptions (Month):** $1662151329.94

**Total Gross Redemptions (Month):** $1252685475.82

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.9300%           |
| 2025-10-02 | 3.9300%           |
| 2025-10-03 | 3.9300%           |
| 2025-10-06 | 3.9300%           |
| 2025-10-07 | 3.9200%           |
| 2025-10-08 | 3.9100%           |
| 2025-10-09 | 3.9100%           |
| 2025-10-10 | 3.9000%           |
| 2025-10-13 | 3.8900%           |
| 2025-10-14 | 3.8900%           |
| 2025-10-15 | 3.9000%           |
| 2025-10-16 | 3.9100%           |
| 2025-10-17 | 3.9100%           |
| 2025-10-20 | 3.9200%           |
| 2025-10-21 | 3.9200%           |
| 2025-10-22 | 3.9200%           |
| 2025-10-23 | 3.9200%           |
| 2025-10-24 | 3.9200%           |
| 2025-10-27 | 3.9200%           |
| 2025-10-28 | 3.9200%           |
| 2025-10-29 | 3.9300%           |
| 2025-10-30 | 3.9200%           |
| 2025-10-31 | 3.9100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 63.2500%         | 0.0000%              |
| Depository institution or other banking institution |  | 34.4100%         | 0.0000%              |

### Class: Cash Management

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $692845703.21

- **Number of Shares Outstanding:** 693104984.1200

- **Expense Reimbursement/Waiver:** 9947.24

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9998          |
|  |  |
| 2025-10-02 | 0.9998          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9998          |
|  |  |
| 2025-10-07 | 0.9998          |
|  |  |
| 2025-10-08 | 0.9998          |
|  |  |
| 2025-10-09 | 0.9998          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-13 | 0.9998          |
|  |  |
| 2025-10-14 | 0.9998          |
|  |  |
| 2025-10-15 | 0.9998          |
|  |  |
| 2025-10-16 | 0.9998          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9998          |
|  |  |
| 2025-10-21 | 0.9998          |
|  |  |
| 2025-10-22 | 0.9998          |
|  |  |
| 2025-10-23 | 0.9998          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9998          |
|  |  |
| 2025-10-28 | 0.9998          |
|  |  |
| 2025-10-29 | 0.9998          |
|  |  |
| 2025-10-30 | 0.9998          |
|  |  |
| 2025-10-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $1431487.34               | $484704.81              |
| 2025-10-02 | $27394045.24              | $131956.45              |
| 2025-10-03 | $893201.35                | $28551.78               |
| 2025-10-06 | $292302.69                | $118415.07              |
| 2025-10-07 | $82977.93                 | $1551217.09             |
| 2025-10-08 | $126641.92                | $1008850.12             |
| 2025-10-09 | $1651201.10               | $767430.53              |
| 2025-10-10 | $40051.70                 | $610728.16              |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $58556.65                 | $7891344.49             |
| 2025-10-15 | $192107.00                | $395260.12              |
| 2025-10-16 | $883828.66                | $1338727.04             |
| 2025-10-17 | $4551217.01               | $9977.73                |
| 2025-10-20 | $630467.16                | $574222.27              |
| 2025-10-21 | $10245577.24              | $3474781.36             |
| 2025-10-22 | $44272.84                 | $1405802.98             |
| 2025-10-23 | $184746.93                | $314435.16              |
| 2025-10-24 | $53294.97                 | $1983373.33             |
| 2025-10-27 | $634489.46                | $69696.24               |
| 2025-10-28 | $31461.23                 | $1493711.37             |
| 2025-10-29 | $389342.52                | $479997.95              |
| 2025-10-30 | $57703.27                 | $215711.93              |
| 2025-10-31 | $2236002.47               | $4787165.93             |

**Total Gross Subscriptions (Month):** $52104976.68

**Total Gross Redemptions (Month):** $29136061.91

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.5300%           |
| 2025-10-02 | 3.5300%           |
| 2025-10-03 | 3.5300%           |
| 2025-10-06 | 3.5300%           |
| 2025-10-07 | 3.5200%           |
| 2025-10-08 | 3.5200%           |
| 2025-10-09 | 3.5100%           |
| 2025-10-10 | 3.5100%           |
| 2025-10-13 | 3.4900%           |
| 2025-10-14 | 3.5000%           |
| 2025-10-15 | 3.5000%           |
| 2025-10-16 | 3.5100%           |
| 2025-10-17 | 3.5200%           |
| 2025-10-20 | 3.5300%           |
| 2025-10-21 | 3.5300%           |
| 2025-10-22 | 3.5300%           |
| 2025-10-23 | 3.5200%           |
| 2025-10-24 | 3.5200%           |
| 2025-10-27 | 3.5200%           |
| 2025-10-28 | 3.5300%           |
| 2025-10-29 | 3.5300%           |
| 2025-10-30 | 3.5200%           |
| 2025-10-31 | 3.5100%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 10.8000%         | 0.0000%              |
| Non-financial corporation |  | 9.7000%          | 0.0000%              |
| Non-financial corporation |  | 77.5300%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $3620891690.26

- **Number of Shares Outstanding:** 3622248470.5200

- **Expense Reimbursement/Waiver:** 51732.56

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9998          |
|  |  |
| 2025-10-02 | 0.9998          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9998          |
|  |  |
| 2025-10-07 | 0.9998          |
|  |  |
| 2025-10-08 | 0.9998          |
|  |  |
| 2025-10-09 | 0.9998          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-13 | 0.9998          |
|  |  |
| 2025-10-14 | 0.9998          |
|  |  |
| 2025-10-15 | 0.9998          |
|  |  |
| 2025-10-16 | 0.9998          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9998          |
|  |  |
| 2025-10-21 | 0.9998          |
|  |  |
| 2025-10-22 | 0.9998          |
|  |  |
| 2025-10-23 | 0.9998          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9998          |
|  |  |
| 2025-10-28 | 0.9998          |
|  |  |
| 2025-10-29 | 0.9998          |
|  |  |
| 2025-10-30 | 0.9998          |
|  |  |
| 2025-10-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $23056194.76              | $6991010.62             |
| 2025-10-02 | $4339430.33               | $6177066.56             |
| 2025-10-03 | $12758119.30              | $5910248.65             |
| 2025-10-06 | $6820804.69               | $5814573.27             |
| 2025-10-07 | $13369994.29              | $6778130.99             |
| 2025-10-08 | $13713198.57              | $5156111.09             |
| 2025-10-09 | $3879160.96               | $10466859.94            |
| 2025-10-10 | $11174510.62              | $15726950.31            |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $37219504.56              | $16261546.02            |
| 2025-10-15 | $7625311.24               | $8275829.78             |
| 2025-10-16 | $4346507.87               | $18778589.83            |
| 2025-10-17 | $13356079.46              | $7603189.97             |
| 2025-10-20 | $5843867.31               | $6809987.51             |
| 2025-10-21 | $5856646.09               | $3802811.83             |
| 2025-10-22 | $7395879.98               | $6850992.90             |
| 2025-10-23 | $5601504.35               | $6679296.80             |
| 2025-10-24 | $8140292.91               | $4916286.71             |
| 2025-10-27 | $5630059.02               | $12324607.07            |
| 2025-10-28 | $4772526.99               | $17819083.43            |
| 2025-10-29 | $4982950.99               | $5143233.35             |
| 2025-10-30 | $18691426.58              | $7928879.84             |
| 2025-10-31 | $9971822.24               | $13393601.76            |

**Total Gross Subscriptions (Month):** $228545793.11

**Total Gross Redemptions (Month):** $199608888.23

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0300%           |
| 2025-10-02 | 4.0300%           |
| 2025-10-03 | 4.0300%           |
| 2025-10-06 | 4.0300%           |
| 2025-10-07 | 4.0200%           |
| 2025-10-08 | 4.0100%           |
| 2025-10-09 | 4.0100%           |
| 2025-10-10 | 4.0000%           |
| 2025-10-13 | 3.9900%           |
| 2025-10-14 | 3.9900%           |
| 2025-10-15 | 4.0000%           |
| 2025-10-16 | 4.0100%           |
| 2025-10-17 | 4.0100%           |
| 2025-10-20 | 4.0200%           |
| 2025-10-21 | 4.0200%           |
| 2025-10-22 | 4.0200%           |
| 2025-10-23 | 4.0200%           |
| 2025-10-24 | 4.0200%           |
| 2025-10-27 | 4.0200%           |
| 2025-10-28 | 4.0200%           |
| 2025-10-29 | 4.0300%           |
| 2025-10-30 | 4.0200%           |
| 2025-10-31 | 4.0100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 89.6300%         | 0.0000%              |
| Broker-dealer |  | 9.9800%          | 0.0000%              |

### Class: Capital

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $370865217.97

- **Number of Shares Outstanding:** 371004192.3900

- **Expense Reimbursement/Waiver:** 5251.78

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9998          |
|  |  |
| 2025-10-02 | 0.9998          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9998          |
|  |  |
| 2025-10-07 | 0.9998          |
|  |  |
| 2025-10-08 | 0.9998          |
|  |  |
| 2025-10-09 | 0.9998          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-13 | 0.9998          |
|  |  |
| 2025-10-14 | 0.9998          |
|  |  |
| 2025-10-15 | 0.9998          |
|  |  |
| 2025-10-16 | 0.9998          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9998          |
|  |  |
| 2025-10-21 | 0.9998          |
|  |  |
| 2025-10-22 | 0.9998          |
|  |  |
| 2025-10-23 | 0.9998          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9998          |
|  |  |
| 2025-10-28 | 0.9998          |
|  |  |
| 2025-10-29 | 0.9998          |
|  |  |
| 2025-10-30 | 0.9998          |
|  |  |
| 2025-10-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $4656906.16               | $1596943.72             |
| 2025-10-02 | $8653991.57               | $1425286.11             |
| 2025-10-03 | $6226737.47               | $2818376.12             |
| 2025-10-06 | $2055220.82               | $1733831.03             |
| 2025-10-07 | $4169860.10               | $2042050.48             |
| 2025-10-08 | $2930379.97               | $930126.85              |
| 2025-10-09 | $4602385.90               | $2138433.80             |
| 2025-10-10 | $5323699.57               | $2119913.47             |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $3139387.80               | $5967459.93             |
| 2025-10-15 | $6199320.25               | $2798534.83             |
| 2025-10-16 | $1845436.48               | $3438996.65             |
| 2025-10-17 | $4081511.14               | $1565325.83             |
| 2025-10-20 | $1921656.81               | $2620907.66             |
| 2025-10-21 | $1727206.81               | $1419065.11             |
| 2025-10-22 | $995674.93                | $2452690.37             |
| 2025-10-23 | $1842513.46               | $5058146.80             |
| 2025-10-24 | $3996086.71               | $562292.88              |
| 2025-10-27 | $6686556.91               | $3994891.39             |
| 2025-10-28 | $2228169.88               | $7701032.74             |
| 2025-10-29 | $3019660.16               | $2022351.64             |
| 2025-10-30 | $6364370.99               | $1969593.79             |
| 2025-10-31 | $2884736.00               | $3320882.89             |

**Total Gross Subscriptions (Month):** $85551469.89

**Total Gross Redemptions (Month):** $59697134.09

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.9800%           |
| 2025-10-02 | 3.9800%           |
| 2025-10-03 | 3.9800%           |
| 2025-10-06 | 3.9800%           |
| 2025-10-07 | 3.9700%           |
| 2025-10-08 | 3.9700%           |
| 2025-10-09 | 3.9600%           |
| 2025-10-10 | 3.9500%           |
| 2025-10-13 | 3.9400%           |
| 2025-10-14 | 3.9400%           |
| 2025-10-15 | 3.9500%           |
| 2025-10-16 | 3.9600%           |
| 2025-10-17 | 3.9600%           |
| 2025-10-20 | 3.9700%           |
| 2025-10-21 | 3.9700%           |
| 2025-10-22 | 3.9700%           |
| 2025-10-23 | 3.9700%           |
| 2025-10-24 | 3.9700%           |
| 2025-10-27 | 3.9700%           |
| 2025-10-28 | 3.9800%           |
| 2025-10-29 | 3.9800%           |
| 2025-10-30 | 3.9700%           |
| 2025-10-31 | 3.9600%           |

### Class: Institutional

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $164726215607.82

- **Number of Shares Outstanding:** 164787847656.7400

- **Expense Reimbursement/Waiver:** 2299311.21

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9998          |
|  |  |
| 2025-10-02 | 0.9998          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9998          |
|  |  |
| 2025-10-07 | 0.9998          |
|  |  |
| 2025-10-08 | 0.9998          |
|  |  |
| 2025-10-09 | 0.9998          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-13 | 0.9998          |
|  |  |
| 2025-10-14 | 0.9998          |
|  |  |
| 2025-10-15 | 0.9998          |
|  |  |
| 2025-10-16 | 0.9998          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9998          |
|  |  |
| 2025-10-21 | 0.9998          |
|  |  |
| 2025-10-22 | 0.9998          |
|  |  |
| 2025-10-23 | 0.9998          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9998          |
|  |  |
| 2025-10-28 | 0.9998          |
|  |  |
| 2025-10-29 | 0.9998          |
|  |  |
| 2025-10-30 | 0.9998          |
|  |  |
| 2025-10-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $7069174713.01            | $4262881580.61          |
| 2025-10-02 | $5018115456.78            | $3800526950.28          |
| 2025-10-03 | $3642279208.13            | $4443414164.91          |
| 2025-10-06 | $3432128105.66            | $3923715268.31          |
| 2025-10-07 | $3650542137.14            | $2757306652.97          |
| 2025-10-08 | $3474370965.43            | $3645756029.07          |
| 2025-10-09 | $3852935129.32            | $4275409401.75          |
| 2025-10-10 | $3893250983.22            | $4237176679.41          |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $5031003894.98            | $5761564206.53          |
| 2025-10-15 | $4874867769.63            | $6124016281.11          |
| 2025-10-16 | $3225744104.30            | $3147154491.48          |
| 2025-10-17 | $3432233180.72            | $3317841181.31          |
| 2025-10-20 | $3897854149.11            | $3554655755.94          |
| 2025-10-21 | $4212558439.98            | $2588305729.42          |
| 2025-10-22 | $2732738024.01            | $3444195386.21          |
| 2025-10-23 | $6003445989.54            | $3162309038.88          |
| 2025-10-24 | $4408382557.68            | $3369106013.53          |
| 2025-10-27 | $4379454156.19            | $3717187722.61          |
| 2025-10-28 | $4587009411.68            | $3801307707.61          |
| 2025-10-29 | $3495176116.40            | $3375349253.08          |
| 2025-10-30 | $4564524919.78            | $4254086431.81          |
| 2025-10-31 | $4647221680.14            | $4881741384.97          |

**Total Gross Subscriptions (Month):** $93525011092.83

**Total Gross Redemptions (Month):** $85845007311.80

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0300%           |
| 2025-10-02 | 4.0300%           |
| 2025-10-03 | 4.0300%           |
| 2025-10-06 | 4.0300%           |
| 2025-10-07 | 4.0200%           |
| 2025-10-08 | 4.0100%           |
| 2025-10-09 | 4.0100%           |
| 2025-10-10 | 4.0000%           |
| 2025-10-13 | 3.9900%           |
| 2025-10-14 | 3.9900%           |
| 2025-10-15 | 4.0000%           |
| 2025-10-16 | 4.0100%           |
| 2025-10-17 | 4.0100%           |
| 2025-10-20 | 4.0200%           |
| 2025-10-21 | 4.0200%           |
| 2025-10-22 | 4.0200%           |
| 2025-10-23 | 4.0200%           |
| 2025-10-24 | 4.0200%           |
| 2025-10-27 | 4.0200%           |
| 2025-10-28 | 4.0200%           |
| 2025-10-29 | 4.0300%           |
| 2025-10-30 | 4.0200%           |
| 2025-10-31 | 4.0100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 38.2900%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.0400%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.2800%          | 0.0000%              |

### Class: Private Client

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $185259.50

- **Number of Shares Outstanding:** 185328.9400

- **Expense Reimbursement/Waiver:** 55.79

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9998          |
|  |  |
| 2025-10-02 | 0.9998          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9998          |
|  |  |
| 2025-10-07 | 0.9998          |
|  |  |
| 2025-10-08 | 0.9998          |
|  |  |
| 2025-10-09 | 0.9998          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-13 | 0.9998          |
|  |  |
| 2025-10-14 | 0.9998          |
|  |  |
| 2025-10-15 | 0.9998          |
|  |  |
| 2025-10-16 | 0.9998          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9998          |
|  |  |
| 2025-10-21 | 0.9998          |
|  |  |
| 2025-10-22 | 0.9998          |
|  |  |
| 2025-10-23 | 0.9998          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9998          |
|  |  |
| 2025-10-28 | 0.9998          |
|  |  |
| 2025-10-29 | 0.9998          |
|  |  |
| 2025-10-30 | 0.9998          |
|  |  |
| 2025-10-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $0.00                     | $0.00                   |
| 2025-10-02 | $0.00                     | $0.00                   |
| 2025-10-03 | $0.00                     | $0.00                   |
| 2025-10-06 | $0.00                     | $0.00                   |
| 2025-10-07 | $0.00                     | $0.00                   |
| 2025-10-08 | $0.00                     | $0.00                   |
| 2025-10-09 | $0.00                     | $0.00                   |
| 2025-10-10 | $0.00                     | $0.00                   |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $0.00                     | $0.00                   |
| 2025-10-15 | $0.00                     | $0.00                   |
| 2025-10-16 | $0.00                     | $0.00                   |
| 2025-10-17 | $0.00                     | $0.00                   |
| 2025-10-20 | $0.00                     | $0.00                   |
| 2025-10-21 | $0.00                     | $0.00                   |
| 2025-10-22 | $536.49                   | $0.00                   |
| 2025-10-23 | $0.00                     | $0.00                   |
| 2025-10-24 | $4176.50                  | $0.00                   |
| 2025-10-27 | $0.00                     | $0.00                   |
| 2025-10-28 | $0.00                     | $0.00                   |
| 2025-10-29 | $0.00                     | $0.00                   |
| 2025-10-30 | $0.00                     | $0.00                   |
| 2025-10-31 | $540.78                   | $0.00                   |

**Total Gross Subscriptions (Month):** $5253.77

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.5200%           |
| 2025-10-02 | 3.5200%           |
| 2025-10-03 | 3.5200%           |
| 2025-10-06 | 3.5200%           |
| 2025-10-07 | 3.5100%           |
| 2025-10-08 | 3.5100%           |
| 2025-10-09 | 3.5000%           |
| 2025-10-10 | 3.5000%           |
| 2025-10-13 | 3.4800%           |
| 2025-10-14 | 3.4800%           |
| 2025-10-15 | 3.4900%           |
| 2025-10-16 | 3.5000%           |
| 2025-10-17 | 3.5100%           |
| 2025-10-20 | 3.5100%           |
| 2025-10-21 | 3.5100%           |
| 2025-10-22 | 3.5100%           |
| 2025-10-23 | 3.5100%           |
| 2025-10-24 | 3.5100%           |
| 2025-10-27 | 3.5100%           |
| 2025-10-28 | 3.5200%           |
| 2025-10-29 | 3.5200%           |
| 2025-10-30 | 3.5100%           |
| 2025-10-31 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 43.0000%         | 0.0000%              |
| Retail investor |  | 14.4900%         | 0.0000%              |
| Retail investor |  | 20.1300%         | 0.0000%              |

### Class: Dollar

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $3795269150.98

- **Number of Shares Outstanding:** 3796689361.6900

- **Expense Reimbursement/Waiver:** 55561.67

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9998          |
|  |  |
| 2025-10-02 | 0.9998          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9998          |
|  |  |
| 2025-10-07 | 0.9998          |
|  |  |
| 2025-10-08 | 0.9998          |
|  |  |
| 2025-10-09 | 0.9998          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-13 | 0.9998          |
|  |  |
| 2025-10-14 | 0.9998          |
|  |  |
| 2025-10-15 | 0.9998          |
|  |  |
| 2025-10-16 | 0.9998          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9998          |
|  |  |
| 2025-10-21 | 0.9998          |
|  |  |
| 2025-10-22 | 0.9998          |
|  |  |
| 2025-10-23 | 0.9998          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9998          |
|  |  |
| 2025-10-28 | 0.9998          |
|  |  |
| 2025-10-29 | 0.9998          |
|  |  |
| 2025-10-30 | 0.9998          |
|  |  |
| 2025-10-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $55908739.53              | $29083216.53            |
| 2025-10-02 | $8992368.63               | $155750699.88           |
| 2025-10-03 | $44998267.55              | $13893136.03            |
| 2025-10-06 | $3985034.55               | $81650974.69            |
| 2025-10-07 | $264179727.03             | $1809885.69             |
| 2025-10-08 | $69078394.99              | $95739699.47            |
| 2025-10-09 | $71280940.56              | $68897847.61            |
| 2025-10-10 | $18444639.64              | $61514548.89            |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $14633922.86              | $161344745.94           |
| 2025-10-15 | $45082807.29              | $2032457.41             |
| 2025-10-16 | $117780790.85             | $72352871.10            |
| 2025-10-17 | $12469097.10              | $52470214.85            |
| 2025-10-20 | $3724674.60               | $51633578.16            |
| 2025-10-21 | $54071116.90              | $22469743.62            |
| 2025-10-22 | $23757085.18              | $38668039.13            |
| 2025-10-23 | $88431428.46              | $23084583.50            |
| 2025-10-24 | $19028831.62              | $57259575.02            |
| 2025-10-27 | $18242189.14              | $66299342.32            |
| 2025-10-28 | $9211183.70               | $26009630.45            |
| 2025-10-29 | $38879348.20              | $294830.44              |
| 2025-10-30 | $18790220.82              | $80789094.37            |
| 2025-10-31 | $74773093.98              | $59116910.62            |

**Total Gross Subscriptions (Month):** $1075743903.18

**Total Gross Redemptions (Month):** $1222165625.72

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.7800%           |
| 2025-10-02 | 3.7800%           |
| 2025-10-03 | 3.7800%           |
| 2025-10-06 | 3.7800%           |
| 2025-10-07 | 3.7700%           |
| 2025-10-08 | 3.7600%           |
| 2025-10-09 | 3.7600%           |
| 2025-10-10 | 3.7500%           |
| 2025-10-13 | 3.7400%           |
| 2025-10-14 | 3.7400%           |
| 2025-10-15 | 3.7500%           |
| 2025-10-16 | 3.7600%           |
| 2025-10-17 | 3.7600%           |
| 2025-10-20 | 3.7700%           |
| 2025-10-21 | 3.7700%           |
| 2025-10-22 | 3.7700%           |
| 2025-10-23 | 3.7700%           |
| 2025-10-24 | 3.7700%           |
| 2025-10-27 | 3.7700%           |
| 2025-10-28 | 3.7700%           |
| 2025-10-29 | 3.7800%           |
| 2025-10-30 | 3.7700%           |
| 2025-10-31 | 3.7600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 7.1000%          | 0.0000%              |
| Depository institution or other banking institution |  | 47.0500%         | 0.0000%              |
| Depository institution or other banking institution |  | 17.3100%         | 0.0000%              |
| Depository institution or other banking institution |  | 17.0900%         | 0.0000%              |

### Class: Cash Reserve

- **Minimum Initial Investment:** $5000.00

- **Net Assets of Class:** $4611470826.30

- **Number of Shares Outstanding:** 4613196814.0900

- **Expense Reimbursement/Waiver:** 65361.37

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9998          |
|  |  |
| 2025-10-02 | 0.9998          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9998          |
|  |  |
| 2025-10-07 | 0.9998          |
|  |  |
| 2025-10-08 | 0.9998          |
|  |  |
| 2025-10-09 | 0.9998          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-13 | 0.9998          |
|  |  |
| 2025-10-14 | 0.9998          |
|  |  |
| 2025-10-15 | 0.9998          |
|  |  |
| 2025-10-16 | 0.9998          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9998          |
|  |  |
| 2025-10-21 | 0.9998          |
|  |  |
| 2025-10-22 | 0.9998          |
|  |  |
| 2025-10-23 | 0.9998          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9998          |
|  |  |
| 2025-10-28 | 0.9998          |
|  |  |
| 2025-10-29 | 0.9998          |
|  |  |
| 2025-10-30 | 0.9998          |
|  |  |
| 2025-10-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $300474163.61             | $225957642.55           |
| 2025-10-02 | $232140336.83             | $289730340.00           |
| 2025-10-03 | $485102016.65             | $230191638.26           |
| 2025-10-06 | $294144986.70             | $354975570.15           |
| 2025-10-07 | $198535285.00             | $240916172.03           |
| 2025-10-08 | $203733969.53             | $197869229.00           |
| 2025-10-09 | $192988281.68             | $398128259.11           |
| 2025-10-10 | $267853376.65             | $193735121.83           |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $293211569.45             | $335604692.46           |
| 2025-10-15 | $321799633.36             | $175330751.16           |
| 2025-10-16 | $288234830.62             | $346847299.76           |
| 2025-10-17 | $206249308.43             | $280784361.21           |
| 2025-10-20 | $207860463.71             | $153231892.93           |
| 2025-10-21 | $242584389.63             | $285530314.81           |
| 2025-10-22 | $220363814.34             | $186374222.10           |
| 2025-10-23 | $167593193.01             | $260271252.85           |
| 2025-10-24 | $228061699.43             | $185862181.79           |
| 2025-10-27 | $222177100.10             | $176265594.38           |
| 2025-10-28 | $210518482.64             | $224562181.12           |
| 2025-10-29 | $395704353.70             | $213648739.29           |
| 2025-10-30 | $226249625.07             | $325138032.25           |
| 2025-10-31 | $259000898.98             | $264592207.94           |

**Total Gross Subscriptions (Month):** $5664581779.12

**Total Gross Redemptions (Month):** $5545547696.98

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.6300%           |
| 2025-10-02 | 3.6300%           |
| 2025-10-03 | 3.6300%           |
| 2025-10-06 | 3.6300%           |
| 2025-10-07 | 3.6200%           |
| 2025-10-08 | 3.6100%           |
| 2025-10-09 | 3.6100%           |
| 2025-10-10 | 3.6000%           |
| 2025-10-13 | 3.5900%           |
| 2025-10-14 | 3.5900%           |
| 2025-10-15 | 3.6000%           |
| 2025-10-16 | 3.6100%           |
| 2025-10-17 | 3.6100%           |
| 2025-10-20 | 3.6200%           |
| 2025-10-21 | 3.6200%           |
| 2025-10-22 | 3.6200%           |
| 2025-10-23 | 3.6200%           |
| 2025-10-24 | 3.6200%           |
| 2025-10-27 | 3.6200%           |
| 2025-10-28 | 3.6200%           |
| 2025-10-29 | 3.6300%           |
| 2025-10-30 | 3.6200%           |
| 2025-10-31 | 3.6100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 97.3500%         | 0.0000%              |

### Class: Select

- **Minimum Initial Investment:** $1.00

- **Net Assets of Class:** $370875827.17

- **Number of Shares Outstanding:** 371014647.6200

- **Expense Reimbursement/Waiver:** 11540.26

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9998          |
|  |  |
| 2025-10-02 | 0.9998          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9998          |
|  |  |
| 2025-10-07 | 0.9998          |
|  |  |
| 2025-10-08 | 0.9998          |
|  |  |
| 2025-10-09 | 0.9998          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-13 | 0.9998          |
|  |  |
| 2025-10-14 | 0.9998          |
|  |  |
| 2025-10-15 | 0.9998          |
|  |  |
| 2025-10-16 | 0.9998          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9998          |
|  |  |
| 2025-10-21 | 0.9998          |
|  |  |
| 2025-10-22 | 0.9998          |
|  |  |
| 2025-10-23 | 0.9998          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9998          |
|  |  |
| 2025-10-28 | 0.9998          |
|  |  |
| 2025-10-29 | 0.9998          |
|  |  |
| 2025-10-30 | 0.9998          |
|  |  |
| 2025-10-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $634.84                   | $15767616.70            |
| 2025-10-02 | $6728355.93               | $3364177.95             |
| 2025-10-03 | $40298922.61              | $20150301.68            |
| 2025-10-06 | $7236223.13               | $0.00                   |
| 2025-10-07 | $3342467.87               | $0.00                   |
| 2025-10-08 | $2170334.93               | $0.00                   |
| 2025-10-09 | $0.00                     | $7460535.65             |
| 2025-10-10 | $73728235.38              | $0.00                   |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $936.00                   | $90998191.22            |
| 2025-10-15 | $39.41                    | $481110.20              |
| 2025-10-16 | $0.00                     | $6305956.23             |
| 2025-10-17 | $4648.37                  | $5020570.04             |
| 2025-10-20 | $1347331.10               | $0.00                   |
| 2025-10-21 | $5361.43                  | $561572.72              |
| 2025-10-22 | $5900862.75               | $25.00                  |
| 2025-10-23 | $25.01                    | $3788262.18             |
| 2025-10-24 | $1400.01                  | $1671921.55             |
| 2025-10-27 | $0.00                     | $3954704.45             |
| 2025-10-28 | $6080465.96               | $11860931.92            |
| 2025-10-29 | $21590978.75              | $10945143.67            |
| 2025-10-30 | $14726092.55              | $0.00                   |
| 2025-10-31 | $8150570.87               | $0.00                   |

**Total Gross Subscriptions (Month):** $191313886.90

**Total Gross Redemptions (Month):** $182331021.16

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.2000%           |
| 2025-10-02 | 3.2000%           |
| 2025-10-03 | 3.2000%           |
| 2025-10-06 | 3.2000%           |
| 2025-10-07 | 3.1900%           |
| 2025-10-08 | 3.1800%           |
| 2025-10-09 | 3.1800%           |
| 2025-10-10 | 3.1700%           |
| 2025-10-13 | 3.1600%           |
| 2025-10-14 | 3.1600%           |
| 2025-10-15 | 3.1700%           |
| 2025-10-16 | 3.1800%           |
| 2025-10-17 | 3.1800%           |
| 2025-10-20 | 3.1900%           |
| 2025-10-21 | 3.1900%           |
| 2025-10-22 | 3.1900%           |
| 2025-10-23 | 3.1900%           |
| 2025-10-24 | 3.1900%           |
| 2025-10-27 | 3.1900%           |
| 2025-10-28 | 3.1900%           |
| 2025-10-29 | 3.2000%           |
| 2025-10-30 | 3.1900%           |
| 2025-10-31 | 3.1800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9500%         | 0.0000%              |

### Class: Mischler Financial Group Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $3347206449.27

- **Number of Shares Outstanding:** 3348455277.3400

- **Expense Reimbursement/Waiver:** 25858.97

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9998          |
|  |  |
| 2025-10-02 | 0.9998          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9998          |
|  |  |
| 2025-10-07 | 0.9998          |
|  |  |
| 2025-10-08 | 0.9998          |
|  |  |
| 2025-10-09 | 0.9998          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-13 | 0.9998          |
|  |  |
| 2025-10-14 | 0.9998          |
|  |  |
| 2025-10-15 | 0.9998          |
|  |  |
| 2025-10-16 | 0.9998          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9998          |
|  |  |
| 2025-10-21 | 0.9998          |
|  |  |
| 2025-10-22 | 0.9998          |
|  |  |
| 2025-10-23 | 0.9998          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9998          |
|  |  |
| 2025-10-28 | 0.9998          |
|  |  |
| 2025-10-29 | 0.9998          |
|  |  |
| 2025-10-30 | 0.9998          |
|  |  |
| 2025-10-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $215500000.00             | $0.00                   |
| 2025-10-02 | $177250000.00             | $0.00                   |
| 2025-10-03 | $0.00                     | $19500000.00            |
| 2025-10-06 | $119250000.00             | $0.00                   |
| 2025-10-07 | $380250000.00             | $1000000.00             |
| 2025-10-08 | $0.00                     | $60750000.00            |
| 2025-10-09 | $1000000.00               | $109000000.00           |
| 2025-10-10 | $0.00                     | $500250000.00           |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $222500000.00             | $0.00                   |
| 2025-10-15 | $0.00                     | $0.00                   |
| 2025-10-16 | $227250000.00             | $0.00                   |
| 2025-10-17 | $0.00                     | $263000000.00           |
| 2025-10-20 | $113000000.00             | $0.00                   |
| 2025-10-21 | $0.00                     | $0.00                   |
| 2025-10-22 | $0.00                     | $205750000.00           |
| 2025-10-23 | $1000000.00               | $220000000.00           |
| 2025-10-24 | $0.00                     | $144500000.00           |
| 2025-10-27 | $62000000.00              | $0.00                   |
| 2025-10-28 | $0.00                     | $322500000.00           |
| 2025-10-29 | $0.00                     | $0.00                   |
| 2025-10-30 | $720000000.00             | $1000000.00             |
| 2025-10-31 | $1500036047.73            | $0.00                   |

**Total Gross Subscriptions (Month):** $3739036047.73

**Total Gross Redemptions (Month):** $1847250000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0300%           |
| 2025-10-02 | 4.0300%           |
| 2025-10-03 | 4.0300%           |
| 2025-10-06 | 4.0300%           |
| 2025-10-07 | 4.0200%           |
| 2025-10-08 | 4.0100%           |
| 2025-10-09 | 4.0100%           |
| 2025-10-10 | 4.0000%           |
| 2025-10-13 | 3.9900%           |
| 2025-10-14 | 3.9900%           |
| 2025-10-15 | 4.0000%           |
| 2025-10-16 | 4.0100%           |
| 2025-10-17 | 4.0100%           |
| 2025-10-20 | 4.0200%           |
| 2025-10-21 | 4.0200%           |
| 2025-10-22 | 4.0200%           |
| 2025-10-23 | 4.0200%           |
| 2025-10-24 | 4.0200%           |
| 2025-10-27 | 4.0200%           |
| 2025-10-28 | 4.0200%           |
| 2025-10-29 | 4.0300%           |
| 2025-10-30 | 4.0200%           |
| 2025-10-31 | 4.0100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 17.9000%         | 0.0000%              |
| Depository institution or other banking institution |  | 67.8800%         | 0.0000%              |
| Depository institution or other banking institution |  | 11.9400%         | 0.0000%              |

### Class: Stern Brothers Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $9919909.34

- **Number of Shares Outstanding:** 9923173.1900

- **Expense Reimbursement/Waiver:** 174.26

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9999          |
|  |  |
| 2025-10-02 | 0.9999          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9998          |
|  |  |
| 2025-10-07 | 0.9998          |
|  |  |
| 2025-10-08 | 0.9998          |
|  |  |
| 2025-10-09 | 0.9998          |
|  |  |
| 2025-10-10 | 1.0000          |
|  |  |
| 2025-10-13 | 0.9998          |
|  |  |
| 2025-10-14 | 0.9998          |
|  |  |
| 2025-10-15 | 0.9998          |
|  |  |
| 2025-10-16 | 0.9998          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9998          |
|  |  |
| 2025-10-21 | 0.9998          |
|  |  |
| 2025-10-22 | 0.9998          |
|  |  |
| 2025-10-23 | 0.9998          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9999          |
|  |  |
| 2025-10-28 | 0.9999          |
|  |  |
| 2025-10-29 | 0.9998          |
|  |  |
| 2025-10-30 | 0.9998          |
|  |  |
| 2025-10-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $7.50                     | $0.00                   |
| 2025-10-02 | $1000000.00               | $0.00                   |
| 2025-10-03 | $0.00                     | $500000.00              |
| 2025-10-06 | $1000000.00               | $0.00                   |
| 2025-10-07 | $0.00                     | $0.00                   |
| 2025-10-08 | $0.00                     | $500000.00              |
| 2025-10-09 | $0.00                     | $4000000.00             |
| 2025-10-10 | $1500000.00               | $0.00                   |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $0.00                     | $0.00                   |
| 2025-10-15 | $3000000.00               | $0.00                   |
| 2025-10-16 | $0.00                     | $1000000.00             |
| 2025-10-17 | $0.00                     | $0.00                   |
| 2025-10-20 | $0.00                     | $0.00                   |
| 2025-10-21 | $0.00                     | $0.00                   |
| 2025-10-22 | $0.00                     | $0.00                   |
| 2025-10-23 | $0.00                     | $0.00                   |
| 2025-10-24 | $0.00                     | $0.00                   |
| 2025-10-27 | $2500000.00               | $0.00                   |
| 2025-10-28 | $0.00                     | $0.00                   |
| 2025-10-29 | $0.00                     | $2000000.00             |
| 2025-10-30 | $0.00                     | $500000.00              |
| 2025-10-31 | $41576.27                 | $2500000.00             |

**Total Gross Subscriptions (Month):** $9041583.77

**Total Gross Redemptions (Month):** $11000000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0300%           |
| 2025-10-02 | 4.0300%           |
| 2025-10-03 | 4.0300%           |
| 2025-10-06 | 4.0300%           |
| 2025-10-07 | 4.0200%           |
| 2025-10-08 | 4.0100%           |
| 2025-10-09 | 4.0100%           |
| 2025-10-10 | 4.0000%           |
| 2025-10-13 | 3.9900%           |
| 2025-10-14 | 3.9900%           |
| 2025-10-15 | 4.0000%           |
| 2025-10-16 | 4.0100%           |
| 2025-10-17 | 4.0100%           |
| 2025-10-20 | 4.0200%           |
| 2025-10-21 | 4.0200%           |
| 2025-10-22 | 4.0200%           |
| 2025-10-23 | 4.0200%           |
| 2025-10-24 | 4.0200%           |
| 2025-10-27 | 4.0200%           |
| 2025-10-28 | 4.0200%           |
| 2025-10-29 | 4.0300%           |
| 2025-10-30 | 4.0200%           |
| 2025-10-31 | 4.0100%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 99.8900%         | 0.0000%              |

### Class: WestCap Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $50274498.21

- **Number of Shares Outstanding:** 50293281.0400

- **Expense Reimbursement/Waiver:** 735.25

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9998          |
|  |  |
| 2025-10-02 | 0.9998          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9998          |
|  |  |
| 2025-10-07 | 0.9998          |
|  |  |
| 2025-10-08 | 0.9998          |
|  |  |
| 2025-10-09 | 0.9998          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-13 | 0.9998          |
|  |  |
| 2025-10-14 | 0.9998          |
|  |  |
| 2025-10-15 | 0.9998          |
|  |  |
| 2025-10-16 | 0.9998          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9998          |
|  |  |
| 2025-10-21 | 0.9998          |
|  |  |
| 2025-10-22 | 0.9998          |
|  |  |
| 2025-10-23 | 0.9998          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9998          |
|  |  |
| 2025-10-28 | 0.9998          |
|  |  |
| 2025-10-29 | 0.9998          |
|  |  |
| 2025-10-30 | 0.9998          |
|  |  |
| 2025-10-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $0.00                     | $0.00                   |
| 2025-10-02 | $0.00                     | $0.00                   |
| 2025-10-03 | $0.00                     | $0.00                   |
| 2025-10-06 | $0.00                     | $0.00                   |
| 2025-10-07 | $0.00                     | $0.00                   |
| 2025-10-08 | $0.00                     | $0.00                   |
| 2025-10-09 | $0.00                     | $0.00                   |
| 2025-10-10 | $0.00                     | $0.00                   |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $0.00                     | $500000.00              |
| 2025-10-15 | $0.00                     | $0.00                   |
| 2025-10-16 | $0.00                     | $0.00                   |
| 2025-10-17 | $0.00                     | $0.00                   |
| 2025-10-20 | $0.00                     | $0.00                   |
| 2025-10-21 | $0.00                     | $0.00                   |
| 2025-10-22 | $0.00                     | $0.00                   |
| 2025-10-23 | $0.00                     | $0.00                   |
| 2025-10-24 | $0.00                     | $0.00                   |
| 2025-10-27 | $0.00                     | $0.00                   |
| 2025-10-28 | $0.00                     | $0.00                   |
| 2025-10-29 | $0.00                     | $900000.00              |
| 2025-10-30 | $0.00                     | $57703.31               |
| 2025-10-31 | $174853.60                | $0.00                   |

**Total Gross Subscriptions (Month):** $174853.60

**Total Gross Redemptions (Month):** $1457703.31

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0300%           |
| 2025-10-02 | 4.0300%           |
| 2025-10-03 | 4.0300%           |
| 2025-10-06 | 4.0300%           |
| 2025-10-07 | 4.0200%           |
| 2025-10-08 | 4.0100%           |
| 2025-10-09 | 4.0100%           |
| 2025-10-10 | 4.0000%           |
| 2025-10-13 | 3.9900%           |
| 2025-10-14 | 3.9900%           |
| 2025-10-15 | 4.0000%           |
| 2025-10-16 | 4.0100%           |
| 2025-10-17 | 4.0100%           |
| 2025-10-20 | 4.0200%           |
| 2025-10-21 | 4.0200%           |
| 2025-10-22 | 4.0200%           |
| 2025-10-23 | 4.0200%           |
| 2025-10-24 | 4.0200%           |
| 2025-10-27 | 4.0200%           |
| 2025-10-28 | 4.0200%           |
| 2025-10-29 | 4.0300%           |
| 2025-10-30 | 4.0200%           |
| 2025-10-31 | 4.0100%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 51.2400%         | 0.0000%              |
| Non-financial corporation |  | 45.9500%         | 0.0000%              |

### Class: Tigress

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $98324180.23

- **Number of Shares Outstanding:** 98360828.0100

- **Expense Reimbursement/Waiver:** 1348.36

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9998          |
|  |  |
| 2025-10-02 | 0.9998          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9998          |
|  |  |
| 2025-10-07 | 0.9998          |
|  |  |
| 2025-10-08 | 0.9998          |
|  |  |
| 2025-10-09 | 0.9998          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-13 | 0.9998          |
|  |  |
| 2025-10-14 | 0.9998          |
|  |  |
| 2025-10-15 | 0.9998          |
|  |  |
| 2025-10-16 | 0.9998          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9998          |
|  |  |
| 2025-10-21 | 0.9998          |
|  |  |
| 2025-10-22 | 0.9998          |
|  |  |
| 2025-10-23 | 0.9998          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9998          |
|  |  |
| 2025-10-28 | 0.9998          |
|  |  |
| 2025-10-29 | 0.9998          |
|  |  |
| 2025-10-30 | 0.9998          |
|  |  |
| 2025-10-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $0.00                     | $923743.00              |
| 2025-10-02 | $0.00                     | $734999.00              |
| 2025-10-03 | $1922763.00               | $0.00                   |
| 2025-10-06 | $2641801.00               | $0.00                   |
| 2025-10-07 | $3017907.00               | $0.00                   |
| 2025-10-08 | $0.00                     | $1071654.00             |
| 2025-10-09 | $0.00                     | $504068.00              |
| 2025-10-10 | $2608686.00               | $0.00                   |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $0.00                     | $1315923.00             |
| 2025-10-15 | $30104214.00              | $25000000.00            |
| 2025-10-16 | $0.00                     | $888004.00              |
| 2025-10-17 | $0.00                     | $244559.00              |
| 2025-10-20 | $774479.00                | $0.00                   |
| 2025-10-21 | $481405.00                | $0.00                   |
| 2025-10-22 | $0.00                     | $1932662.00             |
| 2025-10-23 | $1400000.00               | $1847372.00             |
| 2025-10-24 | $2384367.00               | $0.00                   |
| 2025-10-27 | $0.00                     | $5225149.00             |
| 2025-10-28 | $1392724.00               | $0.00                   |
| 2025-10-29 | $106238.00                | $0.00                   |
| 2025-10-30 | $1526942.00               | $1400000.00             |
| 2025-10-31 | $4103656.11               | $0.00                   |

**Total Gross Subscriptions (Month):** $52465182.11

**Total Gross Redemptions (Month):** $41088133.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0300%           |
| 2025-10-02 | 4.0300%           |
| 2025-10-03 | 4.0300%           |
| 2025-10-06 | 4.0300%           |
| 2025-10-07 | 4.0200%           |
| 2025-10-08 | 4.0100%           |
| 2025-10-09 | 4.0100%           |
| 2025-10-10 | 4.0000%           |
| 2025-10-13 | 3.9900%           |
| 2025-10-14 | 3.9900%           |
| 2025-10-15 | 4.0000%           |
| 2025-10-16 | 4.0100%           |
| 2025-10-17 | 4.0100%           |
| 2025-10-20 | 4.0200%           |
| 2025-10-21 | 4.0200%           |
| 2025-10-22 | 4.0200%           |
| 2025-10-23 | 4.0200%           |
| 2025-10-24 | 4.0200%           |
| 2025-10-27 | 4.0200%           |
| 2025-10-28 | 4.0200%           |
| 2025-10-29 | 4.0300%           |
| 2025-10-30 | 4.0200%           |
| 2025-10-31 | 4.0100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 74.4500%         | 0.0000%              |
| Depository institution or other banking institution |  | 25.3600%         | 0.0000%              |

### Class: Penserra Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $105081.62

- **Number of Shares Outstanding:** 105120.9700

- **Expense Reimbursement/Waiver:** 1.49

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9998          |
|  |  |
| 2025-10-02 | 0.9998          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9998          |
|  |  |
| 2025-10-07 | 0.9998          |
|  |  |
| 2025-10-08 | 0.9998          |
|  |  |
| 2025-10-09 | 0.9998          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-13 | 0.9998          |
|  |  |
| 2025-10-14 | 0.9998          |
|  |  |
| 2025-10-15 | 0.9997          |
|  |  |
| 2025-10-16 | 0.9998          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9998          |
|  |  |
| 2025-10-21 | 0.9998          |
|  |  |
| 2025-10-22 | 0.9998          |
|  |  |
| 2025-10-23 | 0.9998          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9998          |
|  |  |
| 2025-10-28 | 0.9998          |
|  |  |
| 2025-10-29 | 0.9998          |
|  |  |
| 2025-10-30 | 0.9998          |
|  |  |
| 2025-10-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $0.00                     | $0.00                   |
| 2025-10-02 | $0.00                     | $0.00                   |
| 2025-10-03 | $0.00                     | $0.00                   |
| 2025-10-06 | $0.00                     | $0.00                   |
| 2025-10-07 | $0.00                     | $0.00                   |
| 2025-10-08 | $0.00                     | $0.00                   |
| 2025-10-09 | $0.00                     | $0.00                   |
| 2025-10-10 | $0.00                     | $0.00                   |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $0.00                     | $0.00                   |
| 2025-10-15 | $0.00                     | $0.00                   |
| 2025-10-16 | $0.00                     | $0.00                   |
| 2025-10-17 | $0.00                     | $0.00                   |
| 2025-10-20 | $0.00                     | $0.00                   |
| 2025-10-21 | $0.00                     | $0.00                   |
| 2025-10-22 | $0.00                     | $0.00                   |
| 2025-10-23 | $0.00                     | $0.00                   |
| 2025-10-24 | $0.00                     | $0.00                   |
| 2025-10-27 | $0.00                     | $0.00                   |
| 2025-10-28 | $0.00                     | $0.00                   |
| 2025-10-29 | $0.00                     | $0.00                   |
| 2025-10-30 | $0.00                     | $0.00                   |
| 2025-10-31 | $358.23                   | $0.00                   |

**Total Gross Subscriptions (Month):** $358.23

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0300%           |
| 2025-10-02 | 4.0300%           |
| 2025-10-03 | 4.0300%           |
| 2025-10-06 | 4.0200%           |
| 2025-10-07 | 4.0200%           |
| 2025-10-08 | 4.0100%           |
| 2025-10-09 | 4.0100%           |
| 2025-10-10 | 4.0000%           |
| 2025-10-13 | 3.9900%           |
| 2025-10-14 | 4.0000%           |
| 2025-10-15 | 4.0000%           |
| 2025-10-16 | 4.0100%           |
| 2025-10-17 | 4.0200%           |
| 2025-10-20 | 4.0200%           |
| 2025-10-21 | 4.0200%           |
| 2025-10-22 | 4.0200%           |
| 2025-10-23 | 4.0200%           |
| 2025-10-24 | 4.0200%           |
| 2025-10-27 | 4.0200%           |
| 2025-10-28 | 4.0200%           |
| 2025-10-29 | 4.0300%           |
| 2025-10-30 | 4.0200%           |
| 2025-10-31 | 4.0100%           |

**Beneficial/Record Owner Categories**
| Category   | Other Category       | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other      | Other - Partnerships | 100.0000%        | 0.0000%              |

### Class: Great Pacific Shares

- **Minimum Initial Investment:** $3000000.00

- **Net Assets of Class:** $52541.13

- **Number of Shares Outstanding:** 52560.8800

- **Expense Reimbursement/Waiver:** 0.75

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 0.9998          |
|  |  |
| 2025-10-02 | 0.9998          |
|  |  |
| 2025-10-03 | 0.9999          |
|  |  |
| 2025-10-06 | 0.9998          |
|  |  |
| 2025-10-07 | 0.9998          |
|  |  |
| 2025-10-08 | 0.9998          |
|  |  |
| 2025-10-09 | 0.9998          |
|  |  |
| 2025-10-10 | 0.9999          |
|  |  |
| 2025-10-13 | 0.9998          |
|  |  |
| 2025-10-14 | 0.9998          |
|  |  |
| 2025-10-15 | 0.9998          |
|  |  |
| 2025-10-16 | 0.9998          |
|  |  |
| 2025-10-17 | 0.9999          |
|  |  |
| 2025-10-20 | 0.9998          |
|  |  |
| 2025-10-21 | 0.9998          |
|  |  |
| 2025-10-22 | 0.9998          |
|  |  |
| 2025-10-23 | 0.9998          |
|  |  |
| 2025-10-24 | 0.9999          |
|  |  |
| 2025-10-27 | 0.9998          |
|  |  |
| 2025-10-28 | 0.9998          |
|  |  |
| 2025-10-29 | 0.9998          |
|  |  |
| 2025-10-30 | 0.9998          |
|  |  |
| 2025-10-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $0.00                     | $0.00                   |
| 2025-10-02 | $0.00                     | $0.00                   |
| 2025-10-03 | $0.00                     | $0.00                   |
| 2025-10-06 | $0.00                     | $0.00                   |
| 2025-10-07 | $0.00                     | $0.00                   |
| 2025-10-08 | $0.00                     | $0.00                   |
| 2025-10-09 | $0.00                     | $0.00                   |
| 2025-10-10 | $0.00                     | $0.00                   |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $0.00                     | $0.00                   |
| 2025-10-15 | $0.00                     | $0.00                   |
| 2025-10-16 | $0.00                     | $0.00                   |
| 2025-10-17 | $0.00                     | $0.00                   |
| 2025-10-20 | $0.00                     | $0.00                   |
| 2025-10-21 | $0.00                     | $0.00                   |
| 2025-10-22 | $0.00                     | $0.00                   |
| 2025-10-23 | $0.00                     | $0.00                   |
| 2025-10-24 | $0.00                     | $0.00                   |
| 2025-10-27 | $0.00                     | $0.00                   |
| 2025-10-28 | $0.00                     | $0.00                   |
| 2025-10-29 | $0.00                     | $0.00                   |
| 2025-10-30 | $0.00                     | $0.00                   |
| 2025-10-31 | $179.21                   | $0.00                   |

**Total Gross Subscriptions (Month):** $179.21

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 4.0300%           |
| 2025-10-02 | 4.0300%           |
| 2025-10-03 | 4.0300%           |
| 2025-10-06 | 4.0300%           |
| 2025-10-07 | 4.0200%           |
| 2025-10-08 | 4.0200%           |
| 2025-10-09 | 4.0100%           |
| 2025-10-10 | 4.0100%           |
| 2025-10-13 | 4.0000%           |
| 2025-10-14 | 4.0000%           |
| 2025-10-15 | 4.0000%           |
| 2025-10-16 | 4.0100%           |
| 2025-10-17 | 4.0200%           |
| 2025-10-20 | 4.0300%           |
| 2025-10-21 | 4.0300%           |
| 2025-10-22 | 4.0200%           |
| 2025-10-23 | 4.0200%           |
| 2025-10-24 | 4.0200%           |
| 2025-10-27 | 4.0200%           |
| 2025-10-28 | 4.0300%           |
| 2025-10-29 | 4.0300%           |
| 2025-10-30 | 4.0200%           |
| 2025-10-31 | 4.0100%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 100.0000%        | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.
- **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: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BYD952M08
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA GNII SP 788170 C                      | 2055-09-20      | 0.0000%  | N/A     | $78441336.00       | $81760029.54       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 4.5000%  | N/A     | $130000000.00      | $104321495.58      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 3.5000%  | N/A     | $157000000.00      | $141978194.15      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-07-20      | 3.0000%  | N/A     | $148578519.00      | $79940280.87       | Agency Mortgage-Backed Securities |

### Security 2: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp.
- **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: N/A, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BYDTW4Z63
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/4 NOTE E 35  | 2035-08-15      | 4.2500%  | N/A     | $200.00            | $204.22            | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | N/A     | $29190400.00       | $30197137.87       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | N/A     | $41621000.00       | $42612766.00       | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | N/A     | $1600.00           | $1635.52           | U.S. Treasuries (including strips) |
| GNII SF MB0684 M | 2055-09-20      | 4.5000%  | N/A     | $81767526.00       | $80187613.86       | Agency Mortgage-Backed Securities  |
| TRFR BB 04/30/27 | 2027-04-30      | 3.9255%  | N/A     | $700.00            | $699.73            | U.S. Treasuries (including strips) |

### Security 3: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **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: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRT5BLUX4
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE ACES FNMA_16-M3                          | 2026-02-25      | 2.7020%  | N/A     | $400000.00         | $164534.46         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-56                               | 2050-08-25      | 2.5000%  | N/A     | $2221806.00        | $250074.80         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-74                               | 2050-10-25      | 2.5000%  | N/A     | $415143.00         | $47531.97          | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNMA_16-M11                          | 2039-07-25      | 2.9440%  | N/A     | $4972.00           | $284.46            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $997.93            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $906.89            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2055-11-01      | 5.0000%  | N/A     | $1024.00           | $1024.38           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2043-11-01      | 4.0000%  | N/A     | $1214.00           | $48.98             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $919.56            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1013.84           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2051-11-01      | 2.5000%  | N/A     | $1000.00           | $638.29            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2047-03-01      | 4.5000%  | N/A     | $1000.00           | $274.38            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2030-04-01      | 2.5000%  | N/A     | $1037.00           | $87.81             | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2055-09-01      | 6.0000%  | N/A     | $1001.00           | $995.45            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2054-01-01      | 4.2750%  | N/A     | $2202.00           | $1974.51           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2055-09-01      | 6.5000%  | N/A     | $1800983.00        | $1875852.86        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2050-09-01      | 2.0000%  | N/A     | $1021.00           | $535.24            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2055-03-01      | 6.5000%  | N/A     | $2000.00           | $1712.27           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2051-05-01      | 2.5000%  | N/A     | $66042.00          | $38992.43          | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2052-01-01      | 2.5000%  | N/A     | $1024.00           | $662.34            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2055-05-01      | 6.5000%  | N/A     | $2016.00           | $1950.67           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2050-04-01      | 2.5000%  | N/A     | $1001.00           | $224.13            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2055-07-01      | 6.5000%  | N/A     | $113815.00         | $113622.20         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $915.68            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2051-12-01      | 2.5000%  | N/A     | $1012.00           | $701.95            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2055-08-01      | 7.0000%  | N/A     | $2300.00           | $2337.32           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2054-04-01      | 5.5000%  | N/A     | $1002.00           | $860.00            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2055-04-01      | 6.5000%  | N/A     | $1001.00           | $987.08            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2052-10-01      | 5.0000%  | N/A     | $1040.00           | $818.27            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION              | 2040-02-01      | 3.2600%  | N/A     | $2161393.00        | $1894106.24        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2036-01-01      | 1.6100%  | N/A     | $8200000.00        | $5871457.32        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-12-01      | 4.5000%  | N/A     | $1000.00           | $968.51            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-08-01      | 6.5000%  | N/A     | $1000.00           | $1031.18           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-04-01      | 5.5000%  | N/A     | $139119.00         | $139499.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-05-01      | 6.5000%  | N/A     | $2048.00           | $1659.48           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2046-01-01      | 3.8800%  | N/A     | $1000.00           | $767.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $36.46             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $880.63            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1052.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2055-11-01      | 5.0000%  | N/A     | $3368.00           | $3369.23           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-02-01      | 7.5000%  | N/A     | $407191.00         | $417702.08         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-11-01      | 5.5000%  | N/A     | $55000.00          | $47772.33          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-05-01      | 6.5000%  | N/A     | $1000.00           | $1047.84           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2028-10-01      | 3.0000%  | N/A     | $164000.00         | $11560.88          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-04-01      | 5.0000%  | N/A     | $1033431.00        | $752202.38         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-06-01      | 7.0000%  | N/A     | $2647.00           | $2833.46           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $657.42            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-09-01      | 6.5000%  | N/A     | $1256538.00        | $1297733.62        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2050-07-01      | 2.5000%  | N/A     | $4261712.00        | $2039256.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-10-01      | 6.0000%  | N/A     | $1008.00           | $804.36            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-07-01      | 7.0000%  | N/A     | $1000.00           | $1050.24           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2047-05-01      | 4.5000%  | N/A     | $36225.00          | $7240.40           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2046-11-01      | 3.0000%  | N/A     | $2000000.00        | $352584.57         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $725.81            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-01-01      | 4.1840%  | N/A     | $19235.00          | $17866.99          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2030-07-01      | 3.0000%  | N/A     | $77512.00          | $7149.86           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $1038.25           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-09-01      | 5.0000%  | N/A     | $7000.00           | $6571.61           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-02-01      | 7.5000%  | N/A     | $21348.00          | $22787.67          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2048-08-01      | 4.0000%  | N/A     | $3077.00           | $231.33            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-05-01      | 5.5000%  | N/A     | $10000.00          | $9308.28           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-07-01      | 5.0000%  | N/A     | $1000.00           | $979.80            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2048-07-01      | 4.5000%  | N/A     | $2129224.00        | $399842.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2055-07-01      | 6.0000%  | N/A     | $2000.00           | $2044.08           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2051-01-01      | 2.0000%  | N/A     | $45000.00          | $28864.17          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2055-09-01      | 6.5000%  | N/A     | $5096.00           | $5325.64           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-05-01      | 6.0000%  | N/A     | $25000.00          | $21283.57          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-06-01      | 5.5000%  | N/A     | $279295.00         | $232125.23         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2030-08-01      | 3.7500%  | N/A     | $182200.00         | $179453.16         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2034-06-01      | 3.3700%  | N/A     | $6668403.00        | $6239126.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2052-04-01      | 3.5000%  | N/A     | $771387.00         | $539188.85         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2054-07-01      | 6.5000%  | N/A     | $20000.00          | $13865.73          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2040-03-01      | 5.0000%  | N/A     | $1000.00           | $27.01             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2043-11-01      | 5.9220%  | N/A     | $6882217.00        | $815156.98         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2049-08-01      | 3.5000%  | N/A     | $1412380.00        | $1247000.80        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-11-01      | 6.5000%  | N/A     | $637208.00         | $625960.83         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2055-08-01      | 6.0000%  | N/A     | $6025791.00        | $6186819.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2038-02-01      | 3.5600%  | N/A     | $1643.00           | $1301.43           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2038-07-01      | 5.1700%  | N/A     | $1306700.00        | $1332310.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2055-10-01      | 4.5000%  | N/A     | $2024.00           | $1981.35           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2055-09-01      | 7.0000%  | N/A     | $1909615.00        | $2010870.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-04-01      | 5.0000%  | N/A     | $1044223.00        | $814503.60         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2042-11-01      | 3.5000%  | N/A     | $19500721.00       | $2205006.44        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2036-01-01      | 5.6300%  | N/A     | $1099717.00        | $1187457.56        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2053-04-01      | 5.5000%  | N/A     | $1004.00           | $976.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION               | 2033-12-01      | 4.0200%  | N/A     | $98377.00          | $96563.42          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-22    | 2051-10-25      | 2.5000%  | N/A     | $2361283.00        | $332589.30         | Agency Collateralized Mortgage Obligation |
| FHLMC_3990                                          | 2027-01-15      | 2.3018%  | N/A     | $128661.00         | $16.97             | Agency Collateralized Mortgage Obligation |
| FHLMC_4900G                                         | 2049-07-25      | 1.7527%  | N/A     | $47997410.00       | $1494825.80        | Agency Collateralized Mortgage Obligation |
| FHLMC_4923F                                         | 2053-01-15      | 0.4887%  | N/A     | $127689986.00      | $469681.88         | Agency Collateralized Mortgage Obligation |
| FHLMC_5069                                          | 2051-02-25      | 2.5000%  | N/A     | $100000.00         | $9905.80           | Agency Collateralized Mortgage Obligation |
| FHLMC_5144D                                         | 2051-04-25      | 2.5000%  | N/A     | $8800000.00        | $711038.27         | Agency Collateralized Mortgage Obligation |
| FHLMC_5196A                                         | 2051-07-25      | 2.5000%  | N/A     | $7861120.00        | $700095.60         | Agency Collateralized Mortgage Obligation |
| FHLMC_5196D                                         | 2052-02-25      | 0.0000%  | N/A     | $123960.00         | $6.78              | Agency Collateralized Mortgage Obligation |
| FHLMC_5262B                                         | 2052-10-25      | 1.0172%  | N/A     | $72508720.00       | $2570981.05        | Agency Collateralized Mortgage Obligation |
| FHLMC_5385A                                         | 2054-02-25      | 2.1772%  | N/A     | $25830522.00       | $1566941.68        | Agency Collateralized Mortgage Obligation |
| FHLMC_5442C                                         | 2054-08-25      | 2.8472%  | N/A     | $98318962.00       | $5438623.30        | Agency Collateralized Mortgage Obligation |
| FHLMC_5442C                                         | 2054-08-25      | 0.0000%  | N/A     | $4032397.00        | $2596229.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_5445D                                         | 2054-08-25      | 2.8672%  | N/A     | $36962800.00       | $2607904.70        | Agency Collateralized Mortgage Obligation |
| FHLMC_5452K                                         | 2054-09-25      | 2.3672%  | N/A     | $25943354.00       | $2205583.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_5479A                                         | 2054-12-25      | 0.0000%  | N/A     | $150000000.00      | $1661.02           | Agency Collateralized Mortgage Obligation |
| FHLMC_5505C                                         | 2055-02-25      | 0.8672%  | N/A     | $121682473.00      | $5018127.62        | Agency Collateralized Mortgage Obligation |
| FHLMC_5505D                                         | 2055-02-25      | 0.8172%  | N/A     | $87810011.00       | $2569861.78        | Agency Collateralized Mortgage Obligation |
| FHLMC_5507B                                         | 2055-02-25      | 0.8172%  | N/A     | $34936400.00       | $745855.65         | Agency Collateralized Mortgage Obligation |
| FHLMC_5523A                                         | 2053-11-25      | 2.9672%  | N/A     | $211210.00         | $14841.07          | Agency Collateralized Mortgage Obligation |
| FHLMC_5530B                                         | 2055-04-25      | 1.1672%  | N/A     | $100009.00         | $5167.30           | Agency Collateralized Mortgage Obligation |
| FHLMC_5571A                                         | 2055-08-25      | 1.6172%  | N/A     | $133591761.00      | $7841674.49        | Agency Collateralized Mortgage Obligation |
| FHR_5148                                            | 2049-06-25      | 2.0000%  | N/A     | $997620.00         | $102755.40         | Agency Collateralized Mortgage Obligation |
| FNMA_10-113B                                        | 2040-10-25      | 2.3027%  | N/A     | $32968266.00       | $61103.32          | Agency Collateralized Mortgage Obligation |
| FNMA_12-14                                          | 2042-03-25      | 2.2027%  | N/A     | $5013437.00        | $43979.19          | Agency Collateralized Mortgage Obligation |
| FNMA_12-86A                                         | 2042-08-25      | 1.2027%  | N/A     | $119725333.00      | $972509.52         | Agency Collateralized Mortgage Obligation |
| FNMA_15-34A                                         | 2045-06-25      | 0.0000%  | N/A     | $806825.00         | $31.87             | Agency Collateralized Mortgage Obligation |
| FNMA_18-53D                                         | 2048-07-25      | 1.6931%  | N/A     | $14683720.00       | $132610.74         | Agency Collateralized Mortgage Obligation |
| FNMA_18-76A                                         | 2045-06-25      | 1.8027%  | N/A     | $101661.00         | $2892.75           | Agency Collateralized Mortgage Obligation |
| FNMA_20-50A                                         | 2050-07-25      | 4.5000%  | N/A     | $16631000.00       | $1049712.87        | Agency Collateralized Mortgage Obligation |
| FNMA_20-61D                                         | 2050-09-25      | 4.0000%  | N/A     | $8412640.00        | $627656.88         | Agency Collateralized Mortgage Obligation |
| FNMA_20-62B                                         | 2050-09-25      | 2.5000%  | N/A     | $2700008.00        | $319378.38         | Agency Collateralized Mortgage Obligation |
| FNMA_20-72F                                         | 2050-10-25      | 3.5000%  | N/A     | $20706496.00       | $1031160.83        | Agency Collateralized Mortgage Obligation |
| FNMA_20-97A                                         | 2051-01-25      | 2.0000%  | N/A     | $1025001.00        | $113293.02         | Agency Collateralized Mortgage Obligation |
| FNMA_21-3                                           | 2051-02-25      | 2.5000%  | N/A     | $2799076.00        | $353814.44         | Agency Collateralized Mortgage Obligation |
| FNMA_21-33                                          | 2047-05-25      | 2.5000%  | N/A     | $5340697.00        | $537970.62         | Agency Collateralized Mortgage Obligation |
| FNMA_21-34G                                         | 2049-12-25      | 1.7027%  | N/A     | $45340933.00       | $1793946.91        | Agency Collateralized Mortgage Obligation |
| FNMA_21-42G                                         | 2046-02-25      | 1.9280%  | N/A     | $18923526.00       | $452837.40         | Agency Collateralized Mortgage Obligation |
| FNMA_21-44C                                         | 2051-07-25      | 2.5000%  | N/A     | $1000000.00        | $147467.82         | Agency Collateralized Mortgage Obligation |
| FNMA_21-61A                                         | 2051-09-25      | 2.5000%  | N/A     | $5615145.00        | $427207.61         | Agency Collateralized Mortgage Obligation |
| FNMA_21-61E                                         | 2049-04-25      | 2.5000%  | N/A     | $4700001.00        | $556381.44         | Agency Collateralized Mortgage Obligation |
| FNMA_21-62C                                         | 2047-10-25      | 2.5000%  | N/A     | $6300015.00        | $742772.53         | Agency Collateralized Mortgage Obligation |
| FNMA_21-69G                                         | 2049-01-25      | 2.5000%  | N/A     | $8000000.00        | $965120.67         | Agency Collateralized Mortgage Obligation |
| FNMA_21-82C                                         | 2051-12-25      | 1.8902%  | N/A     | $21791806.00       | $575173.17         | Agency Collateralized Mortgage Obligation |
| FNMA_22-18F                                         | 2051-11-25      | 4.0000%  | N/A     | $15671258.00       | $1951057.63        | Agency Collateralized Mortgage Obligation |
| FNMA_22-3B                                          | 2052-02-25      | 1.9108%  | N/A     | $24793712.00       | $716254.57         | Agency Collateralized Mortgage Obligation |
| FNMA_22-86                                          | 2050-05-25      | 2.5000%  | N/A     | $323685.00         | $37432.06          | Agency Collateralized Mortgage Obligation |
| FNMA_23-20B                                         | 2061-03-25      | 1.6512%  | N/A     | $26145916.00       | $863706.80         | Agency Collateralized Mortgage Obligation |
| FNMA_23-40E                                         | 2053-09-25      | 2.4172%  | N/A     | $107332910.00      | $5721636.41        | Agency Collateralized Mortgage Obligation |
| FNMA_23-49D                                         | 2048-05-25      | 5.0000%  | N/A     | $46813628.00       | $5157076.65        | Agency Collateralized Mortgage Obligation |
| FNMA_23-49E                                         | 2061-09-25      | 5.5000%  | N/A     | $5618419.00        | $811828.32         | Agency Collateralized Mortgage Obligation |
| FNMA_23-54C                                         | 2053-11-25      | 0.0000%  | N/A     | $26143775.00       | $14705949.94       | Agency Collateralized Mortgage Obligation |
| FNMA_24-54D                                         | 2046-12-25      | 0.0000%  | N/A     | $110680678.00      | $2027.92           | Agency Collateralized Mortgage Obligation |
| FNMA_24-56C                                         | 2054-08-25      | 2.9172%  | N/A     | $12930761.00       | $944817.59         | Agency Collateralized Mortgage Obligation |
| FNMA_24-80C                                         | 2054-11-25      | 1.7172%  | N/A     | $59647454.00       | $3681797.51        | Agency Collateralized Mortgage Obligation |
| FNMA_24-M5B                                         | 2033-10-25      | 4.7150%  | N/A     | $1352.00           | $1364.77           | Agency Collateralized Mortgage Obligation |
| FNMA_25-33E                                         | 2054-08-25      | 5.6328%  | N/A     | $1000.00           | $906.06            | Agency Collateralized Mortgage Obligation |
| FNMA_25-34A                                         | 2055-05-25      | 1.7672%  | N/A     | $6117506.00        | $410579.68         | Agency Collateralized Mortgage Obligation |
| FNMA_25-50A                                         | 2055-07-25      | 0.0500%  | N/A     | $25000000.00       | $38662.35          | Agency Collateralized Mortgage Obligation |
| FNSTR_429                                           | 2051-09-25      | 2.0000%  | N/A     | $1149987.00        | $132624.16         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2084                              | 2028-08-15      | 4.4018%  | N/A     | $634117.00         | $43.82             | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2322                              | 2029-06-15      | 4.2519%  | N/A     | $376.00            | $0.03              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5010                              | 2050-09-25      | 2.5000%  | N/A     | $600000.00         | $54986.89          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5071                              | 2051-02-25      | 2.5000%  | N/A     | $299990.00         | $28278.00          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                    | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $177.85            | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                    | 2028-11-01      | 6.5000%  | N/A     | $5534647.00        | $2781.02           | Agency Mortgage-Backed Securities         |
| FREDDIE MAC GOLD                                    | 2029-01-01      | 3.0000%  | N/A     | $8094.00           | $377.74            | Agency Mortgage-Backed Securities         |
| FREDDIE MAC REMICS FHLMC_5377                       | 2051-12-25      | 2.5000%  | N/A     | $5961504.00        | $633444.66         | Agency Collateralized Mortgage Obligation |
| GNMA_10-106                                         | 2040-08-20      | 1.8545%  | N/A     | $102857142.00      | $1048605.43        | Agency Collateralized Mortgage Obligation |
| GNMA_11-80                                          | 2041-06-20      | 2.5245%  | N/A     | $150000000.00      | $492383.78         | Agency Collateralized Mortgage Obligation |
| GNMA_12-106C                                        | 2042-09-20      | 4.4800%  | N/A     | $486377.00         | $11896.12          | Agency Collateralized Mortgage Obligation |
| GNMA_13-10                                          | 2043-01-20      | 2.1545%  | N/A     | $83866385.00       | $420246.04         | Agency Collateralized Mortgage Obligation |
| GNMA_14-100A                                        | 2041-04-20      | 0.5830%  | N/A     | $42674465.00       | $143666.10         | Agency Collateralized Mortgage Obligation |
| GNMA_14-129G                                        | 2041-10-20      | 0.7936%  | N/A     | $42270863.00       | $105967.09         | Agency Collateralized Mortgage Obligation |
| GNMA_14-181                                         | 2040-02-20      | 0.2718%  | N/A     | $26202046.00       | $83234.55          | Agency Collateralized Mortgage Obligation |
| GNMA_14-69                                          | 2036-06-20      | 0.3544%  | N/A     | $52040339.00       | $197269.82         | Agency Collateralized Mortgage Obligation |
| GNMA_14-69                                          | 2037-09-20      | 0.4832%  | N/A     | $104785743.00      | $249848.35         | Agency Collateralized Mortgage Obligation |
| GNMA_14-8                                           | 2044-01-16      | 0.3537%  | N/A     | $198453000.00      | $397068.22         | Agency Collateralized Mortgage Obligation |
| GNMA_14-90M                                         | 2038-10-20      | 0.5835%  | N/A     | $61239231.00       | $152467.40         | Agency Collateralized Mortgage Obligation |
| GNMA_14-99                                          | 2036-11-20      | 0.6202%  | N/A     | $72459294.00       | $275857.94         | Agency Collateralized Mortgage Obligation |
| GNMA_15-152C                                        | 2040-05-20      | 0.5275%  | N/A     | $30325747.00       | $117297.49         | Agency Collateralized Mortgage Obligation |
| GNMA_15-57                                          | 2045-04-20      | 1.4545%  | N/A     | $136500000.00      | $1103758.08        | Agency Collateralized Mortgage Obligation |
| GNMA_15-63A                                         | 2042-03-20      | 0.5883%  | N/A     | $126723829.00      | $242557.92         | Agency Collateralized Mortgage Obligation |
| GNMA_15-63C                                         | 2040-01-20      | 0.4795%  | N/A     | $41565066.00       | $109748.00         | Agency Collateralized Mortgage Obligation |
| GNMA_15-80                                          | 2043-02-20      | 0.4601%  | N/A     | $67553541.00       | $171350.19         | Agency Collateralized Mortgage Obligation |
| GNMA_15-82                                          | 2041-04-20      | 0.7200%  | N/A     | $58404259.00       | $189954.23         | Agency Collateralized Mortgage Obligation |
| GNMA_16-121J                                        | 2040-12-20      | 0.3012%  | N/A     | $94316353.00       | $398085.51         | Agency Collateralized Mortgage Obligation |
| GNMA_16-135G                                        | 2041-08-20      | 0.3019%  | N/A     | $101868319.00      | $450285.37         | Agency Collateralized Mortgage Obligation |
| GNMA_16-29G                                         | 2042-05-20      | 0.4844%  | N/A     | $40317194.00       | $133014.11         | Agency Collateralized Mortgage Obligation |
| GNMA_16-29H                                         | 2038-11-20      | 0.2137%  | N/A     | $22783027.00       | $79726.74          | Agency Collateralized Mortgage Obligation |
| GNMA_17-132C                                        | 2040-02-20      | 0.4309%  | N/A     | $60685062.00       | $300209.75         | Agency Collateralized Mortgage Obligation |
| GNMA_17-59D                                         | 2042-06-20      | 0.3893%  | N/A     | $23468606.00       | $96178.37          | Agency Collateralized Mortgage Obligation |
| GNMA_17-60A                                         | 2038-10-20      | 2.3545%  | N/A     | $13891689.00       | $76297.06          | Agency Collateralized Mortgage Obligation |
| GNMA_17-66A                                         | 2041-04-20      | 0.1784%  | N/A     | $63354203.00       | $280933.26         | Agency Collateralized Mortgage Obligation |
| GNMA_17-91A                                         | 2038-11-20      | 0.3169%  | N/A     | $36294701.00       | $131384.82         | Agency Collateralized Mortgage Obligation |
| GNMA_18-18A                                         | 2043-11-20      | 0.4497%  | N/A     | $84926629.00       | $554953.24         | Agency Collateralized Mortgage Obligation |
| GNMA_18-51B                                         | 2046-11-20      | 0.3608%  | N/A     | $25850460.00       | $105263.55         | Agency Collateralized Mortgage Obligation |
| GNMA_18-92A                                         | 2046-08-20      | 0.5385%  | N/A     | $68850447.00       | $356621.82         | Agency Collateralized Mortgage Obligation |
| GNMA_19-108C                                        | 2032-02-20      | 4.5000%  | N/A     | $19275832.00       | $55825.20          | Agency Collateralized Mortgage Obligation |
| GNMA_19-129F                                        | 2046-02-20      | 0.2788%  | N/A     | $73811077.00       | $423682.21         | Agency Collateralized Mortgage Obligation |
| GNMA_19-35C                                         | 2049-03-20      | 4.5000%  | N/A     | $1000.00           | $222.32            | Agency Collateralized Mortgage Obligation |
| GNMA_19-69G                                         | 2044-07-20      | 0.3907%  | N/A     | $39767332.00       | $298783.50         | Agency Collateralized Mortgage Obligation |
| GNMA_20-116B                                        | 2050-08-20      | 0.0545%  | N/A     | $100189.00         | $910.76            | Agency Collateralized Mortgage Obligation |
| GNMA_20-11C                                         | 2048-10-20      | 0.3225%  | N/A     | $2509218.00        | $15506.22          | Agency Collateralized Mortgage Obligation |
| GNMA_20-76A                                         | 2050-05-20      | 1.9545%  | N/A     | $31245111.00       | $1327536.51        | Agency Collateralized Mortgage Obligation |
| GNMA_21-135D                                        | 2051-08-20      | 2.1545%  | N/A     | $27093587.00       | $2618943.82        | Agency Collateralized Mortgage Obligation |
| GNMA_21-155N                                        | 2051-07-20      | 2.1545%  | N/A     | $10500000.00       | $996149.64         | Agency Collateralized Mortgage Obligation |
| GNMA_21-193C                                        | 2051-11-20      | 3.0000%  | N/A     | $1000.00           | $614.41            | Agency Collateralized Mortgage Obligation |
| GNMA_21-41N                                         | 2050-10-20      | 2.0000%  | N/A     | $9102625.00        | $538584.98         | Agency Collateralized Mortgage Obligation |
| GNMA_21-97D                                         | 2051-06-20      | 3.5000%  | N/A     | $35764301.00       | $1997162.60        | Agency Collateralized Mortgage Obligation |
| GNMA_22-213F                                        | 2052-12-20      | 5.0838%  | N/A     | $4842428.00        | $3227686.40        | Agency Collateralized Mortgage Obligation |
| GNMA_22-81E                                         | 2052-05-20      | 4.5000%  | N/A     | $1223.00           | $862.11            | Agency Collateralized Mortgage Obligation |
| GNMA_23-116D                                        | 2053-08-20      | 0.0000%  | N/A     | $2497949.00        | $1034176.08        | Agency Collateralized Mortgage Obligation |
| GNMA_23-123D                                        | 2053-08-20      | 0.0300%  | N/A     | $20000000.00       | $6423.82           | Agency Collateralized Mortgage Obligation |
| GNMA_23-133G                                        | 2053-09-20      | 5.4838%  | N/A     | $1156.00           | $431.33            | Agency Collateralized Mortgage Obligation |
| GNMA_23-146F                                        | 2053-10-20      | 0.0000%  | N/A     | $811137.00         | $326278.34         | Agency Collateralized Mortgage Obligation |
| GNMA_23-153D                                        | 2053-10-20      | 0.0100%  | N/A     | $106765.00         | $9.21              | Agency Collateralized Mortgage Obligation |
| GNMA_23-164J                                        | 2053-11-20      | 2.9162%  | N/A     | $14401189.00       | $934463.85         | Agency Collateralized Mortgage Obligation |
| GNMA_23-187C                                        | 2053-12-20      | 5.4838%  | N/A     | $9327116.00        | $3396956.27        | Agency Collateralized Mortgage Obligation |
| GNMA_23-187F                                        | 2053-12-20      | 1.0662%  | N/A     | $100000000.00      | $1711447.45        | Agency Collateralized Mortgage Obligation |
| GNMA_23-187F                                        | 2053-12-20      | 5.4338%  | N/A     | $3835478.00        | $1912386.52        | Agency Collateralized Mortgage Obligation |
| GNMA_23-189A                                        | 2053-12-20      | 2.8662%  | N/A     | $762202.00         | $29829.44          | Agency Collateralized Mortgage Obligation |
| GNMA_23-22H                                         | 2053-02-20      | 5.0838%  | N/A     | $6641912.00        | $4916440.20        | Agency Collateralized Mortgage Obligation |
| GNMA_23-48H                                         | 2053-03-20      | 5.1838%  | N/A     | $8330621.00        | $3601571.13        | Agency Collateralized Mortgage Obligation |
| GNMA_23-76D                                         | 2053-05-20      | 5.1838%  | N/A     | $8986466.00        | $3786257.13        | Agency Collateralized Mortgage Obligation |
| GNMA_23-76E                                         | 2053-05-20      | 5.1838%  | N/A     | $765207.00         | $449634.51         | Agency Collateralized Mortgage Obligation |
| GNMA_23-89B                                         | 2053-06-20      | 5.0838%  | N/A     | $1031.00           | $927.96            | Agency Collateralized Mortgage Obligation |
| GNMA_23-H05D                                        | 2073-01-20      | 0.9423%  | N/A     | $12424359.00       | $994655.05         | Agency Collateralized Mortgage Obligation |
| GNMA_23-H10D                                        | 2071-06-20      | 0.4787%  | N/A     | $100028.00         | $1997.56           | Agency Collateralized Mortgage Obligation |
| GNMA_23-H16D                                        | 2073-06-20      | 0.3171%  | N/A     | $100000.00         | $3669.18           | Agency Collateralized Mortgage Obligation |
| GNMA_23-H23E                                        | 2073-09-20      | 0.6477%  | N/A     | $20448560.00       | $1151706.48        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H28D                                        | 2073-12-20      | 0.5885%  | N/A     | $25510541.00       | $1651294.81        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117D                                        | 2054-07-20      | 5.4838%  | N/A     | $1024.00           | $595.27            | Agency Collateralized Mortgage Obligation |
| GNMA_24-127G                                        | 2052-12-20      | 5.5000%  | N/A     | $2000.00           | $2157.43           | Agency Collateralized Mortgage Obligation |
| GNMA_24-134G                                        | 2053-08-20      | 2.3162%  | N/A     | $115248996.00      | $4232529.42        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142F                                        | 2054-09-20      | 2.5162%  | N/A     | $25859435.00       | $1689322.39        | Agency Collateralized Mortgage Obligation |
| GNMA_24-157D                                        | 2053-08-20      | 0.0000%  | N/A     | $9792440.00        | $5951750.86        | Agency Collateralized Mortgage Obligation |
| GNMA_24-172B                                        | 2054-10-20      | 5.2838%  | N/A     | $3650649.00        | $2930750.80        | Agency Collateralized Mortgage Obligation |
| GNMA_24-174A                                        | 2054-10-20      | 5.3338%  | N/A     | $1000.00           | $786.95            | Agency Collateralized Mortgage Obligation |
| GNMA_24-174A                                        | 2054-10-20      | 0.0000%  | N/A     | $17657644.00       | $27.77             | Agency Collateralized Mortgage Obligation |
| GNMA_24-200C                                        | 2054-12-20      | 1.8662%  | N/A     | $14803469.00       | $821163.32         | Agency Collateralized Mortgage Obligation |
| GNMA_24-21C                                         | 2054-02-20      | 1.7662%  | N/A     | $74779345.00       | $3240639.32        | Agency Collateralized Mortgage Obligation |
| GNMA_24-28B                                         | 2054-02-20      | 6.5000%  | N/A     | $12941000.00       | $1869562.11        | Agency Collateralized Mortgage Obligation |
| GNMA_24-39K                                         | 2054-03-20      | 2.2162%  | N/A     | $2036749.00        | $78608.80          | Agency Collateralized Mortgage Obligation |
| GNMA_24-40C                                         | 2054-01-20      | 6.0000%  | N/A     | $22481133.00       | $2233860.04        | Agency Collateralized Mortgage Obligation |
| GNMA_24-44J                                         | 2054-03-20      | 1.2162%  | N/A     | $8141312.00        | $387254.10         | Agency Collateralized Mortgage Obligation |
| GNMA_24-5B                                          | 2054-01-20      | 5.5000%  | N/A     | $2630859.00        | $2654142.99        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79G                                         | 2054-05-20      | 1.0662%  | N/A     | $18840365.00       | $773283.78         | Agency Collateralized Mortgage Obligation |
| GNMA_24-7A                                          | 2054-01-20      | 5.2838%  | N/A     | $7912934.00        | $3656454.67        | Agency Collateralized Mortgage Obligation |
| GNMA_24-83C                                         | 2053-06-20      | 0.0000%  | N/A     | $3349528.00        | $1562249.23        | Agency Collateralized Mortgage Obligation |
| GNMA_24-89A                                         | 2054-05-20      | 5.5000%  | N/A     | $232276.00         | $237679.28         | Agency Collateralized Mortgage Obligation |
| GNMA_24-97A                                         | 2054-06-20      | 5.3838%  | N/A     | $2776906.00        | $1477905.59        | Agency Collateralized Mortgage Obligation |
| GNMA_24-9B                                          | 2054-01-20      | 1.6662%  | N/A     | $75000000.00       | $3016127.96        | Agency Collateralized Mortgage Obligation |
| GNMA_24-9C                                          | 2054-01-20      | 2.2662%  | N/A     | $17877000.00       | $561302.85         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H02C                                        | 2074-01-20      | 0.6647%  | N/A     | $3514100.00        | $224256.82         | Agency Collateralized Mortgage Obligation |
| GNMA_24-H03J                                        | 2074-02-20      | 0.7210%  | N/A     | $30000000.00       | $2062773.36        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H07                                         | 2074-04-20      | 0.7050%  | N/A     | $50000000.00       | $2935195.46        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H20E                                        | 2074-11-20      | 0.7824%  | N/A     | $36000000.00       | $2415542.73        | Agency Collateralized Mortgage Obligation |
| GNMA_25-10A                                         | 2055-01-20      | 1.7462%  | N/A     | $63435982.00       | $3812804.37        | Agency Collateralized Mortgage Obligation |
| GNMA_25-118A                                        | 2055-07-20      | 6.1094%  | N/A     | $26204843.00       | $27490137.29       | Agency Collateralized Mortgage Obligation |
| GNMA_25-146D                                        | 2053-04-20      | 2.0162%  | N/A     | $95793666.00       | $6115046.61        | Agency Collateralized Mortgage Obligation |
| GNMA_25-164A                                        | 2053-11-20      | 4.5000%  | N/A     | $1002.00           | $993.65            | Agency Collateralized Mortgage Obligation |
| GNMA_25-22A                                         | 2055-02-20      | 1.7062%  | N/A     | $93470184.00       | $4663296.56        | Agency Collateralized Mortgage Obligation |
| GNMA_25-26B                                         | 2055-02-20      | 1.8162%  | N/A     | $54715948.00       | $3744746.76        | Agency Collateralized Mortgage Obligation |
| GNMA_25-26C                                         | 2055-02-20      | 2.3862%  | N/A     | $33725024.00       | $2531781.42        | Agency Collateralized Mortgage Obligation |
| GNMA_25-48A                                         | 2055-03-20      | 5.2338%  | N/A     | $1000.00           | $965.59            | Agency Collateralized Mortgage Obligation |
| GNMA_25-4E                                          | 2055-01-20      | 0.0000%  | N/A     | $199554477.00      | $7539.12           | Agency Collateralized Mortgage Obligation |
| GNMA_25-66C                                         | 2055-04-20      | 5.3338%  | N/A     | $1024.00           | $1006.64           | Agency Collateralized Mortgage Obligation |
| GNMA_25-82A                                         | 2065-05-20      | 0.7662%  | N/A     | $85482631.00       | $1719342.38        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97V                                         | 2054-12-20      | 5.1838%  | N/A     | $1000.00           | $896.67            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                    | 2040-08-20      | 5.0000%  | N/A     | $7045616.00        | $1123.40           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2033-12-15      | 6.5000%  | N/A     | $2331599.00        | $61894.14          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2040-08-15      | 5.0000%  | N/A     | $238714.00         | $16887.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2040-08-15      | 6.0000%  | N/A     | $807515.00         | $149191.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2053-09-15      | 6.5000%  | N/A     | $178476.00         | $181204.31         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2042-01-15      | 4.0000%  | N/A     | $1915.00           | $101.15            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2029-08-15      | 7.0000%  | N/A     | $7991856.00        | $504656.85         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1          | 2053-07-15      | 7.0000%  | N/A     | $1008.00           | $1033.78           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-06-20      | 5.5000%  | N/A     | $2048.00           | $2054.15           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-10-20      | 6.5000%  | N/A     | $1008.00           | $1067.35           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-06-20      | 6.5000%  | N/A     | $1193.00           | $688.71            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-12-20      | 4.5000%  | N/A     | $797388.00         | $356826.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-02-20      | 5.0000%  | N/A     | $2024.00           | $1977.71           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2033-01-20      | 6.4500%  | N/A     | $2439430.00        | $197886.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2051-03-20      | 4.0000%  | N/A     | $1000.00           | $691.15            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-08-20      | 6.5000%  | N/A     | $2048.00           | $1252.10           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2049-08-20      | 5.1550%  | N/A     | $731641.00         | $519732.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2065-04-20      | 7.0000%  | N/A     | $1421085.00        | $932282.69         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-10-20      | 6.5000%  | N/A     | $1171668.00        | $1240656.60        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-11-20      | 4.0000%  | N/A     | $857430.00         | $574100.20         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-08-20      | 6.0000%  | N/A     | $89103.00          | $92388.79          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2041-12-20      | 4.7500%  | N/A     | $2175000.00        | $51781.95          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-10-20      | 7.0000%  | N/A     | $1568424.00        | $1671460.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2053-05-20      | 5.5000%  | N/A     | $19606.00          | $15217.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-01-20      | 5.5000%  | N/A     | $11931639.00       | $11219179.42       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-02-20      | 5.5000%  | N/A     | $1738624.00        | $1699016.56        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-08-20      | 6.0000%  | N/A     | $4674201.00        | $4852130.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2053-06-20      | 5.5000%  | N/A     | $4233984.00        | $3296877.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-05-20      | 4.0000%  | N/A     | $62887.00          | $45895.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2029-11-20      | 6.5000%  | N/A     | $58795.00          | $5954.08           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-08-20      | 6.5000%  | N/A     | $2000.00           | $2099.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-08-20      | 6.5000%  | N/A     | $1024.00           | $1055.80           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-08-20      | 6.5000%  | N/A     | $24050.00          | $25158.58          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2065-05-20      | 7.0000%  | N/A     | $2016.00           | $1945.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2049-04-20      | 4.5000%  | N/A     | $128256.00         | $116656.22         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-05-20      | 5.0000%  | N/A     | $1000.00           | $895.87            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-10-20      | 7.0000%  | N/A     | $1003.00           | $1068.89           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2049-04-20      | 5.5000%  | N/A     | $4084930.00        | $240294.59         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-10-20      | 5.0000%  | N/A     | $1000.00           | $1002.15           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2049-10-20      | 4.5000%  | N/A     | $500120.00         | $104356.49         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2047-08-20      | 4.5000%  | N/A     | $2093720.00        | $160688.05         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2039-03-20      | 7.0000%  | N/A     | $1000.00           | $129.44            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-07-20      | 5.5000%  | N/A     | $1409850.00        | $1419910.33        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-11-20      | 4.5000%  | N/A     | $2975755.00        | $595338.32         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-10-20      | 4.0000%  | N/A     | $1024.00           | $783.62            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-07-20      | 6.5000%  | N/A     | $146495744.00      | $87022158.22       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-06-20      | 4.5000%  | N/A     | $1106.00           | $1032.95           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2048-03-20      | 3.5000%  | N/A     | $1110.00           | $132.51            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-12-20      | 5.5000%  | N/A     | $2040.00           | $1431.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-09-20      | 5.0000%  | N/A     | $1000.00           | $1000.80           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-10-20      | 5.0000%  | N/A     | $4095592.00        | $4139196.41        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2041-09-20      | 4.5000%  | N/A     | $76406.00          | $36011.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2047-02-20      | 5.5000%  | N/A     | $500000.00         | $28572.27          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2039-12-20      | 6.5000%  | N/A     | $2750000.00        | $37341.11          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2044-08-20      | 4.5000%  | N/A     | $62951.00          | $4111.33           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2042-06-20      | 6.2500%  | N/A     | $966670.00         | $20022.53          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-09-20      | 5.0000%  | N/A     | $7221923.00        | $7281402.45        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2050-10-20      | 3.0000%  | N/A     | $1000.00           | $334.66            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2043-06-20      | 6.4880%  | N/A     | $4416377.00        | $326172.55         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-03-20      | 6.0000%  | N/A     | $11835.00          | $12114.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2051-09-20      | 3.0000%  | N/A     | $2000.00           | $1146.04           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2040-10-20      | 4.5000%  | N/A     | $267323.00         | $12225.10          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-09-20      | 5.0000%  | N/A     | $1008.00           | $760.55            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-03-20      | 7.5000%  | N/A     | $572542.00         | $482039.04         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-08-20      | 6.0000%  | N/A     | $2962.00           | $3015.38           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2051-11-20      | 2.5000%  | N/A     | $1001.00           | $617.71            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2053-06-20      | 6.0000%  | N/A     | $1024.00           | $648.84            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2054-04-20      | 6.0000%  | N/A     | $34370.00          | $24728.87          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2053-07-20      | 6.0000%  | N/A     | $2834840.00        | $2631224.96        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2065-04-20      | 7.0000%  | N/A     | $8541.00           | $8812.87           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-07-20      | 3.5000%  | N/A     | $1523520.00        | $1094564.01        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-09-20      | 6.5000%  | N/A     | $1000.00           | $1050.69           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2049-02-20      | 5.5000%  | N/A     | $2328869.00        | $168897.14         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-05-20      | 5.5000%  | N/A     | $2048.00           | $2047.61           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-04-20      | 5.0000%  | N/A     | $1024.00           | $1013.40           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2053-02-20      | 4.5000%  | N/A     | $2016.00           | $1612.61           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-10-20      | 7.0000%  | N/A     | $2651060.00        | $2825219.62        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-10-20      | 4.5000%  | N/A     | $7907127.00        | $7754345.50        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-10-20      | 7.5000%  | N/A     | $2562.00           | $2766.43           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2046-11-20      | 4.6250%  | N/A     | $1616494.00        | $61284.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2065-03-20      | 6.5000%  | N/A     | $2944810.00        | $2870372.20        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2055-03-20      | 7.0000%  | N/A     | $1481634.00        | $1561627.18        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2          | 2052-02-20      | 2.5000%  | N/A     | $77826.00          | $51828.47          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5  | 2033-06-20      | 2.5545%  | N/A     | $185158.00         | $9.48              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-15 | 2049-02-20      | 1.9045%  | N/A     | $70798857.00       | $1354589.16        | Agency Collateralized Mortgage Obligation |
| UNITED STATES TREASURY                              | 2037-08-15      | 0.0000%  | N/A     | $410521.60         | $243894.99         | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                              | 2028-01-15      | 0.5000%  | N/A     | $700.00            | $906.07            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                              | 2050-05-15      | 0.0000%  | N/A     | $9.79              | $2.98              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                              | 2048-08-15      | 0.0000%  | N/A     | $2.20              | $0.73              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                              | 2026-02-15      | 0.0000%  | N/A     | $12.00             | $11.87             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                              | 2038-11-15      | 0.0000%  | N/A     | $0.98              | $0.54              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                              | 2027-10-15      | 1.6250%  | N/A     | $1000.00           | $1106.79           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                              | 2040-02-15      | 0.0000%  | N/A     | $0.70              | $0.36              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                              | 2042-02-15      | 0.0000%  | N/A     | $8.06              | $3.71              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                              | 2038-08-15      | 0.0000%  | N/A     | $267.27            | $150.42            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                              | 2035-07-15      | 1.8750%  | N/A     | $400.00            | $408.45            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                              | 2042-11-15      | 0.0000%  | N/A     | $159.37            | $70.33             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                              | 2040-02-15      | 2.1250%  | N/A     | $100.00            | $151.81            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                              | 2049-02-15      | 1.0000%  | N/A     | $100.00            | $96.33             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                              | 2027-07-15      | 0.3750%  | N/A     | $100.00            | $131.21            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                              | 2039-11-15      | 0.0000%  | N/A     | $4.01              | $2.10              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                              | 2045-02-15      | 0.7500%  | N/A     | $2000.00           | $2076.67           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                              | 2052-08-15      | 0.0000%  | N/A     | $3.54              | $0.97              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                              | 2045-02-15      | 0.0000%  | N/A     | $0.82              | $0.32              | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                              | 2043-02-15      | 0.0000%  | N/A     | $1272.25           | $553.48            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                              | 2035-01-15      | 2.1250%  | N/A     | $2600.00           | $2757.98           | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                              | 2050-02-15      | 0.2500%  | N/A     | $200.00            | $151.19            | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                              | 2039-08-15      | 0.0000%  | N/A     | $24.31             | $12.93             | U.S. Treasuries (including strips)        |
| UNITED STATES TREASURY                              | 2042-08-15      | 0.0000%  | N/A     | $12.31             | $5.51              | U.S. Treasuries (including strips)        |

### Security 4: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **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: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BRWX5W460
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| 03.500 FGPC G08566 G                                   | 2044-01-01      | 3.5000%  | N/A     | $2612996.00        | $211922.07         | Agency Mortgage-Backed Securities         |
| FEPC 04.500 CLZM2827                                   | 2047-03-01      | 4.5000%  | N/A     | $1000.00           | $274.38            | Agency Mortgage-Backed Securities         |
| FEPC 05.500 CLRA8795                                   | 2053-04-01      | 5.5000%  | N/A     | $1000.00           | $825.62            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQX8624                                   | 2055-03-01      | 6.5000%  | N/A     | $1001.00           | $842.61            | Agency Mortgage-Backed Securities         |
| FEPC 06.500 CLQZ2069                                   | 2055-09-01      | 6.5000%  | N/A     | $85331.00          | $89377.55          | Agency Mortgage-Backed Securities         |
| FERA 05349S 10/25/53                                   | 2053-10-25      | 1.5172%  | N/A     | $7441170.00        | $231378.93         | Agency Collateralized Mortgage Obligation |
| FERA 05571S 08/25/55                                   | 2055-08-25      | 1.6172%  | N/A     | $56531040.00       | $3318303.55        | Agency Collateralized Mortgage Obligation |
| FERA 4923SE 04/25/48                                   | 2048-04-25      | 1.7027%  | N/A     | $33156137.00       | $1712056.41        | Agency Collateralized Mortgage Obligation |
| FERA 4942NS 01/25/50                                   | 2050-01-25      | 1.7027%  | N/A     | $23332918.00       | $960525.38         | Agency Collateralized Mortgage Obligation |
| FERA 5092SH 02/25/51                                   | 2051-02-25      | 0.0000%  | N/A     | $32887478.00       | $55078.34          | Agency Collateralized Mortgage Obligation |
| FERA 5196SA 02/25/52                                   | 2052-02-25      | 0.0000%  | N/A     | $238043.00         | $13.02             | Agency Collateralized Mortgage Obligation |
| FERA 5252FC 09/25/52                                   | 2052-09-25      | 4.8328%  | N/A     | $2447033.00        | $1658587.36        | Agency Collateralized Mortgage Obligation |
| FERA 5312SB 05/25/53                                   | 2053-05-25      | 1.9172%  | N/A     | $27289562.00       | $1078667.49        | Agency Collateralized Mortgage Obligation |
| FERA 5371SM 01/25/54                                   | 2054-01-25      | 31.0409% | N/A     | $4125855.00        | $4720392.30        | Agency Collateralized Mortgage Obligation |
| FERA 5420SL 06/25/54                                   | 2054-06-25      | 1.7672%  | N/A     | $12301453.00       | $744700.81         | Agency Collateralized Mortgage Obligation |
| FERA 5431SP 07/25/54                                   | 2054-07-25      | 10.0033% | N/A     | $2757980.00        | $2770062.53        | Agency Collateralized Mortgage Obligation |
| FERA 5444SA 08/25/54                                   | 2054-08-25      | 2.9172%  | N/A     | $51607264.00       | $2313492.62        | Agency Collateralized Mortgage Obligation |
| FERA 5452GS 09/25/54                                   | 2054-09-25      | 2.3672%  | N/A     | $13857066.00       | $1178063.60        | Agency Collateralized Mortgage Obligation |
| FERA 5458PF 09/25/54                                   | 2054-09-25      | 5.1828%  | N/A     | $976568.00         | $919031.45         | Agency Collateralized Mortgage Obligation |
| FERA 5502QS 02/25/55                                   | 2055-02-25      | 0.0307%  | N/A     | $595000000.00      | $115686.41         | Agency Collateralized Mortgage Obligation |
| FERA 5507SA 02/25/55                                   | 2055-02-25      | 0.8172%  | N/A     | $15063600.00       | $321592.13         | Agency Collateralized Mortgage Obligation |
| FERA 5518SC 03/25/55                                   | 2055-03-25      | 0.9972%  | N/A     | $14039490.00       | $481998.34         | Agency Collateralized Mortgage Obligation |
| FERA 5523SA 11/25/53                                   | 2053-11-25      | 2.9672%  | N/A     | $8988727.00        | $631609.68         | Agency Collateralized Mortgage Obligation |
| FERA 5528SB 04/25/55                                   | 2055-04-25      | 1.8172%  | N/A     | $35155783.00       | $1720956.40        | Agency Collateralized Mortgage Obligation |
| FERA 5530SA 04/25/55                                   | 2055-04-25      | 1.1672%  | N/A     | $100549.00         | $5195.20           | Agency Collateralized Mortgage Obligation |
| FERM 05563G 11/25/52                                   | 2052-11-25      | 5.0000%  | N/A     | $116400.00         | $110518.07         | Agency Collateralized Mortgage Obligation |
| FERM 5010IK 09/25/50                                   | 2050-09-25      | 2.5000%  | N/A     | $700000.00         | $64151.37          | Agency Collateralized Mortgage Obligation |
| FERM 5038IB 10/25/50                                   | 2050-10-25      | 2.5000%  | N/A     | $110000.00         | $11813.95          | Agency Collateralized Mortgage Obligation |
| FERM 5056IO 12/25/50                                   | 2050-12-25      | 2.5000%  | N/A     | $15378983.00       | $1149831.52        | Agency Collateralized Mortgage Obligation |
| FERM 5069IL 02/25/51                                   | 2051-02-25      | 3.0000%  | N/A     | $6659441.00        | $624559.35         | Agency Collateralized Mortgage Obligation |
| FERM 5069MI 02/25/51                                   | 2051-02-25      | 2.5000%  | N/A     | $4300000.00        | $425949.27         | Agency Collateralized Mortgage Obligation |
| FERM 5070IE 09/25/50                                   | 2050-09-25      | 3.0000%  | N/A     | $10000000.00       | $1151529.86        | Agency Collateralized Mortgage Obligation |
| FERM 5095MI 04/25/51                                   | 2051-04-25      | 2.5000%  | N/A     | $13055000.00       | $1223199.78        | Agency Collateralized Mortgage Obligation |
| FERM 5135DI 05/25/48                                   | 2048-05-25      | 2.5000%  | N/A     | $244635.00         | $23991.72          | Agency Collateralized Mortgage Obligation |
| FERM 5149IT 10/25/51                                   | 2051-10-25      | 3.0000%  | N/A     | $6967519.00        | $612292.32         | Agency Collateralized Mortgage Obligation |
| FERM 5149NI 01/25/51                                   | 2051-01-25      | 2.5000%  | N/A     | $2421200.00        | $283379.44         | Agency Collateralized Mortgage Obligation |
| FERM 5160IU 11/25/50                                   | 2050-11-25      | 2.5000%  | N/A     | $13200000.00       | $1367971.96        | Agency Collateralized Mortgage Obligation |
| FERM 5173LI 05/25/50                                   | 2050-05-25      | 2.5000%  | N/A     | $4802098.00        | $582057.91         | Agency Collateralized Mortgage Obligation |
| FERM 5175GI 12/25/51                                   | 2051-12-25      | 2.5000%  | N/A     | $5237500.00        | $425327.74         | Agency Collateralized Mortgage Obligation |
| FERM 5178IB 11/25/51                                   | 2051-11-25      | 4.0000%  | N/A     | $41029039.00       | $5016224.08        | Agency Collateralized Mortgage Obligation |
| FERM 5293CI 04/25/51                                   | 2051-04-25      | 2.5000%  | N/A     | $7892008.00        | $1034481.99        | Agency Collateralized Mortgage Obligation |
| FERM 5293IO 03/25/51                                   | 2051-03-25      | 2.0000%  | N/A     | $5200003.00        | $550734.98         | Agency Collateralized Mortgage Obligation |
| FERM 5442BO 08/25/54                                   | 2054-08-25      | 0.0000%  | N/A     | $5583107.00        | $3594643.27        | Agency Collateralized Mortgage Obligation |
| FERM 5588PO 07/25/54                                   | 2054-07-25      | 0.0000%  | N/A     | $7701061.00        | $6341993.17        | Agency Collateralized Mortgage Obligation |
| FGRA 2084PS 08/15/28                                   | 2028-08-15      | 4.4018%  | N/A     | $37460087.00       | $2588.40           | Agency Collateralized Mortgage Obligation |
| FGRA 2322SW 06/15/29                                   | 2029-06-15      | 4.2519%  | N/A     | $36910346.00       | $2790.44           | Agency Collateralized Mortgage Obligation |
| FGRA 2484LZ 07/15/32                                   | 2032-07-15      | 6.5000%  | N/A     | $4993396.00        | $171490.01         | Agency Collateralized Mortgage Obligation |
| FGRA 2924SA 01/15/35                                   | 2035-01-15      | 2.3519%  | N/A     | $128670867.00      | $62174.60          | Agency Collateralized Mortgage Obligation |
| FGRA 3238LI 11/15/36                                   | 2036-11-15      | 2.1418%  | N/A     | $30000000.00       | $86471.49          | Agency Collateralized Mortgage Obligation |
| FGRA 3287SE 03/15/37                                   | 2037-03-15      | 2.3519%  | N/A     | $27000000.00       | $64977.88          | Agency Collateralized Mortgage Obligation |
| FGRA 3549SA 07/15/39                                   | 2039-07-15      | 1.4519%  | N/A     | $56066666.00       | $8032.37           | Agency Collateralized Mortgage Obligation |
| FGRA 3575ST 04/15/39                                   | 2039-04-15      | 2.2519%  | N/A     | $20000000.00       | $21225.71          | Agency Collateralized Mortgage Obligation |
| FGRA 3761SC 11/15/40                                   | 2040-11-15      | 0.4018%  | N/A     | $25000000.00       | $67109.55          | Agency Collateralized Mortgage Obligation |
| FGRA 3988NS 01/15/42                                   | 2042-01-15      | 2.1269%  | N/A     | $60000000.00       | $517559.72         | Agency Collateralized Mortgage Obligation |
| FGRA 3990US 01/15/27                                   | 2027-01-15      | 2.3018%  | N/A     | $104170.00         | $13.74             | Agency Collateralized Mortgage Obligation |
| FGRA 4303SA 02/15/44                                   | 2044-02-15      | 2.3018%  | N/A     | $100062.00         | $959.13            | Agency Collateralized Mortgage Obligation |
| FGRA 4550SD 02/15/46                                   | 2046-02-15      | 1.7019%  | N/A     | $13250000.00       | $355043.49         | Agency Collateralized Mortgage Obligation |
| FGRA 4657PS 02/15/47                                   | 2047-02-15      | 1.6519%  | N/A     | $36091396.00       | $901839.68         | Agency Collateralized Mortgage Obligation |
| FGRM 4456PB 03/15/45                                   | 2045-03-15      | 3.0000%  | N/A     | $2311060.00        | $1908820.01        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-058       A-1    20260725 2.34000 | 2026-07-25      | 2.3400%  | N/A     | $1861.00           | $324.85            | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-070       A-2    20271125 FLT     | 2027-11-25      | 3.3030%  | N/A     | $1000.00           | $990.90            | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-1509      A-1    20291225 3.95000 | 2029-12-25      | 3.9500%  | N/A     | $1808.00           | $437.56            | Agency Collateralized Mortgage Obligation |
| FMAR 1Q1615 G                                          | 2037-02-01      | 6.3780%  | N/A     | $2399.00           | $132.45            | Agency Mortgage-Backed Securities         |
| FNAR XX.XXX HL469625                                   | 2041-11-01      | 4.6800%  | N/A     | $649000.00         | $495914.16         | Agency Mortgage-Backed Securities         |
| FNMS 02.500 CLMA4563                                   | 2052-03-01      | 2.5000%  | N/A     | $2525000.00        | $1693838.66        | Agency Mortgage-Backed Securities         |
| FNMS 03.000 CLMA4579                                   | 2052-04-01      | 3.0000%  | N/A     | $2212480.00        | $1556304.99        | Agency Mortgage-Backed Securities         |
| FNMS 04.000 CLAS8824                                   | 2047-02-01      | 4.0000%  | N/A     | $1026.00           | $315.60            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV3471                                   | 2044-02-01      | 4.5000%  | N/A     | $1001.00           | $85.48             | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLAV4130                                   | 2044-02-01      | 4.5000%  | N/A     | $1000.00           | $208.14            | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLFM2061                                   | 2048-07-01      | 4.5000%  | N/A     | $2879203.00        | $540679.12         | Agency Mortgage-Backed Securities         |
| FNMS 04.500 CLMA3416                                   | 2048-07-01      | 4.5000%  | N/A     | $572895.00         | $45527.12          | Agency Mortgage-Backed Securities         |
| FNMS 05.000 CLFS2865                                   | 2052-09-01      | 5.0000%  | N/A     | $1010.00           | $790.59            | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CL709700                                   | 2033-06-01      | 5.5000%  | N/A     | $2401725.00        | $3907.54           | Agency Mortgage-Backed Securities         |
| FNMS 05.500 CLDD5215                                   | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $996.49            | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CL882685                                   | 2036-06-01      | 6.0000%  | N/A     | $4000000.00        | $10247.29          | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLAA5876                                   | 2039-07-01      | 6.0000%  | N/A     | $5006786.00        | $360005.55         | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLDB2910                                   | 2055-08-01      | 6.0000%  | N/A     | $1000.00           | $1026.72           | Agency Mortgage-Backed Securities         |
| FNMS 06.000 CLMA5674                                   | 2055-04-01      | 6.0000%  | N/A     | $97827.00          | $91620.70          | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLBY4725                                   | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $1038.25           | Agency Mortgage-Backed Securities         |
| FNMS 06.500 CLCC0291                                   | 2055-04-01      | 6.5000%  | N/A     | $1000.00           | $1065.40           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLAD4850                                   | 2035-05-01      | 7.0000%  | N/A     | $1001.00           | $81.09             | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBY7012                                   | 2053-07-01      | 7.0000%  | N/A     | $1000.00           | $1050.25           | Agency Mortgage-Backed Securities         |
| FNMS 07.000 CLBY9939                                   | 2053-12-01      | 7.0000%  | N/A     | $1001.00           | $1058.07           | Agency Mortgage-Backed Securities         |
| FNRA CL002SA R12F002                                   | 2042-02-25      | 2.2027%  | N/A     | $15333333.00       | $196896.27         | Agency Collateralized Mortgage Obligation |
| FNRA CL002SK R15F002                                   | 2045-02-25      | 1.8027%  | N/A     | $56835041.00       | $754223.61         | Agency Collateralized Mortgage Obligation |
| FNRA CL008SM R02F008                                   | 2032-03-25      | 3.8027%  | N/A     | $55000000.00       | $2470.26           | Agency Collateralized Mortgage Obligation |
| FNRA CL014SA R12F014                                   | 2042-03-25      | 2.2027%  | N/A     | $40416958.00       | $354548.19         | Agency Collateralized Mortgage Obligation |
| FNRA CL022S R07F022                                    | 2037-03-25      | 2.4527%  | N/A     | $94696183.00       | $316740.60         | Agency Collateralized Mortgage Obligation |
| FNRA CL023SA R17F023                                   | 2047-04-25      | 1.8027%  | N/A     | $38000000.00       | $491824.41         | Agency Collateralized Mortgage Obligation |
| FNRA CL024SA R14F024                                   | 2044-05-25      | 1.7527%  | N/A     | $33000000.00       | $168512.47         | Agency Collateralized Mortgage Obligation |
| FNRA CL034SB R25F034                                   | 2055-05-25      | 1.7672%  | N/A     | $10506944.00       | $705179.15         | Agency Collateralized Mortgage Obligation |
| FNRA CL038SE R24F038                                   | 2054-06-25      | 1.7672%  | N/A     | $19793856.00       | $596058.49         | Agency Collateralized Mortgage Obligation |
| FNRA CL042AS R10F042                                   | 2040-05-25      | 2.1027%  | N/A     | $42500000.00       | $6094.43           | Agency Collateralized Mortgage Obligation |
| FNRA CL044IS R06F044                                   | 2036-06-25      | 2.3027%  | N/A     | $42412200.00       | $53612.18          | Agency Collateralized Mortgage Obligation |
| FNRA CL053AS R18F053                                   | 2048-07-25      | 1.6931%  | N/A     | $4368424.00        | $39451.85          | Agency Collateralized Mortgage Obligation |
| FNRA CL054IB R17F054                                   | 2047-07-25      | 1.7472%  | N/A     | $167805375.00      | $1141199.74        | Agency Collateralized Mortgage Obligation |
| FNRA CL056FA R23F056                                   | 2053-11-25      | 5.5828%  | N/A     | $19447998.00       | $9839362.75        | Agency Collateralized Mortgage Obligation |
| FNRA CL056JS R24F056                                   | 2054-08-25      | 2.9172%  | N/A     | $100219.00         | $7322.75           | Agency Collateralized Mortgage Obligation |
| FNRA CL059BI R19F059                                   | 2049-10-25      | 1.7274%  | N/A     | $63684502.00       | $696060.71         | Agency Collateralized Mortgage Obligation |
| FNRA CL059CS R19F059                                   | 2049-10-25      | 1.7727%  | N/A     | $6405661.00        | $314547.65         | Agency Collateralized Mortgage Obligation |
| FNRA CL065BS R16F065                                   | 2046-09-25      | 1.8027%  | N/A     | $31164258.00       | $462444.75         | Agency Collateralized Mortgage Obligation |
| FNRA CL065IO R19F065                                   | 2059-11-25      | 1.4743%  | N/A     | $32166333.00       | $380869.29         | Agency Collateralized Mortgage Obligation |
| FNRA CL065TB R24F065                                   | 2054-09-25      | 0.0500%  | N/A     | $39812460.00       | $68825.10          | Agency Collateralized Mortgage Obligation |
| FNRA CL074CS R17F074                                   | 2047-10-25      | 1.9027%  | N/A     | $13709000.00       | $393572.42         | Agency Collateralized Mortgage Obligation |
| FNRA CL076SG R18F076                                   | 2045-06-25      | 1.8027%  | N/A     | $29492801.00       | $839213.96         | Agency Collateralized Mortgage Obligation |
| FNRA CL083QI R05F083                                   | 2035-02-25      | 2.3927%  | N/A     | $14545453.00       | $11061.47          | Agency Collateralized Mortgage Obligation |
| FNRA CL087SX R09F087                                   | 2039-11-25      | 1.9527%  | N/A     | $103151785.00      | $152763.20         | Agency Collateralized Mortgage Obligation |
| FNRA CL089S R05F089                                    | 2035-10-25      | 2.4027%  | N/A     | $31962174.00       | $33606.98          | Agency Collateralized Mortgage Obligation |
| FNRA CL091AS R15F091                                   | 2045-12-25      | 1.7212%  | N/A     | $82366191.00       | $378391.74         | Agency Collateralized Mortgage Obligation |
| FNRA CL128SM R12F128                                   | 2042-11-25      | 1.8527%  | N/A     | $30000000.00       | $376593.47         | Agency Collateralized Mortgage Obligation |
| FNRA CL136SA R10F136                                   | 2040-12-25      | 1.7027%  | N/A     | $118886400.00      | $743315.95         | Agency Collateralized Mortgage Obligation |
| FNRA CL150AS R10F150                                   | 2041-01-25      | 2.1927%  | N/A     | $27857143.00       | $388832.42         | Agency Collateralized Mortgage Obligation |
| FNRA RC034SF R15F034                                   | 2045-06-25      | 0.0000%  | N/A     | $105953.00         | $4.18              | Agency Collateralized Mortgage Obligation |
| FNRA RC040PS R16F040                                   | 2046-07-25      | 1.3105%  | N/A     | $157677272.00      | $524645.07         | Agency Collateralized Mortgage Obligation |
| FNRA RC065SE R24F065                                   | 2054-09-25      | 1.7172%  | N/A     | $69953111.00       | $4230370.42        | Agency Collateralized Mortgage Obligation |
| FNRA RC091FB R07F091                                   | 2037-10-25      | 4.8973%  | N/A     | $1522.00           | $54.65             | Agency Collateralized Mortgage Obligation |
| FNRA RC110AS R11F110                                   | 2041-04-25      | 2.3527%  | N/A     | $100000000.00      | $39324.32          | Agency Collateralized Mortgage Obligation |
| FNRM CL002CI R23F002                                   | 2050-10-25      | 2.0000%  | N/A     | $4100003.00        | $421570.60         | Agency Collateralized Mortgage Obligation |
| FNRM CL018PI R22F018                                   | 2051-11-25      | 4.0000%  | N/A     | $19120021.00       | $2380425.55        | Agency Collateralized Mortgage Obligation |
| FNRM CL022IO R22F022                                   | 2051-10-25      | 2.5000%  | N/A     | $5141508.00        | $724187.04         | Agency Collateralized Mortgage Obligation |
| FNRM CL034MI R21F034                                   | 2051-03-25      | 2.5000%  | N/A     | $260000.00         | $26260.71          | Agency Collateralized Mortgage Obligation |
| FNRM CL043IO R21F043                                   | 2051-06-25      | 2.5000%  | N/A     | $3700000.00        | $424990.63         | Agency Collateralized Mortgage Obligation |
| FNRM CL044MI R21F044                                   | 2051-07-25      | 2.5000%  | N/A     | $1000000.00        | $147467.82         | Agency Collateralized Mortgage Obligation |
| FNRM CL050BC R25F050                                   | 2051-11-25      | 5.5000%  | N/A     | $4966801.00        | $4789815.63        | Agency Collateralized Mortgage Obligation |
| FNRM CL050MI R20F050                                   | 2050-07-25      | 4.5000%  | N/A     | $100000.00         | $6311.78           | Agency Collateralized Mortgage Obligation |
| FNRM CL052CI R21F052                                   | 2047-12-25      | 2.5000%  | N/A     | $2000000.00        | $206957.71         | Agency Collateralized Mortgage Obligation |
| FNRM CL061KI R21F061                                   | 2049-04-25      | 2.5000%  | N/A     | $3600000.00        | $426164.42         | Agency Collateralized Mortgage Obligation |
| FNRM CL063KI R20F063                                   | 2050-09-25      | 2.5000%  | N/A     | $4000000.00        | $69533.33          | Agency Collateralized Mortgage Obligation |
| FNRM CL075BZ R25F075                                   | 2055-09-25      | 5.5000%  | N/A     | $3823860.00        | $3760952.09        | Agency Collateralized Mortgage Obligation |
| FNRM CL094PO R24F094                                   | 2054-08-25      | 0.0000%  | N/A     | $23861240.00       | $14609343.81       | Agency Collateralized Mortgage Obligation |
| FNRM RC001IG R21F001                                   | 2051-02-25      | 2.5000%  | N/A     | $1800000.00        | $228744.84         | Agency Collateralized Mortgage Obligation |
| FNRM RC056DI R20F056                                   | 2050-08-25      | 2.5000%  | N/A     | $800001.00         | $90043.91          | Agency Collateralized Mortgage Obligation |
| FNRM RC057NI R20F057                                   | 2050-08-25      | 2.5000%  | N/A     | $3752416.00        | $478846.01         | Agency Collateralized Mortgage Obligation |
| FNRM RC061HI R20F061                                   | 2050-09-25      | 4.0000%  | N/A     | $4109167.00        | $306579.97         | Agency Collateralized Mortgage Obligation |
| FNRM RC062AI R20F062                                   | 2050-09-25      | 2.5000%  | N/A     | $900000.00         | $106459.14         | Agency Collateralized Mortgage Obligation |
| FNRM RC074EI R20F074                                   | 2050-10-25      | 2.5000%  | N/A     | $500000.00         | $57247.71          | Agency Collateralized Mortgage Obligation |
| FNRM RC075AI R25F075                                   | 2053-06-25      | 5.5000%  | N/A     | $9395127.00        | $1065698.34        | Agency Collateralized Mortgage Obligation |
| FNRM RC077PI R20F077                                   | 2050-11-25      | 2.5000%  | N/A     | $5184745.00        | $486261.03         | Agency Collateralized Mortgage Obligation |
| FNRM RC097AI R20F097                                   | 2051-01-25      | 2.0000%  | N/A     | $3100000.00        | $342641.94         | Agency Collateralized Mortgage Obligation |
| FTRA 4770SA 08/15/43                                   | 2043-08-15      | 1.8937%  | N/A     | $76400829.00       | $664419.35         | Agency Collateralized Mortgage Obligation |
| FTRA 4908SA 12/15/42                                   | 2042-12-15      | 1.6193%  | N/A     | $43734086.00       | $554735.15         | Agency Collateralized Mortgage Obligation |
| GNAR AF MB0431 M                                       | 2055-05-20      | 3.5000%  | N/A     | $181114.00         | $175346.43         | Agency Mortgage-Backed Securities         |
| GNAR AF MB0693 M                                       | 2055-10-20      | 3.5000%  | N/A     | $1329318.00        | $1293144.16        | Agency Mortgage-Backed Securities         |
| GNAR FL MA3416 M                                       | 2045-11-20      | 6.2500%  | N/A     | $441493.00         | $89182.27          | Agency Mortgage-Backed Securities         |
| GNAR FT 082467 M                                       | 2040-01-20      | 5.7500%  | N/A     | $1000000.00        | $30653.76          | Agency Mortgage-Backed Securities         |
| GNAR WK 787723 M                                       | 2048-05-20      | 5.0930%  | N/A     | $3229388.00        | $2834635.93        | Agency Mortgage-Backed Securities         |
| GNAR WN 784594 M                                       | 2042-09-20      | 6.5160%  | N/A     | $150901.00         | $25221.83          | Agency Mortgage-Backed Securities         |
| GNII ET DG7338 C                                       | 2065-03-20      | 6.5000%  | N/A     | $127195.00         | $123979.81         | Agency Mortgage-Backed Securities         |
| GNII ET DI0245 C                                       | 2065-04-20      | 7.0000%  | N/A     | $1162657.00        | $1095065.97        | Agency Mortgage-Backed Securities         |
| GNII ET DJ2775 C                                       | 2065-03-20      | 6.5000%  | N/A     | $396281.00         | $359361.11         | Agency Mortgage-Backed Securities         |
| GNII ET DJ5913 C                                       | 2065-04-20      | 6.5000%  | N/A     | $2227825.00        | $2184028.38        | Agency Mortgage-Backed Securities         |
| GNII ET DJ6158 C                                       | 2065-04-20      | 7.0000%  | N/A     | $1548545.00        | $1597710.41        | Agency Mortgage-Backed Securities         |
| GNII JM MA6212 M                                       | 2049-10-20      | 4.5000%  | N/A     | $1017.00           | $212.21            | Agency Mortgage-Backed Securities         |
| GNII JM MA6332 M                                       | 2049-10-20      | 4.5000%  | N/A     | $2225341.00        | $149169.17         | Agency Mortgage-Backed Securities         |
| GNII JM MA6402 M                                       | 2049-12-20      | 4.5000%  | N/A     | $4371997.00        | $160150.11         | Agency Mortgage-Backed Securities         |
| GNII JM MA6649 M                                       | 2050-05-20      | 4.5000%  | N/A     | $708868.00         | $78850.91          | Agency Mortgage-Backed Securities         |
| GNII JM MA6990 M                                       | 2050-11-20      | 4.5000%  | N/A     | $1000.00           | $200.06            | Agency Mortgage-Backed Securities         |
| GNII JM MA7251 M                                       | 2051-02-20      | 4.5000%  | N/A     | $56287.00          | $34574.60          | Agency Mortgage-Backed Securities         |
| GNII JM MA7308 M                                       | 2051-04-20      | 4.5000%  | N/A     | $658884.00         | $134522.02         | Agency Mortgage-Backed Securities         |
| GNII JM MA7468 M                                       | 2051-06-20      | 4.5000%  | N/A     | $2178187.00        | $595419.69         | Agency Mortgage-Backed Securities         |
| GNII JM MA7528 M                                       | 2049-04-20      | 4.5000%  | N/A     | $2011.00           | $1829.12           | Agency Mortgage-Backed Securities         |
| GNII JM MA7643 M                                       | 2051-08-20      | 4.5000%  | N/A     | $606545.00         | $547248.03         | Agency Mortgage-Backed Securities         |
| GNII JM MA7871 M                                       | 2052-02-20      | 2.5000%  | N/A     | $1000.00           | $665.95            | Agency Mortgage-Backed Securities         |
| GNII JM MB0474 M                                       | 2055-07-20      | 6.5000%  | N/A     | $1200355.00        | $1208308.09        | Agency Mortgage-Backed Securities         |
| GNII JM MB0674 M                                       | 2055-09-20      | 6.0000%  | N/A     | $1079.00           | $1094.63           | Agency Mortgage-Backed Securities         |
| GNII RG CC3456 C                                       | 2040-06-20      | 5.0000%  | N/A     | $810576.00         | $322765.09         | Agency Mortgage-Backed Securities         |
| GNII RG CC3547 C                                       | 2041-09-20      | 4.5000%  | N/A     | $1066.00           | $502.43            | Agency Mortgage-Backed Securities         |
| GNII RG CE3675 C                                       | 2049-07-20      | 5.0000%  | N/A     | $5928545.00        | $2127604.77        | Agency Mortgage-Backed Securities         |
| GNII RG CE3676 C                                       | 2049-07-20      | 5.5000%  | N/A     | $2055499.00        | $429363.69         | Agency Mortgage-Backed Securities         |
| GNII RG CE4961 C                                       | 2050-01-20      | 5.0000%  | N/A     | $247630.00         | $114639.56         | Agency Mortgage-Backed Securities         |
| GNII RG CE4962 C                                       | 2050-02-20      | 5.5000%  | N/A     | $1276053.00        | $489515.40         | Agency Mortgage-Backed Securities         |
| GNII RG CF1394 C                                       | 2039-12-20      | 5.5000%  | N/A     | $209674.00         | $109491.87         | Agency Mortgage-Backed Securities         |
| GNII RG CF1395 C                                       | 2038-08-20      | 6.0000%  | N/A     | $1619800.00        | $675047.72         | Agency Mortgage-Backed Securities         |
| GNII RG CF1396 C                                       | 2038-12-20      | 6.5000%  | N/A     | $1356713.00        | $512130.13         | Agency Mortgage-Backed Securities         |
| GNII RG CL3463 C                                       | 2041-12-20      | 4.0000%  | N/A     | $1150094.00        | $710304.35         | Agency Mortgage-Backed Securities         |
| GNII RG CL3468 C                                       | 2038-11-20      | 6.5000%  | N/A     | $1090301.00        | $853005.43         | Agency Mortgage-Backed Securities         |
| GNII SF BU8834 C                                       | 2050-05-20      | 4.0000%  | N/A     | $2721144.00        | $496876.22         | Agency Mortgage-Backed Securities         |
| GNII SF CS1246 C                                       | 2053-03-20      | 7.5000%  | N/A     | $51540.00          | $44024.30          | Agency Mortgage-Backed Securities         |
| GNII SF DJ4785 C                                       | 2055-04-20      | 7.5000%  | N/A     | $3097136.00        | $3329378.66        | Agency Mortgage-Backed Securities         |
| GNII SF MA5077 M                                       | 2048-03-20      | 3.5000%  | N/A     | $1279551.00        | $152751.31         | Agency Mortgage-Backed Securities         |
| GNII SF MA8269 M                                       | 2052-09-20      | 5.0000%  | N/A     | $1174574.00        | $886223.06         | Agency Mortgage-Backed Securities         |
| GNII SF MA8646 M                                       | 2053-02-20      | 4.5000%  | N/A     | $444305.00         | $355404.11         | Agency Mortgage-Backed Securities         |
| GNII SF MA8726 M                                       | 2053-03-20      | 5.5000%  | N/A     | $1000.00           | $724.26            | Agency Mortgage-Backed Securities         |
| GNII SF MA9853 M                                       | 2054-08-20      | 6.5000%  | N/A     | $62478080.00       | $38197618.84       | Agency Mortgage-Backed Securities         |
| GNII SF MB0026 M                                       | 2054-11-20      | 5.5000%  | N/A     | $484840.00         | $460046.68         | Agency Mortgage-Backed Securities         |
| GNII SF MB0147 M                                       | 2055-01-20      | 5.5000%  | N/A     | $2001.00           | $1881.52           | Agency Mortgage-Backed Securities         |
| GNII SF MB0366 M                                       | 2055-05-20      | 5.5000%  | N/A     | $124479.00         | $124454.89         | Agency Mortgage-Backed Securities         |
| GNII SF MB0424 M                                       | 2055-05-20      | 5.5000%  | N/A     | $1024.00           | $1027.07           | Agency Mortgage-Backed Securities         |
| GNII SF MB0684 M                                       | 2055-09-20      | 4.5000%  | N/A     | $1024.00           | $1004.21           | Agency Mortgage-Backed Securities         |
| GNII SF MB0685 M                                       | 2055-09-20      | 5.0000%  | N/A     | $1000.00           | $1002.15           | Agency Mortgage-Backed Securities         |
| GNII SP 783519 M                                       | 2041-01-20      | 4.0000%  | N/A     | $327851.00         | $17946.15          | Agency Mortgage-Backed Securities         |
| GNMI SF 726316 X                                       | 2039-09-15      | 5.0000%  | N/A     | $4616988.00        | $178801.78         | Agency Mortgage-Backed Securities         |
| GNMI SF CU0256 X                                       | 2053-07-15      | 6.5000%  | N/A     | $1079572.00        | $1088760.82        | Agency Mortgage-Backed Securities         |
| GNMI SF CU0277 X                                       | 2053-09-15      | 7.0000%  | N/A     | $31929.00          | $33013.58          | Agency Mortgage-Backed Securities         |
| GNPL PN DF5004                                         | 2060-10-15      | 5.9600%  | N/A     | $2705610.00        | $2895645.73        | Agency Mortgage-Backed Securities         |
| GNRA 2003-55 PS                                        | 2033-06-20      | 2.5545%  | N/A     | $79814842.00       | $4085.10           | Agency Collateralized Mortgage Obligation |
| GNRA 2005-39 NS                                        | 2035-06-20      | 2.0545%  | N/A     | $50000000.00       | $32494.19          | Agency Collateralized Mortgage Obligation |
| GNRA 2006-47 SA                                        | 2036-08-16      | 2.6537%  | N/A     | $207160131.00      | $300184.36         | Agency Collateralized Mortgage Obligation |
| GNRA 2007-017 AI                                       | 2037-04-16      | 2.4037%  | N/A     | $40000000.00       | $73394.70          | Agency Collateralized Mortgage Obligation |
| GNRA 2009-013 SE                                       | 2039-03-16      | 1.8537%  | N/A     | $50000000.00       | $170561.48         | Agency Collateralized Mortgage Obligation |
| GNRA 2009-106 SL                                       | 2036-04-20      | 1.9545%  | N/A     | $161210059.00      | $205618.04         | Agency Collateralized Mortgage Obligation |
| GNRA 2010-012 SD                                       | 2040-01-16      | 2.2537%  | N/A     | $24000000.00       | $46925.95          | Agency Collateralized Mortgage Obligation |
| GNRA 2010-014 QS                                       | 2040-02-16      | 2.4037%  | N/A     | $25000000.00       | $58278.51          | Agency Collateralized Mortgage Obligation |
| GNRA 2010-042 DS                                       | 2040-04-20      | 1.5545%  | N/A     | $273000000.00      | $997932.56         | Agency Collateralized Mortgage Obligation |
| GNRA 2012-096 SA                                       | 2042-08-20      | 1.9545%  | N/A     | $50739057.00       | $966760.49         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-188 MS                                       | 2043-12-16      | 1.4037%  | N/A     | $88104086.00       | $915500.28         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-056 ST                                       | 2039-12-16      | 1.9537%  | N/A     | $299424.00         | $2175.23           | Agency Collateralized Mortgage Obligation |
| GNRA 2014-118 KS                                       | 2044-08-16      | 1.4537%  | N/A     | $35501323.00       | $782902.37         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-152 AS                                       | 2044-10-20      | 1.4545%  | N/A     | $57000000.00       | $500648.24         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-170 ZA                                       | 2045-10-20      | 3.0000%  | N/A     | $485839.00         | $572354.85         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-61 QS                                        | 2046-05-20      | 1.9045%  | N/A     | $7000000.00        | $217019.49         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-085 SA                                       | 2049-07-20      | 1.9545%  | N/A     | $28514769.00       | $1060246.76        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-10 PS                                        | 2049-09-20      | 1.9045%  | N/A     | $29250000.00       | $1279956.12        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-15 SY                                        | 2049-09-20      | 1.9045%  | N/A     | $62300250.00       | $2759400.66        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-28 SG                                        | 2049-10-20      | 1.9045%  | N/A     | $23561122.00       | $793935.58         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-65 FA                                        | 2049-05-20      | 4.5000%  | N/A     | $1593.00           | $300.02            | Agency Collateralized Mortgage Obligation |
| GNRA 2019-84 MS                                        | 2049-07-20      | 1.9545%  | N/A     | $74239973.00       | $1275964.48        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-97 SB                                        | 2049-08-20      | 1.9045%  | N/A     | $33952064.00       | $1130326.54        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-011 IO                                       | 2048-10-20      | 0.3225%  | N/A     | $100044.00         | $618.24            | Agency Collateralized Mortgage Obligation |
| GNRA 2020-036 SA                                       | 2050-03-20      | 0.0000%  | N/A     | $200000000.00      | $647804.37         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-076 KS                                       | 2050-05-20      | 1.9545%  | N/A     | $15622546.00       | $663767.85         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-041 FS                                       | 2050-10-20      | 2.0000%  | N/A     | $18056377.00       | $1068361.43        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-049 SA                                       | 2051-03-20      | 2.1545%  | N/A     | $100386.00         | $4728.96           | Agency Collateralized Mortgage Obligation |
| GNRA 2021-135 GS                                       | 2051-08-20      | 2.1545%  | N/A     | $12133094.00       | $1172819.66        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-137 ES                                       | 2051-07-20      | 0.0000%  | N/A     | $89365000.00       | $234487.73         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-155 SM                                       | 2051-07-20      | 2.1545%  | N/A     | $7000000.00        | $664099.76         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-101 AS                                       | 2052-06-20      | 1.8662%  | N/A     | $80000000.00       | $4662445.36        | Agency Collateralized Mortgage Obligation |
| GNRA 2022-153 YF                                       | 2052-09-20      | 5.1338%  | N/A     | $52000.00          | $39666.93          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-197 SE                                       | 2048-03-20      | 2.0045%  | N/A     | $4587781.00        | $441651.04         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-208 SB                                       | 2052-12-20      | 2.0862%  | N/A     | $32384320.00       | $1710517.25        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-054 S                                        | 2053-04-20      | 2.0162%  | N/A     | $30299593.00       | $1701341.35        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-05O MI                                       | 2073-01-20      | 0.9423%  | N/A     | $15464060.00       | $1238003.93        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-070 FA                                       | 2053-05-20      | 5.1838%  | N/A     | $512025.00         | $386563.66         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-106 ST                                       | 2053-07-20      | 1.7662%  | N/A     | $39064000.00       | $1010425.49        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-10O IK                                       | 2071-06-20      | 0.4787%  | N/A     | $26399972.00       | $527206.09         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-135 TA                                       | 2053-09-20      | 0.2000%  | N/A     | $50000000.00       | $60185.38          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-151 SD                                       | 2053-10-20      | 2.8162%  | N/A     | $33152702.00       | $2151812.75        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-164 CS                                       | 2053-11-20      | 2.9162%  | N/A     | $14694517.00       | $953497.30         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-16O IG                                       | 2073-06-20      | 0.3171%  | N/A     | $17900000.00       | $656782.62         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-176 FA                                       | 2053-11-20      | 6.0838%  | N/A     | $1728895.00        | $653260.94         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-187 FE                                       | 2053-12-20      | 5.4338%  | N/A     | $1649203.00        | $822300.01         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-23O IL                                       | 2073-09-20      | 0.6477%  | N/A     | $37811767.00       | $2129639.29        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-28O IC                                       | 2073-12-20      | 0.5885%  | N/A     | $30517545.00       | $1975397.69        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-021 TE                                       | 2053-07-20      | 0.1000%  | N/A     | $5239396.00        | $8941.20           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-066 FC                                       | 2054-04-20      | 5.3138%  | N/A     | $1165255.00        | $815319.88         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-079 VS                                       | 2054-05-20      | 1.0662%  | N/A     | $25842323.00       | $1060672.08        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-08O BI                                       | 2074-05-20      | 0.7600%  | N/A     | $29282264.00       | $1969204.36        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-097 FA                                       | 2054-06-20      | 5.3838%  | N/A     | $13214316.00       | $7032831.36        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-144 SJ                                       | 2054-01-20      | 1.5662%  | N/A     | $34784257.00       | $1621249.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-14O IH                                       | 2074-08-20      | 0.8183%  | N/A     | $21852326.00       | $1596177.12        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-172 FA                                       | 2054-10-20      | 5.2838%  | N/A     | $762026.00         | $611756.51         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-172 FB                                       | 2054-10-20      | 5.1838%  | N/A     | $836727.00         | $753470.67         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-172 SB                                       | 2054-10-20      | 1.3162%  | N/A     | $31522868.00       | $1364038.96        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-174 CS                                       | 2054-10-20      | 0.0000%  | N/A     | $178997.00         | $0.28              | Agency Collateralized Mortgage Obligation |
| GNRA 2024-17O ID                                       | 2074-09-20      | 0.8267%  | N/A     | $73200000.00       | $5357342.64        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-186 FA                                       | 2054-11-20      | 5.7838%  | N/A     | $6256.00           | $5112.19           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-186 S                                        | 2053-02-20      | 1.3662%  | N/A     | $67725256.00       | $3178268.67        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-18O IC                                       | 2074-09-20      | 0.7561%  | N/A     | $33500000.00       | $2105900.83        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-197 YG                                       | 2054-12-20      | 5.0338%  | N/A     | $174227.00         | $122758.82         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-200 CS                                       | 2054-12-20      | 1.8662%  | N/A     | $36404091.00       | $2019371.58        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-022 SA                                       | 2055-02-20      | 1.7062%  | N/A     | $3958552.00        | $197495.09         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-048 FA                                       | 2055-03-20      | 5.2338%  | N/A     | $1000.00           | $965.59            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-048 SA                                       | 2055-03-20      | 1.7662%  | N/A     | $37959533.00       | $2504956.22        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 SB                                       | 2055-04-20      | 1.7662%  | N/A     | $66375526.00       | $3859791.79        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-061 SG                                       | 2065-04-20      | 1.1162%  | N/A     | $31421041.00       | $732908.76         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-066 FC                                       | 2055-04-20      | 5.3338%  | N/A     | $1024.00           | $1006.65           | Agency Collateralized Mortgage Obligation |
| GNRA 2025-082 SD                                       | 2065-05-20      | 1.6162%  | N/A     | $50623112.00       | $1214957.40        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-082 TC                                       | 2055-05-20      | 0.1000%  | N/A     | $50000000.00       | $131898.90         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-082 TE                                       | 2055-05-20      | 0.0500%  | N/A     | $62500000.00       | $82344.45          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-095 SC                                       | 2055-05-20      | 0.9462%  | N/A     | $10890423.00       | $486921.28         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 AF                                       | 2055-06-20      | 5.5838%  | N/A     | $1000.00           | $957.04            | Agency Collateralized Mortgage Obligation |
| GNRA 2025-105 XS                                       | 2049-09-20      | 1.9045%  | N/A     | $23019651.00       | $2770126.24        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-146 SB                                       | 2055-08-20      | 1.1662%  | N/A     | $100000000.00      | $4069487.12        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-146 SC                                       | 2055-08-20      | 1.7662%  | N/A     | $250000000.00      | $13409015.85       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-146 SJ                                       | 2054-05-20      | 1.7662%  | N/A     | $104260319.00      | $5374989.46        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-146 TA                                       | 2053-03-20      | 0.1000%  | N/A     | $30617387.00       | $70644.25          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-146 TB                                       | 2053-02-20      | 0.0500%  | N/A     | $33370779.00       | $40685.38          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-146 TC                                       | 2053-02-20      | 0.0900%  | N/A     | $20375261.00       | $46320.64          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-146 TL                                       | 2053-03-20      | 0.3500%  | N/A     | $18400213.00       | $212340.65         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-146 TS                                       | 2054-01-20      | 0.1600%  | N/A     | $31344687.00       | $174426.86         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-146 TU                                       | 2054-04-20      | 0.0200%  | N/A     | $21285519.00       | $14608.83          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-164 ZU                                       | 2055-09-20      | 4.5000%  | N/A     | $100682.00         | $94930.60          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-171 HF                                       | 2055-10-20      | 5.2912%  | N/A     | $152649.00         | $154951.82         | Agency Collateralized Mortgage Obligation |
| GNRM 2011-155 AI                                       | 2040-08-20      | 5.0000%  | N/A     | $103601.00         | $16.52             | Agency Collateralized Mortgage Obligation |
| GNRM 2015-082 AI                                       | 2045-06-20      | 7.0000%  | N/A     | $14100000.00       | $127069.58         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-126 GI                                       | 2050-08-20      | 3.0000%  | N/A     | $18485964.00       | $1531017.19        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-165 QI                                       | 2050-08-20      | 3.0000%  | N/A     | $27694635.00       | $1884344.03        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-076 NI                                       | 2050-08-20      | 3.0000%  | N/A     | $19186050.00       | $1416271.94        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-077 LI                                       | 2050-08-20      | 3.0000%  | N/A     | $6666667.00        | $565814.00         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-116 IY                                       | 2051-06-20      | 3.5000%  | N/A     | $52118480.00       | $4699350.12        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-139 IY                                       | 2051-08-20      | 3.0000%  | N/A     | $461825.00         | $57112.19          | Agency Collateralized Mortgage Obligation |
| GNRM 2021-146 IP                                       | 2051-08-20      | 2.5000%  | N/A     | $9058640.00        | $859231.81         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-188 PA                                       | 2051-10-20      | 2.0000%  | N/A     | $52763.00          | $24979.15          | Agency Collateralized Mortgage Obligation |
| GNRM 2022-081 H                                        | 2051-08-20      | 3.5000%  | N/A     | $403943.00         | $260744.44         | Agency Collateralized Mortgage Obligation |
| GNRM 2023-116 LO                                       | 2053-08-20      | 0.0000%  | N/A     | $246660.00         | $102175.02         | Agency Collateralized Mortgage Obligation |
| GNRM 2023-146 AO                                       | 2053-10-20      | 0.0000%  | N/A     | $4913140.00        | $1976301.34        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-005 MJ                                       | 2054-01-20      | 5.5000%  | N/A     | $5210114.00        | $5256225.25        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-040 IA                                       | 2054-01-20      | 6.0000%  | N/A     | $2754950.00        | $273748.33         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-061 DY                                       | 2054-04-20      | 5.7500%  | N/A     | $362231.00         | $370397.74         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-089 EL                                       | 2054-05-20      | 5.5000%  | N/A     | $1052186.00        | $1076662.30        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-157 BO                                       | 2053-08-20      | 0.0000%  | N/A     | $6716768.00        | $4082387.00        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-186 CO                                       | 2054-11-20      | 0.0000%  | N/A     | $1000.00           | $563.16            | Agency Collateralized Mortgage Obligation |
| MNRA RC0052A2 R24M00                                   | 2033-10-25      | 4.7154%  | N/A     | $132085.00         | $133332.10         | Agency Collateralized Mortgage Obligation |

### Security 5: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDJCSQA5
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | N/A     | $4145500.00        | $4873232.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | N/A     | $935700.00         | $948491.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 2.0000%  | N/A     | $11192800.00       | $6702111.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 0.0000%  | N/A     | $11563700.00       | $3512982.68        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 0.0000%  | N/A     | $1058.80           | $637.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 0.0000%  | N/A     | $48229800.00       | $18933524.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-08-15      | 0.0000%  | N/A     | $35.44             | $21.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 1.3750%  | N/A     | $100.00            | $93.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-08-31      | 3.8750%  | N/A     | $611400800.00      | $614916168.82      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | N/A     | $900.00            | $942.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | N/A     | $201500.00         | $201165.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | N/A     | $200.00            | $150.64            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 3.8635%  | N/A     | $1000.00           | $998.79            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $2247200.00        | $2267244.05        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-31      | 4.3750%  | N/A     | $6617200.00        | $6883194.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 2.6250%  | N/A     | $9600.00           | $9631.99           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | N/A     | $85100.00          | $86848.08          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.0000%  | N/A     | $25692100.00       | $10343485.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-31      | 4.0000%  | N/A     | $7535100.00        | $7697556.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $80990900.00       | $83651743.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 0.0000%  | N/A     | $1.47              | $0.71              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 0.0000%  | N/A     | $3792200.00        | $948941.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 0.0000%  | N/A     | $60.19             | $57.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-05-15      | 3.6250%  | N/A     | $24500.00          | $20907.50          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 0.0000%  | N/A     | $514.77            | $147.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 0.0000%  | N/A     | $1239131.36        | $554401.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 0.0000%  | N/A     | $41.92             | $13.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 3.2500%  | N/A     | $163500.00         | $164260.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 4.0000%  | N/A     | $1510900.00        | $1534404.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-08-15      | 0.0000%  | N/A     | $2319.09           | $1305.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 0.0000%  | N/A     | $117.49            | $42.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 6.1250%  | N/A     | $200.00            | $215.47            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $105280900.00      | $47001078.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 0.0000%  | N/A     | $31368601.22       | $20929695.37       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.0000%  | N/A     | $897.13            | $390.29            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $4975800.00        | $4989886.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-15      | 1.6250%  | N/A     | $61787000.00       | $64601724.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.9255%  | N/A     | $500.00            | $499.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 6.7500%  | N/A     | $12855200.00       | $13333074.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-08-15      | 4.5000%  | N/A     | $100.00            | $102.27            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.1250%  | N/A     | $1336100.00        | $858025.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 0.0000%  | N/A     | $2626500.00        | $930448.13         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 0.0000%  | N/A     | $36.54             | $25.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 1.6250%  | N/A     | $600.00            | $589.43            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-08-15      | 0.0000%  | N/A     | $36.22             | $22.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 0.0000%  | N/A     | $2888700.00        | $1306902.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.0000%  | N/A     | $700.00            | $200.90            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 0.0000%  | N/A     | $194.02            | $118.39            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.0000%  | N/A     | $20.48             | $17.06             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-11-15      | 0.0000%  | N/A     | $16631100.00       | $8931848.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 0.0000%  | N/A     | $26715534.89       | $11310556.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-15      | 2.3750%  | N/A     | $1413600.00        | $1369458.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $2665400.00        | $2547464.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 3.9705%  | N/A     | $300.00            | $300.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-31      | 3.7500%  | N/A     | $2009600.00        | $2044318.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 3.0000%  | N/A     | $12355500.00       | $9487951.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | N/A     | $1244500.00        | $1177789.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 0.0000%  | N/A     | $23.05             | $9.38              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 0.0000%  | N/A     | $59.48             | $41.77             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-15      | 4.6250%  | N/A     | $700.00            | $709.21            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | N/A     | $100.00            | $101.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 0.5000%  | N/A     | $801900.00         | $765024.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 0.0000%  | N/A     | $90.91             | $33.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-05-15      | 0.0000%  | N/A     | $56300.00          | $20233.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-30      | 4.8750%  | N/A     | $23633700.00       | $24130459.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | N/A     | $1028400.00        | $852235.41         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | N/A     | $3320800.00        | $3159333.39        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-15      | 0.0000%  | N/A     | $6.30              | $5.19              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-15      | 4.1250%  | N/A     | $100.00            | $101.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | N/A     | $500.00            | $486.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 4.6250%  | N/A     | $100.00            | $101.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 0.0000%  | N/A     | $300.00            | $92.30             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $3900.00           | $2576.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 0.0000%  | N/A     | $375000.00         | $108795.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 0.0000%  | N/A     | $2444975.90        | $1694891.52        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | N/A     | $101000.00         | $99537.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | N/A     | $7438400.00        | $6700084.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-11-15      | 0.0000%  | N/A     | $75.25             | $44.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 4.6250%  | N/A     | $2061000.00        | $2126622.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-15      | 0.0000%  | N/A     | $1207945.03        | $1069669.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | N/A     | $44900.00          | $45748.21          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | N/A     | $1600.00           | $1667.31           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | N/A     | $1000.00           | $995.35            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $200.00            | $206.77            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | N/A     | $9000.00           | $9459.96           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | N/A     | $200.00            | $202.74            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $15306900.00       | $14492489.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | N/A     | $212400.00         | $219882.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-12      | 0.0000%  | N/A     | $1208100.00        | $1191546.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 0.0000%  | N/A     | $100.00            | $34.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 0.0000%  | N/A     | $4371400.00        | $1738540.75        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $8432800.00        | $8539930.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 1.2500%  | N/A     | $100.00            | $97.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-11-15      | 0.0000%  | N/A     | $33400.00          | $18535.06          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $120275100.00      | $119274411.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | N/A     | $78396300.00       | $52150907.26       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 0.0000%  | N/A     | $973022.99         | $487903.89         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | N/A     | $22948600.00       | $23057338.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | N/A     | $500000.00         | $481635.25         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $544000.00         | $544767.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-11-15      | 0.0000%  | N/A     | $9383143.82        | $5794053.78        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | N/A     | $26300.00          | $26526.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $8210200.00        | $7112814.36        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 0.0000%  | N/A     | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | N/A     | $400.00            | $321.54            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 0.0000%  | N/A     | $200.00            | $99.97             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | N/A     | $2106700.00        | $2234709.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 0.0000%  | N/A     | $25.34             | $8.59              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 0.6250%  | N/A     | $1133900.00        | $1225056.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | N/A     | $300.00            | $321.09            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | N/A     | $382800.00         | $385284.53         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 0.0000%  | N/A     | $248800.00         | $130200.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 0.0000%  | N/A     | $41.18             | $12.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | N/A     | $3000.00           | $3081.34           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 0.0000%  | N/A     | $754400.00         | $400151.11         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-31      | 3.5000%  | N/A     | $2300.00           | $2302.79           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | N/A     | $100.00            | $88.38             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | N/A     | $4795900.00        | $5161109.57        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | N/A     | $163388200.00      | $190286160.84      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 3.7500%  | N/A     | $1664600.00        | $1666486.58        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | N/A     | $200.00            | $170.89            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 0.0000%  | N/A     | $7132961.25        | $2796242.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 2.1250%  | N/A     | $3900.00           | $5797.38           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | N/A     | $4912500.00        | $6026298.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 0.0000%  | N/A     | $4400.00           | $1290.24           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $482900.00         | $463119.10         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | N/A     | $4230900.00        | $4320287.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 2.3750%  | N/A     | $7055000.00        | $6784036.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | N/A     | $41000.00          | $44599.99          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 0.0000%  | N/A     | $17903093.96       | $6603251.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 0.0000%  | N/A     | $0.14              | $0.04              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 0.0000%  | N/A     | $259.27            | $85.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 3.8750%  | N/A     | $2191800.00        | $2205192.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 0.0000%  | N/A     | $0.10              | $0.04              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-06-30      | 4.0000%  | N/A     | $2874800.00        | $2941548.74        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-08-15      | 3.6250%  | N/A     | $100.00            | $88.81             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-01-15      | 1.1250%  | N/A     | $63439700.00       | $66862610.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | N/A     | $193500300.00      | $144689882.98      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.0000%  | N/A     | $40200.00          | $39880.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | N/A     | $2352700.00        | $2496977.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $100.00            | $97.71             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 0.0000%  | N/A     | $117.30            | $35.66             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 0.0000%  | N/A     | $8071.76           | $5317.86           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 0.0000%  | N/A     | $200.00            | $53.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | N/A     | $169300.00         | $177244.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | N/A     | $1136500.00        | $1120191.23        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-08-15      | 0.0000%  | N/A     | $39.06             | $13.56             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 0.0000%  | N/A     | $29100.00          | $11287.19          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | N/A     | $200.00            | $204.18            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | N/A     | $20905500.00       | $27761620.70       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 0.0000%  | N/A     | $200.00            | $75.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 0.0000%  | N/A     | $584172.27         | $210455.65         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-09      | 0.0000%  | N/A     | $656800.00         | $654067.71         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 0.0000%  | N/A     | $45.46             | $18.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 0.0000%  | N/A     | $6583170.00        | $3081641.13        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 0.0000%  | N/A     | $2100300.00        | $1078571.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | N/A     | $19158300.00       | $20188172.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 0.0000%  | N/A     | $207.40            | $85.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-04-30      | 4.0000%  | N/A     | $4009000.00        | $4040791.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $4951300.00        | $4690002.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $200.00            | $175.01            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 0.0000%  | N/A     | $107880806.49      | $53345440.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | N/A     | $6112600.00        | $5717418.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $100.00            | $61.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | N/A     | $400.00            | $397.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | N/A     | $300.00            | $312.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | N/A     | $100.00            | $64.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-05-15      | 0.0000%  | N/A     | $26.85             | $17.01             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.6250%  | N/A     | $100.00            | $100.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | N/A     | $100.00            | $91.14             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 2.2500%  | N/A     | $994600.00         | $975552.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | N/A     | $3414400.00        | $3131805.77        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 0.5000%  | N/A     | $9765000.00        | $12639707.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 0.0000%  | N/A     | $97.78             | $30.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.0105%  | N/A     | $400.00            | $400.04            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 0.0000%  | N/A     | $54822000.00       | $14445816.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 0.0000%  | N/A     | $100.00            | $36.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 1.2500%  | N/A     | $300.00            | $280.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 0.0000%  | N/A     | $4.65              | $2.69              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $100.00            | $95.44             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | N/A     | $100.00            | $99.18             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 0.0000%  | N/A     | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | N/A     | $2249100.00        | $2297536.19        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 2.6250%  | N/A     | $1638900.00        | $1649559.04        | U.S. Treasuries (including strips) |

### Security 6: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDTW4XQ1
- **C.18 - Value (incl. sponsor support):** $97000000.00
- **C.18.a - Value (excl. sponsor support):** $97000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2035-07-15      | 1.8750%  | N/A     | $1000.00           | $1021.13           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-08-15      | 0.0000%  | N/A     | $6276892.33        | $3729164.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 0.0000%  | N/A     | $68.41             | $22.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $100.00            | $86.63             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 0.0000%  | N/A     | $200.00            | $75.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | N/A     | $27313000.00       | $27212372.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 0.0000%  | N/A     | $137.72            | $78.54             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 0.0000%  | N/A     | $0.48              | $0.13              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 0.0000%  | N/A     | $200.00            | $62.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 0.0000%  | N/A     | $100.00            | $45.24             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 0.0000%  | N/A     | $16.33             | $11.47             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-11-15      | 0.0000%  | N/A     | $3949651.11        | $2191827.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | N/A     | $51407000.00       | $51294418.67       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 4.1250%  | N/A     | $8096000.00        | $7479336.70        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | N/A     | $800.00            | $690.57            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 0.0000%  | N/A     | $1.31              | $1.13              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.0000%  | N/A     | $300.00            | $86.10             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 0.0000%  | N/A     | $33.79             | $28.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 0.0000%  | N/A     | $0.70              | $0.56              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 0.0000%  | N/A     | $124.65            | $49.42             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 0.0000%  | N/A     | $100.00            | $32.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | N/A     | $2000.00           | $2105.61           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $3341600.00        | $3371405.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-02-15      | 0.0000%  | N/A     | $7.50              | $2.11              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 0.0000%  | N/A     | $100.00            | $26.55             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.0000%  | N/A     | $53.58             | $45.08             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 0.0000%  | N/A     | $300.00            | $116.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-01-15      | 2.1250%  | N/A     | $100.00            | $106.08            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 0.0000%  | N/A     | $296226.26         | $197647.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-08-15      | 0.0000%  | N/A     | $4.33              | $1.43              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 0.0000%  | N/A     | $92.28             | $34.84             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.0000%  | N/A     | $159.84            | $49.16             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-08-15      | 0.0000%  | N/A     | $3768.31           | $2120.80           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 0.0000%  | N/A     | $403.11            | $145.23            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 0.0000%  | N/A     | $1609964.49        | $720315.82         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 4.2500%  | N/A     | $1540200.00        | $1563018.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 2.0000%  | N/A     | $200.00            | $143.68            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 0.0000%  | N/A     | $10.36             | $10.25             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 0.0000%  | N/A     | $2.72              | $2.62              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-31      | 0.3750%  | N/A     | $300.00            | $298.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-05-15      | 0.0000%  | N/A     | $10.85             | $4.00              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 0.0000%  | N/A     | $71.24             | $45.73             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | N/A     | $1300.00           | $1651.72           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | N/A     | $100.00            | $122.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 0.0000%  | N/A     | $53.09             | $26.62             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 0.0000%  | N/A     | $11.67             | $7.89              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 0.0000%  | N/A     | $32.60             | $15.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 0.0000%  | N/A     | $200.00            | $53.89             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-08-15      | 0.0000%  | N/A     | $2.81              | $1.02              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $100.00            | $97.43             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-05-15      | 0.0000%  | N/A     | $84.82             | $51.07             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | N/A     | $1153700.00        | $1168309.37        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-08-15      | 0.0000%  | N/A     | $200.00            | $58.65             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 0.0000%  | N/A     | $70.35             | $54.28             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 0.0000%  | N/A     | $100.00            | $38.26             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-11-15      | 0.0000%  | N/A     | $1017.59           | $661.61            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-08-15      | 0.0000%  | N/A     | $300.00            | $81.27             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.0105%  | N/A     | $1600.00           | $1600.15           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 0.0000%  | N/A     | $18.12             | $5.92              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 0.0000%  | N/A     | $200.00            | $104.66            | U.S. Treasuries (including strips) |

### Security 7: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA
- **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: N/A, C.3 - LEI: R0MUWSFPU8MPRO8K5P83, C.5 - Other ID: BYDTW4YC1
- **C.18 - Value (incl. sponsor support):** $331000000.00
- **C.18.a - Value (excl. sponsor support):** $331000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 ACES FNMA_16-M3                                       | 2026-02-25      | 2.7020%  | N/A     | $2238.00           | $920.57            | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-56                                            | 2050-08-25      | 2.5000%  | N/A     | $300008.00         | $33767.33          | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-74                                            | 2050-10-25      | 2.5000%  | N/A     | $200011.00         | $22900.34          | Agency Collateralized Mortgage Obligation |
| FANNIEMAE-ACES FNA_18-M13                                        | 2030-09-25      | 3.7500%  | N/A     | $1350.00           | $949.45            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2055-08-01      | 7.0000%  | N/A     | $1000.00           | $1016.23           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $693.61            | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2054-11-01      | 5.5000%  | N/A     | $21742737.00       | $21798704.03       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                           | 2051-01-01      | 3.5000%  | N/A     | $14896920.00       | $14080876.65       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5163                | 2051-11-25      | 3.0000%  | N/A     | $1268.00           | $160.74            | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5168                | 2051-10-25      | 3.0000%  | N/A     | $1161.00           | $433.42            | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-07-01      | 6.0000%  | N/A     | $1000.00           | $1022.04           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-05-01      | 5.5000%  | N/A     | $1536.00           | $1472.57           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                            | 2055-11-01      | 5.0000%  | N/A     | $1000.00           | $1000.37           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1                  | 2051-02-25      | 2.5000%  | N/A     | $400000.00         | $50832.19          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-22                 | 2051-10-25      | 2.5000%  | N/A     | $6589843.00        | $928186.62         | Agency Collateralized Mortgage Obligation |
| FHLK_09-1                                                        | 2029-03-25      | 0.5589%  | N/A     | $124024.00         | $2105.59           | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_KL06 | 2029-12-25      | 1.3585%  | N/A     | $14300101.00       | $672743.68         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K068              | 2027-08-25      | 0.4055%  | N/A     | $1960000.00        | $11466.34          | Agency Collateralized Mortgage Obligation |
| FHLMC_3632                                                       | 2040-02-15      | 3.0062%  | N/A     | $2800000.00        | $509831.00         | Agency Collateralized Mortgage Obligation |
| FHLMC_3990                                                       | 2027-01-15      | 2.3018%  | N/A     | $1494762.00        | $197.14            | Agency Collateralized Mortgage Obligation |
| FHLMC_433                                                        | 2044-02-15      | 2.3018%  | N/A     | $174598912.00      | $1673587.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_4448                                                       | 2040-05-15      | 1.8709%  | N/A     | $113880121.00      | $433707.13         | Agency Collateralized Mortgage Obligation |
| FHLMC_4454D                                                      | 2045-03-15      | 3.0000%  | N/A     | $1100.00           | $645.21            | Agency Collateralized Mortgage Obligation |
| FHLMC_4794B                                                      | 2043-03-15      | 1.8552%  | N/A     | $100001.00         | $809.87            | Agency Collateralized Mortgage Obligation |
| FHLMC_4923F                                                      | 2053-01-15      | 0.4887%  | N/A     | $160281.00         | $589.56            | Agency Collateralized Mortgage Obligation |
| FHLMC_5050J                                                      | 2050-12-25      | 2.0000%  | N/A     | $2500000.00        | $219385.57         | Agency Collateralized Mortgage Obligation |
| FHLMC_5064B                                                      | 2033-09-25      | 3.0000%  | N/A     | $29295347.00       | $704859.99         | Agency Collateralized Mortgage Obligation |
| FHLMC_5069                                                       | 2051-02-25      | 2.5000%  | N/A     | $100000.00         | $9905.80           | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                                      | 2051-02-25      | 3.0000%  | N/A     | $1723559.00        | $161644.93         | Agency Collateralized Mortgage Obligation |
| FHLMC_5095B                                                      | 2051-04-25      | 3.0000%  | N/A     | $2190380.00        | $256504.75         | Agency Collateralized Mortgage Obligation |
| FHLMC_5123F                                                      | 2048-08-25      | 2.5000%  | N/A     | $5923232.00        | $552914.66         | Agency Collateralized Mortgage Obligation |
| FHLMC_5135C                                                      | 2048-05-25      | 2.5000%  | N/A     | $25255343.00       | $2476829.15        | Agency Collateralized Mortgage Obligation |
| FHLMC_5196D                                                      | 2052-02-25      | 0.0000%  | N/A     | $5823664.00        | $318.56            | Agency Collateralized Mortgage Obligation |
| FHLMC_5252E                                                      | 2050-10-25      | 3.5000%  | N/A     | $9479000.00        | $9223041.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5262B                                                      | 2052-10-25      | 1.0172%  | N/A     | $100011.00         | $3546.14           | Agency Collateralized Mortgage Obligation |
| FHLMC_5339E                                                      | 2053-09-25      | 1.7872%  | N/A     | $100000.00         | $3642.38           | Agency Collateralized Mortgage Obligation |
| FHLMC_5378C                                                      | 2054-02-25      | 1.8172%  | N/A     | $50000000.00       | $1480715.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_5379B                                                      | 2054-02-25      | 1.6172%  | N/A     | $39799947.00       | $1157805.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_5389D                                                      | 2051-10-25      | 2.5000%  | N/A     | $129338.00         | $14813.95          | Agency Collateralized Mortgage Obligation |
| FHLMC_5409J                                                      | 2054-05-25      | 0.7172%  | N/A     | $65000000.00       | $1066089.78        | Agency Collateralized Mortgage Obligation |
| FHLMC_5426B                                                      | 2054-06-25      | 21.0237% | N/A     | $4193516.00        | $3380805.94        | Agency Collateralized Mortgage Obligation |
| FHLMC_5431A                                                      | 2054-07-25      | 10.0033% | N/A     | $9424470.00        | $9465757.98        | Agency Collateralized Mortgage Obligation |
| FHLMC_5474A                                                      | 2054-11-25      | 3.0172%  | N/A     | $45325088.00       | $4087691.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_5475C                                                      | 2054-11-25      | 0.3672%  | N/A     | $100043.00         | $2121.58           | Agency Collateralized Mortgage Obligation |
| FHLMC_5483D                                                      | 2054-12-25      | 12.6412% | N/A     | $2417708.00        | $2535043.68        | Agency Collateralized Mortgage Obligation |
| FHLMC_5523A                                                      | 2053-11-25      | 2.9672%  | N/A     | $18446933.00       | $1296208.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_5528B                                                      | 2055-04-25      | 1.8172%  | N/A     | $50558502.00       | $2474954.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_5530B                                                      | 2055-04-25      | 1.1672%  | N/A     | $160670588.00      | $8301584.88        | Agency Collateralized Mortgage Obligation |
| FHLMC_5571A                                                      | 2055-08-25      | 1.6172%  | N/A     | $100032.00         | $5871.75           | Agency Collateralized Mortgage Obligation |
| FHLMC_5588A                                                      | 2055-10-25      | 1.1672%  | N/A     | $7519279.00        | $380927.88         | Agency Collateralized Mortgage Obligation |
| FHLMC_5588C                                                      | 2054-07-25      | 0.0000%  | N/A     | $811091.00         | $667951.28         | Agency Collateralized Mortgage Obligation |
| FHLMC_5597A                                                      | 2055-11-25      | 0.2700%  | N/A     | $122212926.00      | $4282218.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_5597B                                                      | 2055-11-25      | 0.5012%  | N/A     | $213500000.00      | $6954661.51        | Agency Collateralized Mortgage Obligation |
| FHMS_K743                                                        | 2028-05-25      | 0.9068%  | N/A     | $1060774.00        | $22105.64          | Agency Collateralized Mortgage Obligation |
| FHSTR-377                                                        | 2051-01-25      | 2.0000%  | N/A     | $100309.00         | $9079.47           | Agency Collateralized Mortgage Obligation |
| FNMA_12-51                                                       | 2042-05-25      | 1.6227%  | N/A     | $83979859.00       | $1221669.67        | Agency Collateralized Mortgage Obligation |
| FNMA_12-56A                                                      | 2042-06-25      | 1.6027%  | N/A     | $100000000.00      | $869830.84         | Agency Collateralized Mortgage Obligation |
| FNMA_12-74B                                                      | 2042-07-25      | 1.7527%  | N/A     | $213102032.00      | $3334188.52        | Agency Collateralized Mortgage Obligation |
| FNMA_14-74A                                                      | 2040-02-25      | 1.8728%  | N/A     | $206272.00         | $1908.30           | Agency Collateralized Mortgage Obligation |
| FNMA_15-34A                                                      | 2045-06-25      | 0.0000%  | N/A     | $140648.00         | $5.55              | Agency Collateralized Mortgage Obligation |
| FNMA_17-54E                                                      | 2047-07-25      | 1.7472%  | N/A     | $100484.00         | $683.37            | Agency Collateralized Mortgage Obligation |
| FNMA_18-53D                                                      | 2048-07-25      | 1.6931%  | N/A     | $12691776.00       | $114621.21         | Agency Collateralized Mortgage Obligation |
| FNMA_18-86                                                       | 2048-12-25      | 4.5973%  | N/A     | $1005.00           | $249.44            | Agency Collateralized Mortgage Obligation |
| FNMA_19-35J                                                      | 2059-07-25      | 1.7051%  | N/A     | $100033.00         | $1114.35           | Agency Collateralized Mortgage Obligation |
| FNMA_19-41A                                                      | 2049-08-25      | 1.8027%  | N/A     | $146920181.00      | $5327498.69        | Agency Collateralized Mortgage Obligation |
| FNMA_20-57                                                       | 2050-08-25      | 2.5000%  | N/A     | $4099999.00        | $523201.10         | Agency Collateralized Mortgage Obligation |
| FNMA_20-61D                                                      | 2050-09-25      | 4.0000%  | N/A     | $47701220.00       | $3558930.22        | Agency Collateralized Mortgage Obligation |
| FNMA_20-67D                                                      | 2050-09-25      | 2.0000%  | N/A     | $12500000.00       | $1232293.82        | Agency Collateralized Mortgage Obligation |
| FNMA_20-97A                                                      | 2051-01-25      | 2.0000%  | N/A     | $200002.00         | $22106.15          | Agency Collateralized Mortgage Obligation |
| FNMA_21-33                                                       | 2047-05-25      | 2.5000%  | N/A     | $10859303.00       | $1093862.09        | Agency Collateralized Mortgage Obligation |
| FNMA_21-42G                                                      | 2046-02-25      | 1.9280%  | N/A     | $2197538.00        | $52586.78          | Agency Collateralized Mortgage Obligation |
| FNMA_21-44B                                                      | 2045-06-25      | 1.9710%  | N/A     | $189502.00         | $4395.65           | Agency Collateralized Mortgage Obligation |
| FNMA_21-54F                                                      | 2049-05-25      | 2.5000%  | N/A     | $2756400.00        | $249072.56         | Agency Collateralized Mortgage Obligation |
| FNMA_21-61E                                                      | 2049-04-25      | 2.5000%  | N/A     | $1200000.00        | $142054.81         | Agency Collateralized Mortgage Obligation |
| FNMA_22-86                                                       | 2050-05-25      | 2.5000%  | N/A     | $293333.00         | $33922.06          | Agency Collateralized Mortgage Obligation |
| FNMA_23-14D                                                      | 2049-04-25      | 2.7500%  | N/A     | $1000000.00        | $819964.20         | Agency Collateralized Mortgage Obligation |
| FNMA_23-2                                                        | 2051-04-25      | 2.5000%  | N/A     | $5150000.00        | $672140.53         | Agency Collateralized Mortgage Obligation |
| FNMA_23-49E                                                      | 2061-09-25      | 5.5000%  | N/A     | $31168862.00       | $4503716.26        | Agency Collateralized Mortgage Obligation |
| FNMA_23-54C                                                      | 2053-11-25      | 0.0000%  | N/A     | $5231413.00        | $2942685.12        | Agency Collateralized Mortgage Obligation |
| FNMA_23-58G                                                      | 2053-12-25      | 19.7237% | N/A     | $6105377.00        | $6564792.80        | Agency Collateralized Mortgage Obligation |
| FNMA_24-22L                                                      | 2054-05-25      | 1.6216%  | N/A     | $166409000.00      | $5711861.11        | Agency Collateralized Mortgage Obligation |
| FNMA_24-29A                                                      | 2054-05-25      | 23.6237% | N/A     | $1940196.00        | $1655914.52        | Agency Collateralized Mortgage Obligation |
| FNMA_24-56C                                                      | 2054-08-25      | 2.9172%  | N/A     | $3109325.00        | $227190.41         | Agency Collateralized Mortgage Obligation |
| FNMA_24-65B                                                      | 2054-09-25      | 0.1000%  | N/A     | $100984.00         | $278.81            | Agency Collateralized Mortgage Obligation |
| FNMA_24-75C                                                      | 2054-10-25      | 1.8672%  | N/A     | $2585605.00        | $161609.83         | Agency Collateralized Mortgage Obligation |
| FNMA_24-82F                                                      | 2054-11-25      | 5.4328%  | N/A     | $1720.00           | $1475.38           | Agency Collateralized Mortgage Obligation |
| FNMA_24-8A                                                       | 2054-03-25      | 2.8172%  | N/A     | $101913526.00      | $5496105.74        | Agency Collateralized Mortgage Obligation |
| FNMA_24-94B                                                      | 2054-08-25      | 0.0000%  | N/A     | $9863480.00        | $6039039.48        | Agency Collateralized Mortgage Obligation |
| FNMA_25-19A                                                      | 2055-03-25      | 1.6572%  | N/A     | $121224744.00      | $6132320.86        | Agency Collateralized Mortgage Obligation |
| FNMA_25-33E                                                      | 2054-08-25      | 5.6328%  | N/A     | $1000.00           | $906.06            | Agency Collateralized Mortgage Obligation |
| FNMA_25-34A                                                      | 2055-05-25      | 1.7672%  | N/A     | $100214.00         | $6725.92           | Agency Collateralized Mortgage Obligation |
| FNMA_25-59B                                                      | 2055-08-25      | 0.9172%  | N/A     | $100000000.00      | $2950512.38        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_2084                                           | 2028-08-15      | 4.4018%  | N/A     | $111283.00         | $7.69              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5010                                           | 2050-09-25      | 2.5000%  | N/A     | $1400191.00        | $128320.25         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5349                                           | 2053-10-25      | 5.1328%  | N/A     | $1133.00           | $616.62            | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC REMICS FHLMC_5377                                    | 2051-12-25      | 2.5000%  | N/A     | $2138912.00        | $227271.91         | Agency Collateralized Mortgage Obligation |
| FREDDIEMAC STRIP FHSTR_227                                       | 2034-12-01      | 5.0000%  | N/A     | $235612.00         | $309.82            | Agency Collateralized Mortgage Obligation |
| FREMF_19-KC04                                                    | 2026-12-25      | 1.2575%  | N/A     | $127536.00         | $896.13            | Agency Collateralized Mortgage Obligation |
| GNMA_12-133B                                                     | 2042-10-20      | 0.0000%  | N/A     | $70076584.00       | $16026.54          | Agency Collateralized Mortgage Obligation |
| GNMA_15-117D                                                     | 2039-11-16      | 3.5000%  | N/A     | $53546982.00       | $8488.98           | Agency Collateralized Mortgage Obligation |
| GNMA_16-107F                                                     | 2045-06-20      | 4.0000%  | N/A     | $19835715.00       | $167977.84         | Agency Collateralized Mortgage Obligation |
| GNMA_18-51B                                                      | 2046-11-20      | 0.3608%  | N/A     | $2029949.00        | $8265.99           | Agency Collateralized Mortgage Obligation |
| GNMA_20-21B                                                      | 2050-02-20      | 0.0000%  | N/A     | $129354993.00      | $320990.59         | Agency Collateralized Mortgage Obligation |
| GNMA_20-65F                                                      | 2046-04-20      | 0.4024%  | N/A     | $78776162.00       | $651076.43         | Agency Collateralized Mortgage Obligation |
| GNMA_21-135D                                                     | 2051-08-20      | 2.1545%  | N/A     | $20436979.00       | $1975497.00        | Agency Collateralized Mortgage Obligation |
| GNMA_21-16G                                                      | 2051-01-20      | 2.5000%  | N/A     | $100000.00         | $8553.21           | Agency Collateralized Mortgage Obligation |
| GNMA_21-41N                                                      | 2050-10-20      | 2.0000%  | N/A     | $100608.00         | $5952.78           | Agency Collateralized Mortgage Obligation |
| GNMA_21-76C                                                      | 2050-08-20      | 3.0000%  | N/A     | $19581008.00       | $1445426.88        | Agency Collateralized Mortgage Obligation |
| GNMA_22-177H                                                     | 2052-10-20      | 0.0000%  | N/A     | $11773272.00       | $7044113.40        | Agency Collateralized Mortgage Obligation |
| GNMA_22-178C                                                     | 2052-10-20      | 0.0000%  | N/A     | $11927799.00       | $7056613.52        | Agency Collateralized Mortgage Obligation |
| GNMA_22-22B                                                      | 2052-02-20      | 3.0000%  | N/A     | $1006.00           | $618.42            | Agency Collateralized Mortgage Obligation |
| GNMA_22-51P                                                      | 2052-03-20      | 0.0000%  | N/A     | $28179454.00       | $387651.66         | Agency Collateralized Mortgage Obligation |
| GNMA_23-150E                                                     | 2053-10-20      | 1.5162%  | N/A     | $100040.00         | $3175.88           | Agency Collateralized Mortgage Obligation |
| GNMA_23-151F                                                     | 2053-10-20      | 2.8162%  | N/A     | $8152352.00        | $529137.41         | Agency Collateralized Mortgage Obligation |
| GNMA_23-189A                                                     | 2053-12-20      | 2.8662%  | N/A     | $33181225.00       | $1298576.36        | Agency Collateralized Mortgage Obligation |
| GNMA_23-18H                                                      | 2053-02-20      | 1.5162%  | N/A     | $47786613.00       | $932915.74         | Agency Collateralized Mortgage Obligation |
| GNMA_23-20C                                                      | 2053-02-20      | 2.0962%  | N/A     | $43392396.00       | $3500180.93        | Agency Collateralized Mortgage Obligation |
| GNMA_23-43G                                                      | 2053-03-20      | 1.4462%  | N/A     | $83400000.00       | $1664141.32        | Agency Collateralized Mortgage Obligation |
| GNMA_23-66A                                                      | 2053-05-20      | 1.9662%  | N/A     | $45000008.00       | $2283475.80        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H23E                                                     | 2073-09-20      | 0.6477%  | N/A     | $16736479.00       | $942634.16         | Agency Collateralized Mortgage Obligation |
| GNMA_24-142F                                                     | 2054-09-20      | 2.5162%  | N/A     | $98672256.00       | $6445974.22        | Agency Collateralized Mortgage Obligation |
| GNMA_24-157B                                                     | 2054-09-20      | 0.0500%  | N/A     | $49899904.00       | $65112.48          | Agency Collateralized Mortgage Obligation |
| GNMA_24-157C                                                     | 2053-06-20      | 0.0000%  | N/A     | $46907953.00       | $31853152.62       | Agency Collateralized Mortgage Obligation |
| GNMA_24-157D                                                     | 2053-08-20      | 0.0000%  | N/A     | $573517.00         | $348578.12         | Agency Collateralized Mortgage Obligation |
| GNMA_24-172A                                                     | 2054-10-20      | 1.3162%  | N/A     | $59959809.00       | $2594545.50        | Agency Collateralized Mortgage Obligation |
| GNMA_24-174A                                                     | 2054-10-20      | 0.0000%  | N/A     | $4108861.00        | $6.46              | Agency Collateralized Mortgage Obligation |
| GNMA_24-186C                                                     | 2054-11-20      | 0.0000%  | N/A     | $1046.00           | $589.07            | Agency Collateralized Mortgage Obligation |
| GNMA_24-186E                                                     | 2053-02-20      | 1.3662%  | N/A     | $15371213.00       | $721353.42         | Agency Collateralized Mortgage Obligation |
| GNMA_24-186E                                                     | 2052-11-20      | 0.0700%  | N/A     | $26106554.00       | $42822.61          | Agency Collateralized Mortgage Obligation |
| GNMA_24-21F                                                      | 2053-07-20      | 0.1000%  | N/A     | $30421600.00       | $51915.46          | Agency Collateralized Mortgage Obligation |
| GNMA_24-25C                                                      | 2054-02-20      | 1.6162%  | N/A     | $60308685.00       | $1423774.85        | Agency Collateralized Mortgage Obligation |
| GNMA_24-39K                                                      | 2054-03-20      | 2.2162%  | N/A     | $11959744.00       | $461589.05         | Agency Collateralized Mortgage Obligation |
| GNMA_24-4C                                                       | 2054-01-20      | 2.7662%  | N/A     | $100000000.00      | $4837478.17        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64L                                                      | 2054-04-20      | 1.6112%  | N/A     | $30051484.00       | $1119854.70        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64T                                                      | 2054-04-20      | 5.4338%  | N/A     | $2996984.00        | $2244227.28        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79G                                                      | 2054-05-20      | 1.0662%  | N/A     | $55317312.00       | $2270443.27        | Agency Collateralized Mortgage Obligation |
| GNMA_25-118E                                                     | 2055-07-20      | 1.7662%  | N/A     | $122062302.00      | $6012660.27        | Agency Collateralized Mortgage Obligation |
| GNMA_25-164A                                                     | 2051-03-20      | 4.5000%  | N/A     | $411647.00         | $408234.20         | Agency Collateralized Mortgage Obligation |
| GNMA_25-164A                                                     | 2053-11-20      | 4.5000%  | N/A     | $8428219.00        | $8357936.88        | Agency Collateralized Mortgage Obligation |
| GNMA_25-164B                                                     | 2054-08-20      | 0.0000%  | N/A     | $3342564.00        | $2648150.22        | Agency Collateralized Mortgage Obligation |
| GNMA_25-180D                                                     | 2055-10-20      | 5.0614%  | N/A     | $6171626.00        | $6182442.07        | Agency Collateralized Mortgage Obligation |
| GNMA_25-44B                                                      | 2055-03-20      | 5.0838%  | N/A     | $19508580.00       | $17693877.52       | Agency Collateralized Mortgage Obligation |
| GNMA_25-48A                                                      | 2055-03-20      | 5.2338%  | N/A     | $1000.00           | $965.59            | Agency Collateralized Mortgage Obligation |
| GNMA_25-48B                                                      | 2055-03-20      | 1.8762%  | N/A     | $341802.00         | $18473.88          | Agency Collateralized Mortgage Obligation |
| GNMA_25-4E                                                       | 2055-01-20      | 0.0000%  | N/A     | $53445523.00       | $2019.16           | Agency Collateralized Mortgage Obligation |
| GNMA_25-4E                                                       | 2055-01-20      | 0.0967%  | N/A     | $190000000.00      | $22383.17          | Agency Collateralized Mortgage Obligation |
| GNMA_25-5K                                                       | 2055-01-20      | 0.9662%  | N/A     | $50000000.00       | $2315331.59        | Agency Collateralized Mortgage Obligation |
| GNMA_25-63J                                                      | 2055-04-20      | 0.9962%  | N/A     | $50000000.00       | $2006006.69        | Agency Collateralized Mortgage Obligation |
| GNMA_25-64C                                                      | 2055-04-20      | 1.2362%  | N/A     | $13756802.00       | $681631.59         | Agency Collateralized Mortgage Obligation |
| GNMA_25-82A                                                      | 2065-05-20      | 0.7662%  | N/A     | $100103.00         | $2013.40           | Agency Collateralized Mortgage Obligation |
| GNMA_25-95C                                                      | 2055-05-20      | 0.9462%  | N/A     | $100000.00         | $4471.09           | Agency Collateralized Mortgage Obligation |
| GNMA_25-98K                                                      | 2055-06-20      | 5.3838%  | N/A     | $14437880.00       | $14291679.39       | Agency Collateralized Mortgage Obligation |
| GNR_23-66                                                        | 2052-07-20      | 0.0000%  | N/A     | $1534782.00        | $928293.10         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1                       | 2053-07-15      | 7.0000%  | N/A     | $1008.00           | $1033.78           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-06-20      | 6.0000%  | N/A     | $7036794.00        | $4458782.49        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-02-20      | 5.0000%  | N/A     | $129336.00         | $126377.96         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-03-20      | 5.5000%  | N/A     | $11738336.00       | $11193469.57       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-07-20      | 5.5000%  | N/A     | $4640415.00        | $4673527.82        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2053-05-20      | 5.5000%  | N/A     | $1036.00           | $804.08            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-04-20      | 5.0000%  | N/A     | $1024.00           | $1013.40           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-08-20      | 6.0000%  | N/A     | $3899978.00        | $3970268.91        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-02-20      | 5.5000%  | N/A     | $3569485.00        | $2861854.26        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2054-07-20      | 6.5000%  | N/A     | $9581924.00        | $5691903.97        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2052-12-20      | 5.5000%  | N/A     | $1000.00           | $701.58            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-10-20      | 7.0000%  | N/A     | $1007.00           | $1073.15           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2                       | 2055-01-20      | 5.5000%  | N/A     | $1024.00           | $962.85            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151             | 2050-10-20      | 2.5000%  | N/A     | $37146462.00       | $3135930.88        | Agency Collateralized Mortgage Obligation |

### Security 8: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **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: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDHZDTM8
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE FNMA_07-75                                | 2037-08-25      | 2.2527%  | N/A     | $75000000.00       | $95781.14          | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_12-89                                | 2042-08-25      | 1.2527%  | N/A     | $79393536.00       | $364557.11         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-66                                | 2045-09-25      | 1.9527%  | N/A     | $110051520.00      | $794600.89         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-21                                | 2048-04-25      | 1.9027%  | N/A     | $57325888.00       | $1087812.47        | Agency Collateralized Mortgage Obligation |
| FANNIEMAE WHOLE LOAN FNW_07-W7                       | 2037-07-25      | 2.2327%  | N/A     | $52453376.00       | $40249.21          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPO                     | 2041-06-15      | 1.7518%  | N/A     | $297858048.00      | $3568796.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_20-P003                                        | 2046-09-25      | 2.7179%  | N/A     | $6475000.00        | $682797.69         | Agency Collateralized Mortgage Obligation |
| FHLMC_43-47                                          | 2054-06-15      | 1.6519%  | N/A     | $66018944.00       | $1235280.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_44-94                                          | 2045-07-15      | 1.8318%  | N/A     | $8284064.00        | $162795.76         | Agency Collateralized Mortgage Obligation |
| FHLMC_4716A                                          | 2047-10-15      | 1.8018%  | N/A     | $38171760.00       | $1169050.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_4758D                                          | 2048-02-15      | 1.8518%  | N/A     | $53650944.00       | $1100236.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_4833D                                          | 2044-04-15      | 1.6519%  | N/A     | $46303120.00       | $1057467.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_4839A                                          | 2056-08-15      | 1.7518%  | N/A     | $26045408.00       | $1068028.58        | Agency Collateralized Mortgage Obligation |
| FHLMC_4915B                                          | 2049-09-25      | 1.7727%  | N/A     | $7004592.00        | $373215.71         | Agency Collateralized Mortgage Obligation |
| FHLMC_4916C                                          | 2049-09-25      | 1.8027%  | N/A     | $44937536.00       | $1261983.20        | Agency Collateralized Mortgage Obligation |
| FHLMC_4944B                                          | 2050-01-25      | 1.7527%  | N/A     | $34828992.00       | $1146781.06        | Agency Collateralized Mortgage Obligation |
| FHLMC_4980S                                          | 2048-01-25      | 4.5000%  | N/A     | $30000000.00       | $2046039.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_5009E                                          | 2050-06-25      | 1.8527%  | N/A     | $41463168.00       | $2183313.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080A                                          | 2051-03-25      | 0.0972%  | N/A     | $63745408.00       | $1162659.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_5192A                                          | 2052-02-25      | 0.0000%  | N/A     | $72897408.00       | $125743.58         | Agency Collateralized Mortgage Obligation |
| FHLMC_5225F                                          | 2045-03-25      | 1.3027%  | N/A     | $34469888.00       | $2532080.67        | Agency Collateralized Mortgage Obligation |
| FHLMC_5258A                                          | 2052-09-25      | 1.1172%  | N/A     | $100000000.00      | $4240907.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_5273A                                          | 2052-11-25      | 0.5672%  | N/A     | $170645504.00      | $4543884.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_5306B                                          | 2053-04-25      | 1.4172%  | N/A     | $75000000.00       | $2823638.36        | Agency Collateralized Mortgage Obligation |
| FHLMC_5325A                                          | 2052-11-25      | 1.5172%  | N/A     | $21555680.00       | $2737286.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_5348                                           | 2053-10-25      | 2.3172%  | N/A     | $150000000.00      | $5918858.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_5354B                                          | 2053-10-25      | 1.8672%  | N/A     | $102874112.00      | $3943037.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_5355A                                          | 2053-11-25      | 1.8672%  | N/A     | $125000000.00      | $4791095.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_5357D                                          | 2053-11-25      | 1.8672%  | N/A     | $100000000.00      | $3092735.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_5384A                                          | 2053-09-25      | 6.0000%  | N/A     | $23572840.00       | $3850194.45        | Agency Collateralized Mortgage Obligation |
| FHLMC_5384B                                          | 2053-11-25      | 6.5000%  | N/A     | $21987872.00       | $2960527.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_5387D                                          | 2054-03-25      | 1.6172%  | N/A     | $23029504.00       | $923065.25         | Agency Collateralized Mortgage Obligation |
| FHLMC_5408C                                          | 2054-05-25      | 2.9172%  | N/A     | $4912640.00        | $282688.58         | Agency Collateralized Mortgage Obligation |
| FHLMC_5411E                                          | 2054-05-25      | 2.3672%  | N/A     | $100000000.00      | $2940454.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_5411F                                          | 2054-05-25      | 2.4172%  | N/A     | $179168256.00      | $5375084.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_5425B                                          | 2054-06-25      | 1.6172%  | N/A     | $78348672.00       | $3332057.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_5438G                                          | 2054-08-25      | 1.0000%  | N/A     | $14999900.00       | $158769.89         | Agency Collateralized Mortgage Obligation |
| FHLMC_5438G                                          | 2054-08-25      | 1.5672%  | N/A     | $150000000.00      | $4759984.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_5438H                                          | 2054-08-25      | 1.0172%  | N/A     | $150000000.00      | $4206639.59        | Agency Collateralized Mortgage Obligation |
| FHLMC_5439E                                          | 2054-08-25      | 2.9172%  | N/A     | $75000000.00       | $3537259.09        | Agency Collateralized Mortgage Obligation |
| FHLMC_5446C                                          | 2054-08-25      | 1.5672%  | N/A     | $86449280.00       | $3229898.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_5449B                                          | 2054-07-25      | 1.7172%  | N/A     | $108000000.00      | $4132928.59        | Agency Collateralized Mortgage Obligation |
| FHLMC_5451C                                          | 2054-09-25      | 1.7172%  | N/A     | $121147904.00      | $3610169.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_5452E                                          | 2054-09-25      | 1.7172%  | N/A     | $100000000.00      | $4615611.54        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473C                                          | 2054-11-25      | 0.5172%  | N/A     | $236500000.00      | $5197050.30        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473D                                          | 2054-11-25      | 0.3230%  | N/A     | $261135040.00      | $5020150.34        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473G                                          | 2054-11-25      | 1.0349%  | N/A     | $113352960.00      | $4287377.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473H                                          | 2054-11-25      | 1.0672%  | N/A     | $72974592.00       | $2337433.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_5473J                                          | 2054-11-25      | 0.9372%  | N/A     | $93937792.00       | $2128939.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5479A                                          | 2054-12-25      | 1.3839%  | N/A     | $150000000.00      | $5403161.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_5484A                                          | 2054-12-25      | 1.6172%  | N/A     | $85000000.00       | $3626725.13        | Agency Collateralized Mortgage Obligation |
| FHLMC_5484E                                          | 2054-12-25      | 1.0672%  | N/A     | $28500000.00       | $1005494.45        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499A                                          | 2055-02-25      | 0.9172%  | N/A     | $250000000.00      | $5386051.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499A                                          | 2055-02-25      | 1.0000%  | N/A     | $4350000.00        | $76905.56          | Agency Collateralized Mortgage Obligation |
| FHLMC_5499B                                          | 2055-02-25      | 1.0000%  | N/A     | $5100000.00        | $87258.28          | Agency Collateralized Mortgage Obligation |
| FHLMC_5499C                                          | 2055-02-25      | 0.8172%  | N/A     | $162000000.00      | $3591394.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499E                                          | 2055-02-25      | 1.0000%  | N/A     | $3850000.00        | $67773.77          | Agency Collateralized Mortgage Obligation |
| FHLMC_5499E                                          | 2055-02-25      | 0.8672%  | N/A     | $102000000.00      | $2301651.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499F                                          | 2055-02-25      | 1.1172%  | N/A     | $50000000.00       | $1614591.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499F                                          | 2055-02-25      | 0.7672%  | N/A     | $50000000.00       | $1331705.12        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499H                                          | 2055-02-25      | 1.3172%  | N/A     | $102000000.00      | $3117097.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_5499K                                          | 2055-02-25      | 1.6381%  | N/A     | $438898688.00      | $19179239.52       | Agency Collateralized Mortgage Obligation |
| FHLMC_5499K                                          | 2055-02-25      | 0.0000%  | N/A     | $50000000.00       | $597571.16         | Agency Collateralized Mortgage Obligation |
| FHLMC_5516B                                          | 2055-03-25      | 0.9220%  | N/A     | $420000000.00      | $13701306.71       | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                           | 2055-05-25      | 0.1172%  | N/A     | $307000000.00      | $5126502.45        | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                           | 2055-05-25      | 1.7272%  | N/A     | $50000000.00       | $2378797.08        | Agency Collateralized Mortgage Obligation |
| FHLMC_5535E                                          | 2055-05-25      | 0.9172%  | N/A     | $110000000.00      | $3551392.97        | Agency Collateralized Mortgage Obligation |
| FHLMC_5576A                                          | 2055-09-25      | 2.9672%  | N/A     | $21088640.00       | $1543242.81        | Agency Collateralized Mortgage Obligation |
| FHLMC_5576B                                          | 2052-06-25      | 5.5000%  | N/A     | $27942432.00       | $2845442.89        | Agency Collateralized Mortgage Obligation |
| FHR_43-72                                            | 2044-08-15      | 1.7518%  | N/A     | $121841120.00      | $1125740.94        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                            | 2053-10-25      | 1.8672%  | N/A     | $100000000.00      | $3891433.32        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                            | 2053-10-25      | 2.0172%  | N/A     | $90000000.00       | $3694084.67        | Agency Collateralized Mortgage Obligation |
| FHSTR_406                                            | 2053-10-25      | 3.0172%  | N/A     | $50000000.00       | $2763215.52        | Agency Collateralized Mortgage Obligation |
| FHSTR_413                                            | 2054-05-25      | 1.7172%  | N/A     | $100000000.00      | $2818402.57        | Agency Collateralized Mortgage Obligation |
| FNMA FNRA CL003TS R23F003                            | 2052-12-25      | 0.0000%  | N/A     | $65864240.00       | $2871821.02        | Agency Mortgage-Backed Securities         |
| FNMA_07-1                                            | 2037-02-25      | 2.2027%  | N/A     | $257335296.00      | $132569.16         | Agency Collateralized Mortgage Obligation |
| FNMA_11-97                                           | 2041-10-25      | 2.3027%  | N/A     | $162365440.00      | $134453.61         | Agency Collateralized Mortgage Obligation |
| FNMA_12-40                                           | 2042-04-25      | 2.2027%  | N/A     | $36642816.00       | $596088.86         | Agency Collateralized Mortgage Obligation |
| FNMA_15-53A                                          | 2045-07-25      | 1.9027%  | N/A     | $42378880.00       | $511173.47         | Agency Collateralized Mortgage Obligation |
| FNMA_16-32D                                          | 2046-06-25      | 1.7027%  | N/A     | $21263648.00       | $478195.79         | Agency Collateralized Mortgage Obligation |
| FNMA_17-35A                                          | 2047-05-25      | 1.8527%  | N/A     | $21000000.00       | $675953.20         | Agency Collateralized Mortgage Obligation |
| FNMA_18-19C                                          | 2048-04-25      | 1.9027%  | N/A     | $20327840.00       | $526602.91         | Agency Collateralized Mortgage Obligation |
| FNMA_19-26B                                          | 2049-06-25      | 1.7527%  | N/A     | $31982688.00       | $888729.26         | Agency Collateralized Mortgage Obligation |
| FNMA_19-78B                                          | 2050-01-25      | 1.7527%  | N/A     | $108445952.00      | $2076725.95        | Agency Collateralized Mortgage Obligation |
| FNMA_19-8C                                           | 2049-03-25      | 1.5027%  | N/A     | $15739808.00       | $280003.21         | Agency Collateralized Mortgage Obligation |
| FNMA_20-17A                                          | 2050-03-25      | 1.7527%  | N/A     | $98996992.00       | $1966368.31        | Agency Collateralized Mortgage Obligation |
| FNMA_20-1F                                           | 2050-02-25      | 1.7027%  | N/A     | $100770944.00      | $2069478.43        | Agency Collateralized Mortgage Obligation |
| FNMA_21-41E                                          | 2051-07-25      | 0.0000%  | N/A     | $57327038.00       | $89544.27          | Agency Collateralized Mortgage Obligation |
| FNMA_22-23E                                          | 2050-03-25      | 0.2172%  | N/A     | $201469952.00      | $7131883.44        | Agency Collateralized Mortgage Obligation |
| FNMA_22-49C                                          | 2052-08-25      | 1.1672%  | N/A     | $50000000.00       | $3434033.01        | Agency Collateralized Mortgage Obligation |
| FNMA_22-64B                                          | 2052-10-25      | 1.0172%  | N/A     | $25000000.00       | $998574.92         | Agency Collateralized Mortgage Obligation |
| FNMA_22-66C                                          | 2052-10-25      | 1.0172%  | N/A     | $75000000.00       | $2934429.19        | Agency Collateralized Mortgage Obligation |
| FNMA_22-69B                                          | 2052-10-25      | 0.9972%  | N/A     | $56750272.00       | $2578433.63        | Agency Collateralized Mortgage Obligation |
| FNMA_22-70A                                          | 2052-10-25      | 0.9572%  | N/A     | $110000000.00      | $4194962.32        | Agency Collateralized Mortgage Obligation |
| FNMA_22-78K                                          | 2052-11-25      | 0.5672%  | N/A     | $101314944.00      | $2362413.12        | Agency Collateralized Mortgage Obligation |
| FNMA_23-51C                                          | 2053-11-25      | 1.7672%  | N/A     | $143872000.00      | $3900032.90        | Agency Collateralized Mortgage Obligation |
| FNMA_23-54C                                          | 2053-11-25      | 1.8672%  | N/A     | $275000000.00      | $10372312.43       | Agency Collateralized Mortgage Obligation |
| FNMA_23-56B                                          | 2053-11-25      | 1.9672%  | N/A     | $37500000.00       | $1392616.34        | Agency Collateralized Mortgage Obligation |
| FNMA_23-56B                                          | 2053-11-25      | 2.7172%  | N/A     | $50000000.00       | $2341276.17        | Agency Collateralized Mortgage Obligation |
| FNMA_23-6D                                           | 2053-03-25      | 1.5172%  | N/A     | $75000000.00       | $2541829.95        | Agency Collateralized Mortgage Obligation |
| FNMA_24-1                                            | 2053-11-25      | 1.0000%  | N/A     | $681165.00         | $6544.17           | Agency Collateralized Mortgage Obligation |
| FNMA_24-103D                                         | 2055-01-25      | 2.3672%  | N/A     | $74500000.00       | $3543092.59        | Agency Collateralized Mortgage Obligation |
| FNMA_24-103D                                         | 2055-01-25      | 1.6672%  | N/A     | $105302656.00      | $4810589.73        | Agency Collateralized Mortgage Obligation |
| FNMA_24-103G                                         | 2055-01-25      | 0.8706%  | N/A     | $71761664.00       | $1721132.10        | Agency Collateralized Mortgage Obligation |
| FNMA_24-103K                                         | 2055-01-25      | 0.8472%  | N/A     | $50000000.00       | $1070151.23        | Agency Collateralized Mortgage Obligation |
| FNMA_24-27A                                          | 2054-05-25      | 2.2372%  | N/A     | $45000000.00       | $2669988.22        | Agency Collateralized Mortgage Obligation |
| FNMA_24-36C                                          | 2054-06-25      | 1.6672%  | N/A     | $62844000.00       | $2197814.74        | Agency Collateralized Mortgage Obligation |
| FNMA_24-54B                                          | 2054-08-25      | 2.8472%  | N/A     | $140208640.00      | $5864135.29        | Agency Collateralized Mortgage Obligation |
| FNMA_24-66A                                          | 2054-09-25      | 1.0172%  | N/A     | $159435520.00      | $5232316.63        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82A                                          | 2054-11-25      | 0.4172%  | N/A     | $179000000.00      | $3625663.74        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82B                                          | 2054-11-25      | 1.0172%  | N/A     | $50000000.00       | $1176350.91        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82B                                          | 2054-11-25      | 0.2672%  | N/A     | $200000000.00      | $2817999.39        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82B                                          | 2054-11-25      | 1.7547%  | N/A     | $200000000.00      | $8006886.39        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82C                                          | 2054-11-25      | 1.0315%  | N/A     | $175000000.00      | $5035279.59        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82E                                          | 2054-11-25      | 1.8783%  | N/A     | $113165696.00      | $4567590.14        | Agency Collateralized Mortgage Obligation |
| FNMA_24-88A                                          | 2054-12-25      | 0.0672%  | N/A     | $50000000.00       | $754862.91         | Agency Collateralized Mortgage Obligation |
| FNMA_24-88B                                          | 2054-12-25      | 2.3172%  | N/A     | $238951424.00      | $10078892.97       | Agency Collateralized Mortgage Obligation |
| FNMA_24-88F                                          | 2054-12-25      | 0.9172%  | N/A     | $100000000.00      | $3202573.53        | Agency Collateralized Mortgage Obligation |
| FNMA_24-88G                                          | 2054-12-25      | 1.7672%  | N/A     | $46953856.00       | $2207213.29        | Agency Collateralized Mortgage Obligation |
| FNMA_24-90B                                          | 2053-11-25      | 1.5672%  | N/A     | $82000000.00       | $3380822.59        | Agency Collateralized Mortgage Obligation |
| FNMA_25-13C                                          | 2055-03-25      | 1.0172%  | N/A     | $198948000.00      | $5497937.85        | Agency Collateralized Mortgage Obligation |
| FNMA_25-18F                                          | 2054-09-25      | 2.9172%  | N/A     | $83999999.00       | $5802138.83        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1A                                           | 2055-02-25      | 1.0000%  | N/A     | $1000000.00        | $16146.33          | Agency Collateralized Mortgage Obligation |
| FNMA_25-1A                                           | 2055-02-25      | 0.7672%  | N/A     | $205000000.00      | $4725213.39        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1A                                           | 2055-02-25      | 1.0000%  | N/A     | $7750000.00        | $125071.36         | Agency Collateralized Mortgage Obligation |
| FNMA_25-1A                                           | 2055-02-25      | 0.9172%  | N/A     | $116240000.00      | $2585354.24        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1B                                           | 2055-02-25      | 1.6172%  | N/A     | $86593280.00       | $3308407.41        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1C                                           | 2055-02-25      | 0.0000%  | N/A     | $100000000.00      | $1139976.08        | Agency Collateralized Mortgage Obligation |
| FNMA_25-1E                                           | 2055-02-25      | 1.0000%  | N/A     | $6150000.00        | $99985.00          | Agency Collateralized Mortgage Obligation |
| FNMA_25-1E                                           | 2055-02-25      | 0.9172%  | N/A     | $171000000.00      | $3837977.65        | Agency Collateralized Mortgage Obligation |
| FNMA_25-34B                                          | 2055-05-25      | 0.9672%  | N/A     | $150000000.00      | $5176499.72        | Agency Collateralized Mortgage Obligation |
| FNMA_25-53A                                          | 2055-07-25      | 0.0000%  | N/A     | $325000000.00      | $4344524.77        | Agency Collateralized Mortgage Obligation |
| FNMA_25-6A                                           | 2055-02-25      | 0.8672%  | N/A     | $86124000.00       | $2184394.45        | Agency Collateralized Mortgage Obligation |
| FNMA_25-79A                                          | 2055-10-25      | 1.0672%  | N/A     | $110000000.00      | $4291851.91        | Agency Collateralized Mortgage Obligation |
| FNMA_25-7A                                           | 2055-02-25      | 0.9172%  | N/A     | $76971000.00       | $2012776.44        | Agency Collateralized Mortgage Obligation |
| FNMA_25-84G                                          | 2055-10-25      | 2.9672%  | N/A     | $69834624.00       | $6533717.03        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_08-3443                            | 2037-03-15      | 1.3819%  | N/A     | $83500000.00       | $269025.60         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3591                               | 2039-10-15      | 1.8018%  | N/A     | $50814272.00       | $174427.74         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3631                               | 2040-02-15      | 1.8919%  | N/A     | $76754687.00       | $169044.10         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4635                               | 2046-12-15      | 1.7518%  | N/A     | $106139904.00      | $996298.67         | Agency Collateralized Mortgage Obligation |
| GNMA GNRM 2023-007 AI                                | 2053-01-20      | 0.0000%  | N/A     | $22298976.00       | $1285988.09        | Agency Mortgage-Backed Securities         |
| GNMA_05-68                                           | 2035-09-20      | 2.1545%  | N/A     | $326802432.00      | $480248.90         | Agency Collateralized Mortgage Obligation |
| GNMA_09-87                                           | 2035-02-20      | 2.6045%  | N/A     | $50013056.00       | $78399.35          | Agency Collateralized Mortgage Obligation |
| GNMA_11-13                                           | 2041-01-20      | 1.8037%  | N/A     | $30000000.00       | $261420.00         | Agency Collateralized Mortgage Obligation |
| GNMA_11-141                                          | 2041-10-16      | 1.9537%  | N/A     | $15000000.00       | $211123.17         | Agency Collateralized Mortgage Obligation |
| GNMA_11-H15                                          | 2061-06-20      | 1.5415%  | N/A     | $1784000.00        | $2901.93           | Agency Collateralized Mortgage Obligation |
| GNMA_12-135                                          | 2053-01-16      | 0.3569%  | N/A     | $23860000.00       | $61764.18          | Agency Collateralized Mortgage Obligation |
| GNMA_13-14                                           | 2042-12-20      | 3.5000%  | N/A     | $22012512.00       | $144153.92         | Agency Collateralized Mortgage Obligation |
| GNMA_14-183                                          | 2044-12-16      | 1.3512%  | N/A     | $32907456.00       | $304877.50         | Agency Collateralized Mortgage Obligation |
| GNMA_14-H11E                                         | 2064-06-20      | 1.5495%  | N/A     | $25000000.00       | $63350.47          | Agency Collateralized Mortgage Obligation |
| GNMA_14-H12                                          | 2064-05-20      | 1.5546%  | N/A     | $3281000.00        | $18818.96          | Agency Collateralized Mortgage Obligation |
| GNMA_14-H24                                          | 2064-11-20      | 1.7465%  | N/A     | $21818920.00       | $109489.58         | Agency Collateralized Mortgage Obligation |
| GNMA_15-148C                                         | 2045-10-20      | 1.5345%  | N/A     | $33333312.00       | $638150.20         | Agency Collateralized Mortgage Obligation |
| GNMA_15-H01A                                         | 2065-01-20      | 1.5899%  | N/A     | $16103000.00       | $51267.12          | Agency Collateralized Mortgage Obligation |
| GNMA_16-115A                                         | 2046-08-20      | 4.0000%  | N/A     | $37500000.00       | $773531.72         | Agency Collateralized Mortgage Obligation |
| GNMA_16-18A                                          | 2046-02-20      | 1.9745%  | N/A     | $25989728.00       | $718412.87         | Agency Collateralized Mortgage Obligation |
| GNMA_16-33G                                          | 2046-03-20      | 1.9045%  | N/A     | $45319616.00       | $776298.05         | Agency Collateralized Mortgage Obligation |
| GNMA_16-H11F                                         | 2066-01-20      | 1.8672%  | N/A     | $1436000.00        | $3011.19           | Agency Collateralized Mortgage Obligation |
| GNMA_16-H13F                                         | 2066-06-20      | 2.6404%  | N/A     | $1420000.00        | $19316.19          | Agency Collateralized Mortgage Obligation |
| GNMA_16-H24J                                         | 2066-09-20      | 2.0872%  | N/A     | $3732000.00        | $77251.74          | Agency Collateralized Mortgage Obligation |
| GNMA_17-141G                                         | 2047-09-20      | 2.0545%  | N/A     | $20658816.00       | $577893.50         | Agency Collateralized Mortgage Obligation |
| GNMA_17-26                                           | 2047-02-20      | 1.9545%  | N/A     | $24630080.00       | $528947.49         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H09                                          | 2067-03-20      | 1.8445%  | N/A     | $19964512.00       | $132285.10         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H22B                                         | 2067-11-20      | 2.5246%  | N/A     | $5376700.00        | $162456.14         | Agency Collateralized Mortgage Obligation |
| GNMA_17-H23C                                         | 2067-11-20      | 1.9019%  | N/A     | $1722000.00        | $18259.61          | Agency Collateralized Mortgage Obligation |
| GNMA_18-120B                                         | 2048-09-20      | 2.0545%  | N/A     | $32625800.00       | $685706.90         | Agency Collateralized Mortgage Obligation |
| GNMA_18-142A                                         | 2058-09-16      | 0.6101%  | N/A     | $94891520.00       | $716469.27         | Agency Collateralized Mortgage Obligation |
| GNMA_18-148A                                         | 2048-10-20      | 0.0000%  | N/A     | $50000000.00       | $146176.97         | Agency Collateralized Mortgage Obligation |
| GNMA_18-155C                                         | 2048-11-20      | 2.0045%  | N/A     | $54123000.00       | $1439995.85        | Agency Collateralized Mortgage Obligation |
| GNMA_18-29                                           | 2045-09-20      | 0.4551%  | N/A     | $70166144.00       | $407839.93         | Agency Collateralized Mortgage Obligation |
| GNMA_18-8F                                           | 2048-01-20      | 0.0000%  | N/A     | $130400000.00      | $501776.68         | Agency Collateralized Mortgage Obligation |
| GNMA_18-91E                                          | 2048-07-20      | 2.1045%  | N/A     | $29233248.00       | $702701.32         | Agency Collateralized Mortgage Obligation |
| GNMA_18-H04A                                         | 2068-03-20      | 1.8972%  | N/A     | $2682990.00        | $17147.40          | Agency Collateralized Mortgage Obligation |
| GNMA_18-H05                                          | 2068-02-20      | 2.3514%  | N/A     | $55542656.00       | $1138552.96        | Agency Collateralized Mortgage Obligation |
| GNMA_19-106A                                         | 2049-08-20      | 0.0000%  | N/A     | $50000000.00       | $249144.01         | Agency Collateralized Mortgage Obligation |
| GNMA_19-128G                                         | 2049-10-20      | 0.3545%  | N/A     | $30000000.00       | $324622.02         | Agency Collateralized Mortgage Obligation |
| GNMA_19-23N                                          | 2049-02-20      | 1.9045%  | N/A     | $41953984.00       | $844860.37         | Agency Collateralized Mortgage Obligation |
| GNMA_19-36B                                          | 2049-03-20      | 1.9045%  | N/A     | $34000000.00       | $707264.12         | Agency Collateralized Mortgage Obligation |
| GNMA_19-5                                            | 2061-03-16      | 0.7261%  | N/A     | $120000000.00      | $1702101.81        | Agency Collateralized Mortgage Obligation |
| GNMA_19-96D                                          | 2049-08-20      | 1.9545%  | N/A     | $15387232.00       | $668792.05         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H15                                          | 2069-05-20      | 1.1582%  | N/A     | $41567296.00       | $921854.67         | Agency Collateralized Mortgage Obligation |
| GNMA_19-H19D                                         | 2069-11-20      | 1.6122%  | N/A     | $37495104.00       | $1386861.78        | Agency Collateralized Mortgage Obligation |
| GNMA_20-116G                                         | 2050-08-20      | 2.0545%  | N/A     | $9000000.00        | $524561.39         | Agency Collateralized Mortgage Obligation |
| GNMA_20-116J                                         | 2050-08-20      | 2.0545%  | N/A     | $5750000.00        | $386872.43         | Agency Collateralized Mortgage Obligation |
| GNMA_20-129E                                         | 2050-09-16      | 0.0000%  | N/A     | $99636224.00       | $908320.50         | Agency Collateralized Mortgage Obligation |
| GNMA_20-140D                                         | 2050-09-20      | 2.2045%  | N/A     | $137805568.00      | $10647392.90       | Agency Collateralized Mortgage Obligation |
| GNMA_20-164B                                         | 2050-11-20      | 0.0000%  | N/A     | $68383232.00       | $431816.39         | Agency Collateralized Mortgage Obligation |
| GNMA_20-47                                           | 2049-02-20      | 1.8545%  | N/A     | $48323000.00       | $1598606.44        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H01A                                         | 2070-01-20      | 1.3748%  | N/A     | $45679200.00       | $1566930.08        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H01D                                         | 2068-12-20      | 1.2819%  | N/A     | $44410368.00       | $928621.91         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H04                                          | 2070-02-20      | 2.1991%  | N/A     | $15010816.00       | $249145.60         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H04J                                         | 2070-02-20      | 1.2230%  | N/A     | $53984960.00       | $1760920.69        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H05                                          | 2070-03-20      | 1.3969%  | N/A     | $80865792.00       | $2136268.55        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H05A                                         | 2070-02-20      | 1.2822%  | N/A     | $6633304.00        | $204628.21         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H06B                                         | 2069-04-20      | 1.3304%  | N/A     | $15731696.00       | $300548.55         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H06D                                         | 2069-01-20      | 1.3264%  | N/A     | $12415616.00       | $327711.80         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H06E                                         | 2068-03-20      | 1.9482%  | N/A     | $9068080.00        | $342167.44         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H06E                                         | 2068-03-20      | 1.9482%  | N/A     | $9068080.00        | $342167.44         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H09H                                         | 2070-04-20      | 0.8361%  | N/A     | $19517472.00       | $113151.45         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H11B                                         | 2070-06-20      | 1.3228%  | N/A     | $50000000.00       | $1733774.02        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H12K                                         | 2070-07-20      | 1.6162%  | N/A     | $40130048.00       | $1590136.98        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H15B                                         | 2070-07-20      | 1.0190%  | N/A     | $37930040.00       | $837099.29         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H15D                                         | 2069-06-20      | 3.1371%  | N/A     | $4389000.00        | $56178.81          | Agency Collateralized Mortgage Obligation |
| GNMA_20-H16D                                         | 2070-09-20      | 0.9984%  | N/A     | $26350400.00       | $1100321.64        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H19F                                         | 2070-11-20      | 1.1245%  | N/A     | $67161984.00       | $2299595.43        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H21A                                         | 2069-06-01      | 1.3336%  | N/A     | $41752768.00       | $890419.95         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H21A                                         | 2069-06-01      | 1.3336%  | N/A     | $41752768.00       | $890419.95         | Agency Collateralized Mortgage Obligation |
| GNMA_20-H21B                                         | 2068-09-01      | 1.2877%  | N/A     | $20435136.00       | $795223.45         | Agency Collateralized Mortgage Obligation |
| GNMA_21-104F                                         | 2051-06-20      | 0.0000%  | N/A     | $32668672.00       | $809558.85         | Agency Collateralized Mortgage Obligation |
| GNMA_21-139Z                                         | 2051-08-20      | 0.0000%  | N/A     | $155389000.00      | $317571.56         | Agency Collateralized Mortgage Obligation |
| GNMA_21-154H                                         | 2051-09-20      | 3.0000%  | N/A     | $89489000.00       | $6073310.30        | Agency Collateralized Mortgage Obligation |
| GNMA_21-155E                                         | 2051-09-20      | 0.0000%  | N/A     | $63849000.00       | $93713.41          | Agency Collateralized Mortgage Obligation |
| GNMA_21-155Q                                         | 2051-09-20      | 0.5000%  | N/A     | $39795008.00       | $681350.17         | Agency Collateralized Mortgage Obligation |
| GNMA_21-1M                                           | 2050-11-20      | 4.5000%  | N/A     | $13286640.00       | $811569.42         | Agency Collateralized Mortgage Obligation |
| GNMA_21-205B                                         | 2051-11-20      | 0.0000%  | N/A     | $85000000.00       | $489416.37         | Agency Collateralized Mortgage Obligation |
| GNMA_21-205C                                         | 2051-11-20      | 0.0000%  | N/A     | $204000000.00      | $1821007.64        | Agency Collateralized Mortgage Obligation |
| GNMA_21-223E                                         | 2051-12-20      | 3.0000%  | N/A     | $50000000.00       | $2766403.12        | Agency Collateralized Mortgage Obligation |
| GNMA_21-56C                                          | 2050-09-20      | 2.5000%  | N/A     | $45163520.00       | $1572577.64        | Agency Collateralized Mortgage Obligation |
| GNMA_21-87H                                          | 2051-05-20      | 3.0000%  | N/A     | $115263232.00      | $9025163.72        | Agency Collateralized Mortgage Obligation |
| GNMA_21-98S                                          | 2051-03-20      | 0.0000%  | N/A     | $85896000.00       | $256895.71         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H01A                                         | 2070-12-20      | 1.8695%  | N/A     | $26296416.00       | $200514.96         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H03G                                         | 2071-02-20      | 0.3743%  | N/A     | $10900000.00       | $304488.48         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H08B                                         | 2071-01-20      | 0.7842%  | N/A     | $15463328.00       | $372566.51         | Agency Collateralized Mortgage Obligation |
| GNMA_21-H15E                                         | 2065-09-20      | 2.1035%  | N/A     | $63356544.00       | $153226.59         | Agency Collateralized Mortgage Obligation |
| GNMA_22-100C                                         | 2052-06-20      | 0.0000%  | N/A     | $200000000.00      | $1461462.10        | Agency Collateralized Mortgage Obligation |
| GNMA_22-103J                                         | 2050-07-20      | 2.9059%  | N/A     | $32448832.00       | $19734035.83       | Agency Collateralized Mortgage Obligation |
| GNMA_22-108C                                         | 2052-06-20      | 0.0000%  | N/A     | $338072064.00      | $2091096.75        | Agency Collateralized Mortgage Obligation |
| GNMA_22-108D                                         | 2052-06-20      | 0.0000%  | N/A     | $500000000.00      | $1855125.52        | Agency Collateralized Mortgage Obligation |
| GNMA_22-119A                                         | 2052-07-20      | 0.0000%  | N/A     | $100000000.00      | $1766881.25        | Agency Collateralized Mortgage Obligation |
| GNMA_22-137H                                         | 2052-08-20      | 1.8162%  | N/A     | $68200000.00       | $2959389.29        | Agency Collateralized Mortgage Obligation |
| GNMA_22-138A                                         | 2052-08-20      | 0.0000%  | N/A     | $250000000.00      | $4673738.03        | Agency Collateralized Mortgage Obligation |
| GNMA_22-159G                                         | 2052-09-20      | 0.5162%  | N/A     | $12500000.00       | $355147.83         | Agency Collateralized Mortgage Obligation |
| GNMA_22-172F                                         | 2052-10-20      | 4.1924%  | N/A     | $3441600.00        | $2493478.73        | Agency Collateralized Mortgage Obligation |
| GNMA_22-188D                                         | 2052-01-20      | 0.0000%  | N/A     | $108621184.00      | $1898861.87        | Agency Collateralized Mortgage Obligation |
| GNMA_22-189B                                         | 2052-09-20      | 4.1324%  | N/A     | $2203808.00        | $1596300.97        | Agency Collateralized Mortgage Obligation |
| GNMA_22-19B                                          | 2052-01-20      | 0.0000%  | N/A     | $166903552.00      | $1860523.70        | Agency Collateralized Mortgage Obligation |
| GNMA_22-19B                                          | 2052-01-20      | 0.0000%  | N/A     | $91096448.00       | $848138.77         | Agency Collateralized Mortgage Obligation |
| GNMA_22-1B                                           | 2052-01-20      | 0.0000%  | N/A     | $168729600.00      | $761903.62         | Agency Collateralized Mortgage Obligation |
| GNMA_22-1N                                           | 2052-01-20      | 0.0000%  | N/A     | $59837376.00       | $1498677.95        | Agency Collateralized Mortgage Obligation |
| GNMA_22-200B                                         | 2052-11-20      | 1.9662%  | N/A     | $9248816.00        | $106941.47         | Agency Collateralized Mortgage Obligation |
| GNMA_22-45D                                          | 2050-07-20      | 0.0000%  | N/A     | $213054464.00      | $2191690.68        | Agency Collateralized Mortgage Obligation |
| GNMA_22-50A                                          | 2052-03-20      | 0.0000%  | N/A     | $50000000.00       | $416340.81         | Agency Collateralized Mortgage Obligation |
| GNMA_22-50B                                          | 2052-03-20      | 0.0000%  | N/A     | $250000000.00      | $1396735.11        | Agency Collateralized Mortgage Obligation |
| GNMA_22-50C                                          | 2052-03-20      | 0.0000%  | N/A     | $57850000.00       | $666121.57         | Agency Collateralized Mortgage Obligation |
| GNMA_22-50C                                          | 2052-03-20      | 0.0000%  | N/A     | $109150000.00      | $1979214.83        | Agency Collateralized Mortgage Obligation |
| GNMA_22-56A                                          | 2052-03-20      | 0.0000%  | N/A     | $234000000.00      | $1151900.76        | Agency Collateralized Mortgage Obligation |
| GNMA_22-63G                                          | 2050-04-20      | 0.0000%  | N/A     | $123290368.00      | $1279307.26        | Agency Collateralized Mortgage Obligation |
| GNMA_22-87F                                          | 2052-05-20      | 4.0986%  | N/A     | $34601000.00       | $26225824.49       | Agency Collateralized Mortgage Obligation |
| GNMA_22-H07B                                         | 2072-03-20      | 1.4456%  | N/A     | $10875472.00       | $484746.12         | Agency Collateralized Mortgage Obligation |
| GNMA_22-H08A                                         | 2072-04-20      | 0.9787%  | N/A     | $55252224.00       | $2710945.52        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H18A                                         | 2072-09-20      | 0.7572%  | N/A     | $50000000.00       | $3378398.75        | Agency Collateralized Mortgage Obligation |
| GNMA_23-112H                                         | 2053-08-20      | 1.5162%  | N/A     | $80558208.00       | $3386416.11        | Agency Collateralized Mortgage Obligation |
| GNMA_23-132A                                         | 2053-09-20      | 2.3162%  | N/A     | $125000000.00      | $4057591.32        | Agency Collateralized Mortgage Obligation |
| GNMA_23-133C                                         | 2053-09-20      | 1.4162%  | N/A     | $100000000.00      | $1395442.86        | Agency Collateralized Mortgage Obligation |
| GNMA_23-135D                                         | 2053-09-20      | 1.4162%  | N/A     | $134019072.00      | $1758894.78        | Agency Collateralized Mortgage Obligation |
| GNMA_23-136E                                         | 2053-09-20      | 1.3662%  | N/A     | $115000000.00      | $4073263.17        | Agency Collateralized Mortgage Obligation |
| GNMA_23-141A                                         | 2053-09-20      | 2.3162%  | N/A     | $50000000.00       | $1622414.46        | Agency Collateralized Mortgage Obligation |
| GNMA_23-147A                                         | 2053-10-20      | 1.4162%  | N/A     | $185000000.00      | $2289396.32        | Agency Collateralized Mortgage Obligation |
| GNMA_23-147B                                         | 2053-10-20      | 2.3162%  | N/A     | $75000000.00       | $1525268.93        | Agency Collateralized Mortgage Obligation |
| GNMA_23-150C                                         | 2053-10-20      | 2.9662%  | N/A     | $39375000.00       | $1009531.08        | Agency Collateralized Mortgage Obligation |
| GNMA_23-153A                                         | 2053-10-20      | 1.5162%  | N/A     | $100000000.00      | $2373292.54        | Agency Collateralized Mortgage Obligation |
| GNMA_23-164F                                         | 2053-11-20      | 2.0162%  | N/A     | $75000000.00       | $2550783.99        | Agency Collateralized Mortgage Obligation |
| GNMA_23-167A                                         | 2053-11-20      | 3.1662%  | N/A     | $33333312.00       | $904968.80         | Agency Collateralized Mortgage Obligation |
| GNMA_23-167A                                         | 2053-11-20      | 1.8162%  | N/A     | $100000000.00      | $1501674.98        | Agency Collateralized Mortgage Obligation |
| GNMA_23-195B                                         | 2053-12-20      | 2.8662%  | N/A     | $105300000.00      | $4622673.61        | Agency Collateralized Mortgage Obligation |
| GNMA_23-19B                                          | 2053-02-20      | 0.8162%  | N/A     | $100000000.00      | $2957483.49        | Agency Collateralized Mortgage Obligation |
| GNMA_23-56B                                          | 2053-04-20      | 1.3162%  | N/A     | $100000000.00      | $3917501.83        | Agency Collateralized Mortgage Obligation |
| GNMA_23-70A                                          | 2053-05-20      | 1.3162%  | N/A     | $96000000.00       | $3712035.13        | Agency Collateralized Mortgage Obligation |
| GNMA_23-75E                                          | 2049-10-20      | 1.9045%  | N/A     | $44926976.00       | $4348694.68        | Agency Collateralized Mortgage Obligation |
| GNMA_23-79J                                          | 2053-06-20      | 1.1662%  | N/A     | $24656200.00       | $422993.73         | Agency Collateralized Mortgage Obligation |
| GNMA_23-85B                                          | 2053-06-20      | 1.8662%  | N/A     | $50000000.00       | $1220863.49        | Agency Collateralized Mortgage Obligation |
| GNMA_23-89A                                          | 2053-06-20      | 5.4538%  | N/A     | $8047632.00        | $7018700.24        | Agency Collateralized Mortgage Obligation |
| GNMA_23-89D                                          | 2053-06-20      | 5.5753%  | N/A     | $20185056.00       | $15895057.52       | Agency Collateralized Mortgage Obligation |
| GNMA_23-H15                                          | 2073-06-20      | 0.6769%  | N/A     | $92023680.00       | $5515202.16        | Agency Collateralized Mortgage Obligation |
| GNMA_24-103A                                         | 2054-06-20      | 1.0162%  | N/A     | $150000000.00      | $3909844.87        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108A                                         | 2054-07-20      | 2.4162%  | N/A     | $200000000.00      | $9196219.78        | Agency Collateralized Mortgage Obligation |
| GNMA_24-108D                                         | 2054-07-20      | 2.4162%  | N/A     | $200000000.00      | $4290313.77        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110P                                         | 2054-07-20      | 2.4662%  | N/A     | $150000000.00      | $8546757.24        | Agency Collateralized Mortgage Obligation |
| GNMA_24-113C                                         | 2054-07-20      | 7.0000%  | N/A     | $43659392.00       | $9398901.13        | Agency Collateralized Mortgage Obligation |
| GNMA_24-113G                                         | 2054-07-20      | 1.8162%  | N/A     | $60000000.00       | $3127449.78        | Agency Collateralized Mortgage Obligation |
| GNMA_24-113G                                         | 2054-07-20      | 0.9662%  | N/A     | $40000000.00       | $1274435.04        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126J                                         | 2054-08-20      | 1.0662%  | N/A     | $100000000.00      | $3726710.42        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126Y                                         | 2054-08-20      | 1.1662%  | N/A     | $100000000.00      | $3233874.55        | Agency Collateralized Mortgage Obligation |
| GNMA_24-158                                          | 2065-12-16      | 1.0764%  | N/A     | $50455104.00       | $3923292.78        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164C                                         | 2054-10-20      | 0.6162%  | N/A     | $168679000.00      | $2947952.19        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164D                                         | 2054-10-20      | 1.2662%  | N/A     | $738826240.00      | $28918733.61       | Agency Collateralized Mortgage Obligation |
| GNMA_24-164F                                         | 2054-06-20      | 1.2162%  | N/A     | $136855360.00      | $5940093.20        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164G                                         | 2054-05-20      | 6.5000%  | N/A     | $1484726.00        | $121082.76         | Agency Collateralized Mortgage Obligation |
| GNMA_24-164H                                         | 2054-10-20      | 1.2934%  | N/A     | $224724992.00      | $10517495.84       | Agency Collateralized Mortgage Obligation |
| GNMA_24-180D                                         | 2054-11-20      | 0.0162%  | N/A     | $100000000.00      | $1118473.46        | Agency Collateralized Mortgage Obligation |
| GNMA_24-180H                                         | 2054-11-20      | 2.4162%  | N/A     | $75000000.00       | $1892051.68        | Agency Collateralized Mortgage Obligation |
| GNMA_24-180K                                         | 2054-11-20      | 1.0662%  | N/A     | $50000000.00       | $1119184.87        | Agency Collateralized Mortgage Obligation |
| GNMA_24-190A                                         | 2054-11-20      | 1.0662%  | N/A     | $17000000.00       | $946217.71         | Agency Collateralized Mortgage Obligation |
| GNMA_24-199A                                         | 2054-12-20      | 0.1662%  | N/A     | $50000000.00       | $512624.46         | Agency Collateralized Mortgage Obligation |
| GNMA_24-19J                                          | 2054-02-20      | 1.2662%  | N/A     | $41132480.00       | $1628395.50        | Agency Collateralized Mortgage Obligation |
| GNMA_24-23H                                          | 2054-02-20      | 1.8162%  | N/A     | $116395008.00      | $4439658.90        | Agency Collateralized Mortgage Obligation |
| GNMA_24-27F                                          | 2054-02-20      | 6.0000%  | N/A     | $6035540.00        | $950729.13         | Agency Collateralized Mortgage Obligation |
| GNMA_24-30S                                          | 2054-02-20      | 1.5462%  | N/A     | $100000000.00      | $2372067.73        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30T                                          | 2054-02-20      | 1.6162%  | N/A     | $140000000.00      | $3875857.68        | Agency Collateralized Mortgage Obligation |
| GNMA_24-43K                                          | 2054-03-20      | 1.8662%  | N/A     | $82843648.00       | $2069862.37        | Agency Collateralized Mortgage Obligation |
| GNMA_24-55A                                          | 2054-03-20      | 1.8162%  | N/A     | $68000000.00       | $3813772.32        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59D                                          | 2054-04-20      | 1.2662%  | N/A     | $200000000.00      | $7554795.44        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59F                                          | 2054-04-20      | 1.8162%  | N/A     | $114978560.00      | $3251125.80        | Agency Collateralized Mortgage Obligation |
| GNMA_24-61B                                          | 2054-04-20      | 1.1662%  | N/A     | $150000000.00      | $2730840.87        | Agency Collateralized Mortgage Obligation |
| GNMA_24-62A                                          | 2054-04-20      | 1.2662%  | N/A     | $70000000.00       | $1897319.28        | Agency Collateralized Mortgage Obligation |
| GNMA_24-6A                                           | 2054-01-20      | 2.2662%  | N/A     | $50000000.00       | $2474441.07        | Agency Collateralized Mortgage Obligation |
| GNMA_24-7A                                           | 2054-01-20      | 1.2162%  | N/A     | $100000000.00      | $1802597.82        | Agency Collateralized Mortgage Obligation |
| GNMA_24-8E                                           | 2053-08-20      | 0.3500%  | N/A     | $21970656.00       | $198582.79         | Agency Collateralized Mortgage Obligation |
| GNMA_24-91A                                          | 2054-05-20      | 1.7662%  | N/A     | $54540032.00       | $1935708.17        | Agency Collateralized Mortgage Obligation |
| GNMA_24-92F                                          | 2054-04-20      | 1.1162%  | N/A     | $99361536.00       | $2912672.61        | Agency Collateralized Mortgage Obligation |
| GNMA_24-95G                                          | 2054-06-20      | 1.1662%  | N/A     | $100000000.00      | $3540552.41        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97A                                          | 2054-06-20      | 1.0662%  | N/A     | $180000000.00      | $3538526.98        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H04A                                         | 2074-02-20      | 1.0453%  | N/A     | $63047680.00       | $4855447.07        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H19                                          | 2074-10-20      | 0.9407%  | N/A     | $58665600.00       | $4638072.80        | Agency Collateralized Mortgage Obligation |
| GNMA_25-104B                                         | 2055-06-20      | 1.0162%  | N/A     | $85000000.00       | $2466766.60        | Agency Collateralized Mortgage Obligation |
| GNMA_25-104H                                         | 2055-06-20      | 0.9662%  | N/A     | $168521728.00      | $7167907.63        | Agency Collateralized Mortgage Obligation |
| GNMA_25-117A                                         | 2055-07-20      | 2.3162%  | N/A     | $83333248.00       | $8269164.48        | Agency Collateralized Mortgage Obligation |
| GNMA_25-117A                                         | 2055-07-20      | 0.9962%  | N/A     | $50000000.00       | $1976411.43        | Agency Collateralized Mortgage Obligation |
| GNMA_25-117A                                         | 2055-07-20      | 2.9162%  | N/A     | $40000000.00       | $3508013.92        | Agency Collateralized Mortgage Obligation |
| GNMA_25-117E                                         | 2054-02-20      | 1.8412%  | N/A     | $200000000.00      | $7506006.82        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124E                                         | 2055-07-20      | 1.0162%  | N/A     | $50000000.00       | $2144364.42        | Agency Collateralized Mortgage Obligation |
| GNMA_25-124N                                         | 2055-07-20      | 0.9662%  | N/A     | $110812032.00      | $4155867.12        | Agency Collateralized Mortgage Obligation |
| GNMA_25-137A                                         | 2055-08-20      | 2.9162%  | N/A     | $50000000.00       | $4384991.78        | Agency Collateralized Mortgage Obligation |
| GNMA_25-137C                                         | 2055-08-20      | 15.3154% | N/A     | $11538448.00       | $14343190.78       | Agency Collateralized Mortgage Obligation |
| GNMA_25-137E                                         | 2055-08-20      | 2.3662%  | N/A     | $55555600.00       | $4795702.11        | Agency Collateralized Mortgage Obligation |
| GNMA_25-137J                                         | 2055-08-20      | 1.1110%  | N/A     | $95505000.00       | $4365477.70        | Agency Collateralized Mortgage Obligation |
| GNMA_25-154A                                         | 2055-09-20      | 1.1162%  | N/A     | $30000000.00       | $987651.31         | Agency Collateralized Mortgage Obligation |
| GNMA_25-170A                                         | 2055-10-20      | 1.1500%  | N/A     | $133333248.00      | $7353913.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-170D                                         | 2055-10-20      | 6.0000%  | N/A     | $625000.00         | $132806.88         | Agency Collateralized Mortgage Obligation |
| GNMA_25-170D                                         | 2055-07-20      | 6.0000%  | N/A     | $4458328.00        | $869365.04         | Agency Collateralized Mortgage Obligation |
| GNMA_25-170K                                         | 2055-03-20      | 1.8162%  | N/A     | $275846144.00      | $12517609.21       | Agency Collateralized Mortgage Obligation |
| GNMA_25-170P                                         | 2052-07-20      | 1.8162%  | N/A     | $43596800.00       | $3620624.99        | Agency Collateralized Mortgage Obligation |
| GNMA_25-170Q                                         | 2054-04-20      | 1.7162%  | N/A     | $232841216.00      | $12927902.44       | Agency Collateralized Mortgage Obligation |
| GNMA_25-1Y                                           | 2055-01-20      | 2.3662%  | N/A     | $259000000.00      | $9535739.51        | Agency Collateralized Mortgage Obligation |
| GNMA_25-25G                                          | 2055-02-20      | 1.2162%  | N/A     | $497300000.00      | $13861955.33       | Agency Collateralized Mortgage Obligation |
| GNMA_25-27A                                          | 2055-02-20      | 0.1462%  | N/A     | $250000000.00      | $2330026.09        | Agency Collateralized Mortgage Obligation |
| GNMA_25-43E                                          | 2055-03-20      | 1.1662%  | N/A     | $150000000.00      | $8667367.84        | Agency Collateralized Mortgage Obligation |
| GNMA_25-50B                                          | 2055-03-20      | 1.1662%  | N/A     | $150000000.00      | $5966847.81        | Agency Collateralized Mortgage Obligation |
| GNMA_25-50G                                          | 2055-03-20      | 1.1662%  | N/A     | $70000000.00       | $2088500.44        | Agency Collateralized Mortgage Obligation |
| GNMA_25-51A                                          | 2055-03-20      | 1.1662%  | N/A     | $114794112.00      | $5340978.41        | Agency Collateralized Mortgage Obligation |
| GNMA_25-55D                                          | 2055-03-20      | 1.1162%  | N/A     | $38620352.00       | $2203351.77        | Agency Collateralized Mortgage Obligation |
| GNMA_25-66C                                          | 2055-04-20      | 1.1162%  | N/A     | $25000000.00       | $1080062.25        | Agency Collateralized Mortgage Obligation |
| GNMA_25-66C                                          | 2055-04-20      | 1.6662%  | N/A     | $100000000.00      | $5055429.46        | Agency Collateralized Mortgage Obligation |
| GNMA_25-66D                                          | 2055-04-20      | 1.6362%  | N/A     | $175000000.00      | $5717587.09        | Agency Collateralized Mortgage Obligation |
| GNMA_25-66E                                          | 2055-04-20      | 1.0862%  | N/A     | $80000000.00       | $2635075.45        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81B                                          | 2055-05-20      | 16.7580% | N/A     | $250000.00         | $5342.17           | Agency Collateralized Mortgage Obligation |
| GNMA_25-81F                                          | 2055-05-20      | 0.9662%  | N/A     | $80000000.00       | $3258329.40        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81L                                          | 2052-05-20      | 1.0000%  | N/A     | $4693952.00        | $157423.01         | Agency Collateralized Mortgage Obligation |
| GNMA_25-81L                                          | 2052-05-20      | 0.1162%  | N/A     | $78025216.00       | $2955503.51        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81M                                          | 2055-04-20      | 0.3662%  | N/A     | $181870080.00      | $4016696.60        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81N                                          | 2055-02-20      | 1.7162%  | N/A     | $47178624.00       | $2638490.04        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81P                                          | 2054-04-20      | 1.0662%  | N/A     | $241131008.00      | $8023704.85        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81Q                                          | 2054-07-20      | 1.0162%  | N/A     | $118763264.00      | $3488270.71        | Agency Collateralized Mortgage Obligation |
| GNMA_25-81R                                          | 2054-08-20      | 1.7162%  | N/A     | $125217152.00      | $5873745.85        | Agency Collateralized Mortgage Obligation |
| GNMA_25-83H                                          | 2055-05-20      | 1.5662%  | N/A     | $38532096.00       | $2508587.94        | Agency Collateralized Mortgage Obligation |
| GNMA_25-89D                                          | 2055-05-20      | 0.0662%  | N/A     | $722500000.00      | $7172092.57        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9A                                           | 2055-01-20      | 6.4142%  | N/A     | $18181791.00       | $17793275.88       | Agency Collateralized Mortgage Obligation |
| GNMA_25-9C                                           | 2055-01-20      | 0.3162%  | N/A     | $50000000.00       | $519916.42         | Agency Collateralized Mortgage Obligation |
| GNMA_25-9J                                           | 2055-01-20      | 0.1000%  | N/A     | $86924800.00       | $221354.92         | Agency Collateralized Mortgage Obligation |
| GNMA_25-H02A                                         | 2074-12-20      | 0.7502%  | N/A     | $60000000.00       | $4843330.02        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H07A                                         | 2075-02-20      | 0.9112%  | N/A     | $25216096.00       | $1928434.16        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97DD                                         | 2054-12-20      | 2.4662%  | N/A     | $40000000.00       | $3448514.22        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2045-04-20      | 1.4545%  | N/A     | $31361664.00       | $556415.08         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2062-06-20      | 1.4503%  | N/A     | $38901696.00       | $70494.95          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2044-08-20      | 1.4545%  | N/A     | $121075000.00      | $1198474.97        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2063-03-20      | 1.6296%  | N/A     | $9998336.00        | $5821.39           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2039-12-20      | 2.2545%  | N/A     | $7062864.00        | $71585.60          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2040-01-20      | 1.6445%  | N/A     | $99200000.00       | $322807.43         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2058-02-16      | 0.5564%  | N/A     | $168043008.00      | $515299.93         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2041-09-20      | 2.0045%  | N/A     | $85356544.00       | $1370535.92        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2042-04-20      | 4.0000%  | N/A     | $28828032.00       | $274851.48         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2065-11-20      | 0.0275%  | N/A     | $150142975.00      | $37232.92          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-116 | 2040-09-20      | 2.4645%  | N/A     | $43058496.00       | $697034.70         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-68  | 2040-06-20      | 2.4345%  | N/A     | $170503936.00      | $459118.64         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-135 | 2046-10-20      | 1.9545%  | N/A     | $21466688.00       | $506060.47         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H17 | 2067-09-20      | 1.9517%  | N/A     | $2892000.00        | $27241.24          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H24 | 2067-12-20      | 1.8004%  | N/A     | $33225344.00       | $240371.86         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-H01 | 2068-10-20      | 0.3507%  | N/A     | $145694720.00      | $74754.56          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-H01 | 2068-10-20      | 0.7723%  | N/A     | $98615296.00       | $43186.69          | Agency Collateralized Mortgage Obligation |
| WOTSO PENRITH PTY LTD                                | 2046-04-20      | 1.9545%  | N/A     | $50000000.00       | $1055052.67        | Agency Collateralized Mortgage Obligation |

### Security 9: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDTW4XT5
- **C.18 - Value (incl. sponsor support):** $2500000.00
- **C.18.a - Value (excl. sponsor support):** $2500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2045-11-15      | 0.0000%  | N/A     | $177.98            | $66.94             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 0.0000%  | N/A     | $2964684.69        | $2549089.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | N/A     | $800.00            | $843.80            | U.S. Treasuries (including strips) |

### Security 10: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **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: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDTW4XV0
- **C.18 - Value (incl. sponsor support):** $73000000.00
- **C.18.a - Value (excl. sponsor support):** $73000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 FNMA_09-2                                 | 2037-04-25      | 0.0000%  | N/A     | $23019827.00       | $0.55              | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-2                                 | 2036-07-25      | 0.0000%  | N/A     | $14420183.00       | $1.37              | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-22                                | 2037-02-25      | 0.0000%  | N/A     | $5654180.00        | $0.15              | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-3                                 | 2037-01-25      | 0.0000%  | N/A     | $46460176.00       | $9.25              | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_09-36                                | 2037-06-25      | 0.0000%  | N/A     | $16108173.00       | $3.18              | Agency Collateralized Mortgage Obligation |
| FHLMC_41-94                                          | 2043-04-15      | 0.0000%  | N/A     | $19760200.00       | $16.44             | Agency Collateralized Mortgage Obligation |
| FHLMC_4750C                                          | 2048-01-15      | 1.8518%  | N/A     | $49999999.00       | $908359.99         | Agency Collateralized Mortgage Obligation |
| FHLMC_5355B                                          | 2053-11-25      | 1.7872%  | N/A     | $125000000.00      | $3953174.78        | Agency Collateralized Mortgage Obligation |
| FHLMC_5409A                                          | 2054-05-25      | 1.7672%  | N/A     | $103500000.00      | $3530363.37        | Agency Collateralized Mortgage Obligation |
| FHLMC_5411G                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $11.61             | Agency Collateralized Mortgage Obligation |
| FHLMC_5470A                                          | 2054-11-25      | 1.2172%  | N/A     | $251783168.00      | $10357695.91       | Agency Collateralized Mortgage Obligation |
| FHLMC_5473D                                          | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $33.25             | Agency Collateralized Mortgage Obligation |
| FHLMC_5473G                                          | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $38.44             | Agency Collateralized Mortgage Obligation |
| FHLMC_5491B                                          | 2055-01-25      | 0.0000%  | N/A     | $150000.00         | $2.52              | Agency Collateralized Mortgage Obligation |
| FHLMC_5491C                                          | 2055-01-25      | 0.0000%  | N/A     | $100000.00         | $7.63              | Agency Collateralized Mortgage Obligation |
| FHLMC_5499K                                          | 2055-02-25      | 0.0000%  | N/A     | $250000.00         | $7.41              | Agency Collateralized Mortgage Obligation |
| FHLMC_5513C                                          | 2054-11-25      | 2.9672%  | N/A     | $58524800.00       | $3955457.36        | Agency Collateralized Mortgage Obligation |
| FHLMC_5516B                                          | 2055-03-25      | 0.0000%  | N/A     | $249999.00         | $11.89             | Agency Collateralized Mortgage Obligation |
| FHLMC_5516C                                          | 2055-03-25      | 0.0000%  | N/A     | $250000.00         | $1.99              | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                           | 2055-05-25      | 0.0000%  | N/A     | $250000.00         | $20.10             | Agency Collateralized Mortgage Obligation |
| FHLMC_5535                                           | 2055-05-25      | 0.1672%  | N/A     | $100000000.00      | $1763528.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_5539A                                          | 2055-05-25      | 2.9172%  | N/A     | $60810111.00       | $4296070.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_5545B                                          | 2055-06-25      | 0.8676%  | N/A     | $352869376.00      | $11699047.11       | Agency Collateralized Mortgage Obligation |
| FHLMC_5576A                                          | 2055-09-25      | 1.0672%  | N/A     | $35000000.00       | $1213810.24        | Agency Collateralized Mortgage Obligation |
| FNMA_24-105H                                         | 2055-01-25      | 0.1172%  | N/A     | $75000000.00       | $1196949.74        | Agency Collateralized Mortgage Obligation |
| FNMA_24-22J                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $59.15             | Agency Collateralized Mortgage Obligation |
| FNMA_24-22K                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $11.61             | Agency Collateralized Mortgage Obligation |
| FNMA_24-22L                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $13.57             | Agency Collateralized Mortgage Obligation |
| FNMA_24-22L                                          | 2054-05-25      | 0.0000%  | N/A     | $250000.00         | $0.89              | Agency Collateralized Mortgage Obligation |
| FNMA_24-61D                                          | 2053-03-25      | 1.3172%  | N/A     | $40621440.00       | $1184016.01        | Agency Collateralized Mortgage Obligation |
| FNMA_24-82B                                          | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $47.59             | Agency Collateralized Mortgage Obligation |
| FNMA_24-82E                                          | 2054-11-25      | 0.0000%  | N/A     | $250000.00         | $2.26              | Agency Collateralized Mortgage Obligation |
| FNMA_24-88C                                          | 2054-12-25      | 0.0000%  | N/A     | $250000.00         | $26.50             | Agency Collateralized Mortgage Obligation |
| FNMA_24-88E                                          | 2054-12-25      | 0.0000%  | N/A     | $250000.00         | $11.01             | Agency Collateralized Mortgage Obligation |
| FNMA_25-77A                                          | 2055-05-25      | 2.9672%  | N/A     | $31364998.00       | $3500719.41        | Agency Collateralized Mortgage Obligation |
| FNMA_25-93C                                          | 2055-01-25      | 1.0000%  | N/A     | $1906148.00        | $33671.47          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3320                               | 2036-09-15      | 0.0000%  | N/A     | $95058510.00       | $10.89             | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3472                               | 2036-08-15      | 0.0000%  | N/A     | $79982750.00       | $0.94              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3519                               | 2037-07-15      | 0.0000%  | N/A     | $21475526.00       | $7.78              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3523                               | 2036-08-15      | 0.0000%  | N/A     | $5938329.00        | $0.04              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3533                               | 2036-06-15      | 0.0000%  | N/A     | $150000000.00      | $61.19             | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3533                               | 2036-07-15      | 0.0000%  | N/A     | $12224948.00       | $1.30              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3538                               | 2036-07-15      | 0.0000%  | N/A     | $77242219.00       | $4.14              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3538                               | 2036-06-15      | 0.0000%  | N/A     | $10000000.00       | $9.98              | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC REMICS FHR_3364                          | 2032-05-15      | 0.0000%  | N/A     | $79890963.00       | $1.18              | Agency Collateralized Mortgage Obligation |
| FREDDIE_MAC FHLMC_3247                               | 2036-08-15      | 0.0000%  | N/A     | $25000000.00       | $0.85              | Agency Collateralized Mortgage Obligation |
| GM_02-83                                             | 2042-10-16      | 0.0001%  | N/A     | $112652320.00      | $0.05              | Agency Collateralized Mortgage Obligation |
| GNMA_12-H29                                          | 2062-10-20      | 0.0210%  | N/A     | $12173605.00       | $65.02             | Agency Collateralized Mortgage Obligation |
| GNMA_16-4                                            | 2046-01-20      | 1.5045%  | N/A     | $206000000.00      | $2550084.74        | Agency Collateralized Mortgage Obligation |
| GNMA_22-172D                                         | 2052-10-20      | 3.5810%  | N/A     | $9231999.00        | $6714431.55        | Agency Collateralized Mortgage Obligation |
| GNMA_23-131M                                         | 2053-09-20      | 0.5162%  | N/A     | $19999700.00       | $243393.99         | Agency Collateralized Mortgage Obligation |
| GNMA_24-164B                                         | 2054-10-20      | 1.2662%  | N/A     | $333273088.00      | $11323739.67       | Agency Collateralized Mortgage Obligation |
| GNMA_24-164C                                         | 2054-10-20      | 0.6162%  | N/A     | $230761000.00      | $4032940.64        | Agency Collateralized Mortgage Obligation |
| GNMA_24-164H                                         | 2054-10-20      | 0.0000%  | N/A     | $250000.00         | $29.78             | Agency Collateralized Mortgage Obligation |
| GNMA_24-180B                                         | 2054-11-20      | 0.0000%  | N/A     | $250000.00         | $3.40              | Agency Collateralized Mortgage Obligation |
| GNMA_24-42B                                          | 2054-03-20      | 0.0000%  | N/A     | $250000.00         | $1.00              | Agency Collateralized Mortgage Obligation |
| GNMA_24-61G                                          | 2054-04-20      | 0.0000%  | N/A     | $250000.00         | $1.64              | Agency Collateralized Mortgage Obligation |
| GNMA_24-61H                                          | 2054-04-20      | 0.0000%  | N/A     | $250000.00         | $1.77              | Agency Collateralized Mortgage Obligation |
| GNMA_24-61N                                          | 2054-02-20      | 1.0000%  | N/A     | $2483668.00        | $17863.29          | Agency Collateralized Mortgage Obligation |
| GNMA_24-83E                                          | 2054-05-20      | 0.0000%  | N/A     | $250000.00         | $4.67              | Agency Collateralized Mortgage Obligation |
| GNMA_25-117A                                         | 2055-07-20      | 0.0000%  | N/A     | $250000.00         | $10.70             | Agency Collateralized Mortgage Obligation |
| GNMA_25-117E                                         | 2054-02-20      | 0.0000%  | N/A     | $250000.00         | $83.69             | Agency Collateralized Mortgage Obligation |
| GNMA_25-137J                                         | 2055-08-20      | 0.0000%  | N/A     | $250000.00         | $2.99              | Agency Collateralized Mortgage Obligation |
| GNMA_25-4D                                           | 2055-01-20      | 2.3962%  | N/A     | $3500000.00        | $208488.36         | Agency Collateralized Mortgage Obligation |
| GNMA_25-66D                                          | 2055-04-20      | 0.0000%  | N/A     | $250000.00         | $2.08              | Agency Collateralized Mortgage Obligation |
| GNMA_25-81G                                          | 2055-05-20      | 1.8162%  | N/A     | $100000000.00      | $3593940.32        | Agency Collateralized Mortgage Obligation |
| GNMA_25-9D                                           | 2055-01-20      | 0.0000%  | N/A     | $250000.00         | $21.78             | Agency Collateralized Mortgage Obligation |
| GNMA_25-9F                                           | 2055-01-20      | 0.0000%  | N/A     | $250000.00         | $1.41              | Agency Collateralized Mortgage Obligation |
| GNMA_25-9J                                           | 2055-01-20      | 0.0000%  | N/A     | $250000.00         | $17.99             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2060-08-20      | 0.6843%  | N/A     | $42696886.00       | $40.33             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2062-04-20      | 3.1024%  | N/A     | $235000.00         | $58.19             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_02-26  | 2042-03-16      | 0.0000%  | N/A     | $125000000.00      | $2.22              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-96  | 2047-01-16      | 0.0000%  | N/A     | $328812515.00      | $1.62              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-40  | 2037-07-16      | 0.0000%  | N/A     | $10000000.00       | $0.20              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-59  | 2047-11-16      | 0.1754%  | N/A     | $227119159.00      | $54.02             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-115 | 2051-11-16      | 0.7500%  | N/A     | $28000000.00       | $4.88              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-42  | 2037-04-20      | 0.0000%  | N/A     | $77574754.00       | $1.13              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55  | 2036-04-20      | 0.0000%  | N/A     | $5650739.00        | $0.13              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55  | 2038-02-20      | 0.0000%  | N/A     | $112275765.00      | $1.78              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-93  | 2039-10-16      | 0.0000%  | N/A     | $100000000.00      | $7.14              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-93  | 2039-10-16      | 0.0000%  | N/A     | $125000000.00      | $14.87             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-36  | 2052-01-16      | 0.0000%  | N/A     | $75000000.00       | $23.32             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-46  | 2037-05-20      | 0.0000%  | N/A     | $66987289.00       | $2.23              | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H23 | 2062-10-20      | 0.8731%  | N/A     | $2594291.00        | $71.41             | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H31 | 2062-11-20      | 0.6861%  | N/A     | $11681782.00       | $3087.51           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-147 | 2039-12-20      | 1.9045%  | N/A     | $30000000.00       | $262108.34         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-2   | 2043-01-20      | 0.2204%  | N/A     | $75892347.00       | $106088.42         | Agency Collateralized Mortgage Obligation |

### Security 11: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDTW4YA5
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 1 1/4 NOTE E 31  | 2031-08-15      | 1.2500%  | N/A     | $2000.00           | $1742.63           | U.S. Treasuries (including strips) |
| 1 5/8 TRIN AE 29 | 2029-10-15      | 1.6250%  | N/A     | $4871200.00        | $5097968.02        | U.S. Treasuries (including strips) |
| 4 1/4 TPRN 39    | 2039-05-15      | 0.0000%  | N/A     | $500.00            | $276.43            | U.S. Treasuries (including strips) |
| TINT 05/15/31    | 2031-05-15      | 0.0000%  | N/A     | $16.00             | $12.92             | U.S. Treasuries (including strips) |
| TINT 11/15/30    | 2030-11-15      | 0.0000%  | N/A     | $0.02              | $0.02              | U.S. Treasuries (including strips) |

### Security 12: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BYDTW4ZM8
- **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:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| CASH & EQUIVALENTS     | 2025-11-03      | 0.0000%  | N/A     | $30300000.00       | $30300000.00       | Cash                               |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | N/A     | $53624480.00       | $57744955.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 0.0000%  | N/A     | $5000.00           | $4647.55           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-15      | 0.0000%  | N/A     | $24920.00          | $21541.90          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-15      | 0.1250%  | N/A     | $1431000.00        | $1668791.47        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 0.0000%  | N/A     | $6502149.00        | $5819078.76        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | N/A     | $5664760.00        | $5834985.33        | U.S. Treasuries (including strips) |

### Security 13: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **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: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYDTW4XP3
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-04-01      | 5.5000%  | N/A     | $5743049.00        | $5644369.40        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 4.0000%  | N/A     | $52815050.00       | $50340519.23       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | N/A     | $54655034.00       | $49220356.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | N/A     | $50000000.00       | $47716466.04       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 3.5000%  | N/A     | $53209250.00       | $50442936.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | N/A     | $48701439.00       | $48040273.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | N/A     | $63000000.00       | $49474034.09       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | N/A     | $43273524.00       | $33871045.59       | Agency Mortgage-Backed Securities |

### Security 14: Bank of Montreal

- **C.1 - Title:** Bank of Montreal
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BYDTW4XU2
- **C.18 - Value (incl. sponsor support):** $124000000.00
- **C.18.a - Value (excl. sponsor support):** $124000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | N/A     | $21330000.00       | $19713399.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | N/A     | $43177400.00       | $43548799.55       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | N/A     | $49004300.00       | $40672085.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-23      | 0.0000%  | N/A     | $15532400.00       | $15443741.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-05      | 0.0000%  | N/A     | $7195200.00        | $7102022.16        | U.S. Treasuries (including strips) |

### Security 15: Bank of Nova Scotia (The)

- **C.1 - Title:** Bank of Nova Scotia (The)
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BYDTW4Y31
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | N/A     | $2027000.00        | $2039959.21        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | N/A     | $400.00            | $400.00            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-02-15      | 3.5000%  | N/A     | $200.00            | $196.20            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | N/A     | $100.00            | $98.60             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $100.00            | $94.68             | U.S. Treasuries (including strips) |

### Security 16: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **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: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDDRC0M9
- **C.18 - Value (incl. sponsor support):** $1450000000.00
- **C.18.a - Value (excl. sponsor support):** $1450000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE MAE FNMA_18-45                                | 2048-06-25      | 1.9027%  | N/A     | $55413670.00       | $921142.06         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-32                                | 2050-05-25      | 4.0000%  | N/A     | $141032625.00      | $10271969.75       | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-96                                | 2051-01-25      | 3.0000%  | N/A     | $10000000.00       | $986841.40         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5056    | 2050-12-25      | 2.5000%  | N/A     | $22198242.00       | $1938195.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1      | 2051-02-25      | 2.0000%  | N/A     | $20469712.00       | $1634445.23        | Agency Collateralized Mortgage Obligation |
| FHLK_12                                              | 2030-10-25      | 2.7404%  | N/A     | $2357000.00        | $274457.81         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                     | 2045-01-25      | 2.0794%  | N/A     | $3357000.00        | $85538.44          | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K123  | 2049-02-25      | 2.6262%  | N/A     | $655000.00         | $74978.20          | Agency Collateralized Mortgage Obligation |
| FHLMC_2635                                           | 2033-06-15      | 5.5000%  | N/A     | $163636363.00      | $115800.58         | Agency Collateralized Mortgage Obligation |
| FHLMC_3152                                           | 2036-03-15      | 2.1319%  | N/A     | $117787959.00      | $373614.51         | Agency Collateralized Mortgage Obligation |
| FHLMC_4321C                                          | 2044-03-15      | 3.0000%  | N/A     | $2224710.00        | $2829492.01        | Agency Collateralized Mortgage Obligation |
| FHLMC_4678A                                          | 2046-01-15      | 4.0000%  | N/A     | $15842693.00       | $200032.03         | Agency Collateralized Mortgage Obligation |
| FHLMC_4853A                                          | 2049-02-15      | 2.2519%  | N/A     | $11800000.00       | $343639.21         | Agency Collateralized Mortgage Obligation |
| FHLMC_4912B                                          | 2049-06-25      | 1.7527%  | N/A     | $21189621.00       | $750185.81         | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                           | 2049-11-25      | 1.7027%  | N/A     | $13000000.00       | $657629.14         | Agency Collateralized Mortgage Obligation |
| FHLMC_4923                                           | 2049-11-25      | 1.7027%  | N/A     | $22870000.00       | $1291958.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_4937                                           | 2049-12-25      | 1.7527%  | N/A     | $345612857.00      | $11646880.09       | Agency Collateralized Mortgage Obligation |
| FHLMC_4976B                                          | 2050-05-25      | 3.5000%  | N/A     | $9400000.00        | $724203.64         | Agency Collateralized Mortgage Obligation |
| FHLMC_4979A                                          | 2050-06-25      | 1.7527%  | N/A     | $15000000.00       | $553994.03         | Agency Collateralized Mortgage Obligation |
| FHLMC_4988F                                          | 2050-06-25      | 3.0000%  | N/A     | $34686251.00       | $3531742.01        | Agency Collateralized Mortgage Obligation |
| FHLMC_4988F                                          | 2050-06-25      | 3.0000%  | N/A     | $30000000.00       | $3431557.43        | Agency Collateralized Mortgage Obligation |
| FHLMC_4988M                                          | 2050-07-25      | 3.5000%  | N/A     | $17087913.00       | $1274622.26        | Agency Collateralized Mortgage Obligation |
| FHLMC_4990C                                          | 2050-07-25      | 4.0000%  | N/A     | $28600000.00       | $2541442.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_4996                                           | 2050-06-25      | 2.5000%  | N/A     | $13500000.00       | $1169332.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_4999D                                          | 2043-03-15      | 1.8518%  | N/A     | $18925757.00       | $713305.34         | Agency Collateralized Mortgage Obligation |
| FHLMC_5000Q                                          | 2048-05-25      | 5.0000%  | N/A     | $19466144.00       | $810458.26         | Agency Collateralized Mortgage Obligation |
| FHLMC_5003D                                          | 2050-08-25      | 1.8027%  | N/A     | $10000000.00       | $668487.12         | Agency Collateralized Mortgage Obligation |
| FHLMC_5003D                                          | 2050-08-25      | 1.8027%  | N/A     | $17800000.00       | $1895110.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_5009B                                          | 2050-07-25      | 3.5000%  | N/A     | $19357142.00       | $2160347.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_5031B                                          | 2050-10-25      | 2.5000%  | N/A     | $48440000.00       | $4434537.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_5037B                                          | 2050-11-25      | 2.0000%  | N/A     | $8750000.00        | $669128.29         | Agency Collateralized Mortgage Obligation |
| FHLMC_5038P                                          | 2050-11-25      | 2.5000%  | N/A     | $12500000.00       | $876452.53         | Agency Collateralized Mortgage Obligation |
| FHLMC_5039H                                          | 2050-11-25      | 2.0000%  | N/A     | $27125000.00       | $2153246.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_5045B                                          | 2050-11-25      | 2.0672%  | N/A     | $8909091.00        | $783493.27         | Agency Collateralized Mortgage Obligation |
| FHLMC_5051L                                          | 2048-11-15      | 0.0163%  | N/A     | $174000000.00      | $2088196.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5051N                                          | 2050-12-25      | 2.0000%  | N/A     | $12347131.00       | $915532.42         | Agency Collateralized Mortgage Obligation |
| FHLMC_5053B                                          | 2050-12-25      | 2.5000%  | N/A     | $22800000.00       | $2180251.62        | Agency Collateralized Mortgage Obligation |
| FHLMC_5053G                                          | 2050-12-25      | 3.0000%  | N/A     | $11644739.00       | $1323907.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_5053H                                          | 2050-12-25      | 2.5000%  | N/A     | $12500000.00       | $1129490.96        | Agency Collateralized Mortgage Obligation |
| FHLMC_5054B                                          | 2035-12-25      | 1.5000%  | N/A     | $33333333.00       | $698922.32         | Agency Collateralized Mortgage Obligation |
| FHLMC_5056C                                          | 2050-12-25      | 2.1172%  | N/A     | $21000000.00       | $2147755.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_5058F                                          | 2050-04-25      | 2.0000%  | N/A     | $15140396.00       | $937964.98         | Agency Collateralized Mortgage Obligation |
| FHLMC_5060B                                          | 2050-12-25      | 3.0000%  | N/A     | $9500000.00        | $1157156.16        | Agency Collateralized Mortgage Obligation |
| FHLMC_5060C                                          | 2050-11-25      | 3.0000%  | N/A     | $12302666.00       | $1362054.75        | Agency Collateralized Mortgage Obligation |
| FHLMC_5062C                                          | 2051-01-25      | 2.1172%  | N/A     | $17850000.00       | $2063500.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_5065H                                          | 2051-01-25      | 3.0000%  | N/A     | $21222181.00       | $2371673.31        | Agency Collateralized Mortgage Obligation |
| FHLMC_5068G                                          | 2050-11-25      | 3.0000%  | N/A     | $21700000.00       | $1590871.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                          | 2051-02-25      | 3.0000%  | N/A     | $8159241.00        | $994578.53         | Agency Collateralized Mortgage Obligation |
| FHLMC_5069E                                          | 2051-02-25      | 3.0000%  | N/A     | $22000000.00       | $2571688.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                          | 2050-09-25      | 3.0000%  | N/A     | $25000000.00       | $2878824.66        | Agency Collateralized Mortgage Obligation |
| FHLMC_5071W                                          | 2051-02-25      | 2.5000%  | N/A     | $12076634.00       | $915180.69         | Agency Collateralized Mortgage Obligation |
| FHLMC_5080B                                          | 2050-04-25      | 3.5000%  | N/A     | $5000000.00        | $571235.15         | Agency Collateralized Mortgage Obligation |
| FHLMC_5080K                                          | 2050-01-25      | 3.0000%  | N/A     | $15244249.00       | $1133872.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_5080L                                          | 2048-11-25      | 4.0000%  | N/A     | $21300000.00       | $2710798.17        | Agency Collateralized Mortgage Obligation |
| FHLMC_5083B                                          | 2051-03-25      | 2.0000%  | N/A     | $31718171.00       | $2088039.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_5087A                                          | 2051-03-25      | 3.0000%  | N/A     | $14000000.00       | $1557981.91        | Agency Collateralized Mortgage Obligation |
| FHLMC_5093A                                          | 2051-01-25      | 3.0000%  | N/A     | $21000000.00       | $2353765.35        | Agency Collateralized Mortgage Obligation |
| FHLMC_5095D                                          | 2041-04-25      | 3.5000%  | N/A     | $38764420.00       | $1907149.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_5104F                                          | 2049-06-25      | 3.5000%  | N/A     | $98370798.00       | $8357851.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_5104F                                          | 2049-06-25      | 3.5000%  | N/A     | $12500000.00       | $1090323.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_5115S                                          | 2051-06-25      | 4.0000%  | N/A     | $14000000.00       | $1242212.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5140R                                          | 2050-12-25      | 4.5000%  | N/A     | $26016935.00       | $3181716.70        | Agency Collateralized Mortgage Obligation |
| FHLMC_5144F                                          | 2051-09-25      | 3.0000%  | N/A     | $11250000.00       | $1086152.45        | Agency Collateralized Mortgage Obligation |
| FHLMC_5349D                                          | 2053-10-25      | 2.8672%  | N/A     | $50000000.00       | $2021092.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_5364B                                          | 2053-12-25      | 2.8172%  | N/A     | $50000000.00       | $1727940.23        | Agency Collateralized Mortgage Obligation |
| FHLMC_5408D                                          | 2053-12-25      | 0.9172%  | N/A     | $60000000.00       | $1917483.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_5417D                                          | 2054-06-25      | 0.9672%  | N/A     | $28400000.00       | $532887.24         | Agency Collateralized Mortgage Obligation |
| FHLMC_5441D                                          | 2054-08-25      | 0.9472%  | N/A     | $17564171.00       | $817660.12         | Agency Collateralized Mortgage Obligation |
| FHLMC_5449D                                          | 2054-08-25      | 0.9672%  | N/A     | $6571000.00        | $296840.89         | Agency Collateralized Mortgage Obligation |
| FHLMC_5458A                                          | 2054-10-25      | 1.9672%  | N/A     | $8104064.00        | $835953.57         | Agency Collateralized Mortgage Obligation |
| FHLMC_5458A                                          | 2054-09-25      | 1.1172%  | N/A     | $60000000.00       | $4132023.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_5458F                                          | 2054-10-25      | 1.8172%  | N/A     | $9506621.00        | $728792.24         | Agency Collateralized Mortgage Obligation |
| FHLMC_5460E                                          | 2054-10-25      | 1.8172%  | N/A     | $5405656.00        | $532445.87         | Agency Collateralized Mortgage Obligation |
| FHLMC_5460N                                          | 2054-10-25      | 1.2172%  | N/A     | $55008659.00       | $2127015.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_5478A                                          | 2054-02-25      | 0.9172%  | N/A     | $25500000.00       | $582987.06         | Agency Collateralized Mortgage Obligation |
| FHLMC_5500A                                          | 2055-02-25      | 0.9172%  | N/A     | $75000000.00       | $1826061.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_5500F                                          | 2054-10-25      | 0.9672%  | N/A     | $50000000.00       | $1675884.39        | Agency Collateralized Mortgage Obligation |
| FHLMC_5504C                                          | 2055-02-25      | 1.6672%  | N/A     | $100000.00         | $6617.28           | Agency Collateralized Mortgage Obligation |
| FHLMC_5511C                                          | 2055-03-25      | 1.7172%  | N/A     | $8740989.00        | $635798.98         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531E                                          | 2051-09-25      | 3.5000%  | N/A     | $54472151.00       | $9502764.23        | Agency Collateralized Mortgage Obligation |
| FHLMC_5534                                           | 2054-05-25      | 1.1172%  | N/A     | $20000000.00       | $747170.04         | Agency Collateralized Mortgage Obligation |
| FHLMC_5537                                           | 2055-05-25      | 0.7172%  | N/A     | $54700000.00       | $1478358.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_5547D                                          | 2055-06-25      | 0.0000%  | N/A     | $100000000.00      | $1284445.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_5562                                           | 2055-07-25      | 1.6672%  | N/A     | $15064647.00       | $1125225.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_5568C                                          | 2055-08-25      | 1.6172%  | N/A     | $300000000.00      | $18178725.60       | Agency Collateralized Mortgage Obligation |
| FHMS_K117                                            | 2048-10-25      | 2.8678%  | N/A     | $13478000.00       | $1601655.56        | Agency Collateralized Mortgage Obligation |
| FHMS_K124                                            | 2049-02-25      | 2.6201%  | N/A     | $786000.00         | $91039.01          | Agency Collateralized Mortgage Obligation |
| FNMA_13-70                                           | 2043-01-25      | 3.5000%  | N/A     | $28251856.00       | $96355.99          | Agency Collateralized Mortgage Obligation |
| FNMA_14-87                                           | 2045-01-25      | 1.9527%  | N/A     | $117234000.00      | $1266486.63        | Agency Collateralized Mortgage Obligation |
| FNMA_16-11                                           | 2046-03-25      | 1.8527%  | N/A     | $75000000.00       | $909162.73         | Agency Collateralized Mortgage Obligation |
| FNMA_16-55                                           | 2046-08-25      | 1.7027%  | N/A     | $44785000.00       | $1758200.99        | Agency Collateralized Mortgage Obligation |
| FNMA_17-66A                                          | 2047-09-25      | 4.5000%  | N/A     | $68383547.00       | $2003736.48        | Agency Collateralized Mortgage Obligation |
| FNMA_19-15C                                          | 2049-04-25      | 1.7027%  | N/A     | $22000000.00       | $730627.83         | Agency Collateralized Mortgage Obligation |
| FNMA_19-59J                                          | 2049-10-25      | 1.7027%  | N/A     | $31112500.00       | $1442063.84        | Agency Collateralized Mortgage Obligation |
| FNMA_19-64J                                          | 2049-11-25      | 1.7027%  | N/A     | $12825500.00       | $723699.31         | Agency Collateralized Mortgage Obligation |
| FNMA_20-2E                                           | 2059-07-25      | 1.7527%  | N/A     | $15000000.00       | $635886.08         | Agency Collateralized Mortgage Obligation |
| FNMA_20-36D                                          | 2050-06-25      | 3.5000%  | N/A     | $13915215.00       | $1100694.94        | Agency Collateralized Mortgage Obligation |
| FNMA_20-36N                                          | 2050-06-25      | 3.0000%  | N/A     | $8333333.00        | $877934.41         | Agency Collateralized Mortgage Obligation |
| FNMA_20-38M                                          | 2050-06-25      | 1.0500%  | N/A     | $34769874.00       | $946846.40         | Agency Collateralized Mortgage Obligation |
| FNMA_20-38M                                          | 2050-06-25      | 1.0500%  | N/A     | $40019492.00       | $1089812.97        | Agency Collateralized Mortgage Obligation |
| FNMA_20-40A                                          | 2050-06-25      | 3.0000%  | N/A     | $11200000.00       | $1118556.54        | Agency Collateralized Mortgage Obligation |
| FNMA_20-41J                                          | 2050-06-25      | 1.8027%  | N/A     | $14861349.00       | $732492.39         | Agency Collateralized Mortgage Obligation |
| FNMA_20-56A                                          | 2050-08-25      | 3.5000%  | N/A     | $17423714.00       | $808709.26         | Agency Collateralized Mortgage Obligation |
| FNMA_20-60B                                          | 2050-09-25      | 3.5000%  | N/A     | $23000000.00       | $1717090.85        | Agency Collateralized Mortgage Obligation |
| FNMA_20-68E                                          | 2050-10-25      | 3.0000%  | N/A     | $15224105.00       | $1301170.16        | Agency Collateralized Mortgage Obligation |
| FNMA_20-71C                                          | 2050-10-25      | 3.0000%  | N/A     | $20532238.00       | $1595195.89        | Agency Collateralized Mortgage Obligation |
| FNMA_20-80F                                          | 2049-04-25      | 2.5000%  | N/A     | $35433500.00       | $3250088.55        | Agency Collateralized Mortgage Obligation |
| FNMA_20-89                                           | 2050-12-25      | 2.0000%  | N/A     | $24654901.00       | $2308106.33        | Agency Collateralized Mortgage Obligation |
| FNMA_20-92                                           | 2050-02-25      | 2.5000%  | N/A     | $35344200.00       | $3053520.38        | Agency Collateralized Mortgage Obligation |
| FNMA_20-99K                                          | 2051-01-25      | 3.0000%  | N/A     | $16179000.00       | $1837040.12        | Agency Collateralized Mortgage Obligation |
| FNMA_21-1D                                           | 2050-11-25      | 3.0000%  | N/A     | $112609464.00      | $11574524.45       | Agency Collateralized Mortgage Obligation |
| FNMA_21-42H                                          | 2051-03-25      | 2.0000%  | N/A     | $12011000.00       | $1270132.27        | Agency Collateralized Mortgage Obligation |
| FNMA_21-46A                                          | 2051-07-25      | 3.0000%  | N/A     | $11105094.00       | $1278066.86        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56                                           | 2051-07-25      | 3.0000%  | N/A     | $19999999.00       | $2043555.29        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56D                                          | 2051-09-25      | 2.5000%  | N/A     | $12171500.00       | $561987.58         | Agency Collateralized Mortgage Obligation |
| FNMA_21-56H                                          | 2051-09-25      | 2.5000%  | N/A     | $35552900.00       | $1937177.28        | Agency Collateralized Mortgage Obligation |
| FNMA_21-63B                                          | 2050-04-25      | 3.5000%  | N/A     | $25000000.00       | $3302963.06        | Agency Collateralized Mortgage Obligation |
| FNMA_21-68C                                          | 2051-10-25      | 0.0000%  | N/A     | $141714000.00      | $580268.56         | Agency Collateralized Mortgage Obligation |
| FNMA_21-70C                                          | 2051-10-25      | 4.0000%  | N/A     | $90846523.00       | $9550949.00        | Agency Collateralized Mortgage Obligation |
| FNMA_21-84A                                          | 2051-11-25      | 3.0000%  | N/A     | $18665764.00       | $1567805.04        | Agency Collateralized Mortgage Obligation |
| FNMA_22-20C                                          | 2048-04-25      | 4.5000%  | N/A     | $56886493.00       | $6499636.27        | Agency Collateralized Mortgage Obligation |
| FNMA_23-58F                                          | 2053-12-25      | 2.8172%  | N/A     | $48409043.00       | $1304074.76        | Agency Collateralized Mortgage Obligation |
| FNMA_24-15                                           | 2054-04-25      | 1.5172%  | N/A     | $60000000.00       | $2133879.50        | Agency Collateralized Mortgage Obligation |
| FNMA_24-60D                                          | 2054-08-25      | 1.0172%  | N/A     | $9503195.00        | $625808.90         | Agency Collateralized Mortgage Obligation |
| FNMA_24-73A                                          | 2054-10-25      | 1.0672%  | N/A     | $55425000.00       | $1932903.67        | Agency Collateralized Mortgage Obligation |
| FNMA_24-73C                                          | 2054-10-25      | 1.2172%  | N/A     | $17023597.00       | $1233204.66        | Agency Collateralized Mortgage Obligation |
| FNMA_24-73C                                          | 2054-10-25      | 1.8172%  | N/A     | $13110191.00       | $1261104.93        | Agency Collateralized Mortgage Obligation |
| FNMA_24-77C                                          | 2054-11-25      | 1.8672%  | N/A     | $55520663.00       | $1709574.33        | Agency Collateralized Mortgage Obligation |
| FNMA_24-86B                                          | 2054-12-25      | 0.9672%  | N/A     | $50000000.00       | $1536427.42        | Agency Collateralized Mortgage Obligation |
| FNMA_24-87C                                          | 2054-12-25      | 0.0172%  | N/A     | $50000000.00       | $557229.30         | Agency Collateralized Mortgage Obligation |
| FNMA_24-87D                                          | 2054-12-25      | 0.0172%  | N/A     | $50000000.00       | $695167.44         | Agency Collateralized Mortgage Obligation |
| FNMA_24-87F                                          | 2054-12-25      | 0.0000%  | N/A     | $115000000.00      | $1698239.43        | Agency Collateralized Mortgage Obligation |
| FNMA_24-87G                                          | 2035-06-25      | 6.0000%  | N/A     | $5461958.00        | $826616.99         | Agency Collateralized Mortgage Obligation |
| FNMA_24-90A                                          | 2054-12-25      | 0.8172%  | N/A     | $73000000.00       | $1647707.88        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                           | 2048-05-25      | 1.8027%  | N/A     | $82712887.00       | $8688128.60        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                           | 2049-11-25      | 1.7527%  | N/A     | $96587793.00       | $8632835.77        | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                           | 2049-11-25      | 1.7027%  | N/A     | $69606673.00       | $6834632.74        | Agency Collateralized Mortgage Obligation |
| FNMA_25-12A                                          | 2055-03-25      | 0.9172%  | N/A     | $23953010.00       | $1228629.49        | Agency Collateralized Mortgage Obligation |
| FNMA_25-14C                                          | 2055-03-25      | 1.7172%  | N/A     | $17363731.00       | $982259.72         | Agency Collateralized Mortgage Obligation |
| FNMA_25-18D                                          | 2055-03-25      | 1.6672%  | N/A     | $37982080.00       | $2262770.86        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27C                                          | 2050-06-25      | 1.7027%  | N/A     | $88819952.00       | $9544690.71        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27D                                          | 2049-09-25      | 1.7527%  | N/A     | $70650117.00       | $7556803.09        | Agency Collateralized Mortgage Obligation |
| FNMA_25-33C                                          | 2054-08-25      | 0.7172%  | N/A     | $24200000.00       | $580739.56         | Agency Collateralized Mortgage Obligation |
| FNMA_25-44F                                          | 2055-06-25      | 0.0000%  | N/A     | $50000000.00       | $631973.28         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5155                               | 2051-10-25      | 3.0000%  | N/A     | $86569995.00       | $7416126.40        | Agency Collateralized Mortgage Obligation |
| FREMF MORTGAGE TRUST FREMF_17-KW02                   | 2027-01-25      | 2.8150%  | N/A     | $2268000.00        | $75789.35          | Agency Collateralized Mortgage Obligation |
| FREMF_17-K69                                         | 2049-10-25      | 0.1000%  | N/A     | $937356543.00      | $1251890.92        | Agency Collateralized Mortgage Obligation |
| FREMF_18-K158                                        | 2033-11-25      | 0.1000%  | N/A     | $78207261.00       | $490072.81         | Agency Collateralized Mortgage Obligation |
| FREMF_22_K747                                        | 2028-12-25      | 0.1000%  | N/A     | $212159495.00      | $559959.77         | Agency Collateralized Mortgage Obligation |
| FREMF_22_K747                                        | 2028-11-25      | 0.1000%  | N/A     | $831028000.00      | $2012322.18        | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB63                                        | 2039-04-25      | 1.8087%  | N/A     | $17964000.00       | $259669.51         | Agency Collateralized Mortgage Obligation |
| FRESB_19-SB65                                        | 2039-06-25      | 1.3777%  | N/A     | $10944000.00       | $167528.82         | Agency Collateralized Mortgage Obligation |
| GNMA_09-61                                           | 2039-08-20      | 2.5545%  | N/A     | $258300000.00      | $465559.61         | Agency Collateralized Mortgage Obligation |
| GNMA_10-31                                           | 2040-03-20      | 1.6045%  | N/A     | $473125000.00      | $1487906.64        | Agency Collateralized Mortgage Obligation |
| GNMA_11-141                                          | 2041-10-20      | 1.9545%  | N/A     | $72589000.00       | $690711.15         | Agency Collateralized Mortgage Obligation |
| GNMA_11-145                                          | 2041-11-16      | 1.9537%  | N/A     | $54000000.00       | $1151557.74        | Agency Collateralized Mortgage Obligation |
| GNMA_12-122                                          | 2042-10-20      | 4.0000%  | N/A     | $17684560.00       | $301796.58         | Agency Collateralized Mortgage Obligation |
| GNMA_12-131                                          | 2053-02-16      | 0.5450%  | N/A     | $260000000.00      | $582443.66         | Agency Collateralized Mortgage Obligation |
| GNMA_12-139                                          | 2053-02-16      | 0.6480%  | N/A     | $88200000.00       | $121356.70         | Agency Collateralized Mortgage Obligation |
| GNMA_12-20                                           | 2042-02-20      | 2.5045%  | N/A     | $21428571.00       | $393572.75         | Agency Collateralized Mortgage Obligation |
| GNMA_13-015                                          | 2051-08-16      | 0.6383%  | N/A     | $61750000.00       | $178888.60         | Agency Collateralized Mortgage Obligation |
| GNMA_13-125                                          | 2054-10-16      | 0.2488%  | N/A     | $65000000.00       | $267733.41         | Agency Collateralized Mortgage Obligation |
| GNMA_13-129                                          | 2043-09-20      | 1.9545%  | N/A     | $20708456.00       | $151534.46         | Agency Collateralized Mortgage Obligation |
| GNMA_13-18B                                          | 2043-02-20      | 3.5000%  | N/A     | $85714285.00       | $1909838.65        | Agency Collateralized Mortgage Obligation |
| GNMA_13-33                                           | 2054-04-16      | 0.1703%  | N/A     | $116000000.00      | $75875.82          | Agency Collateralized Mortgage Obligation |
| GNMA_13-85                                           | 2049-02-16      | 0.3319%  | N/A     | $217675000.00      | $291131.84         | Agency Collateralized Mortgage Obligation |
| GNMA_14-126                                          | 2055-02-16      | 0.7051%  | N/A     | $40850000.00       | $215732.83         | Agency Collateralized Mortgage Obligation |
| GNMA_14-130                                          | 2054-08-16      | 0.4279%  | N/A     | $72603298.00       | $176912.85         | Agency Collateralized Mortgage Obligation |
| GNMA_14-171                                          | 2055-11-16      | 0.2590%  | N/A     | $159446785.00      | $270495.41         | Agency Collateralized Mortgage Obligation |
| GNMA_15-107                                          | 2057-03-16      | 0.4946%  | N/A     | $64102666.00       | $214907.93         | Agency Collateralized Mortgage Obligation |
| GNMA_15-111                                          | 2045-08-20      | 2.0545%  | N/A     | $22237939.00       | $267303.08         | Agency Collateralized Mortgage Obligation |
| GNMA_15-156                                          | 2045-10-20      | 1.5045%  | N/A     | $18160000.00       | $135051.47         | Agency Collateralized Mortgage Obligation |
| GNMA_15-165                                          | 2044-08-20      | 2.0545%  | N/A     | $47506714.00       | $801554.93         | Agency Collateralized Mortgage Obligation |
| GNMA_15-186C                                         | 2045-12-20      | 4.0000%  | N/A     | $20431000.00       | $423383.10         | Agency Collateralized Mortgage Obligation |
| GNMA_15-60A                                          | 2045-04-20      | 4.0000%  | N/A     | $35165143.00       | $906820.22         | Agency Collateralized Mortgage Obligation |
| GNMA_15-65C                                          | 2045-05-20      | 4.0000%  | N/A     | $46727316.00       | $1369086.75        | Agency Collateralized Mortgage Obligation |
| GNMA_15-96C                                          | 2045-07-20      | 3.5000%  | N/A     | $77028571.00       | $500427.56         | Agency Collateralized Mortgage Obligation |
| GNMA_16-002                                          | 2057-04-16      | 0.5041%  | N/A     | $110000000.00      | $571537.59         | Agency Collateralized Mortgage Obligation |
| GNMA_16-052                                          | 2058-03-16      | 0.7369%  | N/A     | $27000000.00       | $182008.07         | Agency Collateralized Mortgage Obligation |
| GNMA_16-067                                          | 2057-07-16      | 0.7594%  | N/A     | $138981000.00      | $395428.36         | Agency Collateralized Mortgage Obligation |
| GNMA_16-133                                          | 2057-12-16      | 0.6967%  | N/A     | $22500000.00       | $180677.34         | Agency Collateralized Mortgage Obligation |
| GNMA_16-141C                                         | 2046-10-20      | 3.5000%  | N/A     | $81428566.00       | $13573.62          | Agency Collateralized Mortgage Obligation |
| GNMA_16-153D                                         | 2046-11-20      | 3.5000%  | N/A     | $8370000.00        | $327855.86         | Agency Collateralized Mortgage Obligation |
| GNMA_16-177                                          | 2057-01-16      | 0.4915%  | N/A     | $35098788.00       | $190648.56         | Agency Collateralized Mortgage Obligation |
| GNMA_16-60C                                          | 2045-12-20      | 3.5000%  | N/A     | $16818861.00       | $500482.60         | Agency Collateralized Mortgage Obligation |
| GNMA_16-68                                           | 2046-05-20      | 4.0000%  | N/A     | $7500000.00        | $206418.50         | Agency Collateralized Mortgage Obligation |
| GNMA_16-69F                                          | 2046-05-20      | 1.9545%  | N/A     | $28666666.00       | $648094.89         | Agency Collateralized Mortgage Obligation |
| GNMA_16-75                                           | 2045-08-20      | 3.5000%  | N/A     | $25312449.00       | $168916.27         | Agency Collateralized Mortgage Obligation |
| GNMA_16-77G                                          | 2046-06-20      | 1.9545%  | N/A     | $66122517.00       | $1666848.33        | Agency Collateralized Mortgage Obligation |
| GNMA_16-78B                                          | 2046-06-20      | 4.5000%  | N/A     | $17341919.00       | $67745.59          | Agency Collateralized Mortgage Obligation |
| GNMA_16-79                                           | 2046-06-20      | 3.5000%  | N/A     | $60441000.00       | $492211.61         | Agency Collateralized Mortgage Obligation |
| GNMA_16-82M                                          | 2046-06-20      | 3.5000%  | N/A     | $11455473.00       | $358605.59         | Agency Collateralized Mortgage Obligation |
| GNMA_16-87                                           | 2058-08-16      | 0.6204%  | N/A     | $50000000.00       | $432564.65         | Agency Collateralized Mortgage Obligation |
| GNMA_16-92                                           | 2058-04-16      | 0.6098%  | N/A     | $77251864.00       | $193793.75         | Agency Collateralized Mortgage Obligation |
| GNMA_17-106                                          | 2056-12-16      | 0.6665%  | N/A     | $124450000.00      | $496287.62         | Agency Collateralized Mortgage Obligation |
| GNMA_17-11                                           | 2047-01-20      | 1.9545%  | N/A     | $25259773.00       | $747258.44         | Agency Collateralized Mortgage Obligation |
| GNMA_17-154A                                         | 2058-12-16      | 0.6204%  | N/A     | $45000000.00       | $946313.06         | Agency Collateralized Mortgage Obligation |
| GNMA_17-62                                           | 2057-02-16      | 0.6554%  | N/A     | $30000000.00       | $610138.27         | Agency Collateralized Mortgage Obligation |
| GNMA_18-115K                                         | 2048-08-20      | 2.0545%  | N/A     | $22045674.00       | $422845.98         | Agency Collateralized Mortgage Obligation |
| GNMA_18-11E                                          | 2046-07-20      | 3.5000%  | N/A     | $50860570.00       | $579053.42         | Agency Collateralized Mortgage Obligation |
| GNMA_18-127                                          | 2044-10-20      | 5.0000%  | N/A     | $6129737.00        | $303044.70         | Agency Collateralized Mortgage Obligation |
| GNMA_18-27B                                          | 2048-02-20      | 4.5000%  | N/A     | $17217275.00       | $782932.17         | Agency Collateralized Mortgage Obligation |
| GNMA_18-49                                           | 2048-04-20      | 4.0000%  | N/A     | $8400000.00        | $347974.61         | Agency Collateralized Mortgage Obligation |
| GNMA_19-122                                          | 2061-07-16      | 1.0045%  | N/A     | $75000000.00       | $1484264.80        | Agency Collateralized Mortgage Obligation |
| GNMA_19-128F                                         | 2049-10-20      | 3.5000%  | N/A     | $10731815.00       | $598382.21         | Agency Collateralized Mortgage Obligation |
| GNMA_19-128H                                         | 2049-10-20      | 1.8545%  | N/A     | $15292399.00       | $574633.25         | Agency Collateralized Mortgage Obligation |
| GNMA_19-141                                          | 2062-01-16      | 0.6180%  | N/A     | $25700000.00       | $676698.06         | Agency Collateralized Mortgage Obligation |
| GNMA_19-156                                          | 2057-11-16      | 0.5011%  | N/A     | $87000000.00       | $394868.65         | Agency Collateralized Mortgage Obligation |
| GNMA_19-19                                           | 2060-11-16      | 0.9131%  | N/A     | $140000000.00      | $835522.75         | Agency Collateralized Mortgage Obligation |
| GNMA_19-23A                                          | 2049-02-20      | 1.9045%  | N/A     | $33304063.00       | $704631.34         | Agency Collateralized Mortgage Obligation |
| GNMA_19-44H                                          | 2049-04-20      | 1.9045%  | N/A     | $45523277.00       | $1693539.32        | Agency Collateralized Mortgage Obligation |
| GNMA_19-49                                           | 2049-04-20      | 1.3945%  | N/A     | $50000000.00       | $939481.56         | Agency Collateralized Mortgage Obligation |
| GNMA_19-65                                           | 2046-05-20      | 3.5000%  | N/A     | $30926454.00       | $763033.28         | Agency Collateralized Mortgage Obligation |
| GNMA_19-65M                                          | 2049-05-20      | 1.9545%  | N/A     | $8141610.00        | $242554.97         | Agency Collateralized Mortgage Obligation |
| GNMA_19-7                                            | 2061-01-16      | 0.9024%  | N/A     | $104000000.00      | $1047639.17        | Agency Collateralized Mortgage Obligation |
| GNMA_19-78B                                          | 2049-06-20      | 1.9545%  | N/A     | $19160664.00       | $532386.05         | Agency Collateralized Mortgage Obligation |
| GNMA_20-029                                          | 2060-01-16      | 0.9318%  | N/A     | $6100000.00        | $260915.27         | Agency Collateralized Mortgage Obligation |
| GNMA_20-115C                                         | 2050-07-20      | 3.5000%  | N/A     | $23906785.00       | $2038424.86        | Agency Collateralized Mortgage Obligation |
| GNMA_20-116G                                         | 2050-08-20      | 2.0545%  | N/A     | $3823000.00        | $222822.02         | Agency Collateralized Mortgage Obligation |
| GNMA_20-122K                                         | 2044-01-20      | 0.5655%  | N/A     | $58785697.00       | $913876.98         | Agency Collateralized Mortgage Obligation |
| GNMA_20-122Q                                         | 2050-08-20      | 2.5000%  | N/A     | $22000000.00       | $1726756.43        | Agency Collateralized Mortgage Obligation |
| GNMA_20-135                                          | 2063-01-16      | 0.9864%  | N/A     | $44800000.00       | $1295213.72        | Agency Collateralized Mortgage Obligation |
| GNMA_20-142B                                         | 2050-09-20      | 2.1545%  | N/A     | $8000000.00        | $656160.04         | Agency Collateralized Mortgage Obligation |
| GNMA_20-146B                                         | 2050-09-20      | 3.5000%  | N/A     | $19285714.00       | $1933128.37        | Agency Collateralized Mortgage Obligation |
| GNMA_20-146E                                         | 2050-10-20      | 2.1545%  | N/A     | $10000000.00       | $783604.37         | Agency Collateralized Mortgage Obligation |
| GNMA_20-153G                                         | 2050-10-20      | 2.5000%  | N/A     | $17599796.00       | $1079233.80        | Agency Collateralized Mortgage Obligation |
| GNMA_20-153J                                         | 2050-10-20      | 0.0000%  | N/A     | $71572166.00       | $505146.14         | Agency Collateralized Mortgage Obligation |
| GNMA_20-164A                                         | 2050-11-20      | 0.0000%  | N/A     | $72000000.00       | $884668.38         | Agency Collateralized Mortgage Obligation |
| GNMA_20-166A                                         | 2050-11-20      | 0.0000%  | N/A     | $75000000.00       | $501133.51         | Agency Collateralized Mortgage Obligation |
| GNMA_20-176B                                         | 2050-11-20      | 2.0000%  | N/A     | $2200000.00        | $172779.84         | Agency Collateralized Mortgage Obligation |
| GNMA_20-17H                                          | 2050-02-20      | 5.0000%  | N/A     | $1175000.00        | $79460.86          | Agency Collateralized Mortgage Obligation |
| GNMA_20-17N                                          | 2040-04-20      | 0.3955%  | N/A     | $138116787.00      | $602000.31         | Agency Collateralized Mortgage Obligation |
| GNMA_20-181F                                         | 2050-12-20      | 2.1545%  | N/A     | $7559000.00        | $643067.28         | Agency Collateralized Mortgage Obligation |
| GNMA_20-185B                                         | 2050-12-20      | 2.0000%  | N/A     | $2330000.00        | $188503.05         | Agency Collateralized Mortgage Obligation |
| GNMA_20-188H                                         | 2050-11-20      | 2.1545%  | N/A     | $1611000.00        | $125074.37         | Agency Collateralized Mortgage Obligation |
| GNMA_20-188L                                         | 2050-12-20      | 2.1545%  | N/A     | $2848000.00        | $253560.52         | Agency Collateralized Mortgage Obligation |
| GNMA_20-191                                          | 2050-12-20      | 0.0000%  | N/A     | $72135472.00       | $375492.78         | Agency Collateralized Mortgage Obligation |
| GNMA_20-191M                                         | 2050-12-20      | 5.5000%  | N/A     | $5032727.00        | $235174.57         | Agency Collateralized Mortgage Obligation |
| GNMA_20-30A                                          | 2050-03-20      | 1.9045%  | N/A     | $10560142.00       | $560935.36         | Agency Collateralized Mortgage Obligation |
| GNMA_20-30G                                          | 2050-03-20      | 1.9045%  | N/A     | $41545861.00       | $1718899.89        | Agency Collateralized Mortgage Obligation |
| GNMA_20-31A                                          | 2050-03-20      | 1.9545%  | N/A     | $47654869.00       | $2339650.85        | Agency Collateralized Mortgage Obligation |
| GNMA_20-47                                           | 2044-07-20      | 1.2245%  | N/A     | $15000000.00       | $373684.22         | Agency Collateralized Mortgage Obligation |
| GNMA_20-57                                           | 2060-01-16      | 1.7941%  | N/A     | $22900000.00       | $1790685.92        | Agency Collateralized Mortgage Obligation |
| GNMA_20-74B                                          | 2050-05-20      | 3.5000%  | N/A     | $29290500.00       | $2267529.05        | Agency Collateralized Mortgage Obligation |
| GNMA_20-85S                                          | 2049-10-20      | 3.5000%  | N/A     | $21377446.00       | $1390876.26        | Agency Collateralized Mortgage Obligation |
| GNMA_20-95P                                          | 2050-07-20      | 2.0545%  | N/A     | $3037000.00        | $228319.73         | Agency Collateralized Mortgage Obligation |
| GNMA_21-105L                                         | 2051-06-20      | 2.5000%  | N/A     | $24000000.00       | $2422306.82        | Agency Collateralized Mortgage Obligation |
| GNMA_21-136H                                         | 2049-02-20      | 4.0000%  | N/A     | $19235093.00       | $2199894.77        | Agency Collateralized Mortgage Obligation |
| GNMA_21-138A                                         | 2051-08-20      | 0.0000%  | N/A     | $16970737.00       | $89490.70          | Agency Collateralized Mortgage Obligation |
| GNMA_21-139L                                         | 2051-08-20      | 3.0000%  | N/A     | $23814555.00       | $2945057.81        | Agency Collateralized Mortgage Obligation |
| GNMA_21-156Q                                         | 2051-09-20      | 2.5000%  | N/A     | $14841590.00       | $1135841.48        | Agency Collateralized Mortgage Obligation |
| GNMA_21-176B                                         | 2051-10-20      | 0.0000%  | N/A     | $133375001.00      | $358843.03         | Agency Collateralized Mortgage Obligation |
| GNMA_21-179J                                         | 2051-10-20      | 0.0000%  | N/A     | $100001000.00      | $319841.48         | Agency Collateralized Mortgage Obligation |
| GNMA_21-186                                          | 2063-05-16      | 0.7633%  | N/A     | $32800000.00       | $1639709.46        | Agency Collateralized Mortgage Obligation |
| GNMA_21-206                                          | 2051-11-20      | 3.5000%  | N/A     | $9825019.00        | $969046.47         | Agency Collateralized Mortgage Obligation |
| GNMA_21-216E                                         | 2051-12-20      | 3.0000%  | N/A     | $11679366.00       | $1651769.42        | Agency Collateralized Mortgage Obligation |
| GNMA_21-226C                                         | 2051-12-20      | 0.0000%  | N/A     | $111124000.00      | $330566.02         | Agency Collateralized Mortgage Obligation |
| GNMA_21-228E                                         | 2051-12-20      | 0.0000%  | N/A     | $74999999.00       | $98144.49          | Agency Collateralized Mortgage Obligation |
| GNMA_21-27G                                          | 2051-02-20      | 3.0000%  | N/A     | $40010996.00       | $2161395.43        | Agency Collateralized Mortgage Obligation |
| GNMA_21-58C                                          | 2051-04-20      | 2.1545%  | N/A     | $43783865.00       | $1729422.84        | Agency Collateralized Mortgage Obligation |
| GNMA_21-66M                                          | 2051-04-20      | 4.0000%  | N/A     | $13335146.00       | $1091637.09        | Agency Collateralized Mortgage Obligation |
| GNMA_21-77K                                          | 2051-05-20      | 2.5000%  | N/A     | $11000000.00       | $1013165.17        | Agency Collateralized Mortgage Obligation |
| GNMA_21-83A                                          | 2051-05-20      | 0.0000%  | N/A     | $191853621.00      | $2140348.78        | Agency Collateralized Mortgage Obligation |
| GNMA_22-10K                                          | 2052-01-20      | 0.0000%  | N/A     | $200000000.00      | $55828.59          | Agency Collateralized Mortgage Obligation |
| GNMA_22-120A                                         | 2052-07-20      | 0.0000%  | N/A     | $30000000.00       | $654580.87         | Agency Collateralized Mortgage Obligation |
| GNMA_22-127C                                         | 2052-03-20      | 3.5000%  | N/A     | $7200000.00        | $1265994.02        | Agency Collateralized Mortgage Obligation |
| GNMA_22-129B                                         | 2052-07-20      | 0.0000%  | N/A     | $20000000.00       | $343385.00         | Agency Collateralized Mortgage Obligation |
| GNMA_22-138B                                         | 2052-08-20      | 1.8662%  | N/A     | $30018231.00       | $1745319.81        | Agency Collateralized Mortgage Obligation |
| GNMA_22-161F                                         | 2052-09-20      | 1.7962%  | N/A     | $30000000.00       | $1728120.47        | Agency Collateralized Mortgage Obligation |
| GNMA_22-215F                                         | 2047-08-20      | 1.9545%  | N/A     | $16980859.00       | $1544981.78        | Agency Collateralized Mortgage Obligation |
| GNMA_22-22D                                          | 2052-02-20      | 0.0000%  | N/A     | $50000000.00       | $43044.10          | Agency Collateralized Mortgage Obligation |
| GNMA_22-24A                                          | 2052-02-20      | 0.0000%  | N/A     | $250000000.00      | $518707.41         | Agency Collateralized Mortgage Obligation |
| GNMA_22-5J                                           | 2052-01-20      | 0.0000%  | N/A     | $67000000.00       | $817905.32         | Agency Collateralized Mortgage Obligation |
| GNMA_22-63T                                          | 2050-08-20      | 4.5000%  | N/A     | $8980929.00        | $902543.72         | Agency Collateralized Mortgage Obligation |
| GNMA_22-6E                                           | 2052-01-20      | 0.0000%  | N/A     | $54600000.00       | $674918.77         | Agency Collateralized Mortgage Obligation |
| GNMA_23-105                                          | 2065-07-16      | 0.9811%  | N/A     | $33296039.00       | $2405508.30        | Agency Collateralized Mortgage Obligation |
| GNMA_23-113A                                         | 2063-08-20      | 1.7162%  | N/A     | $30000000.00       | $829256.23         | Agency Collateralized Mortgage Obligation |
| GNMA_23-113H                                         | 2049-09-20      | 1.9045%  | N/A     | $4600000.00        | $433480.65         | Agency Collateralized Mortgage Obligation |
| GNMA_23-116J                                         | 2053-08-20      | 6.5000%  | N/A     | $3461538.00        | $545385.10         | Agency Collateralized Mortgage Obligation |
| GNMA_23-118                                          | 2065-05-16      | 0.9070%  | N/A     | $20254243.00       | $1310792.81        | Agency Collateralized Mortgage Obligation |
| GNMA_23-120C                                         | 2053-08-20      | 1.7062%  | N/A     | $30000000.00       | $634825.67         | Agency Collateralized Mortgage Obligation |
| GNMA_23-131L                                         | 2063-09-20      | 2.1662%  | N/A     | $10000000.00       | $155778.98         | Agency Collateralized Mortgage Obligation |
| GNMA_23-137B                                         | 2051-06-20      | 3.0000%  | N/A     | $11054239.00       | $1499877.88        | Agency Collateralized Mortgage Obligation |
| GNMA_23-137D                                         | 2051-03-20      | 3.0000%  | N/A     | $9518963.00        | $1303037.88        | Agency Collateralized Mortgage Obligation |
| GNMA_23-146F                                         | 2053-10-20      | 1.5162%  | N/A     | $24867508.00       | $573870.19         | Agency Collateralized Mortgage Obligation |
| GNMA_23-147J                                         | 2051-05-20      | 3.0000%  | N/A     | $8617460.00        | $1168122.75        | Agency Collateralized Mortgage Obligation |
| GNMA_23-166B                                         | 2053-11-20      | 1.8162%  | N/A     | $150000000.00      | $2355656.63        | Agency Collateralized Mortgage Obligation |
| GNMA_23-166C                                         | 2053-11-20      | 0.9562%  | N/A     | $50000000.00       | $532391.94         | Agency Collateralized Mortgage Obligation |
| GNMA_23-167D                                         | 2053-11-20      | 1.3162%  | N/A     | $30000000.00       | $382941.86         | Agency Collateralized Mortgage Obligation |
| GNMA_23-173K                                         | 2053-11-20      | 0.9662%  | N/A     | $31000000.00       | $1454276.90        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183B                                         | 2053-12-20      | 1.6662%  | N/A     | $50000000.00       | $1332658.65        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183C                                         | 2053-12-20      | 2.2162%  | N/A     | $44850000.00       | $828035.39         | Agency Collateralized Mortgage Obligation |
| GNMA_23-185B                                         | 2053-12-20      | 1.5162%  | N/A     | $100000000.00      | $1396361.04        | Agency Collateralized Mortgage Obligation |
| GNMA_23-188A                                         | 2053-12-20      | 2.8662%  | N/A     | $50000000.00       | $1181081.95        | Agency Collateralized Mortgage Obligation |
| GNMA_23-188B                                         | 2053-12-20      | 2.8662%  | N/A     | $30000000.00       | $890482.05         | Agency Collateralized Mortgage Obligation |
| GNMA_23-192F                                         | 2053-12-20      | 7.0000%  | N/A     | $10665013.00       | $1911968.80        | Agency Collateralized Mortgage Obligation |
| GNMA_23-23B                                          | 2053-02-20      | 0.0000%  | N/A     | $50000000.00       | $661114.28         | Agency Collateralized Mortgage Obligation |
| GNMA_23-48L                                          | 2053-03-20      | 1.4162%  | N/A     | $100000000.00      | $2070240.51        | Agency Collateralized Mortgage Obligation |
| GNMA_23-70M                                          | 2048-10-20      | 1.4545%  | N/A     | $20573726.00       | $1520733.24        | Agency Collateralized Mortgage Obligation |
| GNMA_23-83K                                          | 2063-06-20      | 1.8162%  | N/A     | $16623169.00       | $308504.83         | Agency Collateralized Mortgage Obligation |
| GNMA_23-88                                           | 2065-10-16      | 0.9245%  | N/A     | $8840000.00        | $592043.15         | Agency Collateralized Mortgage Obligation |
| GNMA_23-98D                                          | 2053-07-20      | 1.8162%  | N/A     | $71769230.00       | $1655636.72        | Agency Collateralized Mortgage Obligation |
| GNMA_24-107                                          | 2054-06-20      | 1.5162%  | N/A     | $30000000.00       | $552439.37         | Agency Collateralized Mortgage Obligation |
| GNMA_24-111D                                         | 2054-07-20      | 1.8162%  | N/A     | $27900000.00       | $1062417.41        | Agency Collateralized Mortgage Obligation |
| GNMA_24-117G                                         | 2047-05-20      | 4.0000%  | N/A     | $6943298.00        | $1008897.27        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159M                                         | 2054-10-20      | 1.2162%  | N/A     | $100000000.00      | $2116601.66        | Agency Collateralized Mortgage Obligation |
| GNMA_24-162C                                         | 2050-07-20      | 3.0000%  | N/A     | $8946753.00        | $1384287.04        | Agency Collateralized Mortgage Obligation |
| GNMA_24-173J                                         | 2054-10-20      | 1.3162%  | N/A     | $34514656.00       | $1476103.64        | Agency Collateralized Mortgage Obligation |
| GNMA_24-181C                                         | 2054-11-20      | 0.2662%  | N/A     | $50000000.00       | $576158.26         | Agency Collateralized Mortgage Obligation |
| GNMA_24-183A                                         | 2054-11-20      | 0.3162%  | N/A     | $150000000.00      | $1843938.31        | Agency Collateralized Mortgage Obligation |
| GNMA_24-183C                                         | 2054-11-20      | 0.2662%  | N/A     | $50000000.00       | $495417.42         | Agency Collateralized Mortgage Obligation |
| GNMA_24-183E                                         | 2054-11-20      | 0.0462%  | N/A     | $100000000.00      | $932484.88         | Agency Collateralized Mortgage Obligation |
| GNMA_24-186A                                         | 2054-11-20      | 0.2162%  | N/A     | $100000000.00      | $1054588.88        | Agency Collateralized Mortgage Obligation |
| GNMA_24-19P                                          | 2054-02-20      | 1.7062%  | N/A     | $46010169.00       | $1880348.83        | Agency Collateralized Mortgage Obligation |
| GNMA_24-21E                                          | 2054-02-20      | 1.0662%  | N/A     | $50000000.00       | $873757.54         | Agency Collateralized Mortgage Obligation |
| GNMA_24-23C                                          | 2054-02-20      | 2.3662%  | N/A     | $100000000.00      | $2159042.48        | Agency Collateralized Mortgage Obligation |
| GNMA_24-26C                                          | 2054-02-20      | 1.0162%  | N/A     | $100000000.00      | $1463805.37        | Agency Collateralized Mortgage Obligation |
| GNMA_24-31                                           | 2065-03-16      | 0.5000%  | N/A     | $3000000.00        | $73630.83          | Agency Collateralized Mortgage Obligation |
| GNMA_24-51R                                          | 2054-03-20      | 0.2000%  | N/A     | $195000000.00      | $627217.66         | Agency Collateralized Mortgage Obligation |
| GNMA_24-58R                                          | 2054-04-20      | 1.7162%  | N/A     | $75000000.00       | $1824564.87        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59F                                          | 2054-04-20      | 1.8162%  | N/A     | $92914366.00       | $4199719.42        | Agency Collateralized Mortgage Obligation |
| GNMA_24-76C                                          | 2054-05-20      | 1.5662%  | N/A     | $47000000.00       | $1796063.30        | Agency Collateralized Mortgage Obligation |
| GNMA_24-77B                                          | 2054-05-20      | 1.6162%  | N/A     | $45000000.00       | $1693640.88        | Agency Collateralized Mortgage Obligation |
| GNMA_24-83E                                          | 2054-05-20      | 0.9912%  | N/A     | $120000000.00      | $2110812.19        | Agency Collateralized Mortgage Obligation |
| GNMA_24-84B                                          | 2064-05-20      | 1.6662%  | N/A     | $11232602.00       | $135862.53         | Agency Collateralized Mortgage Obligation |
| GNMA_25-102A                                         | 2055-06-20      | 1.0000%  | N/A     | $6424805.00        | $189271.05         | Agency Collateralized Mortgage Obligation |
| GNMA_25-102A                                         | 2055-06-20      | 1.0000%  | N/A     | $6251985.00        | $170992.19         | Agency Collateralized Mortgage Obligation |
| GNMA_25-102C                                         | 2049-08-20      | 4.0000%  | N/A     | $611990.00         | $129002.87         | Agency Collateralized Mortgage Obligation |
| GNMA_25-116H                                         | 2055-07-20      | 1.0162%  | N/A     | $25758393.00       | $1233336.76        | Agency Collateralized Mortgage Obligation |
| GNMA_25-116U                                         | 2050-09-20      | 2.4162%  | N/A     | $4807468.00        | $743336.75         | Agency Collateralized Mortgage Obligation |
| GNMA_25-116V                                         | 2050-08-20      | 2.4162%  | N/A     | $10191270.00       | $1573370.75        | Agency Collateralized Mortgage Obligation |
| GNMA_25-119A                                         | 2055-07-20      | 0.0000%  | N/A     | $783000.00         | $679625.36         | Agency Collateralized Mortgage Obligation |
| GNMA_25-120D                                         | 2055-07-20      | 0.1000%  | N/A     | $170000000.00      | $454221.15         | Agency Collateralized Mortgage Obligation |
| GNMA_25-122C                                         | 2055-07-20      | 0.0000%  | N/A     | $636364.00         | $560287.25         | Agency Collateralized Mortgage Obligation |
| GNMA_25-124K                                         | 2055-07-20      | 0.9662%  | N/A     | $11000000.00       | $443100.22         | Agency Collateralized Mortgage Obligation |
| GNMA_25-131N                                         | 2055-08-20      | 2.3662%  | N/A     | $13000000.00       | $1006459.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-134H                                         | 2065-08-20      | 1.7662%  | N/A     | $53000000.00       | $2213738.63        | Agency Collateralized Mortgage Obligation |
| GNMA_25-135A                                         | 2052-04-20      | 6.0000%  | N/A     | $9375000.00        | $564894.51         | Agency Collateralized Mortgage Obligation |
| GNMA_25-139E                                         | 2055-08-20      | 1.0062%  | N/A     | $36000000.00       | $1394168.83        | Agency Collateralized Mortgage Obligation |
| GNMA_25-139H                                         | 2055-08-20      | 1.7462%  | N/A     | $33300000.00       | $1892992.30        | Agency Collateralized Mortgage Obligation |
| GNMA_25-147                                          | 2059-10-16      | 0.2500%  | N/A     | $10000000.00       | $112073.57         | Agency Collateralized Mortgage Obligation |
| GNMA_25-160C                                         | 2055-09-20      | 0.0000%  | N/A     | $50000000.00       | $628226.79         | Agency Collateralized Mortgage Obligation |
| GNMA_25-1AA                                          | 2055-01-20      | 1.0362%  | N/A     | $100000000.00      | $1688978.57        | Agency Collateralized Mortgage Obligation |
| GNMA_25-23C                                          | 2050-07-20      | 1.8162%  | N/A     | $17658206.00       | $2165574.47        | Agency Collateralized Mortgage Obligation |
| GNMA_25-23E                                          | 2051-07-20      | 1.8162%  | N/A     | $13438826.00       | $1637632.31        | Agency Collateralized Mortgage Obligation |
| GNMA_25-23J                                          | 2055-02-20      | 1.0662%  | N/A     | $102234978.00      | $1922787.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-24A                                          | 2055-02-20      | 0.0000%  | N/A     | $200000000.00      | $2371144.50        | Agency Collateralized Mortgage Obligation |
| GNMA_25-27A                                          | 2055-02-20      | 0.0662%  | N/A     | $200000000.00      | $1993773.18        | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                          | 2053-08-16      | 1.0000%  | N/A     | $56699434.00       | $1462540.59        | Agency Mortgage-Backed Securities         |
| GNMA_25-40A                                          | 2055-08-16      | 1.0000%  | N/A     | $7854041.00        | $475494.11         | Agency Mortgage-Backed Securities         |
| GNMA_25-41C                                          | 2055-03-20      | 1.2662%  | N/A     | $5152366.00        | $121767.46         | Agency Collateralized Mortgage Obligation |
| GNMA_25-60G                                          | 2055-04-20      | 1.6662%  | N/A     | $22648434.00       | $1804683.43        | Agency Collateralized Mortgage Obligation |
| GNMA_25-64E                                          | 2055-04-20      | 1.6662%  | N/A     | $50000000.00       | $1522275.38        | Agency Collateralized Mortgage Obligation |
| GNMA_25-87                                           | 2055-05-20      | 0.0500%  | N/A     | $30000000.00       | $35807.23          | Agency Collateralized Mortgage Obligation |
| GNMA_25-89H                                          | 2055-05-20      | 2.2662%  | N/A     | $18500000.00       | $1360330.79        | Agency Collateralized Mortgage Obligation |
| GNMA_25-98S                                          | 2055-06-20      | 1.6662%  | N/A     | $31297559.00       | $2124047.74        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97D                                          | 2054-12-20      | 1.7662%  | N/A     | $40658857.00       | $2069531.96        | Agency Collateralized Mortgage Obligation |
| GNR_21-1                                             | 2051-01-20      | 3.5000%  | N/A     | $22557207.00       | $1816458.61        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORGAGE ASSOCIATION GNR_19-151   | 2049-10-20      | 3.5000%  | N/A     | $9882721.00        | $378168.67         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2058-01-16      | 0.8173%  | N/A     | $74900000.00       | $377126.11         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASS                     | 2056-07-16      | 0.9537%  | N/A     | $86396593.00       | $810757.62         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2037-06-15      | 6.0000%  | N/A     | $1378006.00        | $10149.28          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2036-10-15      | 6.5000%  | N/A     | $1031046.00        | $7015.08           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-06-15      | 5.4000%  | N/A     | $290000.00         | $297035.75         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-10-15      | 5.0200%  | N/A     | $650000.00         | $652383.25         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-09-15      | 5.2000%  | N/A     | $1000.00           | $1012.23           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2067-05-15      | 5.1800%  | N/A     | $1000.00           | $1002.37           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2059-11-15      | 5.1800%  | N/A     | $650000.00         | $658004.35         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2038-06-15      | 5.5000%  | N/A     | $3186340.00        | $20699.09          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2060-07-15      | 5.9900%  | N/A     | $2189679.00        | $2343502.65        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2038-04-15      | 5.5000%  | N/A     | $3491378.00        | $11063.00          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2060-06-15      | 4.8300%  | N/A     | $1323100.00        | $1315257.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2040-05-15      | 4.5000%  | N/A     | $2259000.00        | $124354.30         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2066-02-15      | 5.6900%  | N/A     | $4262935.00        | $4455660.87        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2063-09-15      | 2.4100%  | N/A     | $1000.00           | $830.93            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2058-12-15      | 5.7600%  | N/A     | $22500.00          | $23420.22          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2060-03-15      | 5.6900%  | N/A     | $650000.00         | $681558.17         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2067-03-15      | 5.7000%  | N/A     | $761417.00         | $797976.44         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1           | 2060-01-15      | 5.5200%  | N/A     | $654670.00         | $677320.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 6.5000%  | N/A     | $1313461.00        | $1369276.74        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-02-20      | 5.5000%  | N/A     | $2487985.00        | $37089.90          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-11-20      | 3.0000%  | N/A     | $19796995.00       | $1174280.12        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-07-20      | 2.5000%  | N/A     | $108563301.00      | $62211644.41       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 5.5000%  | N/A     | $54008538.00       | $53793740.60       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-06-20      | 6.0000%  | N/A     | $5158496.00        | $127831.88         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-02-20      | 2.0000%  | N/A     | $186224198.00      | $117484619.59      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-11-20      | 4.0000%  | N/A     | $8325000.00        | $7662876.32        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2037-11-20      | 7.5000%  | N/A     | $2535683.00        | $18192.03          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 4.5000%  | N/A     | $1000.00           | $967.96            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-01-20      | 2.0000%  | N/A     | $90847407.00       | $45270288.67       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 5.0000%  | N/A     | $19677420.00       | $19093800.10       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-09-20      | 6.5000%  | N/A     | $8723305.00        | $91753.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 4.5000%  | N/A     | $10028.00          | $9760.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-01-20      | 7.5000%  | N/A     | $486012.00         | $14702.41          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-03-20      | 6.0000%  | N/A     | $1992352.00        | $71616.18          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 6.5000%  | N/A     | $69784.00          | $72880.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 5.5000%  | N/A     | $1853690.00        | $1890990.57        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-03-20      | 4.0000%  | N/A     | $85937208.00       | $77590744.41       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-11-20      | 2.5000%  | N/A     | $111305600.00      | $68685565.32       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-01-20      | 2.5000%  | N/A     | $153808796.00      | $98174861.28       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 6.5000%  | N/A     | $702262.00         | $733384.01         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-02-20      | 5.5000%  | N/A     | $50000000.00       | $40087775.35       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2041-05-20      | 4.5000%  | N/A     | $9000000.00        | $355465.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-05-20      | 2.5000%  | N/A     | $284724672.00      | $150695443.37      | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-01-20      | 5.5000%  | N/A     | $73778958.00       | $69373484.00       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-04-20      | 4.5000%  | N/A     | $3490900.00        | $3266874.48        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-06-20      | 3.0000%  | N/A     | $99571445.00       | $67818053.72       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-10-20      | 2.5000%  | N/A     | $89758720.00       | $54806098.77       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-10-20      | 5.5000%  | N/A     | $1000.00           | $1020.12           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-07-20      | 5.5000%  | N/A     | $12046395.00       | $12132355.00       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-07-20      | 5.5000%  | N/A     | $1719082.00        | $20801.67          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-08-20      | 6.5000%  | N/A     | $1613953.00        | $1688488.81        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-06-20      | 4.5000%  | N/A     | $1292000.00        | $47514.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-20  | 2040-02-20      | 2.1045%  | N/A     | $121950000.00      | $464150.36         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-163 | 2046-02-16      | 1.0044%  | N/A     | $265344000.00      | $227634.28         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-30  | 2053-09-16      | 0.5331%  | N/A     | $100000000.00      | $173235.82         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-112 | 2045-08-20      | 1.5945%  | N/A     | $161020746.00      | $1647043.45        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-160 | 2056-01-16      | 0.2855%  | N/A     | $186465000.00      | $391545.57         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-104 | 2044-07-20      | 1.4545%  | N/A     | $56774729.00       | $1164450.67        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 | 2049-09-20      | 1.9545%  | N/A     | $34167000.00       | $935590.42         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-151 | 2049-12-20      | 3.5000%  | N/A     | $8400000.00        | $405926.64         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-153 | 2049-12-20      | 4.0000%  | N/A     | $6021688.00        | $453048.47         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-22  | 2045-02-20      | 1.4545%  | N/A     | $27000000.00       | $738147.01         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-134 | 2050-09-20      | 2.5000%  | N/A     | $27715031.00       | $1667447.06        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-23  | 2051-02-20      | 2.5000%  | N/A     | $25536887.00       | $2382105.33        | Agency Collateralized Mortgage Obligation |

### Security 17: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDTW4YD9
- **C.18 - Value (incl. sponsor support):** $12000000.00
- **C.18.a - Value (excl. sponsor support):** $12000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-02-15      | 6.0000%  | N/A     | $4184500.00        | $4262031.87        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | N/A     | $200.00            | $225.48            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 2.3750%  | N/A     | $100.00            | $101.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | N/A     | $100.00            | $100.49            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.9555%  | N/A     | $2000.00           | $2000.49           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 3.7500%  | N/A     | $194600.00         | $198665.87         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | N/A     | $66600.00          | $69552.77          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | N/A     | $2890000.00        | $2843554.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | N/A     | $838700.00         | $858016.66         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 0.8750%  | N/A     | $4062900.00        | $3997696.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-13      | 0.0000%  | N/A     | $8200.00           | $8140.12           | U.S. Treasuries (including strips) |

### Security 18: Barclays Bank plc

- **C.1 - Title:** Barclays Bank plc
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: G5GSEF7VJP5I7OUK5573, C.5 - Other ID: BYDTW4YG2
- **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:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2025-11-28      | 0.0000%  | N/A     | $800.00            | $797.85            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $1000.00           | $947.73            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-20      | 0.0000%  | N/A     | $100.00            | $99.82             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $13508900.00       | $11712861.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | N/A     | $8573900.00        | $8023770.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $5450000.00        | $5761526.15        | U.S. Treasuries (including strips) |

### Security 19: Barclays Capital, Inc.

- **C.1 - Title:** Barclays Capital, Inc.
- **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: N/A, C.3 - LEI: AC28XWWI3WIBK2824319, C.5 - Other ID: BRYAC9P76
- **C.18 - Value (incl. sponsor support):** $799000000.00
- **C.18.a - Value (excl. sponsor support):** $799000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 FNMA_00-32                                         | 2030-10-18      | 4.7483%  | N/A     | $200000.00         | $91.66             | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-119                                        | 2036-12-25      | 2.9027%  | N/A     | $125000000.00      | $216765.50         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-76                                         | 2036-08-25      | 4.6973%  | N/A     | $4769000.00        | $100441.11         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_06-82                                         | 2036-09-25      | 4.8673%  | N/A     | $18691166.00       | $26666.73          | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_12-103                                        | 2042-09-25      | 4.6973%  | N/A     | $226474.00         | $22803.47          | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-30A                                        | 2045-05-25      | 1.3027%  | N/A     | $41575000.00       | $394745.59         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_15-35B                                        | 2045-06-25      | 1.1710%  | N/A     | $53140421.00       | $567447.18         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_17-68                                         | 2047-09-25      | 4.5000%  | N/A     | $39712487.00       | $1174699.17        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_18-32                                         | 2048-05-25      | 2.2199%  | N/A     | $3000000.00        | $683741.33         | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_19-25                                         | 2049-06-25      | 1.7527%  | N/A     | $118240000.00      | $4151135.63        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE FNMA_20-32                                         | 2050-05-25      | 4.0000%  | N/A     | $46900000.00       | $3022449.14        | Agency Collateralized Mortgage Obligation |
| FANNIE MAE REMICS FNR_24-16                                   | 2051-03-25      | 0.0000%  | N/A     | $2840000.00        | $1786295.69        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN CORPORATION FHLMC_5505                      | 2055-02-25      | 5.6828%  | N/A     | $1772904.00        | $1592514.26        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5050             | 2050-10-25      | 3.0000%  | N/A     | $1816856.00        | $175452.89         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5478             | 2054-04-25      | 5.6328%  | N/A     | $5575000.00        | $4212816.03        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5482             | 2054-12-25      | 5.4828%  | N/A     | $5000000.00        | $4380183.68        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5534             | 2055-04-30      | 5.7328%  | N/A     | $3063000.00        | $2812953.23        | Agency Collateralized Mortgage Obligation |
| FHLK_12                                                       | 2030-10-25      | 2.7404%  | N/A     | $4357000.00        | $507345.22         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                              | 2055-01-15      | 4.1030%  | N/A     | $400000.00         | $398769.23         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PAS                              | 2045-01-25      | 2.0794%  | N/A     | $4474000.00        | $114000.29         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_18-K077 | 2028-05-25      | 3.8500%  | N/A     | $125000.00         | $125039.29         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K547     | 2030-05-25      | 4.3600%  | N/A     | $40767000.00       | $41477045.65       | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K104          | 2047-02-25      | 1.8930%  | N/A     | $7599992.00        | $551482.01         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K070           | 2027-11-25      | 3.3030%  | N/A     | $3500000.00        | $3468137.75        | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K098           | 2029-04-25      | 2.0460%  | N/A     | $700000.00         | $439061.07         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K123           | 2030-12-25      | 1.6210%  | N/A     | $60000.00          | $53449.43          | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K159           | 2033-11-25      | 3.9500%  | N/A     | $100000.00         | $97223.17          | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K755           | 2064-02-25      | 4.7980%  | N/A     | $125000.00         | $129369.65         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q014           | 2055-10-25      | 2.7718%  | N/A     | $4539000.00        | $590164.64         | Agency Collateralized Mortgage Obligation |
| FHLMC_2608B                                                   | 2033-04-15      | 5.2500%  | N/A     | $1000.00           | $1016.50           | Agency Collateralized Mortgage Obligation |
| FHLMC_3318                                                    | 2037-05-15      | 4.7481%  | N/A     | $8100000.00        | $85830.79          | Agency Collateralized Mortgage Obligation |
| FHLMC_3471D                                                   | 2035-08-15      | 1.7019%  | N/A     | $200000000.00      | $190142.46         | Agency Collateralized Mortgage Obligation |
| FHLMC_3762                                                    | 2040-11-15      | 2.2519%  | N/A     | $21863608.00       | $270993.60         | Agency Collateralized Mortgage Obligation |
| FHLMC_38-1                                                    | 2031-02-15      | 0.4926%  | N/A     | $6000000.00        | $1161350.00        | Agency Collateralized Mortgage Obligation |
| FHLMC_38-38                                                   | 2041-04-15      | 2.2018%  | N/A     | $21899370.00       | $310469.15         | Agency Collateralized Mortgage Obligation |
| FHLMC_3842                                                    | 2041-04-15      | 2.2519%  | N/A     | $74504333.00       | $175320.65         | Agency Collateralized Mortgage Obligation |
| FHLMC_3864                                                    | 2039-03-15      | 1.6519%  | N/A     | $135757553.00      | $259051.46         | Agency Collateralized Mortgage Obligation |
| FHLMC_39-33                                                   | 2041-10-15      | 1.7019%  | N/A     | $62969777.00       | $109254.99         | Agency Collateralized Mortgage Obligation |
| FHLMC_40-30                                                   | 2042-04-15      | 2.1019%  | N/A     | $62000000.00       | $267570.32         | Agency Collateralized Mortgage Obligation |
| FHLMC_40-5                                                    | 2041-10-15      | 4.8482%  | N/A     | $2160000.00        | $98824.64          | Agency Collateralized Mortgage Obligation |
| FHLMC_40-76                                                   | 2042-07-15      | 2.3519%  | N/A     | $23218083.00       | $173462.19         | Agency Collateralized Mortgage Obligation |
| FHLMC_4016                                                    | 2042-03-15      | 2.1519%  | N/A     | $120553652.00      | $769272.79         | Agency Collateralized Mortgage Obligation |
| FHLMC_4057                                                    | 2042-06-15      | 2.2018%  | N/A     | $88571428.00       | $828806.43         | Agency Collateralized Mortgage Obligation |
| FHLMC_4077                                                    | 2042-07-15      | 1.7518%  | N/A     | $110603899.00      | $524656.48         | Agency Collateralized Mortgage Obligation |
| FHLMC_4094                                                    | 2042-08-15      | 1.7019%  | N/A     | $15661571.00       | $333752.11         | Agency Collateralized Mortgage Obligation |
| FHLMC_4194A                                                   | 2043-04-15      | 4.0000%  | N/A     | $53867746.00       | $1105528.47        | Agency Collateralized Mortgage Obligation |
| FHLMC_42-40                                                   | 2043-08-15      | 1.6519%  | N/A     | $300300000.00      | $4781335.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_4274A                                                   | 2036-02-15      | 5.0000%  | N/A     | $10368000.00       | $3689.72           | Agency Collateralized Mortgage Obligation |
| FHLMC_4281                                                    | 2043-12-15      | 1.6519%  | N/A     | $14600000.00       | $93280.44          | Agency Collateralized Mortgage Obligation |
| FHLMC_4385                                                    | 2044-09-15      | 4.5000%  | N/A     | $54151458.00       | $844301.32         | Agency Collateralized Mortgage Obligation |
| FHLMC_4395                                                    | 2026-05-15      | 4.0000%  | N/A     | $1004960.00        | $0.05              | Agency Collateralized Mortgage Obligation |
| FHLMC_44-25B                                                  | 2045-01-15      | 1.7019%  | N/A     | $52600000.00       | $984289.71         | Agency Collateralized Mortgage Obligation |
| FHLMC_4427                                                    | 2045-01-15      | 1.2518%  | N/A     | $82000000.00       | $775577.22         | Agency Collateralized Mortgage Obligation |
| FHLMC_4473                                                    | 2045-05-15      | 1.2518%  | N/A     | $36726000.00       | $348193.70         | Agency Collateralized Mortgage Obligation |
| FHLMC_4491                                                    | 2040-03-15      | 6.0000%  | N/A     | $12467233.00       | $91644.24          | Agency Collateralized Mortgage Obligation |
| FHLMC_4585B                                                   | 2045-06-15      | 4.0000%  | N/A     | $7651750.00        | $229587.58         | Agency Collateralized Mortgage Obligation |
| FHLMC_4601B                                                   | 2045-12-15      | 4.0000%  | N/A     | $11966000.00       | $201759.90         | Agency Collateralized Mortgage Obligation |
| FHLMC_4617                                                    | 2046-05-15      | 3.5000%  | N/A     | $33920285.00       | $334436.80         | Agency Collateralized Mortgage Obligation |
| FHLMC_4621A                                                   | 2046-10-15      | 3.5000%  | N/A     | $33242142.00       | $701077.51         | Agency Collateralized Mortgage Obligation |
| FHLMC_4631D                                                   | 2046-11-15      | 1.6519%  | N/A     | $107147046.00      | $4222393.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_4698E                                                   | 2047-07-15      | 6.0000%  | N/A     | $6841485.00        | $196346.39         | Agency Collateralized Mortgage Obligation |
| FHLMC_4701A                                                   | 2047-07-15      | 0.0000%  | N/A     | $100864805.00      | $721667.44         | Agency Collateralized Mortgage Obligation |
| FHLMC_4754D                                                   | 2048-02-15      | 1.8018%  | N/A     | $11000000.00       | $307795.34         | Agency Collateralized Mortgage Obligation |
| FHLMC_4764D                                                   | 2048-01-15      | 4.0000%  | N/A     | $3118250.00        | $419852.79         | Agency Collateralized Mortgage Obligation |
| FHLMC_4820C                                                   | 2048-03-15      | 1.8518%  | N/A     | $25941382.00       | $421963.08         | Agency Collateralized Mortgage Obligation |
| FHLMC_4853A                                                   | 2049-02-15      | 2.2519%  | N/A     | $26168899.00       | $762089.80         | Agency Collateralized Mortgage Obligation |
| FHLMC_4877D                                                   | 2049-04-15      | 4.0000%  | N/A     | $5931012.00        | $136433.72         | Agency Collateralized Mortgage Obligation |
| FHLMC_4882B                                                   | 2049-05-15      | 1.7019%  | N/A     | $9396431.00        | $241752.81         | Agency Collateralized Mortgage Obligation |
| FHLMC_4885A                                                   | 2049-06-15      | 1.7019%  | N/A     | $44489213.00       | $1490804.98        | Agency Collateralized Mortgage Obligation |
| FHLMC_4886B                                                   | 2042-03-15      | 1.6519%  | N/A     | $49937809.00       | $1371300.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_4897B                                                   | 2049-07-15      | 1.7518%  | N/A     | $65434452.00       | $1899773.56        | Agency Collateralized Mortgage Obligation |
| FHLMC_4898A                                                   | 2049-07-15      | 1.7518%  | N/A     | $56459014.00       | $1274798.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_4903F                                                   | 2049-08-25      | 1.7527%  | N/A     | $44070264.00       | $1570924.20        | Agency Collateralized Mortgage Obligation |
| FHLMC_4906                                                    | 2049-09-25      | 1.8027%  | N/A     | $61607054.00       | $1785091.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_4906C                                                   | 2049-08-25      | 1.7527%  | N/A     | $75806978.00       | $2671543.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_4908A                                                   | 2049-08-25      | 1.7527%  | N/A     | $28287714.00       | $849586.48         | Agency Collateralized Mortgage Obligation |
| FHLMC_4918B                                                   | 2049-10-25      | 1.7527%  | N/A     | $37957596.00       | $824414.54         | Agency Collateralized Mortgage Obligation |
| FHLMC_4923K                                                   | 2049-11-25      | 1.7027%  | N/A     | $24148291.00       | $1449311.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_4933E                                                   | 2049-12-25      | 1.7027%  | N/A     | $40777284.00       | $1509615.74        | Agency Collateralized Mortgage Obligation |
| FHLMC_4935                                                    | 2049-12-25      | 2.5000%  | N/A     | $1975000.00        | $653137.63         | Agency Collateralized Mortgage Obligation |
| FHLMC_4938D                                                   | 2049-12-25      | 1.7027%  | N/A     | $46553866.00       | $2108592.48        | Agency Collateralized Mortgage Obligation |
| FHLMC_4941F                                                   | 2049-11-25      | 3.0000%  | N/A     | $2000000.00        | $1435189.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_4941S                                                   | 2049-07-25      | 4.5000%  | N/A     | $32180993.00       | $1378465.69        | Agency Collateralized Mortgage Obligation |
| FHLMC_4954A                                                   | 2050-02-25      | 1.7527%  | N/A     | $136016008.00      | $4490653.07        | Agency Collateralized Mortgage Obligation |
| FHLMC_4954B                                                   | 2050-02-25      | 1.7527%  | N/A     | $118078268.00      | $4414710.66        | Agency Collateralized Mortgage Obligation |
| FHLMC_4958A                                                   | 2050-03-25      | 3.5000%  | N/A     | $24192432.00       | $947790.11         | Agency Collateralized Mortgage Obligation |
| FHLMC_4962A                                                   | 2050-03-25      | 1.7527%  | N/A     | $8977500.00        | $321030.90         | Agency Collateralized Mortgage Obligation |
| FHLMC_4975D                                                   | 2050-05-25      | 1.7027%  | N/A     | $16666666.00       | $787255.06         | Agency Collateralized Mortgage Obligation |
| FHLMC_4977                                                    | 2050-05-25      | 4.5000%  | N/A     | $53072318.00       | $3424841.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_4979                                                    | 2050-06-25      | 1.7527%  | N/A     | $65266187.00       | $2413185.98        | Agency Collateralized Mortgage Obligation |
| FHLMC_4990B                                                   | 2050-07-25      | 1.8027%  | N/A     | $29142400.00       | $2015982.71        | Agency Collateralized Mortgage Obligation |
| FHLMC_4998F                                                   | 2050-08-25      | 1.9672%  | N/A     | $25942664.00       | $1665937.01        | Agency Collateralized Mortgage Obligation |
| FHLMC_4999L                                                   | 2049-03-25      | 1.7527%  | N/A     | $84300662.00       | $2816700.39        | Agency Collateralized Mortgage Obligation |
| FHLMC_4999N                                                   | 2044-03-25      | 1.6527%  | N/A     | $43898226.00       | $1288603.39        | Agency Collateralized Mortgage Obligation |
| FHLMC_5003B                                                   | 2050-08-25      | 2.5000%  | N/A     | $17226325.00       | $1320652.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_5007M                                                   | 2050-08-25      | 1.8027%  | N/A     | $4500000.00        | $299082.00         | Agency Collateralized Mortgage Obligation |
| FHLMC_5010D                                                   | 2050-09-25      | 4.0000%  | N/A     | $60791340.00       | $4199463.82        | Agency Collateralized Mortgage Obligation |
| FHLMC_5013K                                                   | 2050-09-25      | 3.0000%  | N/A     | $17136687.00       | $1056335.67        | Agency Collateralized Mortgage Obligation |
| FHLMC_5018E                                                   | 2050-10-25      | 4.0000%  | N/A     | $23883521.00       | $1944627.42        | Agency Collateralized Mortgage Obligation |
| FHLMC_5031E                                                   | 2040-01-25      | 5.0000%  | N/A     | $34645900.00       | $1600414.54        | Agency Collateralized Mortgage Obligation |
| FHLMC_5036N                                                   | 2050-04-25      | 4.0000%  | N/A     | $3251000.00        | $254362.05         | Agency Collateralized Mortgage Obligation |
| FHLMC_5050E                                                   | 2050-10-25      | 3.0000%  | N/A     | $5368180.00        | $465035.73         | Agency Collateralized Mortgage Obligation |
| FHLMC_5060B                                                   | 2050-12-25      | 3.0000%  | N/A     | $19000000.00       | $2314312.31        | Agency Collateralized Mortgage Obligation |
| FHLMC_5060C                                                   | 2050-11-25      | 3.0000%  | N/A     | $30000000.00       | $3321364.87        | Agency Collateralized Mortgage Obligation |
| FHLMC_5070A                                                   | 2050-08-25      | 3.0000%  | N/A     | $39440000.00       | $4495137.29        | Agency Collateralized Mortgage Obligation |
| FHLMC_5071M                                                   | 2048-04-25      | 4.0000%  | N/A     | $35952899.00       | $2809924.89        | Agency Collateralized Mortgage Obligation |
| FHLMC_5076D                                                   | 2051-02-25      | 3.0000%  | N/A     | $19310978.00       | $1936977.63        | Agency Collateralized Mortgage Obligation |
| FHLMC_5083C                                                   | 2051-03-25      | 3.5000%  | N/A     | $1980418.00        | $1051701.05        | Agency Collateralized Mortgage Obligation |
| FHLMC_5084E                                                   | 2044-10-25      | 4.0000%  | N/A     | $39870250.00       | $3603153.53        | Agency Collateralized Mortgage Obligation |
| FHLMC_5086K                                                   | 2051-03-25      | 2.5000%  | N/A     | $15000000.00       | $1660540.37        | Agency Collateralized Mortgage Obligation |
| FHLMC_5087                                                    | 2051-03-25      | 4.0000%  | N/A     | $32500000.00       | $2705670.03        | Agency Collateralized Mortgage Obligation |
| FHLMC_5103E                                                   | 2051-05-25      | 4.0000%  | N/A     | $18000000.00       | $2122038.64        | Agency Collateralized Mortgage Obligation |
| FHLMC_5114H                                                   | 2047-06-15      | 1.6519%  | N/A     | $62164503.00       | $3634036.38        | Agency Collateralized Mortgage Obligation |
| FHLMC_5115N                                                   | 2050-12-25      | 4.5000%  | N/A     | $8869000.00        | $1204060.18        | Agency Collateralized Mortgage Obligation |
| FHLMC_5121C                                                   | 2051-06-25      | 4.0000%  | N/A     | $3873000.00        | $407736.56         | Agency Collateralized Mortgage Obligation |
| FHLMC_5128D                                                   | 2051-07-25      | 4.5000%  | N/A     | $13509000.00       | $1440254.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5134C                                                   | 2051-08-25      | 4.0000%  | N/A     | $44062559.00       | $4226019.84        | Agency Collateralized Mortgage Obligation |
| FHLMC_5138A                                                   | 2050-03-25      | 3.5000%  | N/A     | $18863683.00       | $1537109.48        | Agency Collateralized Mortgage Obligation |
| FHLMC_5142L                                                   | 2051-09-25      | 1.6672%  | N/A     | $17311159.00       | $1168342.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_5183B                                                   | 2052-01-25      | 3.0000%  | N/A     | $8075000.00        | $1002433.61        | Agency Collateralized Mortgage Obligation |
| FHLMC_5202Q                                                   | 2049-10-25      | 3.0000%  | N/A     | $1043000.00        | $582542.66         | Agency Collateralized Mortgage Obligation |
| FHLMC_5206H                                                   | 2047-02-25      | 3.0000%  | N/A     | $2850000.00        | $1781224.73        | Agency Collateralized Mortgage Obligation |
| FHLMC_5256                                                    | 2052-09-25      | 4.0000%  | N/A     | $375000.00         | $250992.07         | Agency Collateralized Mortgage Obligation |
| FHLMC_5305B                                                   | 2049-07-15      | 4.0000%  | N/A     | $26101907.00       | $4031676.40        | Agency Collateralized Mortgage Obligation |
| FHLMC_5326                                                    | 2050-10-25      | 0.0000%  | N/A     | $1637000.00        | $957046.86         | Agency Collateralized Mortgage Obligation |
| FHLMC_5338C                                                   | 2041-05-15      | 1.6519%  | N/A     | $28058675.00       | $2008723.86        | Agency Collateralized Mortgage Obligation |
| FHLMC_5363E                                                   | 2053-12-25      | 2.8672%  | N/A     | $25288459.00       | $1593736.80        | Agency Collateralized Mortgage Obligation |
| FHLMC_5386G                                                   | 2049-06-15      | 1.7019%  | N/A     | $23750082.00       | $2295871.11        | Agency Collateralized Mortgage Obligation |
| FHLMC_5391G                                                   | 2054-03-25      | 5.2828%  | N/A     | $706000.00         | $561381.29         | Agency Collateralized Mortgage Obligation |
| FHLMC_5410H                                                   | 2054-05-25      | 0.8172%  | N/A     | $50000000.00       | $1534178.43        | Agency Collateralized Mortgage Obligation |
| FHLMC_5416B                                                   | 2054-06-25      | 1.6172%  | N/A     | $50000000.00       | $1553724.02        | Agency Collateralized Mortgage Obligation |
| FHLMC_5437A                                                   | 2054-08-25      | 0.8672%  | N/A     | $51662435.00       | $1260641.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_5441B                                                   | 2054-08-25      | 0.8472%  | N/A     | $70000000.00       | $2008470.32        | Agency Collateralized Mortgage Obligation |
| FHLMC_5475C                                                   | 2054-11-25      | 5.5328%  | N/A     | $115000.00         | $95229.69          | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                                   | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $29638.39          | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                                   | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $29666.13          | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                                   | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $29666.13          | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                                   | 2054-12-25      | 0.0500%  | N/A     | $38010000.00       | $29638.39          | Agency Collateralized Mortgage Obligation |
| FHLMC_5481A                                                   | 2054-12-25      | 0.1000%  | N/A     | $38010000.00       | $59387.75          | Agency Collateralized Mortgage Obligation |
| FHLMC_5483C                                                   | 2054-12-25      | 0.8872%  | N/A     | $98513675.00       | $1305851.90        | Agency Collateralized Mortgage Obligation |
| FHLMC_5502A                                                   | 2055-02-25      | 1.3540%  | N/A     | $182000000.00      | $5343882.04        | Agency Collateralized Mortgage Obligation |
| FHLMC_5502D                                                   | 2035-12-25      | 5.5000%  | N/A     | $1200000.00        | $1168484.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5507A                                                   | 2035-11-25      | 6.0000%  | N/A     | $5240167.00        | $676729.37         | Agency Collateralized Mortgage Obligation |
| FHLMC_5531A                                                   | 2055-04-25      | 0.9172%  | N/A     | $31500000.00       | $1250061.72        | Agency Collateralized Mortgage Obligation |
| FHLMC_5531F                                                   | 2050-01-15      | 1.6519%  | N/A     | $48543875.00       | $4965562.70        | Agency Collateralized Mortgage Obligation |
| FHLMC_5531G                                                   | 2048-09-15      | 4.5000%  | N/A     | $555933.00         | $105808.58         | Agency Collateralized Mortgage Obligation |
| FHLMC_5543A                                                   | 2055-06-25      | 0.1000%  | N/A     | $27000000.00       | $45395.89          | Agency Collateralized Mortgage Obligation |
| FHLMC_5563A                                                   | 2055-08-25      | 0.9672%  | N/A     | $40625000.00       | $1561621.51        | Agency Collateralized Mortgage Obligation |
| FHLMC_5579C                                                   | 2055-09-25      | 1.0672%  | N/A     | $20000000.00       | $957137.41         | Agency Collateralized Mortgage Obligation |
| FHLMC_5585B                                                   | 2055-10-25      | 4.5000%  | N/A     | $1820132.00        | $1640628.77        | Agency Collateralized Mortgage Obligation |
| FHLMC_5585C                                                   | 2055-10-25      | 1.2172%  | N/A     | $15000000.00       | $886729.71         | Agency Collateralized Mortgage Obligation |
| FHLMC_5585D                                                   | 2055-10-25      | 4.5000%  | N/A     | $368421.00         | $328056.06         | Agency Collateralized Mortgage Obligation |
| FHLMC_5585E                                                   | 2055-08-25      | 4.5000%  | N/A     | $500000.00         | $493270.93         | Agency Collateralized Mortgage Obligation |
| FHLMC_5585E                                                   | 2055-10-25      | 4.5000%  | N/A     | $2385656.00        | $2139382.35        | Agency Collateralized Mortgage Obligation |
| FHLMC_5585F                                                   | 2055-10-25      | 1.7672%  | N/A     | $25000000.00       | $1766515.25        | Agency Collateralized Mortgage Obligation |
| FHLMC_5596A                                                   | 2055-11-25      | 1.0000%  | N/A     | $196872753.00      | $10859829.18       | Agency Collateralized Mortgage Obligation |
| FHLMC_5596A                                                   | 2055-11-25      | 0.0500%  | N/A     | $98872753.00       | $129160.77         | Agency Collateralized Mortgage Obligation |
| FHLMC_5596C                                                   | 2055-11-25      | 0.6000%  | N/A     | $61000000.00       | $2445673.00        | Agency Collateralized Mortgage Obligation |
| FHMS_K083                                                     | 2028-10-25      | 2.2933%  | N/A     | $28128058.00       | $1845202.27        | Agency Collateralized Mortgage Obligation |
| FHMS_K084                                                     | 2028-11-25      | 2.2426%  | N/A     | $30930260.00       | $1947457.56        | Agency Collateralized Mortgage Obligation |
| FHMS_K085                                                     | 2045-12-25      | 2.3142%  | N/A     | $28530506.00       | $1843512.40        | Agency Collateralized Mortgage Obligation |
| FHMS_K086                                                     | 2046-11-25      | 2.3006%  | N/A     | $31623689.00       | $2080907.26        | Agency Collateralized Mortgage Obligation |
| FHMS_K102                                                     | 2046-12-25      | 1.8914%  | N/A     | $11000000.00       | $748683.65         | Agency Collateralized Mortgage Obligation |
| FHMS_K117                                                     | 2048-10-25      | 2.8678%  | N/A     | $20439073.00       | $2428873.34        | Agency Collateralized Mortgage Obligation |
| FHMS_K146                                                     | 2049-06-25      | 3.5645%  | N/A     | $6549068.00        | $1271209.76        | Agency Collateralized Mortgage Obligation |
| FHMS_K163                                                     | 2034-04-25      | 5.6872%  | N/A     | $12979557.00       | $4730208.80        | Agency Collateralized Mortgage Obligation |
| FHMS_K170                                                     | 2063-02-25      | 5.5890%  | N/A     | $3531092.00        | $1371675.61        | Agency Collateralized Mortgage Obligation |
| FHMS_K740                                                     | 2047-11-25      | 2.4795%  | N/A     | $2992000.00        | $134727.48         | Agency Collateralized Mortgage Obligation |
| FHMS_KG03                                                     | 2033-07-25      | 2.9655%  | N/A     | $21909170.00       | $2457097.14        | Agency Collateralized Mortgage Obligation |
| FHMS_KLU3FX                                                   | 2031-01-25      | 1.7580%  | N/A     | $2000000.00        | $1808832.00        | Agency Collateralized Mortgage Obligation |
| FHMS_KSG1                                                     | 2030-09-25      | 2.9360%  | N/A     | $23715480.00       | $2758766.72        | Agency Collateralized Mortgage Obligation |
| FHR_4924                                                      | 2049-10-25      | 1.7527%  | N/A     | $45076729.00       | $1435074.48        | Agency Collateralized Mortgage Obligation |
| FNMA_10-115                                                   | 2040-10-25      | 1.7027%  | N/A     | $33422321.00       | $290271.22         | Agency Collateralized Mortgage Obligation |
| FNMA_10-136                                                   | 2040-12-25      | 1.7027%  | N/A     | $50000000.00       | $312616.06         | Agency Collateralized Mortgage Obligation |
| FNMA_11-126                                                   | 2041-12-25      | 1.6527%  | N/A     | $107252046.00      | $558557.27         | Agency Collateralized Mortgage Obligation |
| FNMA_12-113                                                   | 2042-10-25      | 1.8027%  | N/A     | $36714285.00       | $228234.76         | Agency Collateralized Mortgage Obligation |
| FNMA_12-128                                                   | 2042-11-25      | 1.8527%  | N/A     | $29250000.00       | $496659.30         | Agency Collateralized Mortgage Obligation |
| FNMA_12-134H                                                  | 2042-12-25      | 1.8527%  | N/A     | $240214.00         | $3063.35           | Agency Collateralized Mortgage Obligation |
| FNMA_12-141                                                   | 2042-12-25      | 2.4027%  | N/A     | $45267000.00       | $697373.03         | Agency Collateralized Mortgage Obligation |
| FNMA_12-15                                                    | 2042-03-25      | 1.6527%  | N/A     | $85000000.00       | $770425.78         | Agency Collateralized Mortgage Obligation |
| FNMA_12-20D                                                   | 2042-03-25      | 2.1527%  | N/A     | $91164018.00       | $674640.44         | Agency Collateralized Mortgage Obligation |
| FNMA_12-80                                                    | 2042-08-25      | 4.7973%  | N/A     | $150000.00         | $14750.04          | Agency Collateralized Mortgage Obligation |
| FNMA_12-82                                                    | 2042-08-25      | 1.7727%  | N/A     | $68500000.00       | $312527.02         | Agency Collateralized Mortgage Obligation |
| FNMA_13-107                                                   | 2043-02-25      | 1.6527%  | N/A     | $123256386.00      | $2527476.96        | Agency Collateralized Mortgage Obligation |
| FNMA_13-20N                                                   | 2043-03-25      | 1.8027%  | N/A     | $13066000.00       | $231827.59         | Agency Collateralized Mortgage Obligation |
| FNMA_13-21                                                    | 2033-03-25      | 3.5000%  | N/A     | $19285714.00       | $94536.70          | Agency Collateralized Mortgage Obligation |
| FNMA_13-44                                                    | 2043-05-25      | 2.4527%  | N/A     | $69433333.00       | $956912.21         | Agency Collateralized Mortgage Obligation |
| FNMA_14-74                                                    | 2044-11-25      | 1.8027%  | N/A     | $100000000.00      | $838022.76         | Agency Collateralized Mortgage Obligation |
| FNMA_14-74B                                                   | 2044-06-25      | 1.9027%  | N/A     | $32328000.00       | $257845.41         | Agency Collateralized Mortgage Obligation |
| FNMA_14-81                                                    | 2039-12-25      | 3.0000%  | N/A     | $3299000.00        | $4233934.87        | Agency Collateralized Mortgage Obligation |
| FNMA_15-16C                                                   | 2045-04-25      | 4.5000%  | N/A     | $50000000.00       | $990328.59         | Agency Collateralized Mortgage Obligation |
| FNMA_15-27C                                                   | 2045-05-25      | 1.3027%  | N/A     | $85000000.00       | $1229408.46        | Agency Collateralized Mortgage Obligation |
| FNMA_15-29                                                    | 2045-05-25      | 1.3527%  | N/A     | $61902119.00       | $908242.50         | Agency Collateralized Mortgage Obligation |
| FNMA_15-35A                                                   | 2045-06-25      | 1.3027%  | N/A     | $160000000.00      | $1362275.41        | Agency Collateralized Mortgage Obligation |
| FNMA_15-37                                                    | 2045-06-25      | 1.3227%  | N/A     | $59885082.00       | $756369.78         | Agency Collateralized Mortgage Obligation |
| FNMA_15-79                                                    | 2045-11-25      | 1.9527%  | N/A     | $24418550.00       | $357518.07         | Agency Collateralized Mortgage Obligation |
| FNMA_16-16B                                                   | 2046-04-25      | 3.0000%  | N/A     | $7287340.00        | $3871058.91        | Agency Collateralized Mortgage Obligation |
| FNMA_16-26D                                                   | 2042-11-25      | 0.0000%  | N/A     | $4820101.00        | $1459010.51        | Agency Collateralized Mortgage Obligation |
| FNMA_16-32A                                                   | 2042-11-25      | 0.0000%  | N/A     | $2724659.00        | $759470.53         | Agency Collateralized Mortgage Obligation |
| FNMA_16-45                                                    | 2046-07-25      | 1.7027%  | N/A     | $20000000.00       | $638257.40         | Agency Collateralized Mortgage Obligation |
| FNMA_16-53A                                                   | 2046-08-25      | 1.7027%  | N/A     | $38400349.00       | $1414038.27        | Agency Collateralized Mortgage Obligation |
| FNMA_16-75                                                    | 2046-10-25      | 1.7027%  | N/A     | $18582352.00       | $639208.09         | Agency Collateralized Mortgage Obligation |
| FNMA_17-34A                                                   | 2047-05-25      | 1.8027%  | N/A     | $141990914.00      | $2837610.35        | Agency Collateralized Mortgage Obligation |
| FNMA_18-19C                                                   | 2048-04-25      | 4.0000%  | N/A     | $3252448.00        | $3921507.47        | Agency Collateralized Mortgage Obligation |
| FNMA_18-1A                                                    | 2048-02-25      | 1.8527%  | N/A     | $50000000.00       | $757310.30         | Agency Collateralized Mortgage Obligation |
| FNMA_18-38B                                                   | 2048-06-25      | 1.9027%  | N/A     | $80378666.00       | $1518300.42        | Agency Collateralized Mortgage Obligation |
| FNMA_18-60C                                                   | 2048-08-25      | 1.4027%  | N/A     | $23967000.00       | $489267.64         | Agency Collateralized Mortgage Obligation |
| FNMA_19-14B                                                   | 2048-03-25      | 4.0000%  | N/A     | $10039760.00       | $1961389.73        | Agency Collateralized Mortgage Obligation |
| FNMA_19-21                                                    | 2057-09-25      | 3.0000%  | N/A     | $7857596.00        | $2091884.23        | Agency Collateralized Mortgage Obligation |
| FNMA_19-31                                                    | 2049-07-25      | 1.7527%  | N/A     | $14527000.00       | $587768.54         | Agency Collateralized Mortgage Obligation |
| FNMA_19-45B                                                   | 2049-08-25      | 1.7527%  | N/A     | $104126044.00      | $3860459.62        | Agency Collateralized Mortgage Obligation |
| FNMA_19-57E                                                   | 2049-10-25      | 1.7527%  | N/A     | $55888578.00       | $1286345.72        | Agency Collateralized Mortgage Obligation |
| FNMA_19-57J                                                   | 2049-10-25      | 1.7027%  | N/A     | $22607858.00       | $541616.64         | Agency Collateralized Mortgage Obligation |
| FNMA_19-59H                                                   | 2049-10-25      | 1.7527%  | N/A     | $36516371.00       | $974693.20         | Agency Collateralized Mortgage Obligation |
| FNMA_19-68H                                                   | 2049-11-25      | 1.7027%  | N/A     | $32999250.00       | $1255054.67        | Agency Collateralized Mortgage Obligation |
| FNMA_19-69C                                                   | 2049-12-25      | 1.7027%  | N/A     | $4500000.00        | $151576.71         | Agency Collateralized Mortgage Obligation |
| FNMA_19-71D                                                   | 2049-11-25      | 1.7527%  | N/A     | $33282680.00       | $1210721.52        | Agency Collateralized Mortgage Obligation |
| FNMA_19-83B                                                   | 2050-01-25      | 1.6527%  | N/A     | $6305000.00        | $375480.22         | Agency Collateralized Mortgage Obligation |
| FNMA_20-12B                                                   | 2050-03-25      | 1.7527%  | N/A     | $110398000.00      | $4226339.13        | Agency Collateralized Mortgage Obligation |
| FNMA_20-26E                                                   | 2050-05-25      | 1.6527%  | N/A     | $11870512.00       | $566659.82         | Agency Collateralized Mortgage Obligation |
| FNMA_20-27G                                                   | 2050-05-25      | 1.7527%  | N/A     | $22318291.00       | $1442666.70        | Agency Collateralized Mortgage Obligation |
| FNMA_20-34G                                                   | 2050-06-25      | 1.7527%  | N/A     | $31926820.00       | $1986385.10        | Agency Collateralized Mortgage Obligation |
| FNMA_20-52G                                                   | 2050-08-25      | 4.5000%  | N/A     | $14950008.00       | $1161016.96        | Agency Collateralized Mortgage Obligation |
| FNMA_20-62E                                                   | 2050-09-25      | 2.0000%  | N/A     | $5400034.00        | $370100.04         | Agency Collateralized Mortgage Obligation |
| FNMA_21-15D                                                   | 2051-04-25      | 4.5000%  | N/A     | $2794000.00        | $353196.02         | Agency Collateralized Mortgage Obligation |
| FNMA_21-28D                                                   | 2051-05-25      | 0.0000%  | N/A     | $25000000.00       | $662031.04         | Agency Collateralized Mortgage Obligation |
| FNMA_21-34L                                                   | 2051-06-25      | 4.0000%  | N/A     | $28110557.00       | $2431334.77        | Agency Collateralized Mortgage Obligation |
| FNMA_21-3F                                                    | 2051-02-25      | 2.5000%  | N/A     | $28140000.00       | $2682603.23        | Agency Collateralized Mortgage Obligation |
| FNMA_21-51A                                                   | 2051-08-25      | 3.0000%  | N/A     | $25750500.00       | $2711946.06        | Agency Collateralized Mortgage Obligation |
| FNMA_21-56D                                                   | 2051-09-25      | 4.5000%  | N/A     | $3279000.00        | $478500.22         | Agency Collateralized Mortgage Obligation |
| FNMA_21-82D                                                   | 2051-11-25      | 3.0000%  | N/A     | $21374999.00       | $2280886.31        | Agency Collateralized Mortgage Obligation |
| FNMA_22-11A                                                   | 2047-07-25      | 2.5000%  | N/A     | $3051000.00        | $1738332.23        | Agency Collateralized Mortgage Obligation |
| FNMA_22-31                                                    | 2052-03-25      | 2.0000%  | N/A     | $5876311.00        | $4449669.62        | Agency Collateralized Mortgage Obligation |
| FNMA_22-43B                                                   | 2052-07-25      | 1.2172%  | N/A     | $8786000.00        | $429317.44         | Agency Collateralized Mortgage Obligation |
| FNMA_22-62B                                                   | 2052-09-25      | 4.5000%  | N/A     | $12871051.00       | $1740690.54        | Agency Collateralized Mortgage Obligation |
| FNMA_22-75A                                                   | 2052-12-25      | 5.5000%  | N/A     | $1250000.00        | $1432913.01        | Agency Collateralized Mortgage Obligation |
| FNMA_22-87                                                    | 2052-12-25      | 5.5000%  | N/A     | $1250000.00        | $1434311.02        | Agency Collateralized Mortgage Obligation |
| FNMA_23-28D                                                   | 2050-05-25      | 3.5000%  | N/A     | $27569821.00       | $3998642.92        | Agency Collateralized Mortgage Obligation |
| FNMA_23-53F                                                   | 2053-11-25      | 1.7672%  | N/A     | $74472971.00       | $2891703.89        | Agency Collateralized Mortgage Obligation |
| FNMA_23-57C                                                   | 2049-10-25      | 1.7027%  | N/A     | $54205919.00       | $4441555.92        | Agency Collateralized Mortgage Obligation |
| FNMA_24-47B                                                   | 2054-07-25      | 1.0172%  | N/A     | $30000000.00       | $549051.96         | Agency Collateralized Mortgage Obligation |
| FNMA_24-5D                                                    | 2051-10-25      | 3.0000%  | N/A     | $8800000.00        | $1327158.66        | Agency Collateralized Mortgage Obligation |
| FNMA_24-77B                                                   | 2053-10-25      | 6.6000%  | N/A     | $15874000.00       | $14386226.10       | Agency Collateralized Mortgage Obligation |
| FNMA_24-9D                                                    | 2050-03-25      | 1.7027%  | N/A     | $27901889.00       | $2660514.24        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27C                                                   | 2050-06-25      | 4.0000%  | N/A     | $1371181.00        | $254053.34         | Agency Collateralized Mortgage Obligation |
| FNMA_25-27D                                                   | 2048-05-25      | 4.0000%  | N/A     | $639801.00         | $97939.07          | Agency Collateralized Mortgage Obligation |
| FNMA_25-27E                                                   | 2049-08-25      | 1.7027%  | N/A     | $52006853.00       | $5213948.59        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27E                                                   | 2049-08-25      | 4.5000%  | N/A     | $535378.00         | $90171.34          | Agency Collateralized Mortgage Obligation |
| FNMA_25-27F                                                   | 2049-03-25      | 1.6527%  | N/A     | $50544901.00       | $4521666.54        | Agency Collateralized Mortgage Obligation |
| FNMA_25-27F                                                   | 2049-03-25      | 5.0000%  | N/A     | $859655.00         | $163133.33         | Agency Collateralized Mortgage Obligation |
| FNMA_25-29K                                                   | 2055-05-25      | 0.3000%  | N/A     | $50000000.00       | $331981.16         | Agency Collateralized Mortgage Obligation |
| FNMA_25-34A                                                   | 2051-12-25      | 5.0000%  | N/A     | $275000.00         | $255568.92         | Agency Collateralized Mortgage Obligation |
| FNMA_25-34E                                                   | 2055-05-25      | 1.6172%  | N/A     | $100000000.00      | $3872687.33        | Agency Collateralized Mortgage Obligation |
| FNMA_25-58                                                    | 2051-09-25      | 5.0000%  | N/A     | $835000.00         | $812652.56         | Agency Collateralized Mortgage Obligation |
| FNMA_25-59A                                                   | 2055-08-25      | 0.0000%  | N/A     | $92668685.00       | $91.61             | Agency Collateralized Mortgage Obligation |
| FNMA_25-59A                                                   | 2055-08-25      | 1.6741%  | N/A     | $46668685.00       | $3114030.48        | Agency Collateralized Mortgage Obligation |
| FNMA_25-59C                                                   | 2055-08-25      | 1.0000%  | N/A     | $500000.00         | $10586.32          | Agency Collateralized Mortgage Obligation |
| FNMA_25-68A                                                   | 2055-08-25      | 5.3328%  | N/A     | $3750000.00        | $3578442.40        | Agency Collateralized Mortgage Obligation |
| FNMA_25-6A                                                    | 2055-02-25      | 5.6828%  | N/A     | $3485000.00        | $2876110.21        | Agency Collateralized Mortgage Obligation |
| FNMA_25-6B                                                    | 2055-02-25      | 0.0672%  | N/A     | $70000000.00       | $260398.23         | Agency Collateralized Mortgage Obligation |
| FNMA_25-6B                                                    | 2055-02-25      | 0.1500%  | N/A     | $70000000.00       | $164639.36         | Agency Collateralized Mortgage Obligation |
| FNMA_25-78B                                                   | 2052-05-25      | 4.5000%  | N/A     | $3720000.00        | $3580557.89        | Agency Collateralized Mortgage Obligation |
| FNMA_25-78B                                                   | 2052-05-25      | 5.5000%  | N/A     | $9263689.00        | $999649.09         | Agency Collateralized Mortgage Obligation |
| FNMA_25-78C                                                   | 2055-09-25      | 1.6672%  | N/A     | $70535902.00       | $4847690.50        | Agency Collateralized Mortgage Obligation |
| FNMA_25-7C                                                    | 2054-09-25      | 0.9172%  | N/A     | $101000000.00      | $2293030.18        | Agency Collateralized Mortgage Obligation |
| FNMA_25-83B                                                   | 2055-10-25      | 0.5172%  | N/A     | $85083933.00       | $3002219.35        | Agency Collateralized Mortgage Obligation |
| FNMA_25-8C                                                    | 2055-02-25      | 0.9172%  | N/A     | $77000000.00       | $1804769.08        | Agency Collateralized Mortgage Obligation |
| FNMA_25-97A                                                   | 2055-11-25      | 6.0000%  | N/A     | $14840014.00       | $14860968.10       | Agency Collateralized Mortgage Obligation |
| FNMA_25-97A                                                   | 2055-11-25      | 6.0000%  | N/A     | $28373329.00       | $5946964.63        | Agency Collateralized Mortgage Obligation |
| FNMA_25-97A                                                   | 2055-11-25      | 6.0000%  | N/A     | $5646000.00        | $5658003.40        | Agency Collateralized Mortgage Obligation |
| FNMA_25-97B                                                   | 2055-11-25      | 4.5000%  | N/A     | $2500000.00        | $2408147.50        | Agency Collateralized Mortgage Obligation |
| FNMA_25-97B                                                   | 2055-11-25      | 1.1900%  | N/A     | $50000000.00       | $2804516.67        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_3780                                        | 2040-12-15      | 2.1519%  | N/A     | $46000000.00       | $263497.73         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4734                                        | 2047-12-15      | 4.0000%  | N/A     | $2048914.00        | $94926.35          | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4929                                        | 2049-10-25      | 1.6527%  | N/A     | $50404811.00       | $3337815.90        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_4940                                        | 2049-07-25      | 4.0000%  | N/A     | $56566666.00       | $2269063.14        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K138     | 2032-01-25      | 2.9797%  | N/A     | $5775000.00        | $873867.78         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC REMICS FHR_4901                                   | 2049-07-25      | 1.8027%  | N/A     | $84449463.00       | $2447815.89        | Agency Collateralized Mortgage Obligation |
| FREDDIEMAC STRIP FHSTR_413                                    | 2054-05-25      | 5.3828%  | N/A     | $584000.00         | $312818.36         | Agency Collateralized Mortgage Obligation |
| FREDDIEMAC STRIP FHSTR_413                                    | 2054-05-25      | 5.1328%  | N/A     | $1150000.00        | $614059.67         | Agency Collateralized Mortgage Obligation |
| FREMF_19-K735                                                 | 2026-06-25      | 0.0000%  | N/A     | $21497542.00       | $19700626.96       | Agency Collateralized Mortgage Obligation |
| FREMF_K-165                                                   | 2034-10-25      | 5.4934%  | N/A     | $10636777.00       | $3931244.37        | Agency Collateralized Mortgage Obligation |
| FREMF_K-W01                                                   | 2026-01-25      | 2.8530%  | N/A     | $35000.00          | $8294.85           | Agency Collateralized Mortgage Obligation |
| FRESB_20-SB78                                                 | 2040-07-25      | 9.3960%  | N/A     | $37640345.00       | $21194620.31       | Agency Collateralized Mortgage Obligation |
| GNMA GNRA 2023-012 IO                                         | 2065-02-16      | 0.0000%  | N/A     | $130450000.00      | $7450564.40        | Agency Mortgage-Backed Securities         |
| GNMA_04-72D                                                   | 2034-07-20      | 4.5455%  | N/A     | $17850000.00       | $241167.33         | Agency Collateralized Mortgage Obligation |
| GNMA_09-94D                                                   | 2039-10-16      | 4.8463%  | N/A     | $11543539.00       | $262951.91         | Agency Collateralized Mortgage Obligation |
| GNMA_13-29                                                    | 2045-10-16      | 1.7670%  | N/A     | $400000.00         | $12805.50          | Agency Collateralized Mortgage Obligation |
| GNMA_13-99H                                                   | 2043-07-16      | 3.5000%  | N/A     | $700000.00         | $455166.18         | Agency Collateralized Mortgage Obligation |
| GNMA_18-115A                                                  | 2048-08-20      | 4.4455%  | N/A     | $100000.00         | $20443.90          | Agency Collateralized Mortgage Obligation |
| GNMA_19-146                                                   | 2062-03-16      | 0.5454%  | N/A     | $70000000.00       | $1701948.36        | Agency Mortgage-Backed Securities         |
| GNMA_19-98E                                                   | 2049-08-20      | 4.5955%  | N/A     | $100000.00         | $23120.81          | Agency Collateralized Mortgage Obligation |
| GNMA_20-47J                                                   | 2050-01-20      | 3.5000%  | N/A     | $14462032.00       | $221998.93         | Agency Collateralized Mortgage Obligation |
| GNMA_20-83B                                                   | 2039-06-20      | 4.5455%  | N/A     | $10000.00          | $3668.19           | Agency Collateralized Mortgage Obligation |
| GNMA_21-127                                                   | 2062-11-16      | 2.0000%  | N/A     | $4300000.00        | $2793998.77        | Agency Collateralized Mortgage Obligation |
| GNMA_21-98F                                                   | 2051-06-20      | 3.0000%  | N/A     | $1625000.00        | $184214.00         | Agency Collateralized Mortgage Obligation |
| GNMA_22-42                                                    | 2063-02-16      | 2.5000%  | N/A     | $1800000.00        | $1170304.80        | Agency Collateralized Mortgage Obligation |
| GNMA_23-175                                                   | 2065-05-16      | 4.0000%  | N/A     | $872325.00         | $664319.39         | Agency Collateralized Mortgage Obligation |
| GNMA_23-175                                                   | 2065-05-16      | 4.0000%  | N/A     | $1165197.00        | $923928.20         | Agency Collateralized Mortgage Obligation |
| GNMA_23-175                                                   | 2065-05-16      | 1.2874%  | N/A     | $37994480.00       | $3304025.83        | Agency Collateralized Mortgage Obligation |
| GNMA_24-178                                                   | 2066-07-16      | 4.0000%  | N/A     | $1514119.00        | $1151593.99        | Agency Collateralized Mortgage Obligation |
| GNMA_24-23A                                                   | 2051-05-20      | 2.0162%  | N/A     | $19318398.00       | $2342235.80        | Agency Collateralized Mortgage Obligation |
| GNMA_24-31                                                    | 2066-02-16      | 4.0000%  | N/A     | $1166809.00        | $883760.19         | Agency Collateralized Mortgage Obligation |
| GNMA_25-147                                                   | 2059-10-16      | 4.7500%  | N/A     | $314465.00         | $293073.31         | Agency Collateralized Mortgage Obligation |
| GNMA_25-147                                                   | 2057-09-16      | 0.2500%  | N/A     | $2000000.00        | $18354.49          | Agency Collateralized Mortgage Obligation |
| GNMA_25-173A                                                  | 2055-10-20      | 0.3208%  | N/A     | $60000000.00       | $2855881.94        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173A                                                  | 2055-10-20      | 0.0000%  | N/A     | $60000000.00       | $17820.00          | Agency Collateralized Mortgage Obligation |
| GNMA_25-173B                                                  | 2055-10-20      | 0.0000%  | N/A     | $105000000.00      | $30975.00          | Agency Collateralized Mortgage Obligation |
| GNMA_25-173B                                                  | 2055-10-20      | 0.3690%  | N/A     | $105000000.00      | $4736000.29        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173C                                                  | 2055-10-20      | 0.0000%  | N/A     | $2500000000.00     | $34497500.00       | Agency Collateralized Mortgage Obligation |
| GNMA_25-173D                                                  | 2055-10-20      | 0.4500%  | N/A     | $100000000.00      | $4263550.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173E                                                  | 2055-10-20      | 0.0000%  | N/A     | $100000000.00      | $2380000.00        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173F                                                  | 2051-10-20      | 2.5000%  | N/A     | $217700948.00      | $22897205.17       | Agency Collateralized Mortgage Obligation |
| GNMA_25-173G                                                  | 2051-11-20      | 3.0000%  | N/A     | $67063215.00       | $8137048.13        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173H                                                  | 2051-10-20      | 3.0000%  | N/A     | $118467431.00      | $20236132.70       | Agency Collateralized Mortgage Obligation |
| GNMA_25-173J                                                  | 2051-08-20      | 3.0000%  | N/A     | $80536165.00       | $13620356.76       | Agency Collateralized Mortgage Obligation |
| GNMA_25-173K                                                  | 2051-11-20      | 3.0000%  | N/A     | $97135227.00       | $12295085.63       | Agency Collateralized Mortgage Obligation |
| GNMA_25-173L                                                  | 2051-01-20      | 2.1545%  | N/A     | $41928822.00       | $6449965.75        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173M                                                  | 2051-08-20      | 2.1545%  | N/A     | $181212457.00      | $26729981.47       | Agency Collateralized Mortgage Obligation |
| GNMA_25-173N                                                  | 2050-10-20      | 1.9545%  | N/A     | $98555246.00       | $13441477.15       | Agency Collateralized Mortgage Obligation |
| GNMA_25-173N                                                  | 2050-10-20      | 3.0000%  | N/A     | $4371940.00        | $668297.66         | Agency Collateralized Mortgage Obligation |
| GNMA_25-173P                                                  | 2050-08-20      | 1.9045%  | N/A     | $77721551.00       | $10176076.80       | Agency Collateralized Mortgage Obligation |
| GNMA_25-173P                                                  | 2050-08-20      | 3.5000%  | N/A     | $902285.00         | $153962.70         | Agency Collateralized Mortgage Obligation |
| GNMA_25-173Q                                                  | 2050-01-20      | 4.5000%  | N/A     | $1726274.00        | $356316.77         | Agency Collateralized Mortgage Obligation |
| GNMA_25-173Q                                                  | 2050-01-20      | 1.9045%  | N/A     | $110075800.00      | $13571897.52       | Agency Collateralized Mortgage Obligation |
| GNMA_25-173R                                                  | 2055-08-20      | 1.0162%  | N/A     | $378246575.00      | $11929332.86       | Agency Collateralized Mortgage Obligation |
| GNMA_25-173R                                                  | 2055-08-20      | 6.0000%  | N/A     | $4606824.00        | $519674.31         | Agency Collateralized Mortgage Obligation |
| GNMA_25-173S                                                  | 2055-08-20      | 0.0000%  | N/A     | $303311770.00      | $3935166.90        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173S                                                  | 2055-08-20      | 5.1081%  | N/A     | $8572930.00        | $618492.44         | Agency Collateralized Mortgage Obligation |
| GNMA_25-173T                                                  | 2055-04-20      | 6.0000%  | N/A     | $15713581.00       | $2356366.70        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173T                                                  | 2055-04-20      | 1.0462%  | N/A     | $657846854.00      | $32204679.12       | Agency Collateralized Mortgage Obligation |
| GNMA_25-173U                                                  | 2055-01-20      | 6.5000%  | N/A     | $16666752.00       | $2522681.43        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173U                                                  | 2055-01-20      | 1.6162%  | N/A     | $344547441.00      | $20178366.43       | Agency Collateralized Mortgage Obligation |
| GNMA_25-173V                                                  | 2055-03-20      | 6.5000%  | N/A     | $687777.00         | $95984.86          | Agency Collateralized Mortgage Obligation |
| GNMA_25-173V                                                  | 2055-03-20      | 1.1062%  | N/A     | $147725026.00      | $6085681.44        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173W                                                  | 2054-10-20      | 6.5000%  | N/A     | $2374474.00        | $272853.45         | Agency Collateralized Mortgage Obligation |
| GNMA_25-173W                                                  | 2054-10-20      | 1.0162%  | N/A     | $121431239.00      | $3993935.22        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173X                                                  | 2054-05-20      | 1.5162%  | N/A     | $131151583.00      | $7250097.07        | Agency Collateralized Mortgage Obligation |
| GNMA_25-173X                                                  | 2054-05-20      | 7.0000%  | N/A     | $4524043.00        | $851542.02         | Agency Collateralized Mortgage Obligation |
| GNMA_25-173Y                                                  | 2055-10-20      | 6.0000%  | N/A     | $10164310.00       | $10173366.40       | Agency Collateralized Mortgage Obligation |
| GNMA_25-173Y                                                  | 2055-10-20      | 3.0000%  | N/A     | $50146945.00       | $6188768.20        | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A                                                   | 2067-01-16      | 5.0000%  | N/A     | $328571.00         | $337464.00         | Agency Mortgage-Backed Securities         |
| GNMA_25-40A                                                   | 2055-08-16      | 4.0000%  | N/A     | $588235.00         | $544011.69         | Agency Mortgage-Backed Securities         |
| GNMA_25-40A                                                   | 2053-08-16      | 4.5000%  | N/A     | $2911765.00        | $2877514.85        | Agency Mortgage-Backed Securities         |
| GNMA_25-45D                                                   | 2051-07-20      | 4.5000%  | N/A     | $2055399.00        | $2011024.99        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-69           | 2049-03-16      | 4.5000%  | N/A     | $3310000.00        | $1364543.46        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-33           | 2046-05-16      | 1.7440%  | N/A     | $500000.00         | $86155.21          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-220          | 2064-10-16      | 3.0000%  | N/A     | $200000.00         | $143708.20         | Agency Collateralized Mortgage Obligation |
| PBS7802V1                                                     | 2054-06-25      | 5.2328%  | N/A     | $606000.00         | $385344.59         | Agency Collateralized Mortgage Obligation |

### Security 20: Citibank NA

- **C.1 - Title:** Citibank NA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: E57ODZWZ7FF32TWEFA76, C.5 - Other ID: BYDTW4YE7
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-02-15      | 5.2500%  | N/A     | $2200.00           | $2338.28           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $12207200.00       | $12610411.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-03-31      | 4.1250%  | N/A     | $19180300.00       | $19542635.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | N/A     | $23754000.00       | $23698793.12       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | N/A     | $5900.00           | $7558.66           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.0105%  | N/A     | $2000.00           | $2000.18           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | N/A     | $200.00            | $188.91            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | N/A     | $16317300.00       | $16743860.36       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | N/A     | $100.00            | $108.78            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $349200.00         | $360351.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $22813600.00       | $23189568.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 4.1250%  | N/A     | $329100.00         | $334139.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 3.8750%  | N/A     | $238500.00         | $243164.77         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 3.1250%  | N/A     | $100.00            | $100.02            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-31      | 1.5000%  | N/A     | $1717200.00        | $1677711.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-31      | 2.6250%  | N/A     | $2496200.00        | $2484214.14        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-15      | 2.2500%  | N/A     | $100.00            | $98.36             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-11-15      | 4.5000%  | N/A     | $100.00            | $105.72            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-11-15      | 2.2500%  | N/A     | $22700.00          | $22916.81          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 2.1250%  | N/A     | $117900.00         | $116828.64         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | N/A     | $500.00            | $498.42            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | N/A     | $6100.00           | $6209.87           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 1.3750%  | N/A     | $328100.00         | $394195.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | N/A     | $407000.00         | $413821.32         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 0.3750%  | N/A     | $27700.00          | $27481.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $111200.00         | $112976.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | N/A     | $51220500.00       | $51000098.19       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-28      | 2.5000%  | N/A     | $200.00            | $199.94            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-15      | 2.1250%  | N/A     | $6900.00           | $7425.44           | U.S. Treasuries (including strips) |

### Security 21: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **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: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BRTBNRY29
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_11-72    | 2041-05-16      | 1.6152%  | N/A     | $44454909.00       | $5976767.72        | Agency Collateralized Mortgage Obligation |
| GNMA_20-162D  | 2050-10-20      | 2.5000%  | N/A     | $74800000.00       | $6418090.40        | Agency Collateralized Mortgage Obligation |
| GNMA_20-44    | 2062-02-16      | 1.0262%  | N/A     | $155155995.00      | $5718925.33        | Agency Collateralized Mortgage Obligation |
| GNMA_20-59    | 2050-04-20      | 5.0000%  | N/A     | $94674297.00       | $5653873.05        | Agency Collateralized Mortgage Obligation |
| GNMA_20-H14B  | 2070-08-20      | 1.1032%  | N/A     | $201959816.00      | $6885727.93        | Agency Collateralized Mortgage Obligation |
| GNMA_21-156R  | 2051-09-20      | 4.0000%  | N/A     | $42188500.00       | $5325205.45        | Agency Collateralized Mortgage Obligation |
| GNMA_21-162M  | 2051-09-20      | 3.0000%  | N/A     | $48359264.00       | $5804656.12        | Agency Collateralized Mortgage Obligation |
| GNMA_21-186   | 2063-05-16      | 0.7633%  | N/A     | $130060000.00      | $6501847.92        | Agency Collateralized Mortgage Obligation |
| GNMA_21-30B   | 2051-02-20      | 2.5000%  | N/A     | $65380000.00       | $5935728.70        | Agency Collateralized Mortgage Obligation |
| GNMA_21-30B   | 2051-02-20      | 2.5000%  | N/A     | $71092492.00       | $6999748.66        | Agency Collateralized Mortgage Obligation |
| GNMA_21-9B    | 2051-01-20      | 2.0000%  | N/A     | $75000000.00       | $5643363.32        | Agency Collateralized Mortgage Obligation |
| GNMA_22-114D  | 2052-06-20      | 0.0000%  | N/A     | $11111111.00       | $6784419.65        | Agency Collateralized Mortgage Obligation |
| GNMA_22-128C  | 2052-07-20      | 1.8662%  | N/A     | $70000000.00       | $5046058.52        | Agency Collateralized Mortgage Obligation |
| GNMA_22-128H  | 2052-07-20      | 0.0000%  | N/A     | $11538462.00       | $6873051.80        | Agency Collateralized Mortgage Obligation |
| GNMA_22-140G  | 2051-07-20      | 3.0000%  | N/A     | $49310034.00       | $5684343.66        | Agency Collateralized Mortgage Obligation |
| GNMA_22-172B  | 2052-10-20      | 0.0000%  | N/A     | $9090910.00        | $5318784.48        | Agency Collateralized Mortgage Obligation |
| GNMA_22-21    | 2063-10-16      | 0.7848%  | N/A     | $115640000.00      | $6378246.25        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H02B  | 2072-01-20      | 0.6154%  | N/A     | $161049657.00      | $6057725.39        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H03A  | 2072-02-20      | 1.2570%  | N/A     | $66923387.00       | $5202310.13        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H11A  | 2072-05-20      | 0.4964%  | N/A     | $149244039.00      | $7492837.12        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H14F  | 2072-07-20      | 0.5514%  | N/A     | $98628823.00       | $5830988.11        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H20E  | 2072-09-20      | 0.8068%  | N/A     | $82279844.00       | $6274933.83        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H21   | 2072-10-20      | 0.5853%  | N/A     | $114570222.00      | $7077649.84        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H24A  | 2072-11-20      | 0.4956%  | N/A     | $123688428.00      | $6907442.26        | Agency Collateralized Mortgage Obligation |
| GNMA_22-H26A  | 2072-12-20      | 0.3441%  | N/A     | $168075681.00      | $6550106.06        | Agency Collateralized Mortgage Obligation |
| GNMA_23-114M  | 2053-08-20      | 1.5962%  | N/A     | $187840029.00      | $7027204.77        | Agency Collateralized Mortgage Obligation |
| GNMA_23-131K  | 2053-09-20      | 1.5662%  | N/A     | $84660210.00       | $4981743.46        | Agency Collateralized Mortgage Obligation |
| GNMA_23-146F  | 2053-10-20      | 1.5162%  | N/A     | $237020992.00      | $5469759.19        | Agency Collateralized Mortgage Obligation |
| GNMA_23-146G  | 2053-10-20      | 2.1662%  | N/A     | $161538459.00      | $7496819.57        | Agency Collateralized Mortgage Obligation |
| GNMA_23-166G  | 2050-07-20      | 4.0000%  | N/A     | $36677515.00       | $6020658.01        | Agency Collateralized Mortgage Obligation |
| GNMA_23-183A  | 2053-12-20      | 2.1662%  | N/A     | $185000000.00      | $6773888.12        | Agency Collateralized Mortgage Obligation |
| GNMA_23-32G   | 2053-02-20      | 1.5162%  | N/A     | $150000000.00      | $5658894.88        | Agency Collateralized Mortgage Obligation |
| GNMA_23-48J   | 2053-03-20      | 1.4662%  | N/A     | $150000000.00      | $4852225.70        | Agency Collateralized Mortgage Obligation |
| GNMA_23-54D   | 2053-04-20      | 1.5162%  | N/A     | $100000000.00      | $5516920.00        | Agency Collateralized Mortgage Obligation |
| GNMA_23-60D   | 2053-04-20      | 1.4162%  | N/A     | $200000000.00      | $5704309.82        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H02A  | 2073-01-20      | 0.7035%  | N/A     | $117265333.00      | $6752632.08        | Agency Collateralized Mortgage Obligation |
| GNMA_23-H05A  | 2073-02-20      | 0.6100%  | N/A     | $131872148.00      | $6737210.15        | Agency Collateralized Mortgage Obligation |
| GNMA_24-102   | 2066-09-16      | 0.9493%  | N/A     | $70144550.00       | $5635221.44        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110N  | 2054-07-20      | 2.4662%  | N/A     | $400000000.00      | $5572055.86        | Agency Collateralized Mortgage Obligation |
| GNMA_24-110Q  | 2054-07-20      | 1.7962%  | N/A     | $100000000.00      | $5725307.51        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125B  | 2054-08-20      | 2.5162%  | N/A     | $100792169.00      | $5930059.65        | Agency Collateralized Mortgage Obligation |
| GNMA_24-130D  | 2051-02-20      | 2.5000%  | N/A     | $40225643.00       | $5217388.18        | Agency Collateralized Mortgage Obligation |
| GNMA_24-143A  | 2054-09-20      | 1.6662%  | N/A     | $100000000.00      | $5012547.11        | Agency Collateralized Mortgage Obligation |
| GNMA_24-161   | 2064-06-16      | 0.7406%  | N/A     | $100000000.00      | $5493427.58        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168D  | 2054-10-20      | 1.2362%  | N/A     | $150000000.00      | $5914688.25        | Agency Collateralized Mortgage Obligation |
| GNMA_24-1B    | 2054-01-20      | 1.1662%  | N/A     | $300000000.00      | $5087182.57        | Agency Collateralized Mortgage Obligation |
| GNMA_24-201D  | 2054-12-20      | 1.8862%  | N/A     | $92307435.00       | $5680383.37        | Agency Collateralized Mortgage Obligation |
| GNMA_24-32    | 2063-06-16      | 0.6998%  | N/A     | $70177456.00       | $3395293.24        | Agency Collateralized Mortgage Obligation |
| GNMA_24-39J   | 2054-03-20      | 1.1662%  | N/A     | $110000000.00      | $5903559.06        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58D   | 2052-01-20      | 3.0000%  | N/A     | $53252809.00       | $7075296.11        | Agency Collateralized Mortgage Obligation |
| GNMA_24-58E   | 2054-04-20      | 1.1662%  | N/A     | $179000000.00      | $4973900.10        | Agency Collateralized Mortgage Obligation |
| GNMA_24-59D   | 2054-04-20      | 6.0000%  | N/A     | $69705690.00       | $7422600.74        | Agency Collateralized Mortgage Obligation |
| GNMA_24-95L   | 2054-06-20      | 1.3162%  | N/A     | $126473828.00      | $5173464.74        | Agency Collateralized Mortgage Obligation |
| GNMA_24-97D   | 2054-06-20      | 3.1162%  | N/A     | $50000000.00       | $4985673.97        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H03A  | 2074-02-20      | 0.6349%  | N/A     | $90434149.00       | $6350910.03        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H05A  | 2074-03-20      | 0.6132%  | N/A     | $136122124.00      | $7442665.33        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H11C  | 2074-07-20      | 0.6977%  | N/A     | $77419028.00       | $5813027.16        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H17B  | 2074-09-20      | 0.7228%  | N/A     | $87945705.00       | $6963335.86        | Agency Collateralized Mortgage Obligation |
| GNMA_25-104G  | 2054-12-20      | 2.3162%  | N/A     | $65227031.00       | $5489698.47        | Agency Collateralized Mortgage Obligation |
| GNMA_25-104H  | 2055-06-20      | 1.7162%  | N/A     | $92089397.00       | $5830162.08        | Agency Collateralized Mortgage Obligation |
| GNMA_25-109B  | 2067-05-16      | 0.6042%  | N/A     | $83047126.00       | $4909638.69        | Agency Collateralized Mortgage Obligation |
| GNMA_25-113B  | 2055-07-20      | 1.7162%  | N/A     | $105000000.00      | $6296045.28        | Agency Collateralized Mortgage Obligation |
| GNMA_25-115F  | 2055-07-20      | 0.3162%  | N/A     | $500000000.00      | $6519992.29        | Agency Collateralized Mortgage Obligation |
| GNMA_25-115G  | 2055-07-20      | 1.1662%  | N/A     | $92951981.00       | $5775334.36        | Agency Collateralized Mortgage Obligation |
| GNMA_25-115G  | 2055-07-20      | 1.1662%  | N/A     | $134344606.00      | $6576066.48        | Agency Collateralized Mortgage Obligation |
| GNMA_25-119C  | 2055-07-20      | 2.9162%  | N/A     | $43430550.00       | $5671145.85        | Agency Collateralized Mortgage Obligation |
| GNMA_25-13    | 2067-01-16      | 0.7482%  | N/A     | $107001558.00      | $7136361.92        | Agency Collateralized Mortgage Obligation |
| GNMA_25-133F  | 2051-05-20      | 3.0000%  | N/A     | $29863713.00       | $4906434.91        | Agency Collateralized Mortgage Obligation |
| GNMA_25-136A  | 2055-08-20      | 2.3412%  | N/A     | $64071357.00       | $4905098.63        | Agency Collateralized Mortgage Obligation |
| GNMA_25-136G  | 2055-08-20      | 1.2162%  | N/A     | $100000000.00      | $5590987.18        | Agency Collateralized Mortgage Obligation |
| GNMA_25-15    | 2066-11-16      | 0.8441%  | N/A     | $98564000.00       | $5911013.25        | Agency Collateralized Mortgage Obligation |
| GNMA_25-162C  | 2068-02-16      | 0.7813%  | N/A     | $67671886.00       | $5174715.19        | Agency Collateralized Mortgage Obligation |
| GNMA_25-181A  | 2068-02-16      | 0.0000%  | N/A     | $73306143.00       | $5484032.56        | Agency Collateralized Mortgage Obligation |
| GNMA_25-29A   | 2055-01-20      | 2.4662%  | N/A     | $63141690.00       | $5046974.33        | Agency Collateralized Mortgage Obligation |
| GNMA_25-39J   | 2055-03-20      | 0.4662%  | N/A     | $448333333.00      | $6216614.15        | Agency Collateralized Mortgage Obligation |
| GNMA_25-40A   | 2067-01-16      | 0.6523%  | N/A     | $100375221.00      | $6408504.95        | Agency Mortgage-Backed Securities         |
| GNMA_25-41B   | 2055-03-20      | 1.8162%  | N/A     | $136281942.00      | $4873595.12        | Agency Collateralized Mortgage Obligation |
| GNMA_25-43C   | 2055-03-20      | 2.9162%  | N/A     | $45000000.00       | $5659828.19        | Agency Collateralized Mortgage Obligation |
| GNMA_25-43D   | 2055-03-20      | 1.1162%  | N/A     | $150000000.00      | $6671095.47        | Agency Collateralized Mortgage Obligation |
| GNMA_25-54    | 2067-08-16      | 0.6349%  | N/A     | $130000000.00      | $7594531.18        | Agency Collateralized Mortgage Obligation |
| GNMA_25-57    | 2055-03-20      | 3.0662%  | N/A     | $47531367.00       | $5625677.09        | Agency Collateralized Mortgage Obligation |
| GNMA_25-62B   | 2047-11-20      | 2.0545%  | N/A     | $50763141.00       | $5972344.43        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69A   | 2055-04-20      | 0.9662%  | N/A     | $298126998.00      | $6016880.32        | Agency Collateralized Mortgage Obligation |
| GNMA_25-70A   | 2055-04-20      | 1.7662%  | N/A     | $99900000.00       | $6050334.42        | Agency Collateralized Mortgage Obligation |
| GNMA_25-75    | 2065-05-16      | 0.8418%  | N/A     | $82470287.00       | $5984421.46        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H03B  | 2073-02-20      | 0.9002%  | N/A     | $107475411.00      | $5079794.50        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H05D  | 2075-02-20      | 0.6733%  | N/A     | $93616540.00       | $7217859.16        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H06   | 2075-03-20      | 0.7860%  | N/A     | $100000000.00      | $7398204.20        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H08A  | 2075-02-20      | 0.6266%  | N/A     | $126771974.00      | $6609391.69        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H13A  | 2075-06-20      | 0.5576%  | N/A     | $126607596.00      | $7587171.24        | Agency Collateralized Mortgage Obligation |
| GNMA_25-H22A  | 2075-10-20      | 0.0000%  | N/A     | $77333510.00       | $5427431.35        | Agency Collateralized Mortgage Obligation |

### Security 22: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDTW4XW8
- **C.18 - Value (incl. sponsor support):** $239000000.00
- **C.18.a - Value (excl. sponsor support):** $239000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | N/A     | $198723873.00      | $243780018.72      | U.S. Treasuries (including strips) |

### Security 23: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDTW4Y49
- **C.18 - Value (incl. sponsor support):** $32000000.00
- **C.18.a - Value (excl. sponsor support):** $32000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | N/A     | $41111500.00       | $32640067.44       | U.S. Treasuries (including strips) |

### Security 24: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc.
- **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: N/A, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BYDTW4YJ6
- **C.18 - Value (incl. sponsor support):** $245000000.00
- **C.18.a - Value (excl. sponsor support):** $245000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF CV2677 C | 2055-10-20      | 7.5000%  | N/A     | $2380094.00        | $2477292.28        | Agency Mortgage-Backed Securities |
| GNII SF CV2680 C | 2055-09-20      | 7.5000%  | N/A     | $2318136.00        | $2411141.23        | Agency Mortgage-Backed Securities |
| GNII SF DE7793 C | 2054-11-20      | 6.0000%  | N/A     | $2324447.00        | $2401864.05        | Agency Mortgage-Backed Securities |
| GNII SF DF4808 C | 2054-11-20      | 6.0000%  | N/A     | $2661189.00        | $2339651.81        | Agency Mortgage-Backed Securities |
| GNII SF DF6585 C | 2054-12-20      | 6.0000%  | N/A     | $2634099.00        | $2685029.81        | Agency Mortgage-Backed Securities |
| GNII SF DH4281 C | 2055-10-20      | 4.5000%  | N/A     | $2511571.00        | $2456065.28        | Agency Mortgage-Backed Securities |
| GNII SF DI0814 C | 2055-04-20      | 6.5000%  | N/A     | $2272240.00        | $2405604.57        | Agency Mortgage-Backed Securities |
| GNII SF DI1404 C | 2055-02-20      | 7.0000%  | N/A     | $3973234.00        | $2389692.35        | Agency Mortgage-Backed Securities |
| GNII SF DI1449 C | 2055-04-20      | 7.0000%  | N/A     | $2313858.00        | $2427995.19        | Agency Mortgage-Backed Securities |
| GNII SF DI2070 C | 2055-04-20      | 7.5000%  | N/A     | $2349921.00        | $2500085.67        | Agency Mortgage-Backed Securities |
| GNII SF DI2071 C | 2055-04-20      | 7.5000%  | N/A     | $2156960.00        | $2297523.46        | Agency Mortgage-Backed Securities |
| GNII SF DI3023 C | 2055-03-20      | 7.0000%  | N/A     | $2264767.00        | $2358045.54        | Agency Mortgage-Backed Securities |
| GNII SF DI3035 C | 2055-06-20      | 7.0000%  | N/A     | $2319051.00        | $2428282.62        | Agency Mortgage-Backed Securities |
| GNII SF DI3059 C | 2055-07-20      | 6.5000%  | N/A     | $2506513.00        | $2619627.85        | Agency Mortgage-Backed Securities |
| GNII SF DI4589 C | 2055-09-20      | 6.5000%  | N/A     | $2128464.00        | $2250156.60        | Agency Mortgage-Backed Securities |
| GNII SF DI4613 C | 2055-09-20      | 6.5000%  | N/A     | $2323943.00        | $2455922.42        | Agency Mortgage-Backed Securities |
| GNII SF DI5049 C | 2055-06-20      | 6.5000%  | N/A     | $2530914.00        | $2655563.59        | Agency Mortgage-Backed Securities |
| GNII SF DI5668 C | 2055-03-20      | 7.0000%  | N/A     | $2259295.00        | $2355216.56        | Agency Mortgage-Backed Securities |
| GNII SF DI5733 C | 2055-03-20      | 6.5000%  | N/A     | $2300731.00        | $2367781.80        | Agency Mortgage-Backed Securities |
| GNII SF DI7060 C | 2055-04-20      | 6.5000%  | N/A     | $2336353.00        | $2451867.84        | Agency Mortgage-Backed Securities |
| GNII SF DI9555 C | 2055-05-20      | 6.5000%  | N/A     | $2432587.00        | $2491187.27        | Agency Mortgage-Backed Securities |
| GNII SF DI9559 C | 2055-04-20      | 7.0000%  | N/A     | $2118169.00        | $2209461.55        | Agency Mortgage-Backed Securities |
| GNII SF DI9805 C | 2055-03-20      | 5.0000%  | N/A     | $2421878.00        | $2412589.60        | Agency Mortgage-Backed Securities |
| GNII SF DJ1305 C | 2055-04-20      | 7.5000%  | N/A     | $2283915.00        | $2451974.54        | Agency Mortgage-Backed Securities |
| GNII SF DJ1339 C | 2055-06-20      | 6.5000%  | N/A     | $2161893.00        | $2258276.59        | Agency Mortgage-Backed Securities |
| GNII SF DJ1622 C | 2055-04-20      | 7.0000%  | N/A     | $498291.00         | $419789.19         | Agency Mortgage-Backed Securities |
| GNII SF DJ1698 C | 2055-04-20      | 5.0000%  | N/A     | $2788953.00        | $2564783.85        | Agency Mortgage-Backed Securities |
| GNII SF DJ1941 C | 2055-04-20      | 7.0000%  | N/A     | $2290768.00        | $2407467.78        | Agency Mortgage-Backed Securities |
| GNII SF DJ2004 C | 2055-06-20      | 7.0000%  | N/A     | $2445583.00        | $2573275.01        | Agency Mortgage-Backed Securities |
| GNII SF DJ2450 C | 2055-06-20      | 6.0000%  | N/A     | $2137964.00        | $2211512.34        | Agency Mortgage-Backed Securities |
| GNII SF DJ2661 C | 2055-04-20      | 7.0000%  | N/A     | $2508788.00        | $2450279.14        | Agency Mortgage-Backed Securities |
| GNII SF DJ4823 C | 2055-04-20      | 7.0000%  | N/A     | $2315557.00        | $2458049.40        | Agency Mortgage-Backed Securities |
| GNII SF DJ4826 C | 2055-04-20      | 7.0000%  | N/A     | $2363491.00        | $2508042.03        | Agency Mortgage-Backed Securities |
| GNII SF DJ4870 C | 2055-05-20      | 7.0000%  | N/A     | $2251285.00        | $2389388.81        | Agency Mortgage-Backed Securities |
| GNII SF DJ5937 C | 2055-04-20      | 5.0000%  | N/A     | $2450195.00        | $2451354.94        | Agency Mortgage-Backed Securities |
| GNII SF DJ6578 C | 2055-05-20      | 6.5000%  | N/A     | $2282468.00        | $2373161.57        | Agency Mortgage-Backed Securities |
| GNII SF DJ9757 C | 2055-06-20      | 6.0000%  | N/A     | $2127339.00        | $2252828.95        | Agency Mortgage-Backed Securities |
| GNII SF DK0383 C | 2055-06-20      | 7.0000%  | N/A     | $2578851.00        | $2690065.44        | Agency Mortgage-Backed Securities |
| GNII SF DK0518 C | 2055-05-20      | 7.0000%  | N/A     | $2417862.00        | $2520160.55        | Agency Mortgage-Backed Securities |
| GNII SF DK3158 C | 2055-08-20      | 6.0000%  | N/A     | $2419664.00        | $2543084.43        | Agency Mortgage-Backed Securities |
| GNII SF DK3338 C | 2055-05-20      | 7.0000%  | N/A     | $2237809.00        | $2325894.04        | Agency Mortgage-Backed Securities |
| GNII SF DK5898 C | 2055-06-20      | 6.5000%  | N/A     | $2327002.00        | $2430262.92        | Agency Mortgage-Backed Securities |
| GNII SF DK5903 C | 2055-06-20      | 6.5000%  | N/A     | $2284426.00        | $2385263.16        | Agency Mortgage-Backed Securities |
| GNII SF DK6241 C | 2055-09-20      | 5.5000%  | N/A     | $2284000.00        | $2337317.50        | Agency Mortgage-Backed Securities |
| GNII SF DK6244 C | 2055-09-20      | 5.5000%  | N/A     | $2494978.00        | $2526905.68        | Agency Mortgage-Backed Securities |
| GNII SF DK6637 C | 2055-07-20      | 5.5000%  | N/A     | $2289755.00        | $2328567.77        | Agency Mortgage-Backed Securities |
| GNII SF DK7004 C | 2055-08-20      | 7.0000%  | N/A     | $2275279.00        | $2416717.51        | Agency Mortgage-Backed Securities |
| GNII SF DK7332 C | 2055-07-20      | 5.5000%  | N/A     | $2303007.00        | $2347275.02        | Agency Mortgage-Backed Securities |
| GNII SF DK7485 C | 2055-07-20      | 6.5000%  | N/A     | $2458640.00        | $2511713.70        | Agency Mortgage-Backed Securities |
| GNII SF DK7962 C | 2055-07-20      | 5.0000%  | N/A     | $2442206.00        | $2420851.08        | Agency Mortgage-Backed Securities |
| GNII SF DK8306 C | 2050-06-20      | 6.5000%  | N/A     | $2168156.00        | $2266761.22        | Agency Mortgage-Backed Securities |
| GNII SF DK8370 C | 2046-07-20      | 6.5000%  | N/A     | $2236810.00        | $2354020.69        | Agency Mortgage-Backed Securities |
| GNII SF DK8622 C | 2055-10-20      | 5.5000%  | N/A     | $2451139.00        | $2500461.64        | Agency Mortgage-Backed Securities |
| GNII SF DL0157 C | 2055-10-20      | 6.0000%  | N/A     | $2298377.00        | $2348113.88        | Agency Mortgage-Backed Securities |
| GNII SF DL1328 C | 2055-08-20      | 6.5000%  | N/A     | $2370084.00        | $2476801.32        | Agency Mortgage-Backed Securities |
| GNII SF DL2110 C | 2055-07-20      | 5.5000%  | N/A     | $2644408.00        | $2689402.39        | Agency Mortgage-Backed Securities |
| GNII SF DL2979 C | 2055-08-20      | 7.0000%  | N/A     | $2377950.00        | $2526477.31        | Agency Mortgage-Backed Securities |
| GNII SF DL3539 C | 2055-08-20      | 6.5000%  | N/A     | $2168682.00        | $2293657.43        | Agency Mortgage-Backed Securities |
| GNII SF DL3605 C | 2055-09-20      | 6.5000%  | N/A     | $2457411.00        | $2571650.31        | Agency Mortgage-Backed Securities |
| GNII SF DL4179 C | 2055-07-20      | 5.5000%  | N/A     | $2419790.00        | $2468540.29        | Agency Mortgage-Backed Securities |
| GNII SF DL6675 C | 2055-09-20      | 7.0000%  | N/A     | $2192008.00        | $2291053.85        | Agency Mortgage-Backed Securities |
| GNII SF DL7593 C | 2055-07-20      | 7.0000%  | N/A     | $2354208.00        | $2485596.87        | Agency Mortgage-Backed Securities |
| GNII SF DL7595 C | 2055-07-20      | 7.0000%  | N/A     | $2320167.00        | $2448301.49        | Agency Mortgage-Backed Securities |
| GNII SF DL7637 C | 2055-08-20      | 6.5000%  | N/A     | $2334534.00        | $2442400.41        | Agency Mortgage-Backed Securities |
| GNII SF DL7641 C | 2055-09-20      | 7.0000%  | N/A     | $2260643.00        | $2371636.63        | Agency Mortgage-Backed Securities |
| GNII SF DL8118 C | 2055-08-20      | 7.0000%  | N/A     | $2062926.00        | $2253420.38        | Agency Mortgage-Backed Securities |
| GNII SF DL8174 C | 2055-08-20      | 6.5000%  | N/A     | $2339242.00        | $2519780.56        | Agency Mortgage-Backed Securities |
| GNII SF DL8239 C | 2055-09-20      | 6.0000%  | N/A     | $2127548.00        | $2258902.79        | Agency Mortgage-Backed Securities |
| GNII SF DL8246 C | 2055-09-20      | 7.0000%  | N/A     | $2188170.00        | $2391852.96        | Agency Mortgage-Backed Securities |
| GNII SF DL8264 C | 2055-09-20      | 5.0000%  | N/A     | $2363339.00        | $2371568.17        | Agency Mortgage-Backed Securities |
| GNII SF DL8672 C | 2055-08-20      | 7.0000%  | N/A     | $2534748.00        | $2696635.49        | Agency Mortgage-Backed Securities |
| GNII SF DL9048 C | 2055-08-20      | 6.5000%  | N/A     | $2343384.00        | $2386060.65        | Agency Mortgage-Backed Securities |
| GNII SF DM0190 C | 2055-09-20      | 5.5000%  | N/A     | $2201062.00        | $2221136.12        | Agency Mortgage-Backed Securities |
| GNII SF DM0501 C | 2055-10-20      | 6.5000%  | N/A     | $2099927.00        | $2208185.94        | Agency Mortgage-Backed Securities |
| GNII SF DM0504 C | 2055-10-20      | 6.5000%  | N/A     | $2549902.00        | $2672015.96        | Agency Mortgage-Backed Securities |
| GNII SF DM0854 C | 2055-09-20      | 7.5000%  | N/A     | $2468279.00        | $2662872.34        | Agency Mortgage-Backed Securities |
| GNII SF DM1050 C | 2055-08-20      | 5.5000%  | N/A     | $2593532.00        | $2654534.48        | Agency Mortgage-Backed Securities |
| GNII SF DM2249 C | 2055-10-20      | 6.0000%  | N/A     | $1746043.00        | $1820145.06        | Agency Mortgage-Backed Securities |
| GNII SF DM2721 C | 2055-09-20      | 6.5000%  | N/A     | $2195195.00        | $2297135.16        | Agency Mortgage-Backed Securities |
| GNII SF DM2782 C | 2055-10-20      | 6.5000%  | N/A     | $2540774.00        | $2666167.97        | Agency Mortgage-Backed Securities |
| GNII SF DM2887 C | 2055-10-20      | 4.5000%  | N/A     | $2268118.00        | $2223610.72        | Agency Mortgage-Backed Securities |
| GNII SF DM3464 C | 2055-09-20      | 7.0000%  | N/A     | $2170043.00        | $2268190.81        | Agency Mortgage-Backed Securities |
| GNII SF DM5622 C | 2055-10-20      | 6.0000%  | N/A     | $2302100.00        | $2356144.10        | Agency Mortgage-Backed Securities |
| GNII SF DM6168 C | 2055-10-20      | 5.5000%  | N/A     | $2402863.00        | $2451211.81        | Agency Mortgage-Backed Securities |
| GNII SF DM6170 C | 2055-10-20      | 6.0000%  | N/A     | $2212788.00        | $2292488.20        | Agency Mortgage-Backed Securities |
| GNII SF DM6306 C | 2055-10-20      | 6.5000%  | N/A     | $2276969.00        | $2427025.05        | Agency Mortgage-Backed Securities |
| GNII SF DM8235 C | 2055-09-20      | 5.5000%  | N/A     | $2252271.00        | $2300233.73        | Agency Mortgage-Backed Securities |
| GNII SF DM8264 C | 2055-09-20      | 5.5000%  | N/A     | $2555363.00        | $2603718.26        | Agency Mortgage-Backed Securities |
| GNII SF DM8273 C | 2055-09-20      | 5.5000%  | N/A     | $2556479.00        | $2602183.80        | Agency Mortgage-Backed Securities |
| GNII SF DM8610 C | 2055-10-20      | 7.0000%  | N/A     | $2433218.00        | $2545575.08        | Agency Mortgage-Backed Securities |
| GNII SF DM8672 C | 2055-08-20      | 6.5000%  | N/A     | $2140661.00        | $2317025.32        | Agency Mortgage-Backed Securities |
| GNII SF DM8698 C | 2055-08-20      | 6.5000%  | N/A     | $2125831.00        | $2238018.90        | Agency Mortgage-Backed Securities |
| GNII SF DM9382 C | 2055-10-20      | 7.0000%  | N/A     | $2338331.00        | $2469119.31        | Agency Mortgage-Backed Securities |
| GNII SF DN3316 C | 2055-10-20      | 5.5000%  | N/A     | $2641200.00        | $2668370.90        | Agency Mortgage-Backed Securities |
| GNII SF DN5593 C | 2055-10-20      | 6.5000%  | N/A     | $2150333.00        | $2263818.26        | Agency Mortgage-Backed Securities |
| GNII SF DN5612 C | 2055-10-20      | 6.0000%  | N/A     | $2432358.00        | $2566918.48        | Agency Mortgage-Backed Securities |
| GNII SF DN5699 C | 2055-10-20      | 6.5000%  | N/A     | $2324318.00        | $2507299.16        | Agency Mortgage-Backed Securities |
| GNII SF DN5954 C | 2055-09-20      | 6.5000%  | N/A     | $2551703.00        | $2686370.83        | Agency Mortgage-Backed Securities |
| GNII SF DN5997 C | 2055-10-20      | 6.5000%  | N/A     | $2115802.00        | $2240383.95        | Agency Mortgage-Backed Securities |
| GNII SF DN6041 C | 2055-10-20      | 5.0000%  | N/A     | $2352204.00        | $2368118.23        | Agency Mortgage-Backed Securities |
| GNII SF DN7608 C | 2055-10-20      | 6.5000%  | N/A     | $2462220.00        | $2581634.39        | Agency Mortgage-Backed Securities |
| GNII SF DO3473 C | 2055-10-20      | 6.5000%  | N/A     | $2184986.00        | $2286960.75        | Agency Mortgage-Backed Securities |
| GNII SF MB0020 M | 2051-11-20      | 2.5000%  | N/A     | $3150784.00        | $2333248.20        | Agency Mortgage-Backed Securities |
| GNII SF MB0551 M | 2046-12-20      | 3.0000%  | N/A     | $2571743.00        | $2285130.14        | Agency Mortgage-Backed Securities |

### Security 25: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDTW4XS7
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | N/A     | $151838300.00      | $142799062.32      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | N/A     | $700.00            | $856.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | N/A     | $100.00            | $117.56            | U.S. Treasuries (including strips) |

### Security 26: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDTW4Y98
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2051-02-15      | 0.1250%  | N/A     | $48500731.00       | $34043343.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | N/A     | $10.00             | $9.84              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 0.3750%  | N/A     | $6930573.00        | $9203508.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-07-15      | 1.3750%  | N/A     | $14017907.00       | $14740710.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 0.1250%  | N/A     | $13652865.00       | $15388795.07       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-01-15      | 0.1250%  | N/A     | $1269802.00        | $1520950.98        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-07-15      | 1.8750%  | N/A     | $15353896.00       | $16138592.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-15      | 4.2500%  | N/A     | $10.00             | $10.68             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | N/A     | $10.00             | $6.93              | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 0.7500%  | N/A     | $2688198.00        | $3443928.66        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-15      | 0.1250%  | N/A     | $1532229.00        | $1801208.45        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-15      | 0.1250%  | N/A     | $3401511.00        | $4571764.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-15      | 0.8750%  | N/A     | $6456719.00        | $8203599.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-02-15      | 1.0000%  | N/A     | $31886043.00       | $31811936.06       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 1.6250%  | N/A     | $16159271.00       | $17884900.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 1.0000%  | N/A     | $28940616.00       | $27877641.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-07-15      | 0.2500%  | N/A     | $4991656.00        | $6110744.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | N/A     | $18517292.00       | $18951446.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-15      | 0.6250%  | N/A     | $17500959.00       | $18441739.63       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-15      | 0.6250%  | N/A     | $1571729.00        | $2140215.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-15      | 1.6250%  | N/A     | $1153125.00        | $1186438.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 0.2500%  | N/A     | $24179532.00       | $18278453.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-15      | 0.1250%  | N/A     | $1287250.00        | $1540662.56        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-15      | 0.1250%  | N/A     | $58208.00          | $71405.76          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-01-15      | 1.7500%  | N/A     | $1552531.00        | $1647993.56        | U.S. Treasuries (including strips) |

### Security 27: Credit Agricole Corporate & Investment Bank SA

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank SA
- **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: N/A, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BYDTW4YH0
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 7/8 NOTE AA 26     | 2026-06-30      | 0.8750%  | N/A     | $37628900.00       | $37013953.18       | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40        | 2040-11-15      | 1.3750%  | N/A     | $100.00            | $66.52             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46        | 2046-08-15      | 2.2500%  | N/A     | $100.00            | $68.07             | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29     | 2029-09-30      | 3.5000%  | N/A     | $1500.00           | $1495.10           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27     | 2027-10-31      | 3.5000%  | N/A     | $262425600.00      | $261850887.94      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34      | 2034-08-15      | 3.8750%  | N/A     | $100.00            | $99.66             | U.S. Treasuries (including strips) |
| FNMS 02.500 CLCB3049 | 2052-03-01      | 2.5000%  | N/A     | $41999.00          | $29392.75          | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD0441 | 2055-02-01      | 6.5000%  | N/A     | $1539154.00        | $1619543.47        | Agency Mortgage-Backed Securities  |
| GNII SF MA0072 M     | 2027-05-20      | 2.5000%  | N/A     | $3211.00           | $47.16             | Agency Mortgage-Backed Securities  |
| GNII SF MB0622 M     | 2055-09-20      | 5.0000%  | N/A     | $5496064.00        | $5500455.25        | Agency Mortgage-Backed Securities  |

### Security 28: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDTW4XY4
- **C.18 - Value (incl. sponsor support):** $28000000.00
- **C.18.a - Value (excl. sponsor support):** $28000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | N/A     | $4618500.00        | $4716567.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-04-30      | 4.6250%  | N/A     | $22880900.00       | $23843499.46       | U.S. Treasuries (including strips) |

### Security 29: Deutsche Bank AG

- **C.1 - Title:** Deutsche Bank AG
- **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: N/A, C.3 - LEI: 7LTWFZYICNSX8D621K86, C.5 - Other ID: BYDTW4YK3
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.5000%  | N/A     | $769589.00         | $585564.57         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2040-10-01      | 5.0000%  | N/A     | $2858456.00        | $2900065.59        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.5000%  | N/A     | $3420461.00        | $3296928.11        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2046-08-01      | 3.5000%  | N/A     | $15356380.00       | $3346393.15        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 4.0000%  | N/A     | $6034086.00        | $5720059.93        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | N/A     | $2069.00           | $1766.55           | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | N/A     | $21095986.00       | $21210917.75       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2036-12-01      | 2.0000%  | N/A     | $1588226.00        | $910170.22         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.0000%  | N/A     | $197447.00         | $197189.71         | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 5.5000%  | N/A     | $28546835.00       | $28994259.05       | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.5000%  | N/A     | $2471734.00        | $1994756.53        | Agency Mortgage-Backed Securities         |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | N/A     | $9150500.00        | $9417319.43        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $3785951.00        | $3658516.02        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | N/A     | $2739780.00        | $2767791.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $4016338.00        | $3722316.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $1084950.00        | $1127437.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $2863487.00        | $2914704.54        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-03-01      | 2.0000%  | N/A     | $240256.00         | $162322.11         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $1105215.00        | $1150797.58        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.0000%  | N/A     | $1182947.00        | $809722.91         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $1677270.00        | $1705549.78        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | N/A     | $1155000.00        | $1091888.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | N/A     | $2089642.00        | $1999757.29        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $1022358.00        | $1043582.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $1047055.00        | $1088702.30        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $1078850.00        | $1106811.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 5.0000%  | N/A     | $5153426.00        | $4658138.27        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | N/A     | $6700000.00        | $5308396.18        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.5000%  | N/A     | $2733717.00        | $2410872.92        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | N/A     | $4564109.00        | $3803497.21        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $2783403.00        | $2855291.72        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $1042954.00        | $1069850.71        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | N/A     | $297260.00         | $292036.35         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | N/A     | $2142600.00        | $1973528.12        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 2.5000%  | N/A     | $7000000.00        | $5750710.52        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | N/A     | $2353740.00        | $2418601.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | N/A     | $3439744.00        | $3126900.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $1177930.00        | $1205561.04        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | N/A     | $3579095.00        | $3735139.33        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $3101025.00        | $3128748.11        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $3757750.00        | $3553292.48        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | N/A     | $5168836.00        | $5115552.90        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | N/A     | $2409253.00        | $2469061.10        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | N/A     | $1044259.00        | $1069094.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $1245191.00        | $1299801.70        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $2414089.00        | $2530688.88        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $1519245.00        | $1580482.76        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | N/A     | $4035072.00        | $4135741.53        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $2126160.00        | $2175178.64        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 5.5000%  | N/A     | $1066219.00        | $1088706.36        | Agency Mortgage-Backed Securities         |
| FHLMC_M044                             | 2046-11-15      | 3.8000%  | N/A     | $40000000.00       | $37025075.56       | Agency Collateralized Mortgage Obligation |

### Security 30: Federal Farm Credit Bank Discount Notes

- **C.1 - Title:** Federal Farm Credit Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313QJ0, C.4 - ISIN: US313313QJ00, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $88176731.80
- **C.18.a - Value (excl. sponsor support):** $88176731.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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
- **C.10 - Ratings:** Fitch: Agency; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 31: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **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):** $99692115.60
- **C.18.a - Value (excl. sponsor support):** $99692115.60
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $85012181.35
- **C.18.a - Value (excl. sponsor support):** $85012181.35
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER4V0, C.4 - ISIN: US3133ER4V07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $79995870.40
- **C.18.a - Value (excl. sponsor support):** $79995870.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-02-24
- **C.13 - Final Legal Maturity Date:** 2027-02-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB97, C.4 - ISIN: US3133ETB977, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $244988225.30
- **C.18.a - Value (excl. sponsor support):** $244988225.30
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **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):** $93858347.37
- **C.18.a - Value (excl. sponsor support):** $93858347.37
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $110377096.39
- **C.18.a - Value (excl. sponsor support):** $110377096.39
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.4 - ISIN: US3133ETB480, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $169994163.90
- **C.18.a - Value (excl. sponsor support):** $169994163.90
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNT0, C.4 - ISIN: US3133ETNT07, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $422173808.31
- **C.18.a - Value (excl. sponsor support):** $422173808.31
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-02-01
- **C.13 - Final Legal Maturity Date:** 2027-02-01
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERP21, C.4 - ISIN: US3133ERP211, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $114978550.24
- **C.18.a - Value (excl. sponsor support):** $114978550.24
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.4 - ISIN: US3133ERJN27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $230647309.65
- **C.18.a - Value (excl. sponsor support):** $230647309.65
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZZ3, C.4 - ISIN: US3133ETZZ39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74997138.75
- **C.18.a - Value (excl. sponsor support):** $74997138.75
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHZ7, C.4 - ISIN: US3133ERHZ74, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95334507.18
- **C.18.a - Value (excl. sponsor support):** $95334507.18
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-24
- **C.13 - Final Legal Maturity Date:** 2026-06-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETUZ8, C.4 - ISIN: US3133ETUZ83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $164918789.20
- **C.18.a - Value (excl. sponsor support):** $164918789.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-01-27
- **C.13 - Final Legal Maturity Date:** 2027-01-27
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERES6, C.4 - ISIN: US3133ERES68, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $219103299.65
- **C.18.a - Value (excl. sponsor support):** $219103299.65
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $157120413.56
- **C.18.a - Value (excl. sponsor support):** $157120413.56
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $430087419.00
- **C.18.a - Value (excl. sponsor support):** $430087419.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank Variable Rate Notes

- **C.1 - Title:** Federal Farm Credit Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETR33, C.4 - ISIN: US3133ETR338, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48000000.00
- **C.18.a - Value (excl. sponsor support):** $48000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2027-03-05
- **C.13 - Final Legal Maturity Date:** 2027-03-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6BV7, C.4 - ISIN: US3130B6BV76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $634922107.22
- **C.18.a - Value (excl. sponsor support):** $634922107.22
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-06-05
- **C.12 - Maturity Date (WAL):** 2026-06-05
- **C.13 - Final Legal Maturity Date:** 2026-06-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7M92, C.4 - ISIN: US3130B7M922, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1818307657.27
- **C.18.a - Value (excl. sponsor support):** $1818307657.27
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **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
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6DC7, C.4 - ISIN: US3130B6DC77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $413504548.50
- **C.18.a - Value (excl. sponsor support):** $413504548.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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 51: Federal Home Loan Bank Bonds

- **C.1 - Title:** Federal Home Loan Bank Bonds
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6DW3, C.4 - ISIN: US3130B6DW32, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499962835.00
- **C.18.a - Value (excl. sponsor support):** $499962835.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-06-09
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Discount Notes

- **C.1 - Title:** Federal Home Loan Bank Discount Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SQ0, C.4 - ISIN: US313385SQ02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $353279287.49
- **C.18.a - Value (excl. sponsor support):** $353279287.49
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DB7, C.4 - ISIN: US3130B7DB77, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $420304292.19
- **C.18.a - Value (excl. sponsor support):** $420304292.19
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7KF0, C.4 - ISIN: US3130B7KF09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $445626792.24
- **C.18.a - Value (excl. sponsor support):** $445626792.24
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-02-25
- **C.13 - Final Legal Maturity Date:** 2027-02-25
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5VS4, C.4 - ISIN: US3130B5VS45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $185687833.03
- **C.18.a - Value (excl. sponsor support):** $185687833.03
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RH9, C.4 - ISIN: US3130B7RH91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $391489233.75
- **C.18.a - Value (excl. sponsor support):** $391489233.75
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B53L0, C.4 - ISIN: US3130B53L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250006517.50
- **C.18.a - Value (excl. sponsor support):** $250006517.50
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8F56, C.4 - ISIN: US3130B8F569, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $489167359.09
- **C.18.a - Value (excl. sponsor support):** $489167359.09
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-02
- **C.13 - Final Legal Maturity Date:** 2026-07-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6E69, C.4 - ISIN: US3130B6E699, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $423502037.04
- **C.18.a - Value (excl. sponsor support):** $423502037.04
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1TL1, C.4 - ISIN: US3130B1TL16, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $631618564.68
- **C.18.a - Value (excl. sponsor support):** $631618564.68
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7ZT4, C.4 - ISIN: US3130B7ZT48, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $437192366.49
- **C.18.a - Value (excl. sponsor support):** $437192366.49
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-07
- **C.13 - Final Legal Maturity Date:** 2026-04-07
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TK2, C.4 - ISIN: US3130B6TK20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $598199369.81
- **C.18.a - Value (excl. sponsor support):** $598199369.81
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A51, C.4 - ISIN: US3130B8A511, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $194398166.81
- **C.18.a - Value (excl. sponsor support):** $194398166.81
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7XL3, C.4 - ISIN: US3130B7XL30, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $320844789.76
- **C.18.a - Value (excl. sponsor support):** $320844789.76
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6T71, C.4 - ISIN: US3130B6T713, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $214656398.01
- **C.18.a - Value (excl. sponsor support):** $214656398.01
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q84, C.4 - ISIN: US3130B5Q844, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $344166958.93
- **C.18.a - Value (excl. sponsor support):** $344166958.93
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-03-25
- **C.13 - Final Legal Maturity Date:** 2027-03-25
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8F64, C.4 - ISIN: US3130B8F643, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $444393871.72
- **C.18.a - Value (excl. sponsor support):** $444393871.72
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-04
- **C.13 - Final Legal Maturity Date:** 2026-06-04
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7YQ1, C.4 - ISIN: US3130B7YQ18, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399983172.00
- **C.18.a - Value (excl. sponsor support):** $399983172.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B54R6, C.4 - ISIN: US3130B54R67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399979648.00
- **C.18.a - Value (excl. sponsor support):** $399979648.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-02-12
- **C.13 - Final Legal Maturity Date:** 2027-02-12
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84H2, C.4 - ISIN: US3130B84H22, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $399974756.00
- **C.18.a - Value (excl. sponsor support):** $399974756.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-10-15
- **C.13 - Final Legal Maturity Date:** 2027-10-15
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TB0, C.4 - ISIN: US3130B7TB04, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $480856213.92
- **C.18.a - Value (excl. sponsor support):** $480856213.92
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EX6, C.4 - ISIN: US3130B8EX61, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222216451.15
- **C.18.a - Value (excl. sponsor support):** $222216451.15
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TL0, C.4 - ISIN: US3130B6TL03, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $213648190.38
- **C.18.a - Value (excl. sponsor support):** $213648190.38
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75U4, C.4 - ISIN: US3130B75U42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $426497586.01
- **C.18.a - Value (excl. sponsor support):** $426497586.01
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87K2, C.4 - ISIN: US3130B87K24, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $194497759.36
- **C.18.a - Value (excl. sponsor support):** $194497759.36
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6UT1, C.4 - ISIN: US3130B6UT10, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $430107318.15
- **C.18.a - Value (excl. sponsor support):** $430107318.15
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-24
- **C.13 - Final Legal Maturity Date:** 2025-12-24
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SX5, C.4 - ISIN: US3130B6SX59, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $85868500.71
- **C.18.a - Value (excl. sponsor support):** $85868500.71
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-22
- **C.13 - Final Legal Maturity Date:** 2025-12-22
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YX8, C.4 - ISIN: US3130B6YX85, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $856674271.17
- **C.18.a - Value (excl. sponsor support):** $856674271.17
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6SM9, C.4 - ISIN: US3130B6SM94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $256375713.33
- **C.18.a - Value (excl. sponsor support):** $256375713.33
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EY4, C.4 - ISIN: US3130B8EY45, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $222797489.04
- **C.18.a - Value (excl. sponsor support):** $222797489.04
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4XY2, C.4 - ISIN: US3130B4XY20, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99758505.68
- **C.18.a - Value (excl. sponsor support):** $99758505.68
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7DF8, C.4 - ISIN: US3130B7DF81, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $630456015.87
- **C.18.a - Value (excl. sponsor support):** $630456015.87
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87L0, C.4 - ISIN: US3130B87L07, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $88598198.76
- **C.18.a - Value (excl. sponsor support):** $88598198.76
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MG0, C.4 - ISIN: US3130B5MG08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $146553682.47
- **C.18.a - Value (excl. sponsor support):** $146553682.47
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7J21, C.4 - ISIN: US3130B7J217, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $437837134.20
- **C.18.a - Value (excl. sponsor support):** $437837134.20
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-17
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Home Loan Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75R1, C.4 - ISIN: US3130B75R13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $521998141.68
- **C.18.a - Value (excl. sponsor support):** $521998141.68
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-19
- **C.13 - Final Legal Maturity Date:** 2025-11-19
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7C44, C.4 - ISIN: US3130B7C444, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $658998629.28
- **C.18.a - Value (excl. sponsor support):** $658998629.28
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6VB9, C.4 - ISIN: US3130B6VB92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $627088567.97
- **C.18.a - Value (excl. sponsor support):** $627088567.97
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 Bank Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Bank Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4WF4, C.4 - ISIN: US3130B4WF40, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $500103795.00
- **C.18.a - Value (excl. sponsor support):** $500103795.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-02-05
- **C.13 - Final Legal Maturity Date:** 2027-02-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBPD7, C.4 - ISIN: US3134HBPD74, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $266671244.41
- **C.18.a - Value (excl. sponsor support):** $266671244.41
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **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):** $418594140.19
- **C.18.a - Value (excl. sponsor support):** $418594140.19
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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. Variable Rate Notes

- **C.1 - Title:** Federal Home Loan Mortgage Corp. Variable Rate Notes
- **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):** $344807635.28
- **C.18.a - Value (excl. sponsor support):** $344807635.28
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **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):** $669694294.62
- **C.18.a - Value (excl. sponsor support):** $669694294.62
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **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):** $427943347.43
- **C.18.a - Value (excl. sponsor support):** $427943347.43
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **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):** $570329358.72
- **C.18.a - Value (excl. sponsor support):** $570329358.72
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 National Mortgage Association Variable Rate Notes

- **C.1 - Title:** Federal National Mortgage Association Variable Rate Notes
- **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):** $542620586.63
- **C.18.a - Value (excl. sponsor support):** $542620586.63
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: Fixed Income Clearing Corporation - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTW4YS6
- **C.18 - Value (incl. sponsor support):** $4500000000.00
- **C.18.a - Value (excl. sponsor support):** $4500000000.00
- **C.19 - Percentage of Net Assets:** 2.3700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | N/A     | $523200.00         | $535388.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 3.8750%  | N/A     | $284937500.00      | $291123142.80      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 2.2500%  | N/A     | $9762400.00        | $7383311.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | N/A     | $5241500.00        | $5328314.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 0.5000%  | N/A     | $40478500.00       | $38645754.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | N/A     | $75986700.00       | $56457515.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-11-15      | 4.2500%  | N/A     | $112599600.00      | $116483009.66      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.9555%  | N/A     | $22360000.00       | $22365522.92       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | N/A     | $800.00            | $817.05            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | N/A     | $216817900.00      | $217917026.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.1250%  | N/A     | $200.00            | $193.87            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-02-15      | 4.6250%  | N/A     | $6339200.00        | $6353477.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.9255%  | N/A     | $200.00            | $199.92            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $5232600.00        | $5334156.04        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | N/A     | $144053600.00      | $143864236.00      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-03-31      | 4.1250%  | N/A     | $200.00            | $203.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-12-31      | 4.3750%  | N/A     | $149999000.00      | $156210302.88      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-15      | 5.2500%  | N/A     | $403000.00         | $431367.19         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | N/A     | $1762346400.00     | $1821333636.33     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | N/A     | $100.00            | $106.41            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | N/A     | $16056900.00       | $12071728.83       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | N/A     | $20000.00          | $21043.86          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | N/A     | $221703200.00      | $210501992.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $300.00            | $260.11            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2036-02-15      | 4.5000%  | N/A     | $288000.00         | $301086.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 3.7500%  | N/A     | $500.00            | $460.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | N/A     | $3296600.00        | $2402143.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | N/A     | $120113600.00      | $126312874.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $207200.00         | $193740.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 2.0000%  | N/A     | $387000.00         | $383763.05         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | N/A     | $800.00            | $810.96            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | N/A     | $314100.00         | $320720.50         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 3.6250%  | N/A     | $100.00            | $88.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-15      | 2.8750%  | N/A     | $379614800.00      | $363046559.51      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-05-15      | 3.1250%  | N/A     | $100.00            | $79.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-11-30      | 1.5000%  | N/A     | $39100.00          | $36951.44          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.6250%  | N/A     | $820394000.00      | $824383925.03      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $12975000.00       | $13249665.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 1.1250%  | N/A     | $100.00            | $87.99             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | N/A     | $1600.00           | $929.14            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $200.00            | $146.81            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | N/A     | $27400800.00       | $15093145.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | N/A     | $300.00            | $282.24            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | N/A     | $179200.00         | $178248.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $300000.00         | $284182.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-11-30      | 4.1250%  | N/A     | $12000.00          | $12411.72          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | N/A     | $3186700.00        | $2534105.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.0105%  | N/A     | $13071600.00       | $13072645.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-10-31      | 3.7500%  | N/A     | $3200.00           | $3171.90           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-11-30      | 0.6250%  | N/A     | $99997100.00       | $94364133.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | N/A     | $7600.00           | $5412.84           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-02-15      | 5.3750%  | N/A     | $2805000.00        | $3051953.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | N/A     | $700.00            | $694.46            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $6649500.00        | $5793812.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | N/A     | $400.00            | $409.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $9750600.00        | $5937723.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-05-15      | 0.6250%  | N/A     | $100.00            | $87.59             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-08-15      | 1.7500%  | N/A     | $9699600.00        | $6670867.75        | U.S. Treasuries (including strips) |

### Security 98: Fixed Income Clearing Corporation - BNP

- **C.1 - Title:** Fixed Income Clearing Corporation - BNP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTX71L9
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | N/A     | $7099900.00        | $6680650.91        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE E 30  | 2030-08-15      | 0.6250%  | N/A     | $100.00            | $86.70             | U.S. Treasuries (including strips) |
| 0 5/8 NOTE T 27  | 2027-12-31      | 0.6250%  | N/A     | $100.00            | $94.08             | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-11-15      | 1.8750%  | N/A     | $7574800.00        | $4398767.67        | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | N/A     | $1915900.00        | $1511990.11        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  | N/A     | $100.00            | $66.15             | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | N/A     | $5572500.00        | $5528426.70        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | N/A     | $400.00            | $388.33            | U.S. Treasuries (including strips) |
| 2 7/8 BOND 43    | 2043-05-15      | 2.8750%  | N/A     | $800.00            | $641.82            | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | N/A     | $2000.00           | $1958.81           | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | N/A     | $29999500.00       | $26586064.45       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | N/A     | $300.00            | $300.77            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | N/A     | $197155000.00      | $201172775.67      | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-02-15      | 3.0000%  | N/A     | $5815600.00        | $4522450.01        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  | N/A     | $3000.00           | $3154.84           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE V 29  | 2029-02-28      | 4.2500%  | N/A     | $100.00            | $102.64            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | N/A     | $9600.00           | $9929.37           | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  | N/A     | $1000.00           | $1040.23           | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  | N/A     | $709300.00         | $725823.75         | U.S. Treasuries (including strips) |
| 4 NOTE N 32      | 2032-07-31      | 4.0000%  | N/A     | $400.00            | $406.82            | U.S. Treasuries (including strips) |
| BILL 02/24/26    | 2026-02-24      | 0.0000%  | N/A     | $500.00            | $494.09            | U.S. Treasuries (including strips) |
| TRFR BB 04/30/27 | 2027-04-30      | 3.9255%  | N/A     | $484900.00         | $484712.83         | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26 | 2026-10-31      | 3.9705%  | N/A     | $959000.00         | $959102.61         | U.S. Treasuries (including strips) |
| TRFR BK 10/31/27 | 2027-10-31      | 3.9555%  | N/A     | $2410000.00        | $2410595.27        | U.S. Treasuries (including strips) |

### Security 99: Fixed Income Clearing Corporation - BNY

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTW4YR8
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | N/A     | $890975900.00      | $921129956.90      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | N/A     | $2086951600.00     | $2138870101.38     | U.S. Treasuries (including strips) |

### Security 100: Fixed Income Clearing Corporation - BNY

- **C.1 - Title:** Fixed Income Clearing Corporation - BNY
- **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: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTW4Z06
- **C.18 - Value (incl. sponsor support):** $3750000000.00
- **C.18.a - Value (excl. sponsor support):** $3750000000.00
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 5.5000%  | N/A     | $1024.00           | $829.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | N/A     | $1024.00           | $1016.64           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.5000%  | N/A     | $1000.00           | $703.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $689.47            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $715.54            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $456.31            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $799.70            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $617.20            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | N/A     | $1019.00           | $913.49            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-10-01      | 2.5000%  | N/A     | $1000.00           | $629.47            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 7.0000%  | N/A     | $21054160.00       | $15397385.32       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | N/A     | $731536.00         | $529654.06         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 3.0000%  | N/A     | $1000.00           | $620.66            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-05-01      | 4.5000%  | N/A     | $1000.00           | $156.45            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.5000%  | N/A     | $1024.00           | $827.84            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.0000%  | N/A     | $1008.00           | $847.14            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | N/A     | $2024.00           | $1953.08           | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 3.0000%  | N/A     | $1000.00           | $589.55            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 4.5000%  | N/A     | $1000.00           | $938.22            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $794.44            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 6.0000%  | N/A     | $1000.00           | $774.95            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.0000%  | N/A     | $1008.00           | $956.12            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | N/A     | $2969965.00        | $2256670.04        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-02-01      | 4.5000%  | N/A     | $1000.00           | $229.50            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | N/A     | $1009.00           | $895.69            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.0000%  | N/A     | $3834768.00        | $3412897.36        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 5.5000%  | N/A     | $27082185.00       | $21030300.52       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.5000%  | N/A     | $34239872.00       | $26935000.12       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 6.5000%  | N/A     | $1401.00           | $559.22            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.0000%  | N/A     | $35149128.00       | $30760175.34       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 2.0000%  | N/A     | $1628000.00        | $886923.14         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 4.5000%  | N/A     | $19565280.00       | $8964373.25        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.0000%  | N/A     | $18493664.00       | $17440296.21       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2043-02-01      | 4.0000%  | N/A     | $1000.00           | $258.71            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-08-01      | 2.5000%  | N/A     | $1024.00           | $534.59            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-02-01      | 5.5000%  | N/A     | $1000.00           | $471.18            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $651.82            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 4.5000%  | N/A     | $1010.00           | $787.27            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $860.10            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $840.73            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $661.24            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-03-01      | 3.5000%  | N/A     | $1024.00           | $764.02            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-11-01      | 5.5000%  | N/A     | $5614982.00        | $4179610.49        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-10-01      | 4.0000%  | N/A     | $1022.00           | $255.43            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-09-01      | 6.0000%  | N/A     | $174362835.00      | $145373539.86      | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.0000%  | N/A     | $229000.00         | $150733.16         | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $834.42            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.0000%  | N/A     | $34721792.00       | $29237659.98       | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | N/A     | $1000.00           | $952.70            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-06-01      | 6.5000%  | N/A     | $1000.00           | $853.72            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.0000%  | N/A     | $7501572.00        | $6893100.29        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-04-01      | 2.5000%  | N/A     | $1000.00           | $560.41            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $729.53            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-03-01      | 3.5000%  | N/A     | $1000.00           | $677.68            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-03-01      | 4.5000%  | N/A     | $1000.00           | $426.18            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | N/A     | $1000.00           | $992.31            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $530.66            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.5000%  | N/A     | $2018000.00        | $1345429.57        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 7.0000%  | N/A     | $2928141.00        | $2718882.42        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-11-01      | 6.5000%  | N/A     | $6385106.00        | $5180297.44        | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-02-01      | 6.0000%  | N/A     | $1008.00           | $902.11            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $732.26            | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | N/A     | $1024.00           | $243.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-02-01      | 3.0000%  | N/A     | $1024.00           | $214.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 6.0000%  | N/A     | $1000.00           | $552.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.5000%  | N/A     | $1024.00           | $739.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.0000%  | N/A     | $1024.00           | $169.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-04-01      | 5.5000%  | N/A     | $1011.00           | $16.41             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 4.5000%  | N/A     | $6000.00           | $5537.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 4.5000%  | N/A     | $439183.00         | $99260.26          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $578.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $63158214.00       | $54643642.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 6.0000%  | N/A     | $13053.00          | $41.09             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 4.0000%  | N/A     | $2086028.00        | $302874.09         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $809.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.0000%  | N/A     | $623407.00         | $198152.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $1040.00           | $874.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.5000%  | N/A     | $1000.00           | $756.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | N/A     | $1024.00           | $143.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | N/A     | $1000.00           | $999.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | N/A     | $10150.00          | $9479.72           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.5000%  | N/A     | $17622440.00       | $15454551.27       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-05-01      | 3.0000%  | N/A     | $1024.00           | $125.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | N/A     | $1000.00           | $666.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | N/A     | $1000.00           | $815.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $7334896.00        | $6283703.89        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 7.0000%  | N/A     | $1000.00           | $853.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | N/A     | $900802.00         | $596356.52         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | N/A     | $245022.00         | $210449.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $936.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1018.14           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 4.0000%  | N/A     | $125000.00         | $26278.28          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 4.0000%  | N/A     | $1000.00           | $272.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.5000%  | N/A     | $474000.00         | $429579.60         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-06-01      | 6.5000%  | N/A     | $1000.00           | $134.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $55024640.00       | $34654682.05       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.0000%  | N/A     | $1000.00           | $1001.64           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 7.0000%  | N/A     | $376998.00         | $396029.41         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $4885120.00        | $4129532.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | N/A     | $91349952.00       | $79774815.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $358.09            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | N/A     | $1000.00           | $881.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $1008.00           | $946.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | N/A     | $1000.00           | $1026.22           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | N/A     | $27440840.00       | $20101305.83       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $498.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $1008.00           | $854.89            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 2.0000%  | N/A     | $10000.00          | $5773.18           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | N/A     | $550823.00         | $92852.61          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-08-01      | 3.5000%  | N/A     | $4571280.00        | $511715.27         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | N/A     | $9817800.00        | $9424707.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.5000%  | N/A     | $1000.00           | $181.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | N/A     | $895000.00         | $162654.92         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $10264935.00       | $9753402.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 7.0000%  | N/A     | $3679817.00        | $110887.31         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.5000%  | N/A     | $7014256.00        | $1416833.11        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 7.0000%  | N/A     | $1000.00           | $700.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 3.5000%  | N/A     | $1024.00           | $179.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $1000.00           | $520.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | N/A     | $185046762.00      | $181380739.29      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.5000%  | N/A     | $5967.00           | $4351.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | N/A     | $55038080.00       | $47652686.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $19015855.00       | $9710978.52        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-01-01      | 3.5000%  | N/A     | $1024.00           | $73.33             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $3486900.00        | $1648431.68        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-07-01      | 5.5000%  | N/A     | $8483669.00        | $95620.03          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | N/A     | $1000.00           | $382.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $1000.00           | $946.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.5000%  | N/A     | $18781149.00       | $14100460.44       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $250059636.00      | $188359589.40      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | N/A     | $1024.00           | $912.80            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $271.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.0000%  | N/A     | $6047822.00        | $5588893.13        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $697310.00         | $597901.46         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-11-01      | 3.0000%  | N/A     | $1024.00           | $370.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 6.0000%  | N/A     | $7605079.00        | $5865317.77        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | N/A     | $1024.00           | $855.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | N/A     | $509224.00         | $405222.01         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | N/A     | $1000.00           | $748.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-08-01      | 2.0000%  | N/A     | $1024.00           | $469.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.5000%  | N/A     | $1074.00           | $454.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $934270.00         | $742025.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 7.0000%  | N/A     | $1000.00           | $1032.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | N/A     | $12000.00          | $11447.31          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $1008.00           | $1024.75           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.5000%  | N/A     | $1383.00           | $1458.34           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | N/A     | $1040.00           | $905.22            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.0000%  | N/A     | $8078040.00        | $6853571.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $217.17            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-06-01      | 5.5000%  | N/A     | $8010.00           | $8149.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | N/A     | $5222614.00        | $1578803.81        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | N/A     | $1000.00           | $928.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 3.0000%  | N/A     | $898996.00         | $213613.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 4.5000%  | N/A     | $1000.00           | $891.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $12450000.00       | $11091603.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.0000%  | N/A     | $827519.00         | $795632.49         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 4.0000%  | N/A     | $406673.00         | $233901.03         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.0000%  | N/A     | $1120.00           | $1082.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-04-01      | 5.5000%  | N/A     | $1113.00           | $51.02             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.5000%  | N/A     | $1000.00           | $627.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $722.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $988.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $830.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 2.5000%  | N/A     | $2836808.00        | $1778319.35        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 5.5000%  | N/A     | $27984656.00       | $24771141.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | N/A     | $1000.00           | $965.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-11-01      | 3.5000%  | N/A     | $1000.00           | $423.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-04-01      | 3.0000%  | N/A     | $2048.00           | $255.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.5000%  | N/A     | $1000.00           | $286.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $725.83            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-11-01      | 6.0000%  | N/A     | $22908404.00       | $23870350.79       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.5000%  | N/A     | $28458360.00       | $25619554.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-12-01      | 3.0000%  | N/A     | $1000.00           | $473.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $52256960.00       | $26907541.01       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $822.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 5.5000%  | N/A     | $31458136.00       | $28593519.95       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 3.5000%  | N/A     | $1024.00           | $290.74            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | N/A     | $1000.00           | $786.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-04-01      | 4.0000%  | N/A     | $1000.00           | $209.34            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 3.5000%  | N/A     | $1000.00           | $709.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $18730880.00       | $18562622.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $523754.00         | $444595.57         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 2.5000%  | N/A     | $1000.00           | $232.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | N/A     | $2991740.00        | $478380.30         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | N/A     | $235000.00         | $165020.26         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | N/A     | $225934730.00      | $193833109.95      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | N/A     | $1024.00           | $898.31            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.5000%  | N/A     | $4006584.00        | $3335145.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | N/A     | $1024.00           | $125.81            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $803.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-09-01      | 2.5000%  | N/A     | $1024.00           | $644.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 5.5000%  | N/A     | $1008.00           | $17.13             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.5000%  | N/A     | $1000.00           | $651.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.5000%  | N/A     | $793000.00         | $589339.63         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $27498186.00       | $14774542.78       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $714944.00         | $723209.93         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | N/A     | $6884490.00        | $5338387.73        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | N/A     | $1268978.00        | $1190757.76        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $877.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $765.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 6.0000%  | N/A     | $1024.00           | $1002.62           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $1040.00           | $833.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | N/A     | $1152.00           | $1015.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.0000%  | N/A     | $9008180.00        | $8968002.49        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.5000%  | N/A     | $1024.00           | $838.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-11-01      | 3.5000%  | N/A     | $1000.00           | $168.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | N/A     | $1000.00           | $984.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.0000%  | N/A     | $82652375.00       | $66397144.61       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.5000%  | N/A     | $693000.00         | $444915.56         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.0000%  | N/A     | $1000.00           | $660.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | N/A     | $2000.00           | $1546.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 4.5000%  | N/A     | $99000.00          | $93419.62          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | N/A     | $1000.00           | $890.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $32756274.00       | $33631871.92       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $986.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.5000%  | N/A     | $2598547.00        | $2399389.79        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | N/A     | $308992.00         | $262739.53         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | N/A     | $2048.00           | $1653.50           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $111226752.00      | $96582899.86       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.5000%  | N/A     | $825168.00         | $763470.75         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-07-01      | 6.5000%  | N/A     | $2673.00           | $1499.31           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | N/A     | $2599568.00        | $2605224.51        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $29028517.00       | $29289985.71       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.5000%  | N/A     | $42578669.00       | $35943219.37       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $48440064.00       | $46929896.26       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-02-01      | 5.6600%  | N/A     | $1024.00           | $3.82              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $1000.00           | $781.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $862.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | N/A     | $18005866.00       | $2361258.99        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.5000%  | N/A     | $1000.00           | $900.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-10-01      | 3.5000%  | N/A     | $1000.00           | $450.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | N/A     | $7168.00           | $6399.91           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 3.5000%  | N/A     | $1024.00           | $157.49            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $1000.00           | $1036.94           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-10-01      | 4.5000%  | N/A     | $1000.00           | $180.63            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.5000%  | N/A     | $3220730.00        | $2613783.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 4.0000%  | N/A     | $1001.00           | $820.52            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.0000%  | N/A     | $1000.00           | $855.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $5540496.00        | $4483223.93        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | N/A     | $1000.00           | $244.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $560.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $556.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $2049.00           | $1567.95           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | N/A     | $1024.00           | $97.51             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-11-01      | 3.5000%  | N/A     | $1000.00           | $221.15            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 4.0000%  | N/A     | $1000.00           | $141.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.0000%  | N/A     | $1000.00           | $936.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 7.0000%  | N/A     | $1000.00           | $1065.48           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $1000.00           | $496.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.5000%  | N/A     | $811096.00         | $745716.47         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | N/A     | $1000.00           | $868.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.0000%  | N/A     | $8330162.00        | $7305867.46        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $203710551.00      | $176996129.05      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-12-01      | 7.0000%  | N/A     | $1007.00           | $3.88              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | N/A     | $1024.00           | $989.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $1256392.00        | $1034657.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | N/A     | $56488802.00       | $47646264.48       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-05-01      | 4.0000%  | N/A     | $10806464.00       | $7984252.12        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.0000%  | N/A     | $1008.00           | $873.26            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 5.0000%  | N/A     | $1000.00           | $959.12            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $1000.00           | $541.58            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | N/A     | $1024.00           | $207.71            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 4.5000%  | N/A     | $1000.00           | $417.13            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | N/A     | $2000.00           | $1818.06           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $2048.00           | $1121.02           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1028.27           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.0000%  | N/A     | $2111.00           | $2058.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | N/A     | $5174689.00        | $4981895.38        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.5000%  | N/A     | $1024.00           | $751.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 6.0000%  | N/A     | $46095824.00       | $37869604.87       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-07-01      | 6.5000%  | N/A     | $1024.00           | $3.04              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $556.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 3.5000%  | N/A     | $27399840.00       | $8240614.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $1032.00           | $733.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-05-01      | 4.5000%  | N/A     | $1000.00           | $477.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 3.0000%  | N/A     | $36572096.00       | $25712779.62       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $1024.00           | $758.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-02-01      | 3.0000%  | N/A     | $1040.00           | $583.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | N/A     | $1024.00           | $882.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-02-01      | 4.5000%  | N/A     | $2000.00           | $231.62            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1024.00           | $813.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | N/A     | $897928.00         | $925427.94         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | N/A     | $1000.00           | $769.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-05-01      | 6.0000%  | N/A     | $1017.00           | $9.18              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | N/A     | $2000.00           | $1462.08           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | N/A     | $1060294.00        | $623798.33         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $787.35            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 3.5000%  | N/A     | $1000.00           | $240.25            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | N/A     | $27770132.00       | $26865841.46       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $32153440.00       | $25640845.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.0000%  | N/A     | $31641285.00       | $30276767.59       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $55372736.00       | $46293428.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $522.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $940.03            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.0000%  | N/A     | $1000.00           | $832.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $337578496.00      | $182024270.03      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 4.5000%  | N/A     | $1000.00           | $680.36            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2061-07-01      | 3.0000%  | N/A     | $49961000.00       | $27578063.43       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | N/A     | $2000.00           | $1884.39           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 4.5000%  | N/A     | $6285000.00        | $5662290.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2058-08-01      | 3.5000%  | N/A     | $217179.00         | $197047.20         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.5000%  | N/A     | $1000.00           | $481.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $32710300.00       | $28109571.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-12-01      | 5.5000%  | N/A     | $40825055.00       | $218603.78         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | N/A     | $1024.00           | $115.07            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | N/A     | $731015.00         | $720440.81         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | N/A     | $20084960.00       | $19195903.64       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 5.5000%  | N/A     | $1000.00           | $949.40            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $716.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $1120.00           | $979.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $1000.00           | $993.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-07-01      | 3.0000%  | N/A     | $1000.00           | $234.18            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | N/A     | $13439201.00       | $11703329.29       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | N/A     | $10388704.00       | $8876748.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.0000%  | N/A     | $1000.00           | $1024.98           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.0000%  | N/A     | $1000.00           | $108.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 3.5000%  | N/A     | $1000.00           | $212.56            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 7.0000%  | N/A     | $1374520.00        | $1126648.02        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-08-01      | 4.4900%  | N/A     | $1094000.00        | $44100.49          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.5000%  | N/A     | $1000.00           | $886.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $599.24            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.0000%  | N/A     | $15989064.00       | $7154373.70        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-08-01      | 6.5000%  | N/A     | $1023.00           | $2.49              | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-03-01      | 5.5000%  | N/A     | $2004.00           | $14.11             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $709.43            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | N/A     | $2000.00           | $467.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-09-01      | 3.0000%  | N/A     | $1000.00           | $107.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | N/A     | $23284007.00       | $5024983.15        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | N/A     | $1024.00           | $994.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $1024.00           | $877.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 7.0000%  | N/A     | $14865844.00       | $12023671.46       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 7.0000%  | N/A     | $250776.00         | $262495.21         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1014.90           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 6.0000%  | N/A     | $1000.00           | $782.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | N/A     | $4688983.00        | $3679270.48        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $470611.00         | $367514.62         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.0000%  | N/A     | $1000.00           | $1006.19           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-11-01      | 6.0000%  | N/A     | $90633344.00       | $1291150.60        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-09-01      | 2.0000%  | N/A     | $87000.00          | $35067.00          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $733.92            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | N/A     | $1024.00           | $943.41            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-02-01      | 4.0000%  | N/A     | $1024.00           | $309.42            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-11-01      | 3.0000%  | N/A     | $1998.00           | $131.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 3.0000%  | N/A     | $56000.00          | $38286.67          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1002.00           | $711.28            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | N/A     | $1280.00           | $131.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 6.0000%  | N/A     | $1000.00           | $905.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | N/A     | $1008.00           | $973.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | N/A     | $1040.00           | $938.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 3.5000%  | N/A     | $13426984.00       | $8002646.92        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.5000%  | N/A     | $1000.00           | $820.75            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | N/A     | $1000.00           | $815.72            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | N/A     | $1024.00           | $190.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2044-07-01      | 4.0000%  | N/A     | $1008.00           | $139.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $251458181.00      | $138614463.43      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 5.5000%  | N/A     | $30383227.00       | $30841693.02       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | N/A     | $200055041.00      | $29806390.46       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.0000%  | N/A     | $41000.00          | $31765.58          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 4.0000%  | N/A     | $1000.00           | $123.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-09-01      | 5.0000%  | N/A     | $1000.00           | $655.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | N/A     | $1000.00           | $458.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | N/A     | $1024.00           | $988.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.0000%  | N/A     | $60006424.00       | $53024353.08       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-03-01      | 3.5000%  | N/A     | $101969317.00      | $9135966.28        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-06-01      | 4.5000%  | N/A     | $1001.00           | $414.91            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | N/A     | $453008.00         | $436922.54         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | N/A     | $1018.00           | $1020.38           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-10-01      | 3.5000%  | N/A     | $2048.00           | $308.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.5000%  | N/A     | $1000.00           | $1051.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | N/A     | $2112.00           | $1665.00           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | N/A     | $3177864.00        | $3054691.08        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.0000%  | N/A     | $1097250.00        | $1103431.72        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $96940.00          | $76133.27          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | N/A     | $1024.00           | $827.16            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 4.5000%  | N/A     | $7036428.00        | $6343672.64        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 7.0000%  | N/A     | $1000.00           | $1075.67           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-08-01      | 5.5000%  | N/A     | $14267180.00       | $12328517.33       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $2637112.00        | $2078744.62        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1022.61           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.0000%  | N/A     | $1024.00           | $996.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 4.0000%  | N/A     | $498000.00         | $116192.29         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-04-01      | 4.5000%  | N/A     | $1000.00           | $223.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $871.87            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 6.5000%  | N/A     | $3200.00           | $2440.30           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 5.0000%  | N/A     | $1025.00           | $1021.49           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | N/A     | $3095620.00        | $3211297.55        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 6.0000%  | N/A     | $20440352.00       | $12169516.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 1.5000%  | N/A     | $1000.00           | $540.23            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 2.5000%  | N/A     | $285835.00         | $171495.72         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $543.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | N/A     | $1056.00           | $851.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2064-06-01      | 4.5000%  | N/A     | $7645576.00        | $7288471.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | N/A     | $1000.00           | $887.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | N/A     | $8859640.00        | $6383285.82        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $1280.00           | $625.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | N/A     | $1024.00           | $751.14            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-08-01      | 3.0000%  | N/A     | $43823576.00       | $4892668.21        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | N/A     | $1024.00           | $770.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 6.5000%  | N/A     | $1000.00           | $915.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-01-01      | 3.5000%  | N/A     | $1000.00           | $612.79            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 6.5000%  | N/A     | $1000.00           | $812.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 7.0000%  | N/A     | $1000.00           | $1059.37           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-08-01      | 6.5000%  | N/A     | $1000.00           | $795.53            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-01-01      | 3.5000%  | N/A     | $6000.00           | $623.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | N/A     | $1024.00           | $432.59            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | N/A     | $2304.00           | $224.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $250.64            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.0000%  | N/A     | $1000.00           | $602.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 6.0000%  | N/A     | $13466970.00       | $10643326.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | N/A     | $1024.00           | $857.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | N/A     | $1024.00           | $1035.80           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1026.00           | $535.90            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $46011051.00       | $25524447.65       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-03-01      | 3.5000%  | N/A     | $1000.00           | $225.84            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 4.0000%  | N/A     | $68249728.00       | $17663034.34       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | N/A     | $55000.00          | $40988.71          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | N/A     | $5444620.00        | $5360074.90        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 5.5000%  | N/A     | $1289098.00        | $1285398.04        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-11-01      | 4.0000%  | N/A     | $4185000.00        | $813494.25         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 4.0000%  | N/A     | $1000.00           | $192.95            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.5000%  | N/A     | $9696800.00        | $9392792.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $1000.00           | $553.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2041-03-01      | 4.5000%  | N/A     | $8560169.00        | $561440.90         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $341230378.00      | $169507431.72      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.0000%  | N/A     | $68856.00          | $25339.36          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $649.70            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.0000%  | N/A     | $1000.00           | $200.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.5000%  | N/A     | $1024.00           | $721.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-07-01      | 3.5000%  | N/A     | $19085759.00       | $9834378.85        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | N/A     | $1024.00           | $792.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $23343072.00       | $13153192.67       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $686.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | N/A     | $1024.00           | $908.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.5000%  | N/A     | $1000.00           | $419.05            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-09-01      | 3.5000%  | N/A     | $1000.00           | $204.44            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-04-01      | 3.5000%  | N/A     | $1000.00           | $56.35             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $1000.00           | $1017.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-04-01      | 5.5000%  | N/A     | $1000.00           | $31.41             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 3.5000%  | N/A     | $1024.00           | $245.47            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-08-01      | 2.0000%  | N/A     | $7436861.00        | $3644361.94        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | N/A     | $505000.00         | $449088.85         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 4.5000%  | N/A     | $230192129.00      | $183222339.42      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.5000%  | N/A     | $1024.00           | $827.29            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.5000%  | N/A     | $1024.00           | $541.19            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | N/A     | $1024.00           | $997.69            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-08-01      | 4.0000%  | N/A     | $1000.00           | $110.54            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 4.5000%  | N/A     | $174000.00         | $42917.75          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | N/A     | $3319376.00        | $3417578.27        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1226288.00        | $895072.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-09-01      | 7.0000%  | N/A     | $1000.00           | $892.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | N/A     | $1104.00           | $948.61            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $734.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $854.01            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-05-01      | 6.0000%  | N/A     | $1797.00           | $17.84             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | N/A     | $1950080.00        | $2005059.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.5000%  | N/A     | $1024.00           | $309.30            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-12-01      | 4.0000%  | N/A     | $1000.00           | $191.50            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | N/A     | $1536762.00        | $1455644.31        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | N/A     | $24206877.00       | $22209087.38       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.0000%  | N/A     | $8380750.00        | $7288352.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-09-01      | 3.5000%  | N/A     | $1024.00           | $114.10            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 4.0000%  | N/A     | $1000.00           | $436.08            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $1000.00           | $733.85            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-12-01      | 4.0000%  | N/A     | $1000.00           | $41.08             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 4.0000%  | N/A     | $1024.00           | $344.93            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-05-01      | 2.5000%  | N/A     | $8169192.00        | $5016351.06        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | N/A     | $2032.00           | $1913.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.5000%  | N/A     | $4674790.00        | $3631517.78        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.0000%  | N/A     | $1076.00           | $796.11            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-07-01      | 3.5000%  | N/A     | $603000.00         | $125271.11         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.5000%  | N/A     | $1000.00           | $984.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1024.00           | $584.48            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 5.5000%  | N/A     | $1000.00           | $1000.15           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.0000%  | N/A     | $1024.00           | $1051.46           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-03-01      | 3.5000%  | N/A     | $37018225.00       | $10857271.14       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-08-01      | 6.0000%  | N/A     | $1000.00           | $35.78             | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-03-01      | 3.0000%  | N/A     | $1024.00           | $209.86            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $1024.00           | $590.38            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 6.0000%  | N/A     | $103106855.00      | $93217733.39       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 3.0000%  | N/A     | $1008.00           | $876.82            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $286.02            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $3128960.00        | $2750126.83        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | N/A     | $1024.00           | $198.57            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-12-01      | 3.5000%  | N/A     | $1008.00           | $205.65            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 5.0000%  | N/A     | $1319558.00        | $1207742.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-06-01      | 4.5000%  | N/A     | $1000.00           | $166.32            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-07-01      | 6.5000%  | N/A     | $1000.00           | $1041.24           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $1024.00           | $760.76            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 5.5000%  | N/A     | $1000.00           | $1010.65           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-07-01      | 3.5000%  | N/A     | $2048.00           | $198.77            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | N/A     | $1024.00           | $918.67            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $166000.00         | $124570.79         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 6.0000%  | N/A     | $1000.00           | $772.60            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.5000%  | N/A     | $1000.00           | $593.39            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.5000%  | N/A     | $31255523.00       | $30593453.19       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $676.88            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.0000%  | N/A     | $1024.00           | $968.20            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 6.5000%  | N/A     | $2620969.00        | $2720867.23        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $1020.16           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-06-01      | 3.0000%  | N/A     | $9661567.00        | $442675.07         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-12-01      | 2.0000%  | N/A     | $332251494.00      | $181425232.60      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $1040.00           | $806.99            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | N/A     | $1573364.00        | $1470128.65        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $351732423.00      | $176544619.71      | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-11-01      | 6.0000%  | N/A     | $30221600.00       | $43562.73          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.5000%  | N/A     | $27206304.00       | $24955155.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $1000.00           | $794.04            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-06-01      | 6.0000%  | N/A     | $1087.00           | $1003.84           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 5.5000%  | N/A     | $1000.00           | $874.96            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $699.55            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-11-01      | 4.0000%  | N/A     | $1000.00           | $308.27            | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-05-01      | 2.5000%  | N/A     | $110559.00         | $71041.18          | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2038-04-01      | 6.0000%  | N/A     | $140169472.00      | $1603362.59        | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2042-10-01      | 4.0000%  | N/A     | $1000.00           | $123.67            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2042-03-01      | 4.0000%  | N/A     | $1000.00           | $194.47            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2047-12-01      | 4.0000%  | N/A     | $1000.00           | $325.04            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2038-10-01      | 7.0000%  | N/A     | $81737.00          | $856.39            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-03-01      | 3.5000%  | N/A     | $1182.00           | $256.08            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2043-05-01      | 4.0000%  | N/A     | $1000.00           | $211.32            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-02-01      | 5.0000%  | N/A     | $1007.00           | $214.83            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2035-01-01      | 5.0000%  | N/A     | $1000.00           | $18.83             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2045-07-01      | 4.5000%  | N/A     | $1008.00           | $193.11            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-02-01      | 5.0000%  | N/A     | $1000.00           | $352.37            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2049-04-01      | 5.0000%  | N/A     | $1000.00           | $97.82             | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2041-08-01      | 4.0000%  | N/A     | $1000.00           | $100.55            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2034-11-01      | 6.0000%  | N/A     | $7685.00           | $101.90            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2048-11-01      | 5.0000%  | N/A     | $1000.00           | $199.93            | Agency Mortgage-Backed Securities |
| FREDDIE MAC GOLD                       | 2033-04-01      | 3.5000%  | N/A     | $1123636.00        | $279664.99         | Agency Mortgage-Backed Securities |

### Security 101: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDPURME9
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-17
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible 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 Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2049-11-15      | 2.3750%  | N/A     | $50000000.00       | $33615146.47       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | N/A     | $7912900.00        | $6090101.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-05-15      | 4.5000%  | N/A     | $100.00            | $104.66            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | N/A     | $100.00            | $98.31             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 2.3750%  | N/A     | $100.00            | $99.29             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | N/A     | $400.00            | $260.03            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | N/A     | $40000.00          | $36047.55          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-29      | 0.0000%  | N/A     | $511900.00         | $507273.45         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-30      | 0.0000%  | N/A     | $61100.00          | $60729.49          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 1.1250%  | N/A     | $432000.00         | $409196.33         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | N/A     | $320700.00         | $309299.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | N/A     | $271600.00         | $255647.67         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-08-15      | 0.6250%  | N/A     | $1847000.00        | $1601437.18        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-15      | 1.8750%  | N/A     | $46915400.00       | $41972076.01       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-31      | 2.1250%  | N/A     | $100.00            | $99.93             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | N/A     | $4983900.00        | $4543535.38        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-22      | 0.0000%  | N/A     | $100.00            | $99.17             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | N/A     | $2934200.00        | $2720104.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.1250%  | N/A     | $19958000.00       | $16530527.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $86654700.00       | $75503582.32       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 4.7500%  | N/A     | $320300.00         | $327799.46         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | N/A     | $4056600.00        | $3041935.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | N/A     | $55666900.00       | $52399735.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | N/A     | $18241600.00       | $15075082.99       | U.S. Treasuries (including strips) |

### Security 102: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTM71V9
- **C.18 - Value (incl. sponsor support):** $1275000000.00
- **C.18.a - Value (excl. sponsor support):** $1275000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-17
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible 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 Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | N/A     | $230191100.00      | $235553599.34      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | N/A     | $292900.00         | $297893.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | N/A     | $392900.00         | $387266.04         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | N/A     | $2644000.00        | $2609246.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $787000.00         | $755028.34         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-29      | 0.0000%  | N/A     | $2705200.00        | $2609035.55        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | N/A     | $30000.00          | $29929.68          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-08-15      | 3.0000%  | N/A     | $208802400.00      | $155566176.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $9677200.00        | $10125938.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | N/A     | $100.00            | $98.67             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-24      | 0.0000%  | N/A     | $79043500.00       | $78109442.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | N/A     | $800.00            | $582.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $76412000.00       | $76077401.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | N/A     | $300383000.00      | $306454089.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-09-30      | 0.3750%  | N/A     | $200.00            | $188.25            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | N/A     | $10180000.00       | $10039476.51       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | N/A     | $500.00            | $511.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | N/A     | $62369000.00       | $66670275.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-09-30      | 4.6250%  | N/A     | $44787000.00       | $46772670.77       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | N/A     | $8387700.00        | $8502922.01        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | N/A     | $87206000.00       | $86742828.08       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-15      | 1.3750%  | N/A     | $243510400.00      | $213195434.30      | U.S. Treasuries (including strips) |

### Security 103: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTRWQA8
- **C.18 - Value (incl. sponsor support):** $410000000.00
- **C.18.a - Value (excl. sponsor support):** $410000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $400.00            | $293.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | N/A     | $393162000.00      | $408744133.99      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-05-15      | 4.3750%  | N/A     | $3168400.00        | $3315320.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | N/A     | $758000.00         | $753974.08         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | N/A     | $53800.00          | $56342.62          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-24      | 0.0000%  | N/A     | $5393700.00        | $5329962.65        | U.S. Treasuries (including strips) |

### Security 104: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTRX6R1
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2045-11-15      | 3.0000%  | N/A     | $8016500.00        | $6374826.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-31      | 1.2500%  | N/A     | $117964900.00      | $111798805.06      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | N/A     | $50000000.00       | $37149603.80       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.9555%  | N/A     | $6000.00           | $6001.48           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $49500000.00       | $50872349.76       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 3.5000%  | N/A     | $202193300.00      | $201798416.49      | U.S. Treasuries (including strips) |

### Security 105: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTRXU86
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible 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 Corp

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | N/A     | $22920700.00       | $16701694.73       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-31      | 4.2500%  | N/A     | $11316600.00       | $11545321.65       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | N/A     | $9088700.00        | $9056308.02        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | N/A     | $5610000.00        | $5580203.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | N/A     | $100.00            | $101.51            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-15      | 6.5000%  | N/A     | $100.00            | $106.07            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-02-15      | 1.8750%  | N/A     | $83659300.00       | $48675677.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-23      | 0.0000%  | N/A     | $24999500.00       | $24560308.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-31      | 3.7500%  | N/A     | $100.00            | $100.37            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-11-30      | 4.3750%  | N/A     | $6000.00           | $6286.97           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-10-31      | 4.1250%  | N/A     | $282585000.00      | $287365207.86      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2037-02-15      | 4.7500%  | N/A     | $1822500.00        | $1939425.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-08      | 0.0000%  | N/A     | $300.00            | $297.93            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-31      | 4.1250%  | N/A     | $3962000.00        | $4070964.91        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $6284400.00        | $6294706.42        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 2.5000%  | N/A     | $96714300.00       | $95379267.50       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2034-02-15      | 4.0000%  | N/A     | $100908000.00      | $101803211.91      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-11-15      | 3.1250%  | N/A     | $5013500.00        | $4275433.71        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $800200.00         | $815730.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | N/A     | $395363900.00      | $383433003.59      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-31      | 4.6250%  | N/A     | $5236300.00        | $5559877.24        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 1.1250%  | N/A     | $19975900.00       | $12936761.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 2.7500%  | N/A     | $100.00            | $99.22             | U.S. Treasuries (including strips) |

### Security 106: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTW4XZ1
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 NOTE L 27  | 2027-05-31      | 0.5000%  | N/A     | $11146300.00       | $10639301.23       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | N/A     | $1500.00           | $1411.42           | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  | N/A     | $15900.00          | $15661.69          | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  | N/A     | $97700.00          | $96313.95          | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AG 25 | 2025-11-30      | 0.3750%  | N/A     | $6000.00           | $5993.14           | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AH 25 | 2025-12-31      | 0.3750%  | N/A     | $2000.00           | $1991.49           | U.S. Treasuries (including strips) |
| 0 3/8 NOTE Q 27  | 2027-09-30      | 0.3750%  | N/A     | $1406900.00        | $1324266.25        | U.S. Treasuries (including strips) |
| 0 5/8 NOTE J 27  | 2027-03-31      | 0.6250%  | N/A     | $124800.00         | $119730.03         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  | N/A     | $23000.00          | $21704.38          | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | N/A     | $300.00            | $295.19            | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AD 26 | 2026-09-30      | 0.8750%  | N/A     | $2984000.00        | $2910110.77        | U.S. Treasuries (including strips) |
| 1 1/2 NOTE B 30  | 2030-02-15      | 1.5000%  | N/A     | $782000.00         | $717787.31         | U.S. Treasuries (including strips) |
| 1 1/2 NOTE E 26  | 2026-08-15      | 1.5000%  | N/A     | $100.00            | $98.57             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AG 26 | 2026-11-30      | 1.2500%  | N/A     | $200.00            | $195.88            | U.S. Treasuries (including strips) |
| 1 1/4 NOTE AH 26 | 2026-12-31      | 1.2500%  | N/A     | $100.00            | $97.64             | U.S. Treasuries (including strips) |
| 1 1/4 NOTE J 28  | 2028-03-31      | 1.2500%  | N/A     | $27928800.00       | $26456241.74       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | N/A     | $14679300.00       | $13912004.33       | U.S. Treasuries (including strips) |
| 1 1/4 NOTE M 28  | 2028-06-30      | 1.2500%  | N/A     | $10345000.00       | $9775962.82        | U.S. Treasuries (including strips) |
| 1 1/8 BOND 40    | 2040-05-15      | 1.1250%  | N/A     | $1800.00           | $1165.71           | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | N/A     | $200.00            | $175.97            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE H 27  | 2027-02-28      | 1.1250%  | N/A     | $178300.00         | $172836.30         | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | N/A     | $4436500.00        | $3051188.17        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | N/A     | $1221500.00        | $1157350.48        | U.S. Treasuries (including strips) |
| 1 3/8 BOND 40    | 2040-11-15      | 1.3750%  | N/A     | $26987200.00       | $17928421.10       | U.S. Treasuries (including strips) |
| 1 3/8 BOND 50    | 2050-08-15      | 1.3750%  | N/A     | $200.00            | $102.45            | U.S. Treasuries (including strips) |
| 1 3/8 NOTE P 26  | 2026-08-31      | 1.3750%  | N/A     | $4000.00           | $3932.36           | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  | N/A     | $4366100.00        | $4090782.47        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26  | 2026-05-15      | 1.6250%  | N/A     | $3000.00           | $2987.65           | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | N/A     | $100.00            | $90.12             | U.S. Treasuries (including strips) |
| 1 5/8 NOTE S 26  | 2026-11-30      | 1.6250%  | N/A     | $522800.00         | $514894.76         | U.S. Treasuries (including strips) |
| 1 7/8 BOND 41    | 2041-02-15      | 1.8750%  | N/A     | $1772200.00        | $1262187.84        | U.S. Treasuries (including strips) |
| 1 7/8 BOND 51    | 2051-02-15      | 1.8750%  | N/A     | $20165600.00       | $11732996.09       | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | N/A     | $4038400.00        | $3831284.72        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE M 26  | 2026-06-30      | 1.8750%  | N/A     | $3000.00           | $2981.01           | U.S. Treasuries (including strips) |
| 1 7/8 NOTE N 26  | 2026-07-31      | 1.8750%  | N/A     | $3203900.00        | $3174275.14        | U.S. Treasuries (including strips) |
| 1 7/8 NOTE V 27  | 2027-02-28      | 1.8750%  | N/A     | $53787200.00       | $52712614.06       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 45    | 2045-02-15      | 2.5000%  | N/A     | $27193900.00       | $19815460.10       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | N/A     | $229700.00         | $164933.78         | U.S. Treasuries (including strips) |
| 2 1/2 NOTE H 26  | 2026-02-28      | 2.5000%  | N/A     | $705500.00         | $705397.50         | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  | N/A     | $9047300.00        | $8922412.16        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | N/A     | $3191500.00        | $2413734.26        | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | N/A     | $63051400.00       | $42807668.62       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 49    | 2049-08-15      | 2.2500%  | N/A     | $1214300.00        | $789396.86         | U.S. Treasuries (including strips) |
| 2 1/4 BOND 52    | 2052-02-15      | 2.2500%  | N/A     | $100.00            | $63.17             | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | N/A     | $2700.00           | $2664.51           | U.S. Treasuries (including strips) |
| 2 1/4 NOTE E 27  | 2027-08-15      | 2.2500%  | N/A     | $48752900.00       | $47834389.53       | U.S. Treasuries (including strips) |
| 2 1/4 NOTE F 25  | 2025-11-15      | 2.2500%  | N/A     | $2200.00           | $2221.45           | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-11-15      | 2.7500%  | N/A     | $800.00            | $594.39            | U.S. Treasuries (including strips) |
| 2 3/4 BOND 47    | 2047-08-15      | 2.7500%  | N/A     | $88297300.00       | $65164561.98       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE AB 27 | 2027-07-31      | 2.7500%  | N/A     | $100.00            | $99.22             | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | N/A     | $100.00            | $93.86             | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  | N/A     | $11451000.00       | $11241972.32       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE Y 27  | 2027-04-30      | 2.7500%  | N/A     | $1048500.00        | $1034991.13        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | N/A     | $592400.00         | $445371.91         | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | N/A     | $10637200.00       | $7151420.72        | U.S. Treasuries (including strips) |
| 2 3/8 BOND 51    | 2051-05-15      | 2.3750%  | N/A     | $49999900.00       | $33076880.31       | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 27  | 2027-05-15      | 2.3750%  | N/A     | $5751700.00        | $5706209.40        | U.S. Treasuries (including strips) |
| 2 3/8 NOTE C 29  | 2029-05-15      | 2.3750%  | N/A     | $3000.00           | $2907.84           | U.S. Treasuries (including strips) |
| 2 5/8 NOTE B 29  | 2029-02-15      | 2.6250%  | N/A     | $30000.00          | $29238.41          | U.S. Treasuries (including strips) |
| 2 5/8 NOTE N 29  | 2029-07-31      | 2.6250%  | N/A     | $3930800.00        | $3816077.64        | U.S. Treasuries (including strips) |
| 2 5/8 NOTE T 25  | 2025-12-31      | 2.6250%  | N/A     | $258000.00         | $259729.57         | U.S. Treasuries (including strips) |
| 2 7/8 BOND 45    | 2045-08-15      | 2.8750%  | N/A     | $63696400.00       | $49236274.17       | U.S. Treasuries (including strips) |
| 2 7/8 BOND 49    | 2049-05-15      | 2.8750%  | N/A     | $5716500.00        | $4286649.72        | U.S. Treasuries (including strips) |
| 2 BOND 51        | 2051-08-15      | 2.0000%  | N/A     | $99161800.00       | $59192532.56       | U.S. Treasuries (including strips) |
| 2 NOTE F 26      | 2026-11-15      | 2.0000%  | N/A     | $147000.00         | $145770.46         | U.S. Treasuries (including strips) |
| 3 1/2 BOND 39    | 2039-02-15      | 3.5000%  | N/A     | $118200.00         | $109575.46         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | N/A     | $451300.00         | $450052.05         | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AT 28 | 2028-10-15      | 3.5000%  | N/A     | $6200.00           | $6191.85           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 26 | 2026-09-30      | 3.5000%  | N/A     | $9200.00           | $9207.10           | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  | N/A     | $75459200.00       | $75311828.18       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE G 30  | 2030-01-31      | 3.5000%  | N/A     | $53100.00          | $53190.80          | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | N/A     | $5100.00           | $5088.05           | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  | N/A     | $8212900.00        | $7075760.52        | U.S. Treasuries (including strips) |
| 3 1/8 BOND 42    | 2042-02-15      | 3.1250%  | N/A     | $231000.00         | $194225.66         | U.S. Treasuries (including strips) |
| 3 1/8 BOND 44    | 2044-08-15      | 3.1250%  | N/A     | $48600.00          | $39576.18          | U.S. Treasuries (including strips) |
| 3 1/8 BOND 48    | 2048-05-15      | 3.1250%  | N/A     | $9798000.00        | $7769943.56        | U.S. Treasuries (including strips) |
| 3 1/8 NOTE F 28  | 2028-11-15      | 3.1250%  | N/A     | $6000.00           | $6002.35           | U.S. Treasuries (including strips) |
| 3 1/8 NOTE P 29  | 2029-08-31      | 3.1250%  | N/A     | $35682000.00       | $35194008.83       | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | N/A     | $895900.00         | $814914.64         | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AH 28 | 2028-12-31      | 3.7500%  | N/A     | $35384000.00       | $35961678.03       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AN 28 | 2028-05-15      | 3.7500%  | N/A     | $3707100.00        | $3784554.17        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AR 27 | 2027-08-15      | 3.7500%  | N/A     | $3652000.00        | $3688638.57        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | N/A     | $117239300.00      | $118945596.95      | U.S. Treasuries (including strips) |
| 3 3/8 BOND 44    | 2044-05-15      | 3.3750%  | N/A     | $520200.00         | $445976.99         | U.S. Treasuries (including strips) |
| 3 3/8 BOND 48    | 2048-11-15      | 3.3750%  | N/A     | $118600.00         | $98012.50          | U.S. Treasuries (including strips) |
| 3 5/8 BOND 43    | 2043-08-15      | 3.6250%  | N/A     | $27392100.00       | $24275342.45       | U.S. Treasuries (including strips) |
| 3 5/8 BOND 53    | 2053-02-15      | 3.6250%  | N/A     | $100.00            | $84.21             | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 29 | 2029-08-31      | 3.6250%  | N/A     | $183166400.00      | $184057216.12      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AC 30 | 2030-08-31      | 3.6250%  | N/A     | $2766300.00        | $2773380.14        | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  | N/A     | $308800.00         | $307591.97         | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | N/A     | $100.00            | $100.83            | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Z 28  | 2028-05-31      | 3.6250%  | N/A     | $6662700.00        | $6767728.73        | U.S. Treasuries (including strips) |
| 3 7/8 BOND 40    | 2040-08-15      | 3.8750%  | N/A     | $100.00            | $94.49             | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-02-15      | 3.8750%  | N/A     | $200.00            | $184.55            | U.S. Treasuries (including strips) |
| 3 7/8 BOND 43    | 2043-05-15      | 3.8750%  | N/A     | $412000.00         | $383434.60         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AB 30 | 2030-07-31      | 3.8750%  | N/A     | $100.00            | $101.71            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AG 27 | 2027-11-30      | 3.8750%  | N/A     | $270100.00         | $275963.54         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AJ 26 | 2026-01-15      | 3.8750%  | N/A     | $7200.00           | $7281.04           | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AL 28 | 2028-03-15      | 3.8750%  | N/A     | $20000.00          | $20229.50          | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | N/A     | $200.00            | $201.35            | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AZ 27 | 2027-03-31      | 3.8750%  | N/A     | $110000.00         | $110686.31         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | N/A     | $528700.00         | $539153.34         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | N/A     | $182400.00         | $181749.93         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE P 32  | 2032-08-31      | 3.8750%  | N/A     | $277500.00         | $279177.68         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | N/A     | $1000.00           | $1007.64           | U.S. Treasuries (including strips) |
| 3 BOND 42        | 2042-05-15      | 3.0000%  | N/A     | $76928700.00       | $63864604.62       | U.S. Treasuries (including strips) |
| 3 BOND 44        | 2044-11-15      | 3.0000%  | N/A     | $28639700.00       | $23012490.81       | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-05-15      | 3.0000%  | N/A     | $20439200.00       | $16336381.62       | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-02-15      | 3.0000%  | N/A     | $6860500.00        | $5335007.27        | U.S. Treasuries (including strips) |
| 3 BOND 47        | 2047-05-15      | 3.0000%  | N/A     | $44464300.00       | $34809952.13       | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | N/A     | $5095800.00        | $3918380.63        | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | N/A     | $218000.00         | $166883.83         | U.S. Treasuries (including strips) |
| 4  NOTE AA 28    | 2028-06-30      | 4.0000%  | N/A     | $700.00            | $716.47            | U.S. Treasuries (including strips) |
| 4  NOTE AV 25    | 2025-12-15      | 4.0000%  | N/A     | $200.00            | $203.02            | U.S. Treasuries (including strips) |
| 4  NOTE N 30     | 2030-07-31      | 4.0000%  | N/A     | $8349100.00        | $8537689.47        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 36    | 2036-02-15      | 4.5000%  | N/A     | $208100.00         | $217555.60         | U.S. Treasuries (including strips) |
| 4 1/2 BOND 39    | 2039-08-15      | 4.5000%  | N/A     | $6257400.00        | $6391469.56        | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  | N/A     | $21280000.00       | $21166976.83       | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  | N/A     | $3768700.00        | $3820470.71        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AU 25 | 2025-11-15      | 4.5000%  | N/A     | $100000.00         | $102082.48         | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AZ 26 | 2026-03-31      | 4.5000%  | N/A     | $4900.00           | $4931.62           | U.S. Treasuries (including strips) |
| 4 1/2 NOTE T 31  | 2031-12-31      | 4.5000%  | N/A     | $900.00            | $946.45            | U.S. Treasuries (including strips) |
| 4 1/4 BOND 39    | 2039-05-15      | 4.2500%  | N/A     | $80585500.00       | $81274962.38       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-02-15      | 4.2500%  | N/A     | $2600.00           | $2445.79           | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | N/A     | $5996400.00        | $5644463.27        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AK 28 | 2028-02-15      | 4.2500%  | N/A     | $2000.00           | $2046.06           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 25 | 2025-12-31      | 4.2500%  | N/A     | $5600.00           | $5683.15           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | N/A     | $29498100.00       | $30618944.12       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | N/A     | $18887100.00       | $19535113.61       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AK 27 | 2027-02-15      | 4.1250%  | N/A     | $907400.00         | $920197.17         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  | N/A     | $1150600.00        | $1176632.29        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | N/A     | $4033800.00        | $4119756.44        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | N/A     | $1123000.00        | $1153885.31        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE P 30  | 2030-08-31      | 4.1250%  | N/A     | $57522900.00       | $58944806.66       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 37    | 2037-02-15      | 4.7500%  | N/A     | $5992200.00        | $6376640.73        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 43    | 2043-11-15      | 4.7500%  | N/A     | $1000.00           | $1039.63           | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | N/A     | $20689400.00       | $21173818.69       | U.S. Treasuries (including strips) |
| 4 3/4 BOND 55    | 2055-08-15      | 4.7500%  | N/A     | $400.00            | $409.32            | U.S. Treasuries (including strips) |
| 4 3/8 BOND 38    | 2038-02-15      | 4.3750%  | N/A     | $23700.00          | $24250.30          | U.S. Treasuries (including strips) |
| 4 3/8 BOND 39    | 2039-11-15      | 4.3750%  | N/A     | $6900.00           | $7014.95           | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AC 28 | 2028-08-31      | 4.3750%  | N/A     | $5690700.00        | $5848470.32        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | N/A     | $1296000.00        | $1348040.80        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | N/A     | $700.00            | $717.52            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  | N/A     | $200.00            | $202.72            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  | N/A     | $200.00            | $203.05            | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | N/A     | $263400.00         | $275614.05         | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  | N/A     | $50000100.00       | $52028179.06       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  | N/A     | $26100.00          | $27348.34          | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | N/A     | $100.00            | $103.17            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-11-15      | 4.6250%  | N/A     | $3000.00           | $3058.56           | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | N/A     | $200.00            | $202.57            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 55    | 2055-02-15      | 4.6250%  | N/A     | $100.00            | $100.23            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26 | 2026-03-15      | 4.6250%  | N/A     | $968300.00         | $976670.05         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26 | 2026-09-15      | 4.6250%  | N/A     | $47700.00          | $48327.50          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AT 26 | 2026-10-15      | 4.6250%  | N/A     | $461000.00         | $465687.89         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE B 35  | 2035-02-15      | 4.6250%  | N/A     | $269700.00         | $283914.35         | U.S. Treasuries (including strips) |
| 4 5/8 NOTE BD 26 | 2026-06-30      | 4.6250%  | N/A     | $100.00            | $102.07            | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | N/A     | $1000.00           | $1032.06           | U.S. Treasuries (including strips) |
| 4 7/8 BOND 45    | 2045-08-15      | 4.8750%  | N/A     | $200.00            | $207.98            | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | N/A     | $363700.00         | $376600.44         | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BL 25 | 2025-11-30      | 4.8750%  | N/A     | $5400.00           | $5513.22           | U.S. Treasuries (including strips) |
| 4 7/8 NOTE R 30  | 2030-10-31      | 4.8750%  | N/A     | $30800.00          | $32407.54          | U.S. Treasuries (including strips) |
| 4 BOND 42        | 2042-11-15      | 4.0000%  | N/A     | $4000.00           | $3797.91           | U.S. Treasuries (including strips) |
| 4 BOND 52        | 2052-11-15      | 4.0000%  | N/A     | $68800.00          | $62721.01          | U.S. Treasuries (including strips) |
| 4 NOTE AB 29     | 2029-07-31      | 4.0000%  | N/A     | $60006000.00       | $61321211.51       | U.S. Treasuries (including strips) |
| 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | N/A     | $20992100.00       | $21484007.19       | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | N/A     | $1000.00           | $1022.20           | U.S. Treasuries (including strips) |
| 4 NOTE K 32      | 2032-04-30      | 4.0000%  | N/A     | $2000.00           | $2016.81           | U.S. Treasuries (including strips) |
| 4 NOTE N 32      | 2032-07-31      | 4.0000%  | N/A     | $921600.00         | $937311.44         | U.S. Treasuries (including strips) |
| 4 NOTE V 28      | 2028-02-29      | 4.0000%  | N/A     | $100.00            | $101.56            | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | N/A     | $216900.00         | $220366.84         | U.S. Treasuries (including strips) |
| 4 NOTE Z 30      | 2030-05-31      | 4.0000%  | N/A     | $3296400.00        | $3394257.96        | U.S. Treasuries (including strips) |
| 5 1/2 BOND 28    | 2028-08-15      | 5.5000%  | N/A     | $197600.00         | $209905.57         | U.S. Treasuries (including strips) |
| 5 1/4 BOND 29    | 2029-02-15      | 5.2500%  | N/A     | $11500.00          | $12225.95          | U.S. Treasuries (including strips) |
| 5 3/8 BOND 31    | 2031-02-15      | 5.3750%  | N/A     | $47186600.00       | $51340936.73       | U.S. Treasuries (including strips) |
| 6 1/4 BOND 30    | 2030-05-15      | 6.2500%  | N/A     | $379700.00         | $430631.99         | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  | N/A     | $100.00            | $107.75            | U.S. Treasuries (including strips) |
| 6 1/8 BOND 29    | 2029-08-15      | 6.1250%  | N/A     | $100.00            | $109.92            | U.S. Treasuries (including strips) |
| 6 3/4 BOND 26    | 2026-08-15      | 6.7500%  | N/A     | $100.00            | $103.71            | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27    | 2027-08-15      | 6.3750%  | N/A     | $500.00            | $530.39            | U.S. Treasuries (including strips) |
| 6 BOND 26        | 2026-02-15      | 6.0000%  | N/A     | $100.00            | $101.85            | U.S. Treasuries (including strips) |
| BILL 01/15/26    | 2026-01-15      | 0.0000%  | N/A     | $600.00            | $595.40            | U.S. Treasuries (including strips) |
| BILL 01/22/26    | 2026-01-22      | 0.0000%  | N/A     | $100.00            | $99.17             | U.S. Treasuries (including strips) |
| BILL 04/09/26    | 2026-04-09      | 0.0000%  | N/A     | $100.00            | $98.39             | U.S. Treasuries (including strips) |
| BILL 10/29/26    | 2026-10-29      | 0.0000%  | N/A     | $129969800.00      | $125349633.55      | U.S. Treasuries (including strips) |
| BILL 11/13/25    | 2025-11-13      | 0.0000%  | N/A     | $1700.00           | $1698.18           | U.S. Treasuries (including strips) |
| BILL 12/23/25    | 2025-12-23      | 0.0000%  | N/A     | $1000.00           | $994.62            | U.S. Treasuries (including strips) |

### Security 107: Fixed Income Clearing Corporation - BOFA

- **C.1 - Title:** Fixed Income Clearing Corporation - BOFA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTWDG49
- **C.18 - Value (incl. sponsor support):** $1550000000.00
- **C.18.a - Value (excl. sponsor support):** $1550000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2040-11-15      | 1.3750%  | N/A     | $417300000.00      | $277225133.53      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | N/A     | $20560000.00       | $20841645.52       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | N/A     | $281441200.00      | $155025872.27      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $1039135100.00     | $1073311067.47     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-08-15      | 1.3750%  | N/A     | $13940200.00       | $7141174.67        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-10      | 0.0000%  | N/A     | $2410900.00        | $2385988.17        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | N/A     | $1404500.00        | $1008487.15        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | N/A     | $4039400.00        | $3463051.63        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | N/A     | $6299500.00        | $6273785.44        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2051-11-15      | 1.8750%  | N/A     | $2579200.00        | $1497769.12        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-03      | 0.0000%  | N/A     | $10109300.00       | $10012301.27       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 3.0000%  | N/A     | $2218900.00        | $1773493.93        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-11-15      | 2.7500%  | N/A     | $24694700.00       | $19565612.69       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-17      | 0.0000%  | N/A     | $66000.00          | $65269.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-04      | 0.0000%  | N/A     | $499800.00         | $498131.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-09      | 0.0000%  | N/A     | $100.00            | $98.39             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | N/A     | $1096200.00        | $843681.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | N/A     | $68400.00          | $67439.46          | U.S. Treasuries (including strips) |

### Security 108: Fixed Income Clearing Corporation - CITI

- **C.1 - Title:** Fixed Income Clearing Corporation - CITI
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTW4YV9
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2051-05-15      | 2.3750%  | N/A     | $10000000.00       | $6615389.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | N/A     | $100.00            | $98.64             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | N/A     | $11870000.00       | $9230600.73        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-02-15      | 3.0000%  | N/A     | $100.00            | $76.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | N/A     | $1000.00           | $933.56            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2048-11-15      | 3.3750%  | N/A     | $20799800.00       | $17189210.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 3.5000%  | N/A     | $396483000.00      | $395553643.85      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 3.6250%  | N/A     | $6816000.00        | $6789335.81        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-01-15      | 4.0000%  | N/A     | $14613800.00       | $14835464.02       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-02-15      | 1.8750%  | N/A     | $14999900.00       | $10683157.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | N/A     | $9293000.00        | $9229573.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-08-15      | 3.8750%  | N/A     | $39746800.00       | $39872122.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-05-15      | 1.2500%  | N/A     | $800.00            | $401.95            | U.S. Treasuries (including strips) |

### Security 109: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTW4KE2
- **C.18 - Value (incl. sponsor support):** $1550000000.00
- **C.18.a - Value (excl. sponsor support):** $1550000000.00
- **C.19 - Percentage of Net Assets:** 0.8200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-02-28      | 4.0000%  | N/A     | $789785600.00      | $805114020.73      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 4.3750%  | N/A     | $195145700.00      | $200555965.75      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | N/A     | $564774000.00      | $575330058.85      | U.S. Treasuries (including strips) |

### Security 110: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTW4Y15
- **C.18 - Value (incl. sponsor support):** $9950000000.00
- **C.18.a - Value (excl. sponsor support):** $9950000000.00
- **C.19 - Percentage of Net Assets:** 5.2500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 3/4 NOTE Y 26  | 2026-04-30      | 0.7500%  | N/A     | $139541000.00      | $137449559.49      | U.S. Treasuries (including strips) |
| 1 1/2 NOTE S 28  | 2028-11-30      | 1.5000%  | N/A     | $1210390000.00     | $1143878454.38     | U.S. Treasuries (including strips) |
| 1 3/4 BOND 41    | 2041-08-15      | 1.7500%  | N/A     | $240616000.00      | $165482856.31      | U.S. Treasuries (including strips) |
| 1 5/8 BOND 50    | 2050-11-15      | 1.6250%  | N/A     | $762268800.00      | $419879483.27      | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-05-15      | 2.5000%  | N/A     | $770670400.00      | $556387790.54      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | N/A     | $509700000.00      | $519226683.59      | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-02-15      | 3.0000%  | N/A     | $1511697600.00     | $1162409550.54     | U.S. Treasuries (including strips) |
| 4 1/4 NOTE F 34  | 2034-11-15      | 4.2500%  | N/A     | $1079444800.00     | $1116673407.98     | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 31  | 2031-03-31      | 4.1250%  | N/A     | $1123056000.00     | $1146987255.84     | U.S. Treasuries (including strips) |
| 4 3/4 BOND 41    | 2041-02-15      | 4.7500%  | N/A     | $1777200.00        | $1848691.17        | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  | N/A     | $1139398400.00     | $1176871912.98     | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | N/A     | $1420159800.00     | $1465694383.67     | U.S. Treasuries (including strips) |
| 4 NOTE H 30      | 2030-02-28      | 4.0000%  | N/A     | $547603200.00      | $558231264.43      | U.S. Treasuries (including strips) |
| TRFR BK 10/31/27 | 2027-10-31      | 3.9555%  | N/A     | $577836000.00      | $577978725.49      | U.S. Treasuries (including strips) |

### Security 111: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **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: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTW4YB3
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 02.500 FGPC G18564 G | 2030-08-01      | 2.5000%  | N/A     | $13643000.00       | $1315374.01        | Agency Mortgage-Backed Securities  |
| 03.000 FGPC G15252 G | 2029-12-01      | 3.0000%  | N/A     | $1243000.00        | $93303.02          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC G16461 G | 2033-01-01      | 3.5000%  | N/A     | $6000000.00        | $1380039.84        | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U80311 G | 2033-04-01      | 3.5000%  | N/A     | $1265876.00        | $74225.59          | Agency Mortgage-Backed Securities  |
| 03.500 FGPC U99186 G | 2047-01-01      | 3.5000%  | N/A     | $9559000.00        | $1997997.40        | Agency Mortgage-Backed Securities  |
| 06.000 FGPC P00038 G | 2033-05-01      | 6.0000%  | N/A     | $27667072.00       | $327744.48         | Agency Mortgage-Backed Securities  |
| 1 3/4 NOTE G 29      | 2029-01-31      | 1.7500%  | N/A     | $245668800.00      | $232767011.63      | U.S. Treasuries (including strips) |
| FEPC 02.000 3PSE9060 | 2052-02-01      | 2.0000%  | N/A     | $750416.00         | $505105.51         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSD8182 | 2051-12-01      | 2.0000%  | N/A     | $1090000.00        | $705589.66         | Agency Mortgage-Backed Securities  |
| FEPC 02.000 CLSL2754 | 2052-06-01      | 2.0000%  | N/A     | $103205760.00      | $83987274.78       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD0511 | 2050-11-01      | 2.5000%  | N/A     | $718000.00         | $344525.55         | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD4950 | 2052-02-01      | 2.5000%  | N/A     | $34563200.00       | $25332529.74       | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD7552 | 2052-01-01      | 2.5000%  | N/A     | $100000.00         | $64290.49          | Agency Mortgage-Backed Securities  |
| FEPC 02.500 CLSD8205 | 2052-04-01      | 2.5000%  | N/A     | $9334448.00        | $6381178.95        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CISB8182 | 2037-10-01      | 3.0000%  | N/A     | $592553.00         | $384507.27         | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQC9119 | 2051-10-01      | 3.0000%  | N/A     | $4167376.00        | $2658811.17        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLQE2327 | 2052-05-01      | 3.0000%  | N/A     | $16142944.00       | $12517216.44       | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6665 | 2052-02-01      | 3.0000%  | N/A     | $15000.00          | $10697.24          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLRA6954 | 2052-03-01      | 3.0000%  | N/A     | $100000.00         | $68578.21          | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CLSD0120 | 2049-10-01      | 3.0000%  | N/A     | $22024000.00       | $8837852.08        | Agency Mortgage-Backed Securities  |
| FEPC 03.000 CTRB5163 | 2042-05-01      | 3.0000%  | N/A     | $21000.00          | $14804.57          | Agency Mortgage-Backed Securities  |
| FEPC 03.500 3SZM9469 | 2048-03-01      | 3.5000%  | N/A     | $1346846.00        | $736990.71         | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD0962 | 2052-04-01      | 3.5000%  | N/A     | $13000.00          | $9375.62           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD1930 | 2051-05-01      | 3.5000%  | N/A     | $1800000.00        | $1273649.83        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLSD8296 | 2053-02-01      | 3.5000%  | N/A     | $7000.00           | $5632.23           | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZA1231 | 2042-07-01      | 3.5000%  | N/A     | $82410240.00       | $8131060.63        | Agency Mortgage-Backed Securities  |
| FEPC 03.500 CLZL2761 | 2037-02-01      | 3.5000%  | N/A     | $3593832.00        | $429897.45         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 3VZA3588 | 2042-09-01      | 4.0000%  | N/A     | $1900000.00        | $100153.14         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLRA7186 | 2052-04-01      | 4.0000%  | N/A     | $4600000.00        | $3266446.01        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD5352 | 2050-07-01      | 4.0000%  | N/A     | $2400000.00        | $1987809.63        | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLSD6524 | 2049-04-01      | 4.0000%  | N/A     | $26000256.00       | $22658485.82       | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZA6679 | 2049-04-01      | 4.0000%  | N/A     | $65000.00          | $11101.37          | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM3881 | 2047-08-01      | 4.0000%  | N/A     | $3698124.00        | $402217.01         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CLZM4946 | 2047-11-01      | 4.0000%  | N/A     | $4563064.00        | $836931.96         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CTZJ9447 | 2032-05-01      | 4.0000%  | N/A     | $2223920.00        | $346616.85         | Agency Mortgage-Backed Securities  |
| FEPC 04.000 CTZS9305 | 2037-04-01      | 4.0000%  | N/A     | $199000.00         | $45481.70          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 3VZT1145 | 2044-05-01      | 4.5000%  | N/A     | $136828.00         | $16136.27          | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CIRR0037 | 2040-10-01      | 4.5000%  | N/A     | $90643200.00       | $90876606.24       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLQF8295 | 2053-03-01      | 4.5000%  | N/A     | $1017818.00        | $883935.12         | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZA6340 | 2049-03-01      | 4.5000%  | N/A     | $188502784.00      | $32946213.05       | Agency Mortgage-Backed Securities  |
| FEPC 04.500 CLZT0543 | 2048-08-01      | 4.5000%  | N/A     | $6754000.00        | $1451366.47        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CIRR0002 | 2040-06-01      | 5.0000%  | N/A     | $4186112.00        | $3913368.94        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1664 | 2052-09-01      | 5.0000%  | N/A     | $55663872.00       | $42654504.35       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD1727 | 2052-11-01      | 5.0000%  | N/A     | $1000000.00        | $828155.26         | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD2783 | 2053-05-01      | 5.0000%  | N/A     | $38751488.00       | $31739426.60       | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8348 | 2053-08-01      | 5.0000%  | N/A     | $5810200.00        | $5003472.47        | Agency Mortgage-Backed Securities  |
| FEPC 05.000 CLSD8382 | 2053-12-01      | 5.0000%  | N/A     | $4947904.00        | $4489566.06        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CIRR0033 | 2040-10-01      | 5.5000%  | N/A     | $2044768.00        | $2052801.90        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQX9891 | 2055-03-01      | 5.5000%  | N/A     | $3693544.00        | $3772851.72        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ3268 | 2055-09-01      | 5.5000%  | N/A     | $4247904.00        | $4382461.09        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLQZ4671 | 2055-09-01      | 5.5000%  | N/A     | $7617808.00        | $7801625.49        | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CLZS2324 | 2035-02-01      | 5.5000%  | N/A     | $603500.00         | $12386.18          | Agency Mortgage-Backed Securities  |
| FEPC 05.500 CTRB5364 | 2045-09-01      | 5.5000%  | N/A     | $2210492.00        | $2206067.45        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQG3649 | 2053-05-01      | 6.0000%  | N/A     | $643763.00         | $644034.79         | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLQH0232 | 2053-09-01      | 6.0000%  | N/A     | $18819040.00       | $12944951.99       | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLRJ2305 | 2054-09-01      | 6.0000%  | N/A     | $112542848.00      | $102272114.17      | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5692 | 2054-05-01      | 6.0000%  | N/A     | $40000.00          | $34414.55          | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLSD5968 | 2054-07-01      | 6.0000%  | N/A     | $4913000.00        | $4318210.52        | Agency Mortgage-Backed Securities  |
| FEPC 06.000 CLZS2079 | 2034-10-01      | 6.0000%  | N/A     | $5000000.00        | $329332.20         | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX4871 | 2055-01-01      | 6.5000%  | N/A     | $1224896.00        | $1278510.35        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX7809 | 2055-03-01      | 6.5000%  | N/A     | $1933272.00        | $1863177.66        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQX8505 | 2055-03-01      | 6.5000%  | N/A     | $31652224.00       | $26139477.99       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQY4010 | 2055-05-01      | 6.5000%  | N/A     | $1350000.00        | $1413678.58        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLQZ5246 | 2055-10-01      | 6.5000%  | N/A     | $5486280.00        | $5772017.47        | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CLSD3827 | 2053-08-01      | 6.5000%  | N/A     | $67044608.00       | $47541277.67       | Agency Mortgage-Backed Securities  |
| FEPC 06.500 CTRB1174 | 2045-06-01      | 6.5000%  | N/A     | $4383704.00        | $4558816.88        | Agency Mortgage-Backed Securities  |
| FNMS 01.500 CTFS8273 | 2042-02-01      | 1.5000%  | N/A     | $300000.00         | $221347.41         | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLBQ9453 | 2051-03-01      | 2.0000%  | N/A     | $100000.00         | $57200.91          | Agency Mortgage-Backed Securities  |
| FNMS 02.000 CLCB0090 | 2051-04-01      | 2.0000%  | N/A     | $658722.00         | $405308.43         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CICA9443 | 2036-03-01      | 2.5000%  | N/A     | $720226.00         | $378560.86         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLBT1288 | 2051-07-01      | 2.5000%  | N/A     | $33484416.00       | $21257426.72       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLCA8949 | 2051-02-01      | 2.5000%  | N/A     | $100000000.00      | $55831245.16       | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4810 | 2050-11-01      | 2.5000%  | N/A     | $9342000.00        | $5215063.01        | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFM4879 | 2050-11-01      | 2.5000%  | N/A     | $597000.00         | $300236.44         | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CLFS0366 | 2052-01-01      | 2.5000%  | N/A     | $39962.00          | $24742.43          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CQMA1536 | 2043-06-01      | 2.5000%  | N/A     | $1061214.00        | $93752.08          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CT890539 | 2033-04-01      | 2.5000%  | N/A     | $710000.00         | $76946.03          | Agency Mortgage-Backed Securities  |
| FNMS 02.500 CTFM4650 | 2040-10-01      | 2.5000%  | N/A     | $1100000.00        | $528895.78         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CIBH5700 | 2032-10-01      | 3.0000%  | N/A     | $2950000.00        | $457881.92         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CKBM6220 | 2050-01-01      | 3.0000%  | N/A     | $35336000.00       | $13597094.36       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAR2001 | 2043-02-01      | 3.0000%  | N/A     | $1727146.00        | $379327.56         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLAS7154 | 2046-05-01      | 3.0000%  | N/A     | $2231000.00        | $329372.23         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV2942 | 2052-03-01      | 3.0000%  | N/A     | $224568.00         | $145798.34         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLBV7528 | 2052-05-01      | 3.0000%  | N/A     | $62025520.00       | $42721096.48       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLCB0527 | 2051-05-01      | 3.0000%  | N/A     | $1300000.00        | $767139.26         | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM4066 | 2050-08-01      | 3.0000%  | N/A     | $47622464.00       | $20435891.28       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFM9788 | 2051-12-01      | 3.0000%  | N/A     | $30400600.00       | $20319533.14       | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS2676 | 2052-06-01      | 3.0000%  | N/A     | $31000.00          | $22554.10          | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CLFS4505 | 2052-06-01      | 3.0000%  | N/A     | $9201936.00        | $6703412.59        | Agency Mortgage-Backed Securities  |
| FNMS 03.000 CTMA2832 | 2036-12-01      | 3.0000%  | N/A     | $247136256.00      | $41232166.65       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CICA3152 | 2034-02-01      | 3.5000%  | N/A     | $532187.00         | $70315.30          | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAR8165 | 2043-03-01      | 3.5000%  | N/A     | $25343648.00       | $3810635.36        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS3935 | 2044-12-01      | 3.5000%  | N/A     | $14000000.00       | $1999037.54        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAS5245 | 2040-06-01      | 3.5000%  | N/A     | $3099580.00        | $293919.06         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAU3739 | 2043-08-01      | 3.5000%  | N/A     | $80814976.00       | $15365100.61       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLAX1611 | 2044-08-01      | 3.5000%  | N/A     | $1500000.00        | $248913.55         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBO2688 | 2049-07-01      | 3.5000%  | N/A     | $1014714.00        | $377047.72         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV3057 | 2052-02-01      | 3.5000%  | N/A     | $8700000.00        | $5123242.54        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLBV4576 | 2052-04-01      | 3.5000%  | N/A     | $14194896.00       | $9405552.65        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLCA2175 | 2048-08-01      | 3.5000%  | N/A     | $390269.00         | $107266.59         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLFA0111 | 2052-04-01      | 3.5000%  | N/A     | $77548880.00       | $67159192.06       | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CLMA5026 | 2053-04-01      | 3.5000%  | N/A     | $10032864.00       | $7947523.61        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 CTCA0887 | 2037-12-01      | 3.5000%  | N/A     | $3000000.00        | $849420.83         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0101 | 2056-06-01      | 3.5000%  | N/A     | $1000000.00        | $332379.27         | Agency Mortgage-Backed Securities  |
| FNMS 03.500 I4BF0131 | 2056-08-01      | 3.5000%  | N/A     | $28145000.00       | $8328942.55        | Agency Mortgage-Backed Securities  |
| FNMS 03.500 U3BF0472 | 2043-07-01      | 3.5000%  | N/A     | $6679008.00        | $2522633.29        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CIMA3541 | 2033-12-01      | 4.0000%  | N/A     | $127942656.00      | $10408030.85       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAB6244 | 2042-09-01      | 4.0000%  | N/A     | $1764326.00        | $250540.75         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAS6352 | 2045-12-01      | 4.0000%  | N/A     | $9599824.00        | $1133084.17        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLAT9637 | 2043-07-01      | 4.0000%  | N/A     | $900000.00         | $143770.98         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK5255 | 2048-05-01      | 4.0000%  | N/A     | $306281.00         | $56670.91          | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBK5358 | 2048-05-01      | 4.0000%  | N/A     | $5700000.00        | $406004.71         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBV6675 | 2052-04-01      | 4.0000%  | N/A     | $741796.00         | $453112.69         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLBW2274 | 2052-08-01      | 4.0000%  | N/A     | $1633606.00        | $993148.03         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCA4820 | 2049-12-01      | 4.0000%  | N/A     | $35000000.00       | $8607767.49        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB4023 | 2052-07-01      | 4.0000%  | N/A     | $9795000.00        | $7497235.45        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLCB5884 | 2053-03-01      | 4.0000%  | N/A     | $1698134.00        | $1407396.09        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM4733 | 2048-10-01      | 4.0000%  | N/A     | $1975000.00        | $471607.47         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFM7460 | 2051-03-01      | 4.0000%  | N/A     | $1374161.00        | $457378.59         | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CLFS4844 | 2049-01-01      | 4.0000%  | N/A     | $104211584.00      | $79275923.18       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTFM8366 | 2038-06-01      | 4.0000%  | N/A     | $15757952.00       | $6353050.89        | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA3281 | 2038-01-01      | 4.0000%  | N/A     | $235740928.00      | $33842998.95       | Agency Mortgage-Backed Securities  |
| FNMS 04.000 CTMA3337 | 2038-04-01      | 4.0000%  | N/A     | $66762752.00       | $9176536.32        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAA4666 | 2039-05-01      | 4.5000%  | N/A     | $4150000.00        | $252510.41         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAB0047 | 2035-04-01      | 4.5000%  | N/A     | $16500000.00       | $318877.57         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAD1044 | 2040-02-01      | 4.5000%  | N/A     | $3000000.00        | $214084.25         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAD7701 | 2035-01-01      | 4.5000%  | N/A     | $906324.00         | $107111.64         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLAL8838 | 2046-06-01      | 4.5000%  | N/A     | $10000000.00       | $2207217.75        | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBM5566 | 2049-02-01      | 4.5000%  | N/A     | $502000.00         | $90784.13          | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLBN2553 | 2048-12-01      | 4.5000%  | N/A     | $8320190.00        | $916826.53         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLDC0027 | 2054-08-01      | 4.5000%  | N/A     | $1045346.00        | $962034.01         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 CLMA3122 | 2047-09-01      | 4.5000%  | N/A     | $5850000.00        | $654216.88         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 GL931707 | 2039-08-01      | 4.5000%  | N/A     | $7794000.00        | $354195.24         | Agency Mortgage-Backed Securities  |
| FNMS 04.500 I4BM7799 | 2059-01-01      | 4.5000%  | N/A     | $1922288.00        | $1860481.45        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CIMA5860 | 2040-10-01      | 5.0000%  | N/A     | $1941944.00        | $1929248.07        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CKAI1860 | 2041-05-01      | 5.0000%  | N/A     | $28601120.00       | $366209.67         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL747558 | 2033-11-01      | 5.0000%  | N/A     | $3583760.00        | $56067.97          | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CL935224 | 2039-05-01      | 5.0000%  | N/A     | $3200000.00        | $158238.30         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLAL2730 | 2041-07-01      | 5.0000%  | N/A     | $10785000.00       | $641060.95         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBV1487 | 2055-04-01      | 5.0000%  | N/A     | $2561228.00        | $2406880.32        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBX5736 | 2053-03-01      | 5.0000%  | N/A     | $2765676.00        | $2382378.64        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLBY6771 | 2053-07-01      | 5.0000%  | N/A     | $6976360.00        | $6432135.78        | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB3880 | 2052-06-01      | 5.0000%  | N/A     | $400000.00         | $276764.42         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLCB7505 | 2053-11-01      | 5.0000%  | N/A     | $14840000.00       | $11598239.82       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDB2257 | 2054-05-01      | 5.0000%  | N/A     | $785952.00         | $730771.36         | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLDC6988 | 2054-12-01      | 5.0000%  | N/A     | $25237120.00       | $23084486.51       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CLFS6469 | 2053-10-01      | 5.0000%  | N/A     | $15025000.00       | $11684542.85       | Agency Mortgage-Backed Securities  |
| FNMS 05.000 CTMA5864 | 2045-10-01      | 5.0000%  | N/A     | $26552576.00       | $26667777.84       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CKAC4550 | 2037-01-01      | 5.5000%  | N/A     | $13219540.00       | $285159.29         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBU5073 | 2054-09-01      | 5.5000%  | N/A     | $2557560.00        | $2567336.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBW7801 | 2052-11-01      | 5.5000%  | N/A     | $1518022.00        | $1200633.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY2195 | 2053-07-01      | 5.5000%  | N/A     | $292887.00         | $236523.21         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLBY8555 | 2053-08-01      | 5.5000%  | N/A     | $103229.00         | $72988.69          | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB4172 | 2052-07-01      | 5.5000%  | N/A     | $5573072.00        | $4152372.23        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6480 | 2053-06-01      | 5.5000%  | N/A     | $5000000.00        | $4239478.46        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB6867 | 2053-08-01      | 5.5000%  | N/A     | $1098486.00        | $934976.26         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCB7437 | 2053-11-01      | 5.5000%  | N/A     | $84427392.00       | $78964147.07       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC0708 | 2055-07-01      | 5.5000%  | N/A     | $34394880.00       | $34788665.87       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLCC1012 | 2055-09-01      | 5.5000%  | N/A     | $25660416.00       | $26071998.33       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDB9802 | 2054-09-01      | 5.5000%  | N/A     | $1073768.00        | $1090426.02        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD1128 | 2055-02-01      | 5.5000%  | N/A     | $1739086.00        | $1770806.63        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDD7932 | 2055-05-01      | 5.5000%  | N/A     | $5629376.00        | $5703005.42        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE6774 | 2055-08-01      | 5.5000%  | N/A     | $1304000.00        | $1339904.54        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8648 | 2055-09-01      | 5.5000%  | N/A     | $1074662.00        | $1106902.71        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDE8875 | 2055-09-01      | 5.5000%  | N/A     | $1081898.00        | $1107727.43        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1024 | 2055-10-01      | 5.5000%  | N/A     | $1992142.00        | $2023494.99        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLDF1871 | 2055-10-01      | 5.5000%  | N/A     | $1538574.00        | $1574792.54        | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLFA2187 | 2055-07-01      | 5.5000%  | N/A     | $55708000.00       | $55784077.76       | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CLMA5673 | 2055-04-01      | 5.5000%  | N/A     | $478589.00         | $461060.27         | Agency Mortgage-Backed Securities  |
| FNMS 05.500 CTCB5068 | 2042-11-01      | 5.5000%  | N/A     | $2203300.00        | $1834176.54        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CL906649 | 2036-12-01      | 6.0000%  | N/A     | $21490944.00       | $301706.16         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX3519 | 2055-10-01      | 6.0000%  | N/A     | $3101060.00        | $3196222.23        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX4155 | 2052-12-01      | 6.0000%  | N/A     | $26000000.00       | $16606390.95       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBX5098 | 2053-02-01      | 6.0000%  | N/A     | $7653072.00        | $4410529.91        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLBY0568 | 2053-05-01      | 6.0000%  | N/A     | $369449.00         | $271882.99         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB6879 | 2053-08-01      | 6.0000%  | N/A     | $111779968.00      | $84639723.82       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB8157 | 2054-03-01      | 6.0000%  | N/A     | $6665190.00        | $5787109.72        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9011 | 2054-08-01      | 6.0000%  | N/A     | $345936.00         | $326386.33         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLCB9442 | 2054-11-01      | 6.0000%  | N/A     | $50013040.00       | $47709557.43       | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDA8548 | 2054-02-01      | 6.0000%  | N/A     | $8104600.00        | $6321185.72        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC0112 | 2054-09-01      | 6.0000%  | N/A     | $1017254.00        | $749589.61         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDC7716 | 2054-12-01      | 6.0000%  | N/A     | $2387580.00        | $2206875.10        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD0835 | 2055-01-01      | 6.0000%  | N/A     | $1117474.00        | $1096033.75        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD6744 | 2055-04-01      | 6.0000%  | N/A     | $10503728.00       | $9838807.35        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDD7677 | 2055-06-01      | 6.0000%  | N/A     | $1314900.00        | $1354536.86        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE4186 | 2055-08-01      | 6.0000%  | N/A     | $1812852.00        | $1873989.38        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDE6431 | 2055-08-01      | 6.0000%  | N/A     | $1235702.00        | $1280763.73        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1059 | 2055-10-01      | 6.0000%  | N/A     | $1159708.00        | $1203551.92        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF1832 | 2055-10-01      | 6.0000%  | N/A     | $1867034.00        | $1943029.19        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLDF2710 | 2055-10-01      | 6.0000%  | N/A     | $7713400.00        | $7933609.86        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFA2038 | 2054-01-01      | 6.0000%  | N/A     | $4961384.00        | $5184631.10        | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS4641 | 2053-05-01      | 6.0000%  | N/A     | $110713.00         | $89364.26          | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS7952 | 2049-02-01      | 6.0000%  | N/A     | $335000.00         | $287672.78         | Agency Mortgage-Backed Securities  |
| FNMS 06.000 CLFS9552 | 2054-07-01      | 6.0000%  | N/A     | $1051620.00        | $800051.35         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBU5716 | 2055-02-01      | 6.5000%  | N/A     | $5797580.00        | $5844982.99        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBV1656 | 2055-04-01      | 6.5000%  | N/A     | $11531008.00       | $9974538.69        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLBV6237 | 2055-10-01      | 6.5000%  | N/A     | $2504916.00        | $2671234.07        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8024 | 2054-02-01      | 6.5000%  | N/A     | $10000.00          | $9042.51           | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCB8722 | 2054-06-01      | 6.5000%  | N/A     | $60139264.00       | $52450390.00       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLCC0011 | 2055-02-01      | 6.5000%  | N/A     | $62197000.00       | $58393179.43       | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB7883 | 2054-07-01      | 6.5000%  | N/A     | $1037538.00        | $948678.69         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDB8764 | 2054-08-01      | 6.5000%  | N/A     | $10051328.00       | $9895807.43        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC3954 | 2054-10-01      | 6.5000%  | N/A     | $2574200.00        | $2629332.80        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDC9410 | 2055-02-01      | 6.5000%  | N/A     | $1035682.00        | $891149.58         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2594 | 2055-02-01      | 6.5000%  | N/A     | $1006706.00        | $837579.11         | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD2976 | 2055-02-01      | 6.5000%  | N/A     | $1312504.00        | $1379571.80        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDD7648 | 2055-05-01      | 6.5000%  | N/A     | $1058270.00        | $1098195.43        | Agency Mortgage-Backed Securities  |
| FNMS 06.500 CLDE7431 | 2055-08-01      | 6.5000%  | N/A     | $1046174.00        | $1088449.72        | Agency Mortgage-Backed Securities  |

### Security 112: Fixed Income Clearing Corporation - GS

- **C.1 - Title:** Fixed Income Clearing Corporation - GS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTW4YM9
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2030-05-15      | 6.2500%  | N/A     | $133100.00         | $150953.70         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | N/A     | $145992000.00      | $152891651.33      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-31      | 4.0105%  | N/A     | $40400.00          | $40403.23          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.9255%  | N/A     | $357194800.00      | $357056922.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 0.7500%  | N/A     | $162453000.00      | $152860150.36      | U.S. Treasuries (including strips) |

### Security 113: Fixed Income Clearing Corporation - HSBC

- **C.1 - Title:** Fixed Income Clearing Corporation - HSBC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTW4Z14
- **C.18 - Value (incl. sponsor support):** $5250000000.00
- **C.18.a - Value (excl. sponsor support):** $5250000000.00
- **C.19 - Percentage of Net Assets:** 2.7700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 1/2 NOTE K 27  | 2027-04-30      | 0.5000%  | N/A     | $30022900.00       | $28663553.16       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE M 27  | 2027-06-30      | 0.5000%  | N/A     | $55535800.00       | $52860929.06       | U.S. Treasuries (including strips) |
| 0 1/2 NOTE R 27  | 2027-10-31      | 0.5000%  | N/A     | $5587600.00        | $5256992.88        | U.S. Treasuries (including strips) |
| 0 1/2 NOTE V 26  | 2026-02-28      | 0.5000%  | N/A     | $15003200.00       | $14852906.07       | U.S. Treasuries (including strips) |
| 0 3/4 NOTE G 28  | 2028-01-31      | 0.7500%  | N/A     | $6407400.00        | $6029043.03        | U.S. Treasuries (including strips) |
| 0 3/4 NOTE Z 26  | 2026-05-31      | 0.7500%  | N/A     | $5420000.00        | $5343107.79        | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AG 25 | 2025-11-30      | 0.3750%  | N/A     | $668000.00         | $667236.22         | U.S. Treasuries (including strips) |
| 0 3/8 NOTE AH 25 | 2025-12-31      | 0.3750%  | N/A     | $2100.00           | $2091.07           | U.S. Treasuries (including strips) |
| 0 3/8 NOTE U 26  | 2026-01-31      | 0.3750%  | N/A     | $19733500.00       | $19584719.28       | U.S. Treasuries (including strips) |
| 0 5/8 NOTE J 27  | 2027-03-31      | 0.6250%  | N/A     | $341700.00         | $327818.53         | U.S. Treasuries (including strips) |
| 0 5/8 NOTE S 27  | 2027-11-30      | 0.6250%  | N/A     | $158000.00         | $149099.66         | U.S. Treasuries (including strips) |
| 0 7/8 NOTE AA 26 | 2026-06-30      | 0.8750%  | N/A     | $77200.00          | $75961.06          | U.S. Treasuries (including strips) |
| 1 1/4 NOTE K 28  | 2028-04-30      | 1.2500%  | N/A     | $24344100.00       | $22989156.08       | U.S. Treasuries (including strips) |
| 1 1/8 NOTE AF 26 | 2026-10-31      | 1.1250%  | N/A     | $400.00            | $389.84            | U.S. Treasuries (including strips) |
| 1 1/8 NOTE B 31  | 2031-02-15      | 1.1250%  | N/A     | $19204200.00       | $16896622.18       | U.S. Treasuries (including strips) |
| 1 3/4 NOTE F 29  | 2029-11-15      | 1.7500%  | N/A     | $6036300.00        | $5663103.85        | U.S. Treasuries (including strips) |
| 1 3/4 NOTE G 29  | 2029-01-31      | 1.7500%  | N/A     | $25355000.00       | $24023431.46       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE R 28  | 2028-10-31      | 1.3750%  | N/A     | $75557200.00       | $70792714.08       | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  | N/A     | $1096800.00        | $1029174.37        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE B 26  | 2026-02-15      | 1.6250%  | N/A     | $8341800.00        | $8316875.83        | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 26  | 2026-05-15      | 1.6250%  | N/A     | $12849700.00       | $12796793.11       | U.S. Treasuries (including strips) |
| 1 5/8 NOTE C 31  | 2031-05-15      | 1.6250%  | N/A     | $137994000.00      | $124358624.62      | U.S. Treasuries (including strips) |
| 1 5/8 NOTE Q 26  | 2026-09-30      | 1.6250%  | N/A     | $200.00            | $196.50            | U.S. Treasuries (including strips) |
| 1 5/8 NOTE R 26  | 2026-10-31      | 1.6250%  | N/A     | $800.00            | $783.55            | U.S. Treasuries (including strips) |
| 1 7/8 NOTE H 29  | 2029-02-28      | 1.8750%  | N/A     | $149300000.00      | $141642930.09      | U.S. Treasuries (including strips) |
| 2 1/4 NOTE B 27  | 2027-02-15      | 2.2500%  | N/A     | $24098300.00       | $23781549.06       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE E 32  | 2032-08-15      | 2.7500%  | N/A     | $15874700.00       | $14899470.76       | U.S. Treasuries (including strips) |
| 2 3/4 NOTE L 29  | 2029-05-31      | 2.7500%  | N/A     | $18669500.00       | $18328705.11       | U.S. Treasuries (including strips) |
| 2 5/8 NOTE T 25  | 2025-12-31      | 2.6250%  | N/A     | $25045100.00       | $25212996.77       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 28  | 2028-05-15      | 2.8750%  | N/A     | $4673400.00        | $4652935.77        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE C 32  | 2032-05-15      | 2.8750%  | N/A     | $6004200.00        | $5742147.44        | U.S. Treasuries (including strips) |
| 2 7/8 NOTE E 28  | 2028-08-15      | 2.8750%  | N/A     | $11704200.00       | $11548997.92       | U.S. Treasuries (including strips) |
| 2 7/8 NOTE S 25  | 2025-11-30      | 2.8750%  | N/A     | $600.00            | $606.66            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | N/A     | $12137500.00       | $11911164.39       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BH 27 | 2027-09-30      | 3.5000%  | N/A     | $19064500.00       | $19084189.23       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE Y 28  | 2028-04-30      | 3.5000%  | N/A     | $18258000.00       | $18215203.25       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | N/A     | $2029600.00        | $2039888.76        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BA 27 | 2027-04-30      | 3.7500%  | N/A     | $137266600.00      | $137491717.22      | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  | N/A     | $7386500.00        | $7432163.79        | U.S. Treasuries (including strips) |
| 3 3/4 NOTE M 30  | 2030-06-30      | 3.7500%  | N/A     | $18000.00          | $18261.97          | U.S. Treasuries (including strips) |
| 3 3/4 NOTE P 31  | 2031-08-31      | 3.7500%  | N/A     | $7824000.00        | $7853426.54        | U.S. Treasuries (including strips) |
| 3 3/8 NOTE C 33  | 2033-05-15      | 3.3750%  | N/A     | $43657800.00       | $42758637.95       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AF 30 | 2030-10-31      | 3.6250%  | N/A     | $481546400.00      | $479662590.48      | U.S. Treasuries (including strips) |
| 3 5/8 NOTE AR 28 | 2028-08-15      | 3.6250%  | N/A     | $85603500.00       | $86310492.33       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE J 30  | 2030-03-31      | 3.6250%  | N/A     | $33489500.00       | $33506252.29       | U.S. Treasuries (including strips) |
| 3 5/8 NOTE Q 31  | 2031-09-30      | 3.6250%  | N/A     | $126475600.00      | $125678705.74      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AA 30 | 2030-06-30      | 3.8750%  | N/A     | $240064400.00      | $244956616.31      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AH 27 | 2027-12-31      | 3.8750%  | N/A     | $78673200.00       | $80143662.40       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AP 28 | 2028-06-15      | 3.8750%  | N/A     | $36497800.00       | $37288183.79       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE BC 27 | 2027-05-31      | 3.8750%  | N/A     | $15031900.00       | $15329107.28       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | N/A     | $8125800.00        | $8151420.78        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 34  | 2034-08-15      | 3.8750%  | N/A     | $95681200.00       | $95340193.76       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Q 29  | 2029-09-30      | 3.8750%  | N/A     | $409082400.00      | $413540636.19      | U.S. Treasuries (including strips) |
| 3 7/8 NOTE T 29  | 2029-12-31      | 3.8750%  | N/A     | $657000.00         | $670480.83         | U.S. Treasuries (including strips) |
| 3 7/8 NOTE Y 30  | 2030-04-30      | 3.8750%  | N/A     | $20530100.00       | $20686991.02       | U.S. Treasuries (including strips) |
| 4  NOTE AA 28    | 2028-06-30      | 4.0000%  | N/A     | $167701600.00      | $171647881.14      | U.S. Treasuries (including strips) |
| 4  NOTE AV 25    | 2025-12-15      | 4.0000%  | N/A     | $5507700.00        | $5590987.26        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE F 33  | 2033-11-15      | 4.5000%  | N/A     | $36106600.00       | $38170480.73       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AJ 28 | 2028-01-15      | 4.2500%  | N/A     | $18433300.00       | $18912544.16       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BL 26 | 2026-11-30      | 4.2500%  | N/A     | $21534700.00       | $22037026.88       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 25 | 2025-12-31      | 4.2500%  | N/A     | $2700.00           | $2740.09           | U.S. Treasuries (including strips) |
| 4 1/4 NOTE C 35  | 2035-05-15      | 4.2500%  | N/A     | $50234500.00       | $51880115.06       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE M 31  | 2031-06-30      | 4.2500%  | N/A     | $12639000.00       | $13119246.14       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE U 30  | 2030-01-31      | 4.2500%  | N/A     | $288284800.00      | $297721514.64      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AB 28 | 2028-07-31      | 4.1250%  | N/A     | $8523700.00        | $8726806.99        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AF 29 | 2029-10-31      | 4.1250%  | N/A     | $119469400.00      | $121490344.37      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AG 29 | 2029-11-30      | 4.1250%  | N/A     | $127666400.00      | $132046615.35      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AU 27 | 2027-11-15      | 4.1250%  | N/A     | $150282200.00      | $154659561.93      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  | N/A     | $107443200.00      | $109097556.67      | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  | N/A     | $15546400.00       | $15744180.79       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE BJ 26 | 2026-10-31      | 4.1250%  | N/A     | $275400.00         | $276399.15         | U.S. Treasuries (including strips) |
| 4 1/8 NOTE H 32  | 2032-02-29      | 4.1250%  | N/A     | $13090200.00       | $13386365.34       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE J 32  | 2032-03-31      | 4.1250%  | N/A     | $11478200.00       | $11696963.58       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE N 31  | 2031-07-31      | 4.1250%  | N/A     | $16993300.00       | $17460658.23       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | N/A     | $2044400.00        | $2078261.40        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AG 28 | 2028-11-30      | 4.3750%  | N/A     | $133998000.00      | $139378680.90      | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AQ 27 | 2027-07-15      | 4.3750%  | N/A     | $3014100.00        | $3089529.88        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE AR 26 | 2026-08-15      | 4.3750%  | N/A     | $19405500.00       | $19669574.16       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE BE 26 | 2026-07-31      | 4.3750%  | N/A     | $14100.00          | $14315.10          | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  | N/A     | $3785600.00        | $3939149.61        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE S 30  | 2030-11-30      | 4.3750%  | N/A     | $81000.00          | $84874.14          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AL 26 | 2026-03-15      | 4.6250%  | N/A     | $58900.00          | $59409.14          | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AS 26 | 2026-09-15      | 4.6250%  | N/A     | $50012500.00       | $50670418.03       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AU 26 | 2026-11-15      | 4.6250%  | N/A     | $145999200.00      | $150376228.24      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE AY 26 | 2026-02-28      | 4.6250%  | N/A     | $147087000.00      | $148544412.76      | U.S. Treasuries (including strips) |
| 4 5/8 NOTE L 31  | 2031-05-31      | 4.6250%  | N/A     | $17945200.00       | $19054123.93       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Q 30  | 2030-09-30      | 4.6250%  | N/A     | $62990400.00       | $65783134.41       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | N/A     | $4796300.00        | $4950083.77        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE AF 28 | 2028-10-31      | 4.8750%  | N/A     | $248435200.00      | $257247196.54      | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BA 26 | 2026-04-30      | 4.8750%  | N/A     | $8490200.00        | $8531657.65        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BL 25 | 2025-11-30      | 4.8750%  | N/A     | $24998900.00       | $25523054.40       | U.S. Treasuries (including strips) |
| 4 NOTE AV 27     | 2027-12-15      | 4.0000%  | N/A     | $286898000.00      | $293620871.43      | U.S. Treasuries (including strips) |
| 4 NOTE K 32      | 2032-04-30      | 4.0000%  | N/A     | $2442100.00        | $2462628.29        | U.S. Treasuries (including strips) |
| 4 NOTE M 32      | 2032-06-30      | 4.0000%  | N/A     | $19128400.00       | $19528768.22       | U.S. Treasuries (including strips) |
| 4 NOTE W 30      | 2030-03-31      | 4.0000%  | N/A     | $184200.00         | $187144.18         | U.S. Treasuries (including strips) |
| 5 1/4 BOND 28    | 2028-11-15      | 5.2500%  | N/A     | $2293800.00        | $2455260.71        | U.S. Treasuries (including strips) |
| 6 1/2 BOND 26    | 2026-11-15      | 6.5000%  | N/A     | $4334800.00        | $4597807.68        | U.S. Treasuries (including strips) |
| 6 1/8 BOND 27    | 2027-11-15      | 6.1250%  | N/A     | $262406400.00      | $282731454.23      | U.S. Treasuries (including strips) |
| 6 1/8 BOND 29    | 2029-08-15      | 6.1250%  | N/A     | $6346400.00        | $6975816.26        | U.S. Treasuries (including strips) |
| 6 3/8 BOND 27    | 2027-08-15      | 6.3750%  | N/A     | $7108600.00        | $7540724.65        | U.S. Treasuries (including strips) |
| BILL 01/02/26    | 2026-01-02      | 0.0000%  | N/A     | $2616400.00        | $2599675.97        | U.S. Treasuries (including strips) |
| BILL 01/20/26    | 2026-01-20      | 0.0000%  | N/A     | $354500.00         | $351652.30         | U.S. Treasuries (including strips) |
| BILL 02/10/26    | 2026-02-10      | 0.0000%  | N/A     | $41476000.00       | $41047428.49       | U.S. Treasuries (including strips) |
| BILL 02/12/26    | 2026-02-12      | 0.0000%  | N/A     | $5000.00           | $4947.65           | U.S. Treasuries (including strips) |
| BILL 02/17/26    | 2026-02-17      | 0.0000%  | N/A     | $8300.00           | $8208.12           | U.S. Treasuries (including strips) |
| BILL 03/12/26    | 2026-03-12      | 0.0000%  | N/A     | $70100.00          | $69157.86          | U.S. Treasuries (including strips) |
| BILL 03/26/26    | 2026-03-26      | 0.0000%  | N/A     | $3267300.00        | $3219055.05        | U.S. Treasuries (including strips) |
| BILL 04/23/26    | 2026-04-23      | 0.0000%  | N/A     | $999600.00         | $982039.03         | U.S. Treasuries (including strips) |
| BILL 10/29/26    | 2026-10-29      | 0.0000%  | N/A     | $874200.00         | $843123.94         | U.S. Treasuries (including strips) |
| BILL 11/12/25    | 2025-11-12      | 0.0000%  | N/A     | $200.00            | $199.81            | U.S. Treasuries (including strips) |
| BILL 12/04/25    | 2025-12-04      | 0.0000%  | N/A     | $800.00            | $797.33            | U.S. Treasuries (including strips) |
| BILL 12/23/25    | 2025-12-23      | 0.0000%  | N/A     | $22000.00          | $21881.55          | U.S. Treasuries (including strips) |
| BILL 12/26/25    | 2025-12-26      | 0.0000%  | N/A     | $700.00            | $696.01            | U.S. Treasuries (including strips) |
| TRFR AX 01/31/26 | 2026-01-31      | 4.0105%  | N/A     | $23984000.00       | $23985918.72       | U.S. Treasuries (including strips) |
| TRFR BF 07/31/26 | 2026-07-31      | 3.9475%  | N/A     | $4000.00           | $3999.41           | U.S. Treasuries (including strips) |
| TRFR BK 10/31/26 | 2026-10-31      | 3.9705%  | N/A     | $4536600.00        | $4537085.42        | U.S. Treasuries (including strips) |

### Security 114: Fixed Income Clearing Corporation - JPM

- **C.1 - Title:** Fixed Income Clearing Corporation - JPM
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTX73C7
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 2.1100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | N/A     | $4085370400.00     | $4080000023.48     | U.S. Treasuries (including strips) |

### Security 115: Fixed Income Clearing Corporation - NOMU

- **C.1 - Title:** Fixed Income Clearing Corporation - NOMU
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTW4YW7
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-05-31      | 4.5000%  | N/A     | $77219500.00       | $80868930.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-31      | 1.0000%  | N/A     | $210447200.00      | $196776970.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | N/A     | $48000.00          | $47836.22          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-31      | 3.1250%  | N/A     | $21106000.00       | $20817351.90       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 2.2500%  | N/A     | $21990100.00       | $21701059.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | N/A     | $200307400.00      | $189787856.28      | U.S. Treasuries (including strips) |

### Security 116: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **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: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTW4YX5
- **C.18 - Value (incl. sponsor support):** $2500000000.00
- **C.18.a - Value (excl. sponsor support):** $2500000000.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-04-01      | 3.0000%  | N/A     | $6270.00           | $4423.23           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 5.5000%  | N/A     | $105845248.00      | $105031324.35      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | N/A     | $6091714.00        | $6353978.70        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-10-01      | 6.0000%  | N/A     | $1008.00           | $1057.74           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 6.0000%  | N/A     | $14641.00          | $13813.47          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | N/A     | $6306800.00        | $5651215.60        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 6.0000%  | N/A     | $188331062.00      | $174060134.75      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-10-01      | 6.0000%  | N/A     | $10965504.00       | $10841384.92       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2049-07-01      | 3.5000%  | N/A     | $1013.00           | $92.53             | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2035-03-01      | 5.5000%  | N/A     | $40014.00          | $34137.38          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | N/A     | $5148.00           | $4722.04           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-12-01      | 6.0000%  | N/A     | $8000.00           | $5989.59           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.5000%  | N/A     | $1000.00           | $941.08            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2050-11-01      | 2.5000%  | N/A     | $2048.00           | $1145.88           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 5.0000%  | N/A     | $1000.00           | $815.46            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.5000%  | N/A     | $2804052.00        | $2272701.81        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 6.5000%  | N/A     | $5261.00           | $4575.80           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-04-01      | 6.0000%  | N/A     | $1024.00           | $751.53            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-09-01      | 6.0000%  | N/A     | $3072.00           | $3137.17           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 6.5000%  | N/A     | $38870400.00       | $32867742.65       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-09-01      | 5.5000%  | N/A     | $5125.00           | $4752.19           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.5000%  | N/A     | $31656992.00       | $31355910.21       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-02-01      | 5.0000%  | N/A     | $5000.00           | $4823.20           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 5.5000%  | N/A     | $1008.00           | $834.40            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $10504128.00       | $10353264.78       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-11-01      | 2.5000%  | N/A     | $1024.00           | $640.66            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-03-01      | 5.5000%  | N/A     | $11532000.00       | $10331480.90       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-03-01      | 5.5000%  | N/A     | $2048.00           | $1946.78           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-07-01      | 4.0000%  | N/A     | $16034440.00       | $12204761.93       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 4.5000%  | N/A     | $7097.00           | $6817.29           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 6.0000%  | N/A     | $5000.00           | $4807.64           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-11-01      | 7.0000%  | N/A     | $4000.00           | $4235.96           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 5.5000%  | N/A     | $1000.00           | $896.95            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-01-01      | 2.0000%  | N/A     | $35456.00          | $23885.83          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 6.0000%  | N/A     | $1000.00           | $792.57            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-07-01      | 5.5000%  | N/A     | $16961760.00       | $13914432.11       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.0000%  | N/A     | $62295280.00       | $60065048.16       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | N/A     | $45564800.00       | $40412146.80       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-06-01      | 3.5000%  | N/A     | $1000.00           | $744.69            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-04-01      | 5.0000%  | N/A     | $21234560.00       | $20719403.00       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-05-01      | 5.5000%  | N/A     | $166615360.00      | $161401026.49      | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-05-01      | 5.0000%  | N/A     | $1000.00           | $837.03            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2048-06-01      | 4.5000%  | N/A     | $12763854.00       | $2305340.96        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-05-01      | 3.5000%  | N/A     | $114000.00         | $82951.99          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 6.0000%  | N/A     | $1000.00           | $898.88            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 6.0000%  | N/A     | $34864720.00       | $35820954.01       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.5000%  | N/A     | $1009750.00        | $899455.61         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | N/A     | $1008.00           | $1013.96           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 5.0000%  | N/A     | $14625040.00       | $14236982.46       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.0000%  | N/A     | $3802.00           | $3390.52           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 4.0000%  | N/A     | $4000.00           | $3160.46           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-01-01      | 5.0000%  | N/A     | $3000.00           | $2908.47           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-01-01      | 7.0000%  | N/A     | $1024.00           | $883.03            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-02-01      | 3.0000%  | N/A     | $1000.00           | $651.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 5.5000%  | N/A     | $42424832.00       | $40245141.22       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-10-01      | 5.0000%  | N/A     | $36552960.00       | $31690661.92       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-06-01      | 5.5000%  | N/A     | $1097.00           | $1024.53           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2042-04-01      | 2.5000%  | N/A     | $1000.00           | $681.73            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2037-06-01      | 2.5000%  | N/A     | $98893.00          | $67586.39          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-06-01      | 5.5000%  | N/A     | $9106185.00        | $8726666.83        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2052-10-01      | 5.0000%  | N/A     | $1000.00           | $781.05            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2053-08-01      | 3.5000%  | N/A     | $55986.00          | $48155.82          | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-09-01      | 3.0000%  | N/A     | $413000.00         | $264009.70         | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2051-12-01      | 2.0000%  | N/A     | $1008.00           | $599.80            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-07-01      | 6.5000%  | N/A     | $107008896.00      | $89431668.22       | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-12-01      | 6.0000%  | N/A     | $7963960.00        | $7731814.20        | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2054-11-01      | 4.5000%  | N/A     | $5000.00           | $4705.49           | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2047-06-01      | 4.5000%  | N/A     | $1025.00           | $281.27            | Agency Mortgage-Backed Securities  |
| FEDERAL HOME LOAN MORTGAGE CORPORATION | 2055-07-01      | 5.5000%  | N/A     | $11863340.00       | $11572692.66       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.5000%  | N/A     | $84735488.00       | $7470661.30        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-04-01      | 5.5000%  | N/A     | $1000.00           | $957.18            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-10-01      | 3.0000%  | N/A     | $18685140.00       | $11744175.88       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 4.0000%  | N/A     | $189000.00         | $157308.29         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.5000%  | N/A     | $1000.00           | $638.90            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 2.5000%  | N/A     | $81000.00          | $63954.01          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | N/A     | $2160976.00        | $1755978.11        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-11-01      | 4.5000%  | N/A     | $3000.00           | $3011.03           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-10-01      | 6.5000%  | N/A     | $3699000.00        | $1309182.01        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-06-01      | 4.0000%  | N/A     | $2206584.00        | $276148.18         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-03-01      | 6.0000%  | N/A     | $1000.00           | $8.84              | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.0000%  | N/A     | $55617792.00       | $54401560.88       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.0000%  | N/A     | $98999.00          | $88318.99          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-11-01      | 5.5000%  | N/A     | $31299616.00       | $30519273.46       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 3.5000%  | N/A     | $9188480.00        | $2417088.63        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.0000%  | N/A     | $104000.00         | $71737.52          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2057-01-01      | 3.5000%  | N/A     | $7818608.00        | $2711942.08        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-01-01      | 3.5000%  | N/A     | $1000.00           | $227.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.0000%  | N/A     | $39618112.00       | $30698520.34       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | N/A     | $5980.00           | $4449.75           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 3.5000%  | N/A     | $1000.00           | $671.55            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 6.0000%  | N/A     | $9990448.00        | $7707425.79        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | N/A     | $7550280.00        | $3013558.75        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 2.0000%  | N/A     | $1099000.00        | $677579.35         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | N/A     | $2184584.00        | $1791091.17        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-10-01      | 5.5000%  | N/A     | $1000.00           | $118.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $1000.00           | $516.28            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-01-01      | 6.5000%  | N/A     | $22059200.00       | $17151332.79       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-08-01      | 2.5000%  | N/A     | $20237536.00       | $11000829.11       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 6.0000%  | N/A     | $4048.00           | $4085.94           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-03-01      | 2.0000%  | N/A     | $1000.00           | $607.54            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 5.5000%  | N/A     | $132999.00         | $100649.71         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.0000%  | N/A     | $37986040.00       | $29171928.38       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2032-09-01      | 2.5000%  | N/A     | $1499000.00        | $108702.69         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-04-01      | 3.0000%  | N/A     | $7929080.00        | $4880359.92        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-04-01      | 4.5000%  | N/A     | $187504384.00      | $37318096.86       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 6.0000%  | N/A     | $97591680.00       | $68827887.08       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-10-01      | 2.5000%  | N/A     | $140999.00         | $37302.64          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-11-01      | 5.5000%  | N/A     | $80000.00          | $69487.03          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-06-01      | 5.5000%  | N/A     | $1024.00           | $956.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-11-01      | 5.5000%  | N/A     | $35516288.00       | $27759773.20       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.0000%  | N/A     | $44000.00          | $29149.95          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-05-01      | 2.5000%  | N/A     | $152215296.00      | $69721871.93       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-05-01      | 3.5000%  | N/A     | $1001.00           | $185.03            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-01-01      | 3.5000%  | N/A     | $1000.00           | $94.50             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-02-01      | 3.5000%  | N/A     | $76998144.00       | $11241600.82       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-04-01      | 3.5000%  | N/A     | $1000.00           | $152.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2033-09-01      | 3.0000%  | N/A     | $1000.00           | $124.56            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 6.0000%  | N/A     | $16384192.00       | $15738315.86       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.5000%  | N/A     | $41500.00          | $32297.90          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-08-01      | 4.5000%  | N/A     | $1000.00           | $81.46             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-05-01      | 5.5000%  | N/A     | $17306688.00       | $13739892.85       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-02-01      | 3.5000%  | N/A     | $250000.00         | $28790.95          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1027.86           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $5700032.00        | $2901886.47        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | N/A     | $1100.00           | $931.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2036-12-01      | 1.5000%  | N/A     | $22380800.00       | $13275173.17       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-01-01      | 5.0000%  | N/A     | $1000.00           | $830.83            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 4.0000%  | N/A     | $9461360.00        | $8604399.55        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $33628864.00       | $25101822.15       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 3.0000%  | N/A     | $1008.00           | $184.45            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | N/A     | $2481812.00        | $1685700.10        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $8926750.00        | $6909153.65        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $14000.00          | $11461.76          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-03-01      | 3.0000%  | N/A     | $2589000.00        | $779956.63         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $80649760.00       | $41186056.96       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 6.0000%  | N/A     | $1000.00           | $732.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | N/A     | $1000.00           | $712.24            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 4.0000%  | N/A     | $2593000.00        | $1175725.49        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2030-09-01      | 4.0000%  | N/A     | $1000.00           | $30.87             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 4.5000%  | N/A     | $10696848.00       | $8941733.96        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-03-01      | 2.5000%  | N/A     | $235000.00         | $156473.67         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 2.5000%  | N/A     | $135000.00         | $82943.75          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.5000%  | N/A     | $1000.00           | $683.88            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 4.5000%  | N/A     | $5000.00           | $4588.52           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $19962800.00       | $16323452.12       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-04-01      | 3.5000%  | N/A     | $6493000.00        | $780080.13         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-07-01      | 1.5000%  | N/A     | $1016464.00        | $396706.37         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-09-01      | 4.5000%  | N/A     | $5000.00           | $4782.85           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.5000%  | N/A     | $1024.00           | $873.95            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-08-01      | 6.0000%  | N/A     | $11321168.00       | $11695632.49       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-11-01      | 2.0000%  | N/A     | $1024.00           | $568.35            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 5.5000%  | N/A     | $61000.00          | $52929.13          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | N/A     | $37999.00          | $31301.23          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-10-01      | 6.0000%  | N/A     | $7827712.00        | $7022881.37        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-08-01      | 3.0000%  | N/A     | $128000.00         | $84387.18          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2037-10-01      | 3.0000%  | N/A     | $2070000.00        | $277184.91         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-02-01      | 3.0000%  | N/A     | $1100.00           | $766.04            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-06-01      | 3.5000%  | N/A     | $1002.00           | $228.51            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | N/A     | $1024840.00        | $913264.84         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | N/A     | $136988960.00      | $30347774.03       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-09-01      | 3.5000%  | N/A     | $66799800.00       | $17764913.90       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 4.0000%  | N/A     | $1000.00           | $93.92             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 3.0000%  | N/A     | $10000.00          | $6304.78           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $252711168.00      | $137531880.45      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-12-01      | 5.0000%  | N/A     | $1000.00           | $19.12             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-07-01      | 5.0000%  | N/A     | $120999.00         | $99058.65          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $22650539.00       | $19988929.48       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-05-01      | 5.5000%  | N/A     | $1000.00           | $870.86            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2042-03-01      | 3.5000%  | N/A     | $984247809.00      | $84244895.48       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-12-01      | 7.5000%  | N/A     | $1000.00           | $880.19            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 6.0000%  | N/A     | $1000.00           | $728.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $99000.00          | $81996.10          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-12-01      | 3.5000%  | N/A     | $1000.00           | $756.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.0000%  | N/A     | $9854480.00        | $8894748.47        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 5.5000%  | N/A     | $9092768.00        | $7872833.04        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.0000%  | N/A     | $13880416.00       | $10312198.08       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 5.5000%  | N/A     | $36368640.00       | $35719458.87       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 4.0000%  | N/A     | $25988384.00       | $19212376.63       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-04-01      | 2.0000%  | N/A     | $1000.00           | $181.89            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-02-01      | 4.5000%  | N/A     | $278000.00         | $89487.52          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-10-01      | 3.0000%  | N/A     | $157722.00         | $42270.17          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.5000%  | N/A     | $48250.00          | $47816.40          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-09-01      | 6.0000%  | N/A     | $11953622.00       | $12424548.09       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.5000%  | N/A     | $427000.00         | $269943.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-06-01      | 2.5000%  | N/A     | $41318.00          | $28391.95          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 4.5000%  | N/A     | $1000.00           | $762.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-07-01      | 3.0000%  | N/A     | $726000.00         | $250386.89         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 6.0000%  | N/A     | $1277806.00        | $1315065.55        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-04-01      | 3.5000%  | N/A     | $1189000.00        | $87672.30          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-01-01      | 3.0000%  | N/A     | $1000.00           | $496.82            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 4.0000%  | N/A     | $1359000.00        | $975089.83         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-09-01      | 5.0000%  | N/A     | $1000.00           | $797.49            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 3.5000%  | N/A     | $41000.00          | $30855.87          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-02-01      | 5.5000%  | N/A     | $454001.00         | $345831.31         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.0000%  | N/A     | $138000.00         | $71372.53          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.0000%  | N/A     | $44117.00          | $33931.13          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-05-01      | 3.5000%  | N/A     | $43782272.00       | $3775432.87        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-07-01      | 5.5000%  | N/A     | $201868.00         | $194790.18         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-06-01      | 5.0000%  | N/A     | $1032.00           | $844.67            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-10-01      | 5.5000%  | N/A     | $1000.00           | $1020.29           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-06-01      | 4.5000%  | N/A     | $7776408.00        | $5350930.21        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 6.5000%  | N/A     | $16499456.00       | $13234325.68       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-11-01      | 3.0000%  | N/A     | $1000.00           | $81.61             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-09-01      | 3.0000%  | N/A     | $1000.00           | $129.96            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-02-01      | 6.5000%  | N/A     | $1000.00           | $1041.77           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-07-01      | 3.5000%  | N/A     | $1000.00           | $104.57            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-03-01      | 6.5000%  | N/A     | $1000.00           | $956.99            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-06-01      | 3.0000%  | N/A     | $36126592.00       | $5257002.41        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-04-01      | 3.0000%  | N/A     | $10996900.00       | $1980835.76        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-01-01      | 2.0000%  | N/A     | $549000.00         | $359481.61         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-01-01      | 3.0000%  | N/A     | $1000.00           | $243.17            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-01-01      | 5.5000%  | N/A     | $5220214.00        | $5144703.21        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-04-01      | 3.5000%  | N/A     | $126999.00         | $26330.68          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2043-05-01      | 5.0000%  | N/A     | $109000.00         | $75549.22          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-09-01      | 2.5000%  | N/A     | $337319936.00      | $169850072.04      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2034-08-01      | 4.0000%  | N/A     | $1000.00           | $182.34            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-04-01      | 2.0000%  | N/A     | $99000.00          | $56134.97          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2050-10-01      | 2.0000%  | N/A     | $250217280.00      | $135164517.43      | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-03-01      | 6.0000%  | N/A     | $1000.00           | $858.69            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2046-12-01      | 3.5000%  | N/A     | $98991.00          | $27220.64          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2040-04-01      | 3.5000%  | N/A     | $3000.00           | $1925.75           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2027-10-01      | 2.5000%  | N/A     | $2983990.00        | $69594.03          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2038-03-01      | 4.0000%  | N/A     | $1008.00           | $145.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $31727.00          | $30452.59          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 4.0000%  | N/A     | $4600136.00        | $4115913.04        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-02-01      | 5.0000%  | N/A     | $5000.00           | $4379.73           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2055-05-01      | 5.5000%  | N/A     | $1047.00           | $1015.99           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-04-01      | 6.5000%  | N/A     | $2775328.00        | $2082713.18        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-12-01      | 6.0000%  | N/A     | $1879440.00        | $31282.00          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | N/A     | $11373136.00       | $8157342.75        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-12-01      | 5.0000%  | N/A     | $19413606.00       | $17187096.88       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-10-01      | 5.5000%  | N/A     | $99000.00          | $70431.65          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-07-01      | 5.0000%  | N/A     | $1001.00           | $943.91            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2028-10-01      | 3.0000%  | N/A     | $1000.00           | $58.85             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-03-01      | 4.0000%  | N/A     | $1000.00           | $90.34             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2039-01-01      | 6.5000%  | N/A     | $1000.00           | $48.45             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 4.0000%  | N/A     | $1000.00           | $697.79            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2049-06-01      | 4.5000%  | N/A     | $20975040.00       | $19326090.82       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-12-01      | 5.0000%  | N/A     | $82037760.00       | $77297227.10       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-10-01      | 5.5000%  | N/A     | $54131680.00       | $51361951.76       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-12-01      | 2.0000%  | N/A     | $24548.00          | $15913.16          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2045-09-01      | 3.5000%  | N/A     | $29363680.00       | $9596045.37        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2047-03-01      | 3.5000%  | N/A     | $1000.00           | $207.06            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2054-03-01      | 4.5000%  | N/A     | $5000.00           | $4435.19           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2035-07-01      | 2.5000%  | N/A     | $7779928.00        | $6332795.05        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-04-01      | 5.0000%  | N/A     | $123878.00         | $83755.59          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2051-11-01      | 2.5000%  | N/A     | $2592148.00        | $1747700.97        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-08-01      | 3.0000%  | N/A     | $1000.00           | $744.52            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2029-10-01      | 4.5000%  | N/A     | $1000.00           | $13.28             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2052-04-01      | 2.0000%  | N/A     | $2004.00           | $1347.41           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2048-07-01      | 4.0000%  | N/A     | $1000.00           | $322.10            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION  | 2053-07-01      | 5.5000%  | N/A     | $45883328.00       | $36908274.73       | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2046-08-01      | 4.0000%  | N/A     | $17307200.00       | $2714066.61        | Agency Mortgage-Backed Securities  |
| FREDDIE MAC GOLD                       | 2044-02-01      | 3.5000%  | N/A     | $69323881.00       | $20196661.76       | Agency Mortgage-Backed Securities  |
| UNITED STATES TREASURY                 | 2026-04-30      | 0.0000%  | N/A     | $24268000.00       | $23824647.91       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2026-02-24      | 0.0000%  | N/A     | $900.00            | $889.36            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2041-08-15      | 1.7500%  | N/A     | $24999800.00       | $17193529.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2050-08-15      | 1.3750%  | N/A     | $100.00            | $51.23             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2026-02-26      | 0.0000%  | N/A     | $114200.00         | $112839.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2026-08-06      | 0.0000%  | N/A     | $3311300.00        | $3220133.29        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2049-11-15      | 2.3750%  | N/A     | $808200.00         | $543355.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2027-03-31      | 3.8750%  | N/A     | $100.00            | $100.62            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2026-10-01      | 0.0000%  | N/A     | $100.00            | $96.69             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2026-01-29      | 0.0000%  | N/A     | $627700.00         | $622026.85         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2025-12-02      | 0.0000%  | N/A     | $25200.00          | $25121.70          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY                 | 2026-05-31      | 0.7500%  | N/A     | $100.00            | $98.58             | U.S. Treasuries (including strips) |

### Security 117: Fixed Income Clearing Corporation - SSB

- **C.1 - Title:** Fixed Income Clearing Corporation - SSB
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTW4YY3
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | N/A     | $114479000.00      | $116375115.68      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | N/A     | $5490400.00        | $5614417.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 4.3750%  | N/A     | $17827000.00       | $18069593.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $1500.00           | $1101.08           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 1.6250%  | N/A     | $769900.00         | $718744.09         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-15      | 2.7500%  | N/A     | $1669000.00        | $1647601.88        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-06-30      | 4.2500%  | N/A     | $1106300.00        | $1148336.26        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-11-15      | 1.6250%  | N/A     | $9681800.00        | $5333012.69        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 2.8750%  | N/A     | $101913800.00      | $100562384.79      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 2.7500%  | N/A     | $2914800.00        | $2300302.08        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-15      | 3.8750%  | N/A     | $11257400.00       | $11333413.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-28      | 1.8750%  | N/A     | $8042800.00        | $7882117.16        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-05-15      | 3.2500%  | N/A     | $2376400.00        | $2047369.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-05-15      | 1.6250%  | N/A     | $5031700.00        | $4534510.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $37555400.00       | $36621847.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-06-30      | 0.5000%  | N/A     | $488500.00         | $464971.49         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-11-30      | 4.1250%  | N/A     | $31624500.00       | $32682998.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | N/A     | $49759000.00       | $52327149.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 4.0000%  | N/A     | $190000.00         | $191604.28         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-02-15      | 2.5000%  | N/A     | $6894000.00        | $4950167.61        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | N/A     | $2520700.00        | $2297977.41        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-31      | 4.8750%  | N/A     | $19235700.00       | $19917990.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | N/A     | $10003000.00       | $10402253.82       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-08-15      | 4.7500%  | N/A     | $2625500.00        | $2686663.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-24      | 0.0000%  | N/A     | $5667400.00        | $5600428.33        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-07-31      | 4.0000%  | N/A     | $499000.00         | $507506.95         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | N/A     | $80265400.00       | $81521259.05       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 4.6250%  | N/A     | $109900.00         | $112045.23         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-06      | 0.0000%  | N/A     | $1400.00           | $1361.46           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-27      | 0.0000%  | N/A     | $68300.00          | $67694.38          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-07-31      | 3.8750%  | N/A     | $10230000.00       | $10372427.18       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-08-15      | 2.2500%  | N/A     | $43014000.00       | $27962708.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-05-31      | 4.1250%  | N/A     | $22801400.00       | $23535784.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 3.2500%  | N/A     | $34293600.00       | $34198701.78       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-02-15      | 4.2500%  | N/A     | $2020000.00        | $1900191.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | N/A     | $44484600.00       | $46247651.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.5000%  | N/A     | $22691500.00       | $22513666.71       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $561400.00         | $341870.03         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 4.5000%  | N/A     | $211000.00         | $218014.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-06-30      | 4.6250%  | N/A     | $615000.00         | $627743.76         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-05-15      | 4.6250%  | N/A     | $60743200.00       | $61524528.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-01-31      | 3.5000%  | N/A     | $3664100.00        | $3688283.07        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-02-15      | 4.6250%  | N/A     | $51500.00          | $54214.27          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | N/A     | $39102300.00       | $29397477.85       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-06-30      | 4.2500%  | N/A     | $187587600.00      | $194126183.97      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-08-15      | 3.8750%  | N/A     | $100000.00         | $94491.20          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-03-31      | 4.1250%  | N/A     | $140351000.00      | $143341746.40      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 2.7500%  | N/A     | $60100.00          | $44653.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-12-31      | 3.7500%  | N/A     | $963200.00         | $976019.20         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 0.6250%  | N/A     | $58780800.00       | $55301035.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 3.3750%  | N/A     | $756100.00         | $648218.39         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 1.2500%  | N/A     | $15639200.00       | $15316819.94       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-02-28      | 4.2500%  | N/A     | $56454200.00       | $57946431.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $38608300.00       | $36572660.41       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-12-31      | 3.7500%  | N/A     | $4861700.00        | $4941071.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | N/A     | $541000.00         | $523114.54         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-15      | 4.2500%  | N/A     | $203919200.00      | $206604520.69      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.1250%  | N/A     | $1569000.00        | $1529145.83        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 3.7500%  | N/A     | $4143900.00        | $4169517.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 3.5000%  | N/A     | $14464700.00       | $14445685.59       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | N/A     | $2063800.00        | $2021374.46        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | N/A     | $3597900.00        | $3578790.70        | U.S. Treasuries (including strips) |

### Security 118: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTRRLW6
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $225108200.00      | $165241602.78      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | N/A     | $501179100.00      | $497758432.79      | U.S. Treasuries (including strips) |

### Security 119: Fixed Income Clearing Corporation - WF

- **C.1 - Title:** Fixed Income Clearing Corporation - WF
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 549300H47WTHXPU08X20, C.5 - Other ID: BYDTW4YZ0
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2034-08-15      | 3.8750%  | N/A     | $80676800.00       | $80389269.20       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-31      | 4.5000%  | N/A     | $36683900.00       | $36920599.84       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-15      | 3.7500%  | N/A     | $80000000.00       | $80405548.13       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-05-15      | 4.2500%  | N/A     | $796202100.00      | $822284616.31      | U.S. Treasuries (including strips) |

### Security 120: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **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: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BRWP0DCM0
- **C.18 - Value (incl. sponsor support):** $1114500000.00
- **C.18.a - Value (excl. sponsor support):** $1114500000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2040-09-04      | 5.6000%  | N/A     | $19045000.00       | $19318879.80       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2040-06-11      | 5.8500%  | N/A     | $10000000.00       | $10279540.00       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2045-09-08      | 5.7000%  | N/A     | $27547000.00       | $27880254.42       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2031-07-16      | 4.6000%  | N/A     | $24998000.00       | $25507400.91       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2032-07-30      | 5.1100%  | N/A     | $18730000.00       | $19071447.90       | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2038-03-17      | 5.4600%  | N/A     | $7952000.00        | $7991810.37        | Agency Debentures and Agency Strips |
| GNMA GNII SP 785196 C                      | 2050-09-20      | 0.0000%  | N/A     | $86679552.00       | $24020257.77       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-07-15      | 3.6800%  | N/A     | $14498096.00       | $13106790.38       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2059-08-15      | 5.6900%  | N/A     | $4758559.00        | $4963258.73        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2057-10-15      | 3.6400%  | N/A     | $3106256.00        | $2805531.16        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-04-20      | 5.0000%  | N/A     | $87006720.00       | $86106675.56       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 6.5000%  | N/A     | $2936352.00        | $2685210.77        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 5.5000%  | N/A     | $872150.00         | $888828.76         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 3.0000%  | N/A     | $360406016.00      | $182473961.08      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-09-20      | 3.5000%  | N/A     | $206171840.00      | $122117316.77      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $2462504.00        | $2561761.25        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-05-20      | 3.0000%  | N/A     | $5818408.00        | $3980411.08        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $4259744.00        | $4249380.86        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-09-20      | 5.0000%  | N/A     | $1906748.00        | $1888630.02        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.0000%  | N/A     | $2945000.00        | $1805473.50        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 5.0000%  | N/A     | $1633190.00        | $1248376.13        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 3.5000%  | N/A     | $65413887.00       | $45837544.87       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 6.5000%  | N/A     | $1107666.00        | $1171530.33        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 3.5000%  | N/A     | $225000000.00      | $85993297.99       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 3.5000%  | N/A     | $87832064.00       | $80588462.16       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-05-20      | 3.0000%  | N/A     | $511839.00         | $356929.10         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2050-11-20      | 4.0000%  | N/A     | $250000000.00      | $79471797.44       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 5.5000%  | N/A     | $8219770.00        | $8368162.90        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $947759.00         | $958958.29         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 4.5000%  | N/A     | $1333092.00        | $1313528.88        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-06-20      | 6.0000%  | N/A     | $233464576.00      | $236329356.56      | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-03-20      | 5.5000%  | N/A     | $15000.00          | $10863.90          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 3.5000%  | N/A     | $250000000.00      | $31438371.46       | Agency Mortgage-Backed Securities   |

### Security 121: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **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: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYDTW4Z30
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII AP 784710 M | 2048-11-20      | 3.5000%  | N/A     | $710000.00         | $29947.54          | Agency Mortgage-Backed Securities |
| GNII JM 004284 M | 2038-11-20      | 5.5000%  | N/A     | $19064784.00       | $24667.23          | Agency Mortgage-Backed Securities |
| GNII JM 004513 M | 2039-08-20      | 5.0000%  | N/A     | $1965000.00        | $30900.32          | Agency Mortgage-Backed Securities |
| GNII JM MA0069 M | 2027-05-20      | 3.5000%  | N/A     | $1700006.00        | $9672.37           | Agency Mortgage-Backed Securities |
| GNII JM MA0774 M | 2043-02-20      | 2.5000%  | N/A     | $97048.00          | $12865.72          | Agency Mortgage-Backed Securities |
| GNII JM MA3098 M | 2045-08-20      | 4.0000%  | N/A     | $435000.00         | $6557.09           | Agency Mortgage-Backed Securities |
| GNII JM MA6534 M | 2050-03-20      | 4.5000%  | N/A     | $349150.00         | $48117.42          | Agency Mortgage-Backed Securities |
| GNII SF 003890 M | 2036-08-20      | 6.0000%  | N/A     | $1000000.00        | $7905.50           | Agency Mortgage-Backed Securities |
| GNII SF 004223 M | 2038-08-20      | 6.5000%  | N/A     | $965000.00         | $12830.93          | Agency Mortgage-Backed Securities |
| GNII SF 004541 M | 2039-09-20      | 5.0000%  | N/A     | $500000.00         | $12940.90          | Agency Mortgage-Backed Securities |
| GNII SF MA4654 M | 2047-08-20      | 4.5000%  | N/A     | $11369744.00       | $1012042.13        | Agency Mortgage-Backed Securities |
| GNII SF MA5739 M | 2034-01-20      | 4.5000%  | N/A     | $420192.00         | $37638.07          | Agency Mortgage-Backed Securities |
| GNII SF MA7942 M | 2052-03-20      | 5.5000%  | N/A     | $905000.00         | $377123.51         | Agency Mortgage-Backed Securities |
| GNMI SF 615958 X | 2033-09-15      | 5.0000%  | N/A     | $25511936.00       | $195347.56         | Agency Mortgage-Backed Securities |
| GNMI SF 621721 X | 2033-11-15      | 6.0000%  | N/A     | $3219439.00        | $129360.84         | Agency Mortgage-Backed Securities |
| GNMI SF 733167 X | 2040-05-15      | 5.0000%  | N/A     | $1616458.00        | $70287.31          | Agency Mortgage-Backed Securities |
| GNMI SF 773527 X | 2041-10-15      | 4.0000%  | N/A     | $600000.00         | $8266.17           | Agency Mortgage-Backed Securities |
| GNMI SP 782495 X | 2038-12-15      | 5.5000%  | N/A     | $981401.00         | $13529.41          | Agency Mortgage-Backed Securities |

### Security 122: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: FOR8UP27PHTHYVLBNG30, C.5 - Other ID: BYDTW4Z55
- **C.18 - Value (incl. sponsor support):** $1500000.00
- **C.18.a - Value (excl. sponsor support):** $1500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2053-11-15      | 0.0000%  | N/A     | $5677900.00        | $1530001.00        | U.S. Treasuries (including strips) |

### Security 123: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **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: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BRSM2LNW8
- **C.18 - Value (incl. sponsor support):** $286000000.00
- **C.18.a - Value (excl. sponsor support):** $286000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2038-09-20      | 4.0800%  | N/A     | $2982000.00        | $2774985.58        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2039-03-02      | 3.5400%  | N/A     | $882000.00         | $786621.11         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2026-06-10      | 2.0000%  | N/A     | $15000000.00       | $14949080.00       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2028-05-12      | 2.0000%  | N/A     | $15000000.00       | $14550853.33       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-04-01      | 5.0000%  | N/A     | $61174784.00       | $59364244.42       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-10-01      | 6.0000%  | N/A     | $36731584.00       | $37774746.27       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-02-01      | 5.5000%  | N/A     | $50710464.00       | $47132442.11       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2053-01-01      | 5.5000%  | N/A     | $10170.00          | $8709.68           | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-01-01      | 6.5000%  | N/A     | $161000.00         | $141187.48         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-08-01      | 6.5000%  | N/A     | $9095840.00        | $7818061.26        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-09-01      | 6.0000%  | N/A     | $6658536.00        | $7000340.93        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-09-01      | 7.5000%  | N/A     | $1743090.00        | $1446275.08        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-09-01      | 4.5000%  | N/A     | $92119552.00       | $71656584.85       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-09-01      | 5.0000%  | N/A     | $2000000.00        | $1768130.93        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2039-07-01      | 6.0000%  | N/A     | $420000.00         | $30933.34          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2043-01-01      | 3.5000%  | N/A     | $5165440.00        | $910024.91         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2049-12-01      | 3.5000%  | N/A     | $2086000.00        | $404568.50         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-12-01      | 5.5000%  | N/A     | $115334.00         | $113650.43         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-03-01      | 6.5000%  | N/A     | $2353000.00        | $2463389.35        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-11-01      | 6.0000%  | N/A     | $1298384.00        | $741494.11         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-08-01      | 5.5000%  | N/A     | $24043200.00       | $20097492.58       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2036-06-01      | 2.0000%  | N/A     | $85000.00          | $45307.62          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-08-01      | 5.5000%  | N/A     | $6000.00           | $5194.34           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-07-01      | 5.0000%  | N/A     | $493897.00         | $452831.20         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2038-03-20      | 5.5000%  | N/A     | $1592402.00        | $966893.84         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2031-04-20      | 3.5000%  | N/A     | $944152.00         | $94341.06          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2027-01-20      | 4.0000%  | N/A     | $1086526.00        | $9464.87           | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-08-20      | 3.0000%  | N/A     | $305910.00         | $174503.32         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-02-20      | 5.5000%  | N/A     | $1530000.00        | $169815.04         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2036-05-20      | 3.0000%  | N/A     | $347198.00         | $124959.11         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2049-12-20      | 5.0000%  | N/A     | $1106090.00        | $261083.13         | Agency Mortgage-Backed Securities   |

### Security 124: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **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: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BRTT4RJY8
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL FARM CREDIT BANKS FUNDING CORP     | 2040-08-13      | 1.9500%  | N/A     | $16854000.00       | $11784603.32       | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN BANKS                    | 2035-10-30      | 1.7000%  | N/A     | $2300000.00        | $1789103.30        | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2050-02-01      | 3.0000%  | N/A     | $820000.00         | $151992.37         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-08-01      | 6.5000%  | N/A     | $4254248.00        | $3101087.46        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-10-01      | 5.0000%  | N/A     | $125000.00         | $110115.67         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-08-01      | 2.0000%  | N/A     | $12351200.00       | $7699881.11        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2026-09-15      | 0.0000%  | N/A     | $317000.00         | $306293.96         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-02-01      | 7.0000%  | N/A     | $5531512.00        | $5152478.29        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-09-01      | 6.5000%  | N/A     | $700292.00         | $736791.08         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2046-08-01      | 3.5000%  | N/A     | $1000000.00        | $193635.28         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-09-01      | 6.0000%  | N/A     | $313874.00         | $327029.80         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-06-01      | 6.0000%  | N/A     | $2663308.00        | $1916567.09        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-06-01      | 5.5000%  | N/A     | $25133856.00       | $25661657.98       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-08-01      | 6.5000%  | N/A     | $1504558.00        | $1114064.89        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2028-08-01      | 3.5000%  | N/A     | $11500000.00       | $157666.20         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2030-06-01      | 3.0000%  | N/A     | $5300000.00        | $226888.34         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-12-01      | 6.0000%  | N/A     | $250000.00         | $181721.05         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2050-10-01      | 4.5000%  | N/A     | $4147000.00        | $824660.47         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-01-01      | 7.5000%  | N/A     | $1102526.00        | $657895.18         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-03-01      | 5.5000%  | N/A     | $37043904.00       | $37281013.02       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-06-01      | 5.0000%  | N/A     | $30440352.00       | $29919725.62       | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2036-10-01      | 6.5000%  | N/A     | $10271008.00       | $312511.83         | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2055-02-01      | 6.0000%  | N/A     | $4289920.00        | $4207898.67        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2050-11-01      | 5.0000%  | N/A     | $2430592.00        | $2436752.74        | Agency Mortgage-Backed Securities   |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2052-03-01      | 3.0000%  | N/A     | $657357.00         | $450681.81         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-10-01      | 5.5000%  | N/A     | $4045560.00        | $4140134.40        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-10-01      | 2.5000%  | N/A     | $73000.00          | $53436.02          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-09-01      | 6.0000%  | N/A     | $151999.00         | $153980.95         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2031-05-01      | 3.5000%  | N/A     | $1803000.00        | $218148.51         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2039-04-01      | 5.0000%  | N/A     | $2564748.00        | $1816301.40        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-05-01      | 3.5000%  | N/A     | $993529.00         | $313398.08         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-02-01      | 7.0000%  | N/A     | $1188306.00        | $837972.94         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2041-11-01      | 3.5000%  | N/A     | $190000.00         | $15766.73          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-10-01      | 6.5000%  | N/A     | $460800.00         | $485220.86         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2057-09-01      | 4.5000%  | N/A     | $1297818.00        | $380668.57         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-02-01      | 3.0000%  | N/A     | $31925000.00       | $22692627.72       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-01-01      | 3.5000%  | N/A     | $50000.00          | $29136.90          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-06-01      | 5.5000%  | N/A     | $2021468.00        | $1622903.01        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-03-01      | 2.9400%  | N/A     | $5850000.00        | $4324011.14        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-07-01      | 6.0000%  | N/A     | $18429824.00       | $17450429.70       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2051-10-01      | 3.0000%  | N/A     | $82506.00          | $41019.69          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2042-01-01      | 4.0000%  | N/A     | $1682000.00        | $165737.73         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2028-05-15      | 0.0000%  | N/A     | $69000.00          | $62649.93          | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2048-05-01      | 3.0000%  | N/A     | $382000.00         | $156756.30         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2040-07-01      | 5.0000%  | N/A     | $22500000.00       | $943596.81         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2042-05-01      | 3.0000%  | N/A     | $298000.00         | $191925.14         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-01-01      | 7.5000%  | N/A     | $2362804.00        | $1709473.04        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-09-01      | 5.5000%  | N/A     | $1902488.00        | $1947302.13        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2036-11-01      | 2.0000%  | N/A     | $364000.00         | $234742.63         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-08-01      | 4.0000%  | N/A     | $14576080.00       | $11751272.12       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2047-11-01      | 4.5000%  | N/A     | $966000.00         | $120322.56         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2046-11-01      | 3.0000%  | N/A     | $2149216.00        | $535436.30         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2031-05-01      | 3.0000%  | N/A     | $825000.00         | $89408.09          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-06-01      | 2.5000%  | N/A     | $198000.00         | $95369.18          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2049-06-01      | 3.5000%  | N/A     | $640000.00         | $141787.57         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-03-01      | 6.5000%  | N/A     | $2805772.00        | $2829111.69        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2037-05-01      | 3.0000%  | N/A     | $21000.00          | $12564.67          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2054-07-01      | 5.5000%  | N/A     | $9743152.00        | $9128881.24        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-07-15      | 4.5000%  | N/A     | $3702948.00        | $3211774.21        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2054-01-15      | 7.0000%  | N/A     | $8229136.00        | $8395670.35        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-08-15      | 6.5000%  | N/A     | $6425560.00        | $6511614.95        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-04-15      | 6.5000%  | N/A     | $8436816.00        | $8496764.53        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-12-15      | 8.0000%  | N/A     | $2198932.00        | $2301216.28        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2054-01-15      | 6.5000%  | N/A     | $1332734.00        | $1358455.37        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-10-15      | 7.0000%  | N/A     | $7735928.00        | $8008369.70        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-11-15      | 6.5000%  | N/A     | $4186472.00        | $4211874.76        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-08-15      | 7.0000%  | N/A     | $10499104.00       | $10846016.26       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-05-15      | 6.0000%  | N/A     | $1373774.00        | $1367720.97        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2052-12-15      | 7.0000%  | N/A     | $4497592.00        | $3408179.32        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2053-11-15      | 7.5000%  | N/A     | $4534264.00        | $4366675.78        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 | 2050-01-15      | 4.5000%  | N/A     | $1256208.00        | $926438.03         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-07-20      | 6.0000%  | N/A     | $1051650.00        | $1092294.17        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-05-20      | 6.5000%  | N/A     | $2960436.00        | $3088737.95        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-02-20      | 6.5000%  | N/A     | $23559616.00       | $17243999.98       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $2657752.00        | $2765373.27        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-04-20      | 6.5000%  | N/A     | $477546.00         | $492901.35         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $3667660.00        | $3816075.12        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-09-20      | 6.0000%  | N/A     | $4991064.00        | $5175609.67        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-04-20      | 3.0000%  | N/A     | $1115208.00        | $257786.09         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-01-20      | 6.5000%  | N/A     | $1071270.00        | $1115255.86        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2031-01-20      | 3.0000%  | N/A     | $1000000.00        | $74754.22          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-02-20      | 6.5000%  | N/A     | $2236156.00        | $2307380.98        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-09-20      | 3.0000%  | N/A     | $1074906.00        | $337917.50         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 7.5000%  | N/A     | $1613432.00        | $1738380.12        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2033-04-20      | 2.0000%  | N/A     | $367696.00         | $55030.61          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $1010734.00        | $1067657.73        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2025-11-03      | 4.5000%  | N/A     | $233968.00         | $126535.15         | Agency Debentures and Agency Strips |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.0000%  | N/A     | $10144176.00       | $10438056.48       | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-03-20      | 6.5000%  | N/A     | $1250490.00        | $1302487.39        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-05-20      | 6.5000%  | N/A     | $891985.00         | $920937.16         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-06-20      | 6.0000%  | N/A     | $139770.00         | $105797.78         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-05-20      | 7.0000%  | N/A     | $1390560.00        | $838810.47         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2046-10-20      | 3.0000%  | N/A     | $975371.00         | $49179.21          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-05-20      | 5.0000%  | N/A     | $100000.00         | $99104.45          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 7.5000%  | N/A     | $5639730.00        | $6062281.13        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-05-20      | 6.5000%  | N/A     | $2092556.00        | $1913098.93        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.5000%  | N/A     | $2561412.00        | $1623701.15        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-04-20      | 4.5000%  | N/A     | $587476.00         | $119942.90         | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-08-20      | 6.5000%  | N/A     | $2899872.00        | $3032679.27        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2028-11-20      | 4.0000%  | N/A     | $1025000.00        | $35584.51          | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-10-20      | 6.0000%  | N/A     | $1062036.00        | $1091692.58        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2065-05-20      | 6.5000%  | N/A     | $5823736.00        | $5640469.38        | Agency Mortgage-Backed Securities   |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2047-11-20      | 4.0000%  | N/A     | $1649000.00        | $179599.54         | Agency Mortgage-Backed Securities   |

### Security 125: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BYDTW4Z71
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | N/A     | $700000.00         | $690169.90         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-15      | 0.0000%  | N/A     | $67000.00          | $66278.01          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2055-05-15      | 4.7500%  | N/A     | $67600.00          | $69952.88          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-05-15      | 2.8750%  | N/A     | $3658800.00        | $2935364.22        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | N/A     | $376300.00         | $369948.81         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | N/A     | $94398800.00       | $70969907.96       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 3.7500%  | N/A     | $1306600.00        | $1188489.20        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | N/A     | $15635600.00       | $14254078.49       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $238871200.00      | $246727401.14      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-10-15      | 2.3750%  | N/A     | $3033700.00        | $3327131.99        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $133460400.00      | $81272016.17       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | N/A     | $667000.00         | $513351.29         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2038-02-15      | 4.3750%  | N/A     | $5571500.00        | $5700865.84        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $117504000.00      | $119991419.83      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 2.8750%  | N/A     | $1495000.00        | $1121060.32        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-06      | 0.0000%  | N/A     | $633000.00         | $628732.31         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | N/A     | $680000.00         | $666839.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2049-05-15      | 0.0000%  | N/A     | $34715100.00       | $11236097.56       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-08-15      | 4.1250%  | N/A     | $215334800.00      | $203270907.75      | U.S. Treasuries (including strips) |

### Security 126: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc.
- **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: N/A, C.3 - LEI: CYYGQCGNHMHPSMRL3R97, C.5 - Other ID: BYDTW4Z89
- **C.18 - Value (incl. sponsor support):** $40000000.00
- **C.18.a - Value (excl. sponsor support):** $40000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2051-04-01      | 2.0000%  | N/A     | $150000.00         | $88395.83          | Agency Mortgage-Backed Securities |
| FEDERAL HOME LOAN MORTGAGE CORPORATION     | 2054-04-01      | 5.5000%  | N/A     | $11376400.00       | $9220643.86        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-10-01      | 6.5000%  | N/A     | $203184.00         | $214169.08         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-09-01      | 5.5000%  | N/A     | $11346048.00       | $11607463.75       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-07-01      | 3.0000%  | N/A     | $682000.00         | $244302.67         | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2047-12-01      | 3.5000%  | N/A     | $54763968.00       | $7128223.67        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2035-05-01      | 5.5000%  | N/A     | $9384510.00        | $89114.46          | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2055-08-01      | 6.5000%  | N/A     | $5277448.00        | $5490295.42        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2052-03-01      | 2.0000%  | N/A     | $5196200.00        | $3354361.95        | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2050-11-01      | 4.0000%  | N/A     | $18000.00          | $5613.45           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2033-04-01      | 4.0000%  | N/A     | $45792.00          | $6491.03           | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION      | 2053-05-01      | 5.0000%  | N/A     | $1390408.00        | $1174484.64        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2041-07-20      | 5.0000%  | N/A     | $783574.00         | $21308.43          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-10-20      | 7.0000%  | N/A     | $2934819.00        | $2530117.94        | Agency Mortgage-Backed Securities |

### Security 127: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BRYXTQ6Z9
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-09-30      | 4.1250%  | N/A     | $963136000.00      | $975551833.81      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 0.0000%  | N/A     | $497573300.81      | $470537157.94      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-07-15      | 3.8750%  | N/A     | $1297096000.00     | $1320909752.03     | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-02-15      | 0.0000%  | N/A     | $307033292.80      | $293001257.25      | U.S. Treasuries (including strips) |

### Security 128: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **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: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD20CSR1
- **C.18 - Value (incl. sponsor support):** $1845000000.00
- **C.18.a - Value (excl. sponsor support):** $1845000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-03-20      | 2.5000%  | N/A     | $948081869.00      | $607144967.65      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-12-20      | 2.0000%  | N/A     | $2079318016.00     | $1274755033.55     | Agency Mortgage-Backed Securities |

### Security 129: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **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: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYD3QX822
- **C.18 - Value (incl. sponsor support):** $1696000000.00
- **C.18.a - Value (excl. sponsor support):** $1696000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FERA 4999MT 02/25/48                                   | 2048-02-25      | 0.2841%  | N/A     | $63927424.00       | $91410.54          | Agency Collateralized Mortgage Obligation |
| FERA 5038TI 07/25/50                                   | 2050-07-25      | 0.1500%  | N/A     | $163796992.00      | $434326.37         | Agency Collateralized Mortgage Obligation |
| FERM 4935KP 12/25/49                                   | 2049-12-25      | 2.5000%  | N/A     | $2948000.00        | $974911.26         | Agency Collateralized Mortgage Obligation |
| FERM 5113DA 06/25/41                                   | 2041-06-25      | 1.5000%  | N/A     | $56945840.00       | $28978230.08       | Agency Collateralized Mortgage Obligation |
| FGRA 2722UV 08/15/33                                   | 2033-08-15      | 5.0518%  | N/A     | $16586060.00       | $4415092.48        | Agency Collateralized Mortgage Obligation |
| FGRA 3284BF 03/15/37                                   | 2037-03-15      | 4.6482%  | N/A     | $50000000.00       | $1790019.51        | Agency Collateralized Mortgage Obligation |
| FGRA 3408AI 01/15/38                                   | 2038-01-15      | 1.9019%  | N/A     | $100000000.00      | $419036.67         | Agency Collateralized Mortgage Obligation |
| FGRA 3970CS 12/15/31                                   | 2031-12-15      | 2.2519%  | N/A     | $37142848.00       | $147083.11         | Agency Collateralized Mortgage Obligation |
| FGRA 3992HZ 01/15/42                                   | 2042-01-15      | 4.0000%  | N/A     | $4500000.00        | $932529.62         | Agency Collateralized Mortgage Obligation |
| FGRA 4074SE 07/15/42                                   | 2042-07-15      | 2.2519%  | N/A     | $55904128.00       | $456269.61         | Agency Collateralized Mortgage Obligation |
| FGRA 4170FW 01/15/33                                   | 2033-01-15      | 5.0000%  | N/A     | $1440000.00        | $125726.50         | Agency Collateralized Mortgage Obligation |
| FGRA 4206LZ 05/15/43                                   | 2043-05-15      | 3.5000%  | N/A     | $1600000.00        | $2313403.56        | Agency Collateralized Mortgage Obligation |
| FGRA 4238ST 08/15/43                                   | 2043-08-15      | 1.8018%  | N/A     | $124474624.00      | $700038.00         | Agency Collateralized Mortgage Obligation |
| FGRA 4289GZ 01/15/44                                   | 2044-01-15      | 3.0000%  | N/A     | $6236488.00        | $6558207.49        | Agency Collateralized Mortgage Obligation |
| FGRA 4291SB 12/15/40                                   | 2040-12-15      | 0.0000%  | N/A     | $9503232.00        | $549107.89         | Agency Collateralized Mortgage Obligation |
| FGRA 4350DS 06/15/44                                   | 2044-06-15      | 1.6519%  | N/A     | $3000000.00        | $38391.79          | Agency Collateralized Mortgage Obligation |
| FGRA 4417MS 06/15/41                                   | 2041-06-15      | 1.6519%  | N/A     | $108854272.00      | $1352283.81        | Agency Collateralized Mortgage Obligation |
| FGRA 4444SA 12/15/36                                   | 2036-12-15      | 2.8018%  | N/A     | $47236960.00       | $419738.82         | Agency Collateralized Mortgage Obligation |
| FGRA 4585AS 05/15/46                                   | 2046-05-15      | 1.7518%  | N/A     | $130080960.00      | $1931727.29        | Agency Collateralized Mortgage Obligation |
| FGRA 4650SL 01/15/47                                   | 2047-01-15      | 1.7019%  | N/A     | $46378048.00       | $1083074.76        | Agency Collateralized Mortgage Obligation |
| FGRA 4793SC 05/15/48                                   | 2048-05-15      | 1.8518%  | N/A     | $97046080.00       | $1555142.24        | Agency Collateralized Mortgage Obligation |
| FGRA 4999IB 01/15/42                                   | 2042-01-15      | 0.5412%  | N/A     | $24906720.00       | $160202.66         | Agency Collateralized Mortgage Obligation |
| FGRA 5080TI 10/15/48                                   | 2048-10-15      | 0.0000%  | N/A     | $123379712.00      | $96692.40          | Agency Collateralized Mortgage Obligation |
| FGRA 5104DT 11/15/36                                   | 2036-11-15      | 0.0000%  | N/A     | $57123264.00       | $118870.33         | Agency Collateralized Mortgage Obligation |
| FGRM 3211MB 09/15/36                                   | 2036-09-15      | 5.5000%  | N/A     | $3902000.00        | $725537.24         | Agency Collateralized Mortgage Obligation |
| FGRM 4027PY 04/15/42                                   | 2042-04-15      | 3.5000%  | N/A     | $15000000.00       | $10726800.53       | Agency Collateralized Mortgage Obligation |
| FGRM 4048BE 05/15/42                                   | 2042-05-15      | 4.0000%  | N/A     | $7064000.00        | $6552286.19        | Agency Collateralized Mortgage Obligation |
| FGRM 4142IA 12/15/32                                   | 2032-12-15      | 3.0000%  | N/A     | $68758656.00       | $496475.81         | Agency Collateralized Mortgage Obligation |
| FGRM 4158TC 12/15/42                                   | 2042-12-15      | 1.7500%  | N/A     | $50000000.00       | $3693989.59        | Agency Collateralized Mortgage Obligation |
| FGRM 4411CD 09/15/44                                   | 2044-09-15      | 2.5000%  | N/A     | $28287000.00       | $1821082.03        | Agency Collateralized Mortgage Obligation |
| FGRM 4425EA 01/15/45                                   | 2045-01-15      | 2.0000%  | N/A     | $50000000.00       | $3376494.05        | Agency Collateralized Mortgage Obligation |
| FGRM 4437PI 02/15/45                                   | 2045-02-15      | 3.5000%  | N/A     | $15199904.00       | $126243.31         | Agency Collateralized Mortgage Obligation |
| FGRM 4680BQ 05/15/47                                   | 2047-05-15      | 3.5000%  | N/A     | $1000000.00        | $223762.95         | Agency Collateralized Mortgage Obligation |
| FGRM 4756PB 02/15/48                                   | 2048-02-15      | 3.5000%  | N/A     | $400000.00         | $291794.59         | Agency Collateralized Mortgage Obligation |
| FGRM 4756QB 02/15/48                                   | 2048-02-15      | 3.5000%  | N/A     | $700000.00         | $539554.70         | Agency Collateralized Mortgage Obligation |
| FHLMC MULTI SCR 2021-MN1       M-2    20510125 FLT     | 2051-01-25      | 7.9328%  | N/A     | $13340000.00       | $13825661.66       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-061       X3     20441225 FLT     | 2044-12-25      | 1.9721%  | N/A     | $18835000.00       | $414889.33         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-070       X3     20271225 FLT     | 2027-12-25      | 2.0419%  | N/A     | $14642000.00       | $606011.21         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-153       X3     20550125 FLT     | 2055-01-25      | 4.6816%  | N/A     | $7217320.00        | $1924348.96        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-F120      AS     20310825 FLT     | 2031-08-25      | 4.5076%  | N/A     | $44832700.00       | $16133403.86       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-SG1       X3     20300925 FLT     | 2030-09-25      | 2.9360%  | N/A     | $3532000.00        | $410869.36         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES T-060       1A1    20440325 6.50000 | 2044-03-25      | 6.5000%  | N/A     | $14249936.00       | $731757.24         | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2017-1      HB     20560125 FLT     | 2056-01-25      | 3.0000%  | N/A     | $6000000.00        | $4840500.00        | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2003-34       A1     20430425 6.00000 | 2043-04-25      | 6.0000%  | N/A     | $28000000.00       | $865026.60         | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2004-W1       1-A-7  20431125 5.68100 | 2043-11-25      | 5.6810%  | N/A     | $5000000.00        | $1191871.04        | Agency Collateralized Mortgage Obligation |
| FNRA CL003SG R12F003                                   | 2042-02-25      | 1.6527%  | N/A     | $54729152.00       | $415696.64         | Agency Collateralized Mortgage Obligation |
| FNRA CL004SC R14F004                                   | 2044-02-25      | 1.7527%  | N/A     | $19844544.00       | $116294.62         | Agency Collateralized Mortgage Obligation |
| FNRA CL005NS R11F005                                   | 2040-09-25      | 0.7027%  | N/A     | $67766016.00       | $130742.53         | Agency Collateralized Mortgage Obligation |
| FNRA CL007X R17M007                                    | 2027-02-25      | 0.0423%  | N/A     | $274997248.00      | $95812.84          | Agency Collateralized Mortgage Obligation |
| FNRA CL009LS R13F009                                   | 2043-02-25      | 1.8527%  | N/A     | $16516512.00       | $477185.34         | Agency Collateralized Mortgage Obligation |
| FNRA CL018SB R19F018                                   | 2049-05-25      | 1.7527%  | N/A     | $18620928.00       | $518366.13         | Agency Collateralized Mortgage Obligation |
| FNRA CL025YS R19F025                                   | 2046-10-25      | 1.7527%  | N/A     | $78461952.00       | $2732126.78        | Agency Collateralized Mortgage Obligation |
| FNRA CL033PS R24F033                                   | 2053-12-25      | 2.9172%  | N/A     | $87986880.00       | $4366174.59        | Agency Collateralized Mortgage Obligation |
| FNRA CL034BI R15F034                                   | 2045-06-25      | 6.5000%  | N/A     | $19649728.00       | $178172.39         | Agency Collateralized Mortgage Obligation |
| FNRA CL043IM R22F043                                   | 2046-11-25      | 0.3801%  | N/A     | $26071488.00       | $123215.61         | Agency Collateralized Mortgage Obligation |
| FNRA CL047UI R04F047                                   | 2034-06-25      | 5.5000%  | N/A     | $162996224.00      | $136123.13         | Agency Collateralized Mortgage Obligation |
| FNRA CL049FG R22F049                                   | 2052-08-25      | 4.8828%  | N/A     | $30000000.00       | $22009584.27       | Agency Collateralized Mortgage Obligation |
| FNRA CL049SL R07F049                                   | 2037-06-25      | 2.3027%  | N/A     | $49987584.00       | $13959.05          | Agency Collateralized Mortgage Obligation |
| FNRA CL051SC R12F051                                   | 2042-05-25      | 2.2027%  | N/A     | $60000000.00       | $1155407.56        | Agency Collateralized Mortgage Obligation |
| FNRA CL055FB R22F055                                   | 2052-08-25      | 4.8328%  | N/A     | $68608160.00       | $49205915.56       | Agency Collateralized Mortgage Obligation |
| FNRA CL057KF R22F057                                   | 2052-09-25      | 4.9328%  | N/A     | $67500000.00       | $47140604.41       | Agency Collateralized Mortgage Obligation |
| FNRA CL057NF R22F057                                   | 2052-09-25      | 4.8828%  | N/A     | $45639616.00       | $32391745.52       | Agency Collateralized Mortgage Obligation |
| FNRA CL062FM R22F062                                   | 2052-09-25      | 4.8328%  | N/A     | $60000000.00       | $42669360.16       | Agency Collateralized Mortgage Obligation |
| FNRA CL067AS R19F067                                   | 2040-05-25      | 1.8027%  | N/A     | $54965920.00       | $1758356.96        | Agency Collateralized Mortgage Obligation |
| FNRA CL070SL R19F070                                   | 2049-12-25      | 1.8027%  | N/A     | $54672000.00       | $1848736.61        | Agency Collateralized Mortgage Obligation |
| FNRA CL073SE R25F073                                   | 2055-09-25      | 1.7172%  | N/A     | $126309888.00      | $8922059.83        | Agency Collateralized Mortgage Obligation |
| FNRA CL076TG R24F076                                   | 2054-11-25      | 0.1000%  | N/A     | $12000000.00       | $41133.81          | Agency Collateralized Mortgage Obligation |
| FNRA CL078ES R16F078                                   | 2044-02-25      | 1.8027%  | N/A     | $35357248.00       | $417146.45         | Agency Collateralized Mortgage Obligation |
| FNRA CL084SB R16F084                                   | 2046-11-25      | 1.8027%  | N/A     | $147449856.00      | $2934420.10        | Agency Collateralized Mortgage Obligation |
| FNRA CL084SK R12F084                                   | 2042-03-25      | 2.3527%  | N/A     | $8333328.00        | $140479.12         | Agency Collateralized Mortgage Obligation |
| FNRA CL085SC R25F085                                   | 2055-09-25      | 1.1172%  | N/A     | $276034560.00      | $17575908.14       | Agency Collateralized Mortgage Obligation |
| FNRA CL085SH R25F085                                   | 2055-10-25      | 0.5172%  | N/A     | $188985600.00      | $5741652.43        | Agency Collateralized Mortgage Obligation |
| FNRA CL085TJ R25F085                                   | 2055-09-25      | 0.0500%  | N/A     | $30000000.00       | $54372.12          | Agency Collateralized Mortgage Obligation |
| FNRA CL095CK R05F095                                   | 2035-11-25      | 6.8109%  | N/A     | $2235324.00        | $300014.15         | Agency Collateralized Mortgage Obligation |
| FNRA CL103AS R13F103                                   | 2043-10-25      | 2.3027%  | N/A     | $33433856.00       | $305259.50         | Agency Collateralized Mortgage Obligation |
| FNRA CL103SP R16F103                                   | 2047-01-25      | 1.7027%  | N/A     | $39259968.00       | $971592.44         | Agency Collateralized Mortgage Obligation |
| FNRA CL108SB R06F108                                   | 2036-11-25      | 2.3027%  | N/A     | $161500000.00      | $206166.75         | Agency Collateralized Mortgage Obligation |
| FNRA CL116S R06F116                                    | 2036-12-25      | 2.3027%  | N/A     | $142570240.00      | $274045.06         | Agency Collateralized Mortgage Obligation |
| FNRA CL122MS R12F122                                   | 2042-11-25      | 1.8027%  | N/A     | $21600000.00       | $259622.79         | Agency Collateralized Mortgage Obligation |
| FNRA CL144JF R11F144                                   | 2042-01-25      | 4.7973%  | N/A     | $92230528.00       | $5484569.18        | Agency Collateralized Mortgage Obligation |
| FNRA RC009SK R19F009                                   | 2049-03-25      | 1.7527%  | N/A     | $17306336.00       | $190935.15         | Agency Collateralized Mortgage Obligation |
| FNRA RC062SQ R13F062                                   | 2032-09-25      | 2.4527%  | N/A     | $37575296.00       | $164011.93         | Agency Collateralized Mortgage Obligation |
| FNRA RC079SM R16F079                                   | 2046-11-25      | 1.7027%  | N/A     | $39401472.00       | $1188562.87        | Agency Collateralized Mortgage Obligation |
| FNRM CL007BG R24F007                                   | 2050-06-25      | 5.5000%  | N/A     | $32954200.00       | $18619831.42       | Agency Collateralized Mortgage Obligation |
| FNRM CL008ZA R23F008                                   | 2053-02-25      | 5.0000%  | N/A     | $2900368.00        | $3022642.07        | Agency Collateralized Mortgage Obligation |
| FNRM CL009AI R17F009                                   | 2047-03-25      | 5.5000%  | N/A     | $65493632.00       | $1602971.83        | Agency Collateralized Mortgage Obligation |
| FNRM CL013IH R13F013                                   | 2033-03-25      | 3.0000%  | N/A     | $15450420.00       | $142653.88         | Agency Collateralized Mortgage Obligation |
| FNRM CL017GB R16F017                                   | 2045-05-25      | 2.5000%  | N/A     | $25000000.00       | $1566327.34        | Agency Collateralized Mortgage Obligation |
| FNRM CL021DV R24F021                                   | 2035-04-25      | 5.5000%  | N/A     | $11730000.00       | $10659893.57       | Agency Collateralized Mortgage Obligation |
| FNRM CL021PA R11F021                                   | 2040-05-25      | 4.5000%  | N/A     | $4300000.00        | $70197.60          | Agency Collateralized Mortgage Obligation |
| FNRM CL026AI R17F026                                   | 2047-04-25      | 6.0000%  | N/A     | $18688928.00       | $576680.26         | Agency Collateralized Mortgage Obligation |
| FNRM CL029AZ R12F029                                   | 2042-04-25      | 4.0000%  | N/A     | $1327902.00        | $1405533.19        | Agency Collateralized Mortgage Obligation |
| FNRM CL033E R25F033                                    | 2052-02-25      | 5.0000%  | N/A     | $1299674.00        | $1124322.01        | Agency Collateralized Mortgage Obligation |
| FNRM CL033PD R25F033                                   | 2055-05-25      | 5.2500%  | N/A     | $3953504.00        | $3967534.99        | Agency Collateralized Mortgage Obligation |
| FNRM CL033PL R25F033                                   | 2054-05-25      | 5.0000%  | N/A     | $7809664.00        | $7663105.24        | Agency Collateralized Mortgage Obligation |
| FNRM CL038IO R19F038                                   | 2039-07-25      | 4.0000%  | N/A     | $33843456.00       | $981030.40         | Agency Collateralized Mortgage Obligation |
| FNRM CL040BV R25F040                                   | 2036-06-25      | 5.0000%  | N/A     | $20078880.00       | $19822390.80       | Agency Collateralized Mortgage Obligation |
| FNRM CL041IA R15F041                                   | 2035-06-25      | 3.5000%  | N/A     | $14000000.00       | $141741.24         | Agency Collateralized Mortgage Obligation |
| FNRM CL045ZD R18F045                                   | 2048-06-25      | 3.5000%  | N/A     | $24798000.00       | $8924354.04        | Agency Collateralized Mortgage Obligation |
| FNRM CL045ZK R17F045                                   | 2047-06-25      | 3.5000%  | N/A     | $1425000.00        | $1174335.09        | Agency Collateralized Mortgage Obligation |
| FNRM CL047KI R15F047                                   | 2044-06-25      | 4.0000%  | N/A     | $2967500.00        | $6453.61           | Agency Collateralized Mortgage Obligation |
| FNRM CL047ZA R22F047                                   | 2052-08-25      | 4.5000%  | N/A     | $4637584.00        | $4630022.41        | Agency Collateralized Mortgage Obligation |
| FNRM CL050GX R09F050                                   | 2039-07-25      | 5.0000%  | N/A     | $597000.00         | $610309.92         | Agency Collateralized Mortgage Obligation |
| FNRM CL053IM R15F053                                   | 2045-07-25      | 6.0000%  | N/A     | $38904896.00       | $853970.67         | Agency Collateralized Mortgage Obligation |
| FNRM CL056CI R15F056                                   | 2045-08-25      | 6.0000%  | N/A     | $97250000.00       | $2216083.73        | Agency Collateralized Mortgage Obligation |
| FNRM CL057JA R19F057                                   | 2049-10-25      | 2.5000%  | N/A     | $31544440.00       | $6880836.96        | Agency Collateralized Mortgage Obligation |
| FNRM CL063WI R13F063                                   | 2033-06-25      | 3.0000%  | N/A     | $35666624.00       | $323802.26         | Agency Collateralized Mortgage Obligation |
| FNRM CL068BA R20F068                                   | 2060-10-25      | 1.5000%  | N/A     | $7000000.00        | $2467148.89        | Agency Collateralized Mortgage Obligation |
| FNRM CL072CB R21F072                                   | 2049-04-25      | 2.0000%  | N/A     | $5000000.00        | $3296307.17        | Agency Collateralized Mortgage Obligation |
| FNRM CL097PL R16F097                                   | 2046-12-25      | 3.0000%  | N/A     | $8000000.00        | $6987472.00        | Agency Collateralized Mortgage Obligation |
| FNRM CL147WI R12F147                                   | 2033-01-25      | 4.0000%  | N/A     | $21488000.00       | $84552.41          | Agency Collateralized Mortgage Obligation |
| FNRM RC014KD R14F014                                   | 2033-01-25      | 3.0000%  | N/A     | $850000.00         | $5896.80           | Agency Collateralized Mortgage Obligation |
| FNRM RC016EA R15F016                                   | 2045-04-25      | 2.0000%  | N/A     | $28680000.00       | $1223658.82        | Agency Collateralized Mortgage Obligation |
| FNRM RC039CY R17F039                                   | 2047-05-25      | 3.5000%  | N/A     | $3801000.00        | $1121183.22        | Agency Collateralized Mortgage Obligation |
| FNRM RC041DA R24F041                                   | 2051-12-25      | 5.5000%  | N/A     | $300000.00         | $215485.32         | Agency Collateralized Mortgage Obligation |
| FNRM RC054CP R14F054                                   | 2044-09-25      | 3.5000%  | N/A     | $24500000.00       | $2023080.36        | Agency Collateralized Mortgage Obligation |
| FNRM RC067KC R12F067                                   | 2042-07-25      | 3.5000%  | N/A     | $2987744.00        | $2187427.94        | Agency Collateralized Mortgage Obligation |
| FNRM RC070IW R14F070                                   | 2044-11-25      | 4.5000%  | N/A     | $16495552.00       | $427528.98         | Agency Collateralized Mortgage Obligation |
| FNRM RC090B R24F090                                    | 2051-07-25      | 5.0000%  | N/A     | $31775000.00       | $25875217.15       | Agency Collateralized Mortgage Obligation |
| FNRM RC104TY R13F104                                   | 2033-10-25      | 3.0000%  | N/A     | $1100000.00        | $598482.37         | Agency Collateralized Mortgage Obligation |
| FNRM RC106PL R17F106                                   | 2048-01-25      | 3.0000%  | N/A     | $8832000.00        | $7735401.22        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2018-KF54         B      20281125 FLT     | 2028-11-25      | 6.6220%  | N/A     | $4746000.00        | $764232.27         | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF64         C      20260625 FLT     | 2026-06-25      | 10.4221% | N/A     | $57814976.00       | $27015894.13       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF109        CS     20310325 FLT     | 2031-03-25      | 10.5576% | N/A     | $7481100.00        | $2187282.28        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB47         X1     20380125 FLT     | 2038-01-25      | 0.0000%  | N/A     | $427593728.00      | $374727.70         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB83         X1     20410125 FLT     | 2041-01-25      | 0.8610%  | N/A     | $8022000.00        | $180500.79         | Agency Collateralized Mortgage Obligation |
| GNRA 2004-106 CW                                       | 2034-05-17      | 7.5981%  | N/A     | $4785968.00        | $876379.36         | Agency Collateralized Mortgage Obligation |
| GNRA 2005-48 SJ                                        | 2035-06-20      | 2.6545%  | N/A     | $43569152.00       | $24981.36          | Agency Collateralized Mortgage Obligation |
| GNRA 2007-034 IO                                       | 2047-05-16      | 1.6651%  | N/A     | $89997312.00       | $88387.11          | Agency Collateralized Mortgage Obligation |
| GNRA 2009-033 ZD                                       | 2038-02-20      | 5.5000%  | N/A     | $40000000.00       | $2701206.38        | Agency Collateralized Mortgage Obligation |
| GNRA 2009-111 IO                                       | 2051-09-16      | 0.0000%  | N/A     | $155099136.00      | $73308.82          | Agency Collateralized Mortgage Obligation |
| GNRA 2010-009 YD                                       | 2040-01-16      | 2.6537%  | N/A     | $496144640.00      | $1982535.68        | Agency Collateralized Mortgage Obligation |
| GNRA 2010-047 VS                                       | 2037-11-16      | 2.1037%  | N/A     | $63076736.00       | $136022.38         | Agency Collateralized Mortgage Obligation |
| GNRA 2010-149 LZ                                       | 2040-11-16      | 4.5000%  | N/A     | $50000000.00       | $16923288.01       | Agency Collateralized Mortgage Obligation |
| GNRA 2010-157 ST                                       | 2040-12-20      | 1.9045%  | N/A     | $62417088.00       | $467296.84         | Agency Collateralized Mortgage Obligation |
| GNRA 2011-019 ZM                                       | 2041-02-16      | 4.5000%  | N/A     | $20000000.00       | $5185963.21        | Agency Collateralized Mortgage Obligation |
| GNRA 2011-051 CS                                       | 2041-04-20      | 2.4545%  | N/A     | $25000000.00       | $95481.19          | Agency Collateralized Mortgage Obligation |
| GNRA 2011-099 SL                                       | 2041-07-16      | 1.9537%  | N/A     | $25000000.00       | $248423.83         | Agency Collateralized Mortgage Obligation |
| GNRA 2012-006 SE                                       | 2040-02-20      | 1.9545%  | N/A     | $24395776.00       | $8393.66           | Agency Collateralized Mortgage Obligation |
| GNRA 2012-016 SE                                       | 2042-02-16      | 1.9537%  | N/A     | $32670335.00       | $176832.81         | Agency Collateralized Mortgage Obligation |
| GNRA 2012-034 KZ                                       | 2042-03-16      | 3.5000%  | N/A     | $18249600.00       | $21981562.54       | Agency Collateralized Mortgage Obligation |
| GNRA 2012-061 SM                                       | 2042-05-16      | 2.4537%  | N/A     | $20000000.00       | $756501.80         | Agency Collateralized Mortgage Obligation |
| GNRA 2012-079 IO                                       | 2053-03-16      | 0.3496%  | N/A     | $5760888.00        | $9005.73           | Agency Collateralized Mortgage Obligation |
| GNRA 2012-112 AD                                       | 2053-02-16      | 2.0870%  | N/A     | $1000000.00        | $112178.32         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-026 SA                                       | 2043-02-16      | 2.0037%  | N/A     | $22530784.00       | $118024.31         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-055 IO                                       | 2054-10-16      | 0.2426%  | N/A     | $123456512.00      | $358421.39         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-111 FA                                       | 2043-07-20      | 4.4455%  | N/A     | $82446336.00       | $5362068.53        | Agency Collateralized Mortgage Obligation |
| GNRA 2013-158 IO                                       | 2053-08-16      | 1.0228%  | N/A     | $21000000.00       | $72471.56          | Agency Collateralized Mortgage Obligation |
| GNRA 2013-169 TS                                       | 2043-04-20      | 2.6345%  | N/A     | $36564096.00       | $104306.47         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-003 KS                                       | 2044-01-16      | 1.4237%  | N/A     | $63160320.00       | $686668.59         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-005 PF                                       | 2043-07-20      | 4.4955%  | N/A     | $118646144.00      | $5303653.98        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-036 F                                        | 2044-03-20      | 4.4455%  | N/A     | $215529728.00      | $18000556.46       | Agency Collateralized Mortgage Obligation |
| GNRA 2014-036 S                                        | 2044-03-20      | 2.0545%  | N/A     | $215529728.00      | $1079917.67        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-055 MS                                       | 2044-04-16      | 2.0537%  | N/A     | $314560960.00      | $2425157.81        | Agency Collateralized Mortgage Obligation |
| GNRA 2014-070 IO                                       | 2049-03-16      | 0.4821%  | N/A     | $100000000.00      | $118611.86         | Agency Mortgage-Backed Securities         |
| GNRA 2014-127 SW                                       | 2044-08-20      | 2.5837%  | N/A     | $22894640.00       | $80568.41          | Agency Collateralized Mortgage Obligation |
| GNRA 2014-138 IO                                       | 2056-04-16      | 0.5066%  | N/A     | $134575360.00      | $281387.52         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-18 SA                                        | 2043-08-20      | 2.5545%  | N/A     | $17901696.00       | $112273.92         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-002 IO                                       | 2056-06-16      | 0.4111%  | N/A     | $112581376.00      | $196404.70         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-085 IO                                       | 2057-07-16      | 0.2909%  | N/A     | $135005000.00      | $380412.38         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-115 IO                                       | 2057-07-16      | 0.4639%  | N/A     | $97075840.00       | $760708.71         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-157 SA                                       | 2045-10-20      | 1.5745%  | N/A     | $43805824.00       | $308749.79         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-157 SH                                       | 2045-10-20      | 1.5545%  | N/A     | $54851264.00       | $573653.58         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-167 WS                                       | 2045-11-20      | 1.6512%  | N/A     | $17885152.00       | $67382.62          | Agency Collateralized Mortgage Obligation |
| GNRA 2015-179 YS                                       | 2045-12-20      | 1.6512%  | N/A     | $17141696.00       | $101373.46         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-180 KS                                       | 2045-12-20      | 1.5345%  | N/A     | $44885440.00       | $446576.10         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-189 IG                                       | 2057-01-16      | 0.5970%  | N/A     | $21924000.00       | $105326.01         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-67 AE                                        | 2056-10-16      | 2.6000%  | N/A     | $2000000.00        | $440520.04         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-035 IO                                       | 2058-03-16      | 0.7405%  | N/A     | $55340544.00       | $284510.48         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-12 MS                                        | 2046-01-20      | 1.4945%  | N/A     | $30193344.00       | $326694.01         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-169 IO                                       | 2058-06-16      | 0.5154%  | N/A     | $74964480.00       | $645631.81         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-49 MS                                        | 2046-04-20      | 1.8545%  | N/A     | $36853056.00       | $407461.29         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-018 QS                                       | 2047-02-16      | 1.9537%  | N/A     | $22448320.00       | $805566.09         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-036 ZK                                       | 2047-02-20      | 4.0000%  | N/A     | $12691264.00       | $134088.71         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-72 EI                                        | 2044-04-20      | 3.3897%  | N/A     | $17346912.00       | $135499.11         | Agency Collateralized Mortgage Obligation |
| GNRA 2017-93 WS                                        | 2047-06-20      | 1.6512%  | N/A     | $14301500.00       | $199341.38         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-072 SD                                       | 2048-05-20      | 2.1045%  | N/A     | $77205000.00       | $875309.24         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-119 IO                                       | 2060-05-16      | 0.6822%  | N/A     | $25344320.00       | $219678.17         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-12 SM                                        | 2048-01-20      | 2.0545%  | N/A     | $24520704.00       | $752861.78         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-25 SQ                                        | 2048-09-20      | 2.0545%  | N/A     | $10613104.00       | $173795.04         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-70 SC                                        | 2048-05-20      | 0.5045%  | N/A     | $60000000.00       | $463097.92         | Agency Collateralized Mortgage Obligation |
| GNRA 2018-79 TA                                        | 2042-07-16      | 0.0500%  | N/A     | $7999488.00        | $5763.62           | Agency Collateralized Mortgage Obligation |
| GNRA 2019-05 YF                                        | 2049-01-20      | 4.5000%  | N/A     | $100000000.00      | $13632757.20       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-055 IO                                       | 2061-03-16      | 0.7261%  | N/A     | $100809728.00      | $1429903.51        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-11 SK                                        | 2049-09-20      | 0.0000%  | N/A     | $41711360.00       | $155761.55         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-113 IO                                       | 2061-06-16      | 0.7325%  | N/A     | $133131008.00      | $3951359.47        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-152 SC                                       | 2049-12-20      | 1.8545%  | N/A     | $17410848.00       | $423020.71         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-28 DS                                        | 2043-07-16      | 1.8537%  | N/A     | $39134080.00       | $1228296.92        | Agency Collateralized Mortgage Obligation |
| GNRA 2019-28 IT                                        | 2040-04-16      | 0.2520%  | N/A     | $35232384.00       | $86693.69          | Agency Collateralized Mortgage Obligation |
| GNRA 2019-28 SI                                        | 2043-07-16      | 0.3654%  | N/A     | $30793376.00       | $100012.89         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-57 FL                                        | 2049-05-20      | 4.0000%  | N/A     | $150000000.00      | $33481440.52       | Agency Collateralized Mortgage Obligation |
| GNRA 2019-61 BS                                        | 2049-05-20      | 1.9045%  | N/A     | $25609312.00       | $444064.66         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-86 CS                                        | 2049-03-20      | 1.9545%  | N/A     | $19007904.00       | $442829.92         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-059 SB                                       | 2050-04-20      | 1.9545%  | N/A     | $7225312.00        | $154266.60         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-118 IO                                       | 2062-06-16      | 0.8842%  | N/A     | $8500000.00        | $303622.79         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-132 IO                                       | 2062-09-16      | 0.8478%  | N/A     | $12200000.00       | $606280.19         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-134 TS                                       | 2050-09-20      | 0.0000%  | N/A     | $41515456.00       | $488317.16         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-176 US                                       | 2050-11-20      | 0.0000%  | N/A     | $26956864.00       | $288418.12         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-187 SA                                       | 2050-12-20      | 0.0000%  | N/A     | $61568640.00       | $136567.87         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-191 LS                                       | 2050-12-20      | 0.0000%  | N/A     | $25000000.00       | $370370.99         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-002 IO                                       | 2063-06-16      | 0.8793%  | N/A     | $450000000.00      | $23638203.42       | Agency Collateralized Mortgage Obligation |
| GNRA 2021-010 IO                                       | 2063-05-16      | 0.9865%  | N/A     | $13500000.00       | $824222.50         | Agency Mortgage-Backed Securities         |
| GNRA 2021-020 IO                                       | 2062-08-16      | 1.1444%  | N/A     | $12700000.00       | $763685.49         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-031 IO                                       | 2061-01-16      | 0.9406%  | N/A     | $24278016.00       | $1584565.22        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-046 DS                                       | 2051-03-20      | 0.0000%  | N/A     | $8519824.00        | $24762.41          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-046 SA                                       | 2051-03-20      | 0.0000%  | N/A     | $10998848.00       | $41952.95          | Agency Collateralized Mortgage Obligation |
| GNRA 2021-084 IO                                       | 2061-04-16      | 0.7903%  | N/A     | $12200000.00       | $633070.44         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-090 IO                                       | 2061-05-16      | 0.8402%  | N/A     | $15400000.00       | $724670.48         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-097 SC                                       | 2051-06-20      | 0.0000%  | N/A     | $12000000.00       | $298036.87         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-122 SH                                       | 2051-07-20      | 2.1545%  | N/A     | $10440192.00       | $1016492.12        | Agency Collateralized Mortgage Obligation |
| GNRA 2021-170 IO                                       | 2063-05-16      | 0.9933%  | N/A     | $15050000.00       | $994446.89         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-194 SD                                       | 2051-11-20      | 0.0000%  | N/A     | $50000000.00       | $368010.77         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-001 JT                                       | 2052-01-20      | 0.0000%  | N/A     | $143237120.00      | $82161.04          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-022 TJ                                       | 2052-02-20      | 0.0000%  | N/A     | $84082688.00       | $12546.07          | Agency Collateralized Mortgage Obligation |
| GNRA 2022-103 SA                                       | 2052-05-20      | 0.0000%  | N/A     | $53074624.00       | $461749.31         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-180 FA                                       | 2052-10-20      | 5.2338%  | N/A     | $30000000.00       | $16792244.47       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-197 LS                                       | 2052-11-20      | 2.1162%  | N/A     | $6617256.00        | $553162.20         | Agency Collateralized Mortgage Obligation |
| GNRA 2022-217 IO                                       | 2064-06-16      | 0.7355%  | N/A     | $150000000.00      | $8395245.12        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 FL                                       | 2053-01-20      | 5.1838%  | N/A     | $50000000.00       | $33383567.30       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-001 TG                                       | 2053-01-20      | 0.1000%  | N/A     | $55000000.00       | $149242.19         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-013 SA                                       | 2053-01-20      | 1.2162%  | N/A     | $2000000.00        | $31884.98          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-053 TY                                       | 2053-04-20      | 0.0500%  | N/A     | $101780800.00      | $113161.16         | Agency Collateralized Mortgage Obligation |
| GNRA 2023-099 SG                                       | 2053-07-20      | 1.8662%  | N/A     | $33599488.00       | $1813127.89        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-101 TI                                       | 2053-07-20      | 0.0300%  | N/A     | $29999104.00       | $20200.23          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-107 SA                                       | 2053-07-20      | 1.7662%  | N/A     | $100000000.00      | $2006191.97        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-133 SJ                                       | 2053-09-20      | 1.4162%  | N/A     | $115921152.00      | $4770913.70        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-133 US                                       | 2053-09-20      | 1.5162%  | N/A     | $25514784.00       | $1138866.99        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-135 SP                                       | 2053-09-20      | 10.0369% | N/A     | $3698076.00        | $1982468.04        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-001 GF                                       | 2054-01-20      | 5.3338%  | N/A     | $100000000.00      | $46248500.22       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 SP                                       | 2054-02-20      | 1.5462%  | N/A     | $70000000.00       | $2922169.66        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-059 FE                                       | 2054-04-20      | 5.2838%  | N/A     | $50000000.00       | $38519995.13       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-060 BZ                                       | 2054-04-20      | 6.0000%  | N/A     | $9871260.00        | $11312031.50       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-064 FU                                       | 2054-04-20      | 5.1838%  | N/A     | $30000000.00       | $25336079.81       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-078 ET                                       | 2054-05-20      | 0.0500%  | N/A     | $14287696.00       | $14400.18          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-078 TF                                       | 2054-05-20      | 5.3838%  | N/A     | $30000000.00       | $21886428.25       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-088 IO                                       | 2066-02-16      | 0.7706%  | N/A     | $75000000.00       | $4021423.58        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-095 FN                                       | 2054-06-20      | 5.4338%  | N/A     | $100000000.00      | $38005329.22       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-095 SN                                       | 2054-06-20      | 3.0662%  | N/A     | $81793536.00       | $5085727.13        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-095 WT                                       | 2054-06-20      | 0.1000%  | N/A     | $26400640.00       | $92467.13          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-125 SA                                       | 2054-08-20      | 2.4662%  | N/A     | $45220096.00       | $2117834.00        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-146 TS                                       | 2054-09-20      | 1.1462%  | N/A     | $30000000.00       | $1315295.92        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-149 SD                                       | 2054-09-20      | 1.2662%  | N/A     | $100000000.00      | $4090475.15        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-153 IO                                       | 2066-12-16      | 0.9234%  | N/A     | $150000000.00      | $11376915.72       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 BF                                       | 2054-10-20      | 5.3838%  | N/A     | $30000000.00       | $28866671.26       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-160 WF                                       | 2054-10-20      | 5.4338%  | N/A     | $30000000.00       | $29335112.06       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-196 HS                                       | 2054-12-20      | 0.4162%  | N/A     | $50000000.00       | $1084456.53        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-196 NT                                       | 2054-02-20      | 0.1000%  | N/A     | $32644360.00       | $40391.53          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-201 SD                                       | 2054-12-20      | 2.3662%  | N/A     | $114668288.00      | $7175306.66        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-002 BS                                       | 2055-01-20      | 1.0662%  | N/A     | $50000000.00       | $810473.66         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-007 JS                                       | 2055-01-20      | 2.2662%  | N/A     | $84612480.00       | $5469302.11        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-011 BA                                       | 2067-04-16      | 4.5000%  | N/A     | $15731000.00       | $14315870.70       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-025 CS                                       | 2055-02-20      | 1.0162%  | N/A     | $200000000.00      | $8776668.06        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-026 SA                                       | 2055-02-20      | 1.0662%  | N/A     | $75000000.00       | $1789226.44        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-028 ES                                       | 2065-02-20      | 1.7662%  | N/A     | $141569024.00      | $3423118.18        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-028 TY                                       | 2055-02-20      | 0.0500%  | N/A     | $100000000.00      | $107391.69         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-039 TJ                                       | 2050-06-20      | 0.1156%  | N/A     | $36494912.00       | $170892.48         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 FQ                                       | 2055-03-20      | 5.2338%  | N/A     | $5220432.00        | $5023717.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 SQ                                       | 2055-03-20      | 1.7662%  | N/A     | $67507456.00       | $3899480.11        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-062 SH                                       | 2055-04-20      | 2.2662%  | N/A     | $50000000.00       | $3284717.95        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-070 FG                                       | 2055-04-20      | 5.2338%  | N/A     | $63977500.00       | $62969523.61       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-079 SA                                       | 2053-11-20      | 1.0162%  | N/A     | $50000000.00       | $1734792.43        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 AS                                       | 2055-05-20      | 0.9662%  | N/A     | $30000000.00       | $1372104.51        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-092 ZA                                       | 2067-05-16      | 5.0000%  | N/A     | $5000000.00        | $4907226.58        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 SC                                       | 2055-05-20      | 1.6162%  | N/A     | $32891328.00       | $1803315.28        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-098 XT                                       | 2055-06-20      | 0.0500%  | N/A     | $23100000.00       | $32099.27          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 GZ                                       | 2055-08-20      | 5.5000%  | N/A     | $2358996.00        | $2407610.13        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 SD                                       | 2055-08-20      | 0.2162%  | N/A     | $80000000.00       | $1629771.45        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-131 SK                                       | 2055-08-20      | 0.0000%  | N/A     | $90000000.00       | $126121.14         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 ES                                       | 2065-09-20      | 0.5662%  | N/A     | $28245344.00       | $644671.76         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 EZ                                       | 2065-08-20      | 5.0000%  | N/A     | $1434022.00        | $1048162.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 QS                                       | 2055-09-20      | 1.8162%  | N/A     | $120000000.00      | $7920205.83        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 SB                                       | 2055-09-20      | 3.0162%  | N/A     | $187500000.00      | $19942566.27       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-150 ZP                                       | 2055-09-20      | 4.5000%  | N/A     | $1770524.00        | $1575981.45        | Agency Collateralized Mortgage Obligation |
| GNRM 2010-009 JI                                       | 2040-01-20      | 5.0000%  | N/A     | $50000000.00       | $781210.11         | Agency Collateralized Mortgage Obligation |
| GNRM 2010-035 UI                                       | 2040-03-20      | 5.0000%  | N/A     | $85000000.00       | $479129.72         | Agency Collateralized Mortgage Obligation |
| GNRM 2012-113 NI                                       | 2042-04-20      | 4.5000%  | N/A     | $59146240.00       | $12840.37          | Agency Collateralized Mortgage Obligation |
| GNRM 2012-17 WI                                        | 2040-08-20      | 5.0000%  | N/A     | $21703072.00       | $145091.48         | Agency Collateralized Mortgage Obligation |
| GNRM 2014-043 IG                                       | 2044-03-16      | 5.5000%  | N/A     | $34904000.00       | $279387.49         | Agency Collateralized Mortgage Obligation |
| GNRM 2015-083 EI                                       | 2043-09-20      | 6.0000%  | N/A     | $35697088.00       | $634236.21         | Agency Collateralized Mortgage Obligation |
| GNRM 2016-04 MB                                        | 2046-08-20      | 3.0000%  | N/A     | $3200000.00        | $2823879.54        | Agency Collateralized Mortgage Obligation |
| GNRM 2016-09 IO                                        | 2036-09-16      | 5.5000%  | N/A     | $19473888.00       | $513471.76         | Agency Collateralized Mortgage Obligation |
| GNRM 2016-49 CI                                        | 2046-11-16      | 5.0000%  | N/A     | $26428840.00       | $652972.85         | Agency Collateralized Mortgage Obligation |
| GNRM 2017-192 IP                                       | 2045-11-20      | 3.0000%  | N/A     | $47883200.00       | $118299.27         | Agency Collateralized Mortgage Obligation |
| GNRM 2017-63 LO                                        | 2041-05-16      | 0.0000%  | N/A     | $9932752.00        | $1677562.57        | Agency Collateralized Mortgage Obligation |
| GNRM 2017-75 IO                                        | 2047-05-20      | 5.0000%  | N/A     | $30000000.00       | $510085.78         | Agency Collateralized Mortgage Obligation |
| GNRM 2018-13 PZ                                        | 2048-01-20      | 3.0000%  | N/A     | $555000.00         | $625225.44         | Agency Collateralized Mortgage Obligation |
| GNRM 2018-35 GZ                                        | 2048-09-20      | 4.2500%  | N/A     | $20000000.00       | $520579.34         | Agency Collateralized Mortgage Obligation |
| GNRM 2018-59 GI                                        | 2048-04-20      | 3.0000%  | N/A     | $14788848.00       | $834910.52         | Agency Collateralized Mortgage Obligation |
| GNRM 2019-066 AB                                       | 2060-08-16      | 3.0000%  | N/A     | $2000000.00        | $183072.96         | Agency Collateralized Mortgage Obligation |
| GNRM 2019-61 DI                                        | 2049-02-20      | 4.0000%  | N/A     | $11533856.00       | $333779.13         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-005 IA                                       | 2049-01-20      | 3.5000%  | N/A     | $1516974.00        | $516388.06         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-016 ID                                       | 2047-01-20      | 4.5000%  | N/A     | $6880000.00        | $153070.33         | Agency Collateralized Mortgage Obligation |
| GNRM 2020-063 IJ                                       | 2046-04-20      | 3.0000%  | N/A     | $30557568.00       | $35729.97          | Agency Collateralized Mortgage Obligation |
| GNRM 2020-098 DI                                       | 2050-07-20      | 3.0000%  | N/A     | $16729600.00       | $1488473.71        | Agency Collateralized Mortgage Obligation |
| GNRM 2020-167 PA                                       | 2050-11-20      | 0.7500%  | N/A     | $10000000.00       | $2946206.38        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-008 ZM                                       | 2051-01-20      | 2.0000%  | N/A     | $2295000.00        | $132398.11         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-030 QZ                                       | 2051-02-20      | 2.5000%  | N/A     | $4858500.00        | $647916.49         | Agency Collateralized Mortgage Obligation |
| GNRM 2021-069 WA                                       | 2051-04-20      | 2.0000%  | N/A     | $4000000.00        | $2247134.03        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-097 CI                                       | 2051-06-20      | 3.0000%  | N/A     | $67833216.00       | $5802213.04        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-118 CI                                       | 2051-07-20      | 3.0000%  | N/A     | $22158080.00       | $2442590.66        | Agency Collateralized Mortgage Obligation |
| GNRM 2021-175 CZ                                       | 2050-03-20      | 4.5000%  | N/A     | $12596688.00       | $100486.54         | Agency Collateralized Mortgage Obligation |
| GNRM 2023-009 A                                        | 2063-06-16      | 2.3500%  | N/A     | $91300000.00       | $81225956.41       | Agency Collateralized Mortgage Obligation |
| GNRM 2023-020 IO                                       | 2053-02-20      | 6.0000%  | N/A     | $5751856.00        | $654116.40         | Agency Collateralized Mortgage Obligation |
| GNRM 2023-020 PZ                                       | 2053-02-20      | 4.5000%  | N/A     | $624491.00         | $620413.33         | Agency Collateralized Mortgage Obligation |
| GNRM 2023-092 AH                                       | 2064-06-16      | 2.0000%  | N/A     | $5300000.00        | $3966226.25        | Agency Collateralized Mortgage Obligation |
| GNRM 2023-196 E                                        | 2048-09-20      | 3.0000%  | N/A     | $24021000.00       | $14721366.88       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-019 H                                        | 2051-12-20      | 5.5000%  | N/A     | $7424472.00        | $3923350.09        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-044 G                                        | 2054-03-20      | 0.2500%  | N/A     | $100000000.00      | $70414928.69       | Agency Collateralized Mortgage Obligation |
| GNRM 2024-095 BI                                       | 2040-04-20      | 4.5000%  | N/A     | $2236344.00        | $349487.71         | Agency Collateralized Mortgage Obligation |
| GNRM 2024-095 LB                                       | 2054-06-20      | 5.5000%  | N/A     | $4468016.00        | $4627436.30        | Agency Collateralized Mortgage Obligation |
| GNRM 2024-171 IO                                       | 2054-10-20      | 6.0000%  | N/A     | $33333312.00       | $3521387.51        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-039 G                                        | 2048-04-20      | 3.0000%  | N/A     | $58652288.00       | $51823940.06       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-083 TQ                                       | 2055-05-20      | 5.0000%  | N/A     | $51984128.00       | $51094146.57       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-114 JA                                       | 2051-08-20      | 4.5000%  | N/A     | $129248512.00      | $127713470.07      | Agency Collateralized Mortgage Obligation |
| GNRM 2025-114 N                                        | 2051-06-20      | 4.5000%  | N/A     | $40913152.00       | $40272784.31       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-131 IC                                       | 2053-12-20      | 7.0000%  | N/A     | $16775648.00       | $1797196.15        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-150 IQ                                       | 2051-07-20      | 6.0000%  | N/A     | $41452096.00       | $5508081.61        | Agency Collateralized Mortgage Obligation |
| GNRM 2025-174 GB                                       | 2054-03-20      | 4.5000%  | N/A     | $28171456.00       | $28019020.25       | Agency Collateralized Mortgage Obligation |
| GNRM 2025-174 L                                        | 2055-09-20      | 5.0000%  | N/A     | $14200180.00       | $14197335.22       | Agency Collateralized Mortgage Obligation |

### Security 130: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDTW4ZB2
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $52296000.00       | $50996026.03       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-10-31      | 0.5000%  | N/A     | $800.00            | $752.67            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 0.0000%  | N/A     | $1014.44           | $959.32            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | N/A     | $2400.00           | $1847.14           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-08-15      | 0.0000%  | N/A     | $100.00            | $45.87             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-15      | 0.0000%  | N/A     | $409.60            | $370.00            | U.S. Treasuries (including strips) |

### Security 131: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **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: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDTW4ZC0
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| GNII SF BM7538 C | 2050-02-20      | 3.0000%  | N/A     | $194995.00         | $69549.77          | Agency Mortgage-Backed Securities |
| GNII SF BT6867 C | 2050-05-20      | 3.0000%  | N/A     | $3355000.00        | $836465.50         | Agency Mortgage-Backed Securities |
| GNII SF DH4858 C | 2055-06-20      | 6.5000%  | N/A     | $916800.00         | $952910.77         | Agency Mortgage-Backed Securities |
| GNII SF MA4195 M | 2047-01-20      | 3.0000%  | N/A     | $670000.00         | $94370.67          | Agency Mortgage-Backed Securities |
| GNII SF MA4899 M | 2047-12-20      | 3.0000%  | N/A     | $50000.00          | $7034.17           | Agency Mortgage-Backed Securities |
| GNPL LM CD6002   | 2060-07-15      | 3.1100%  | N/A     | $90794.00          | $79670.18          | Agency Mortgage-Backed Securities |

### Security 132: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BYDTW4ZE6
- **C.18 - Value (incl. sponsor support):** $53000000.00
- **C.18.a - Value (excl. sponsor support):** $53000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2028-02-15      | 4.2500%  | N/A     | $8800.00           | $9002.68           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-02-29      | 4.0000%  | N/A     | $16780200.00       | $17042748.57       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-08-15      | 0.0000%  | N/A     | $100.00            | $87.15             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2046-11-15      | 2.8750%  | N/A     | $1100.00           | $846.60            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-07-15      | 0.1250%  | N/A     | $32864000.00       | $37007320.20       | U.S. Treasuries (including strips) |

### Security 133: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc.
- **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: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYDTW4ZF3
- **C.18 - Value (incl. sponsor support):** $371000000.00
- **C.18.a - Value (excl. sponsor support):** $371000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| GNMA_18-113D                                         | 2048-08-20      | 0.0000%  | N/A     | $100000000.00      | $252881.02         | Agency Collateralized Mortgage Obligation |
| GNMA_19-70K                                          | 2049-06-20      | 1.9545%  | N/A     | $67574912.00       | $1901639.94        | Agency Collateralized Mortgage Obligation |
| GNMA_20-127C                                         | 2050-08-20      | 3.0000%  | N/A     | $41662848.00       | $3396828.01        | Agency Collateralized Mortgage Obligation |
| GNMA_20-129G                                         | 2050-09-20      | 2.5000%  | N/A     | $54105600.00       | $4407908.73        | Agency Collateralized Mortgage Obligation |
| GNMA_20-129K                                         | 2050-09-20      | 3.0000%  | N/A     | $40000000.00       | $3708613.98        | Agency Collateralized Mortgage Obligation |
| GNMA_20-149J                                         | 2050-10-20      | 0.0000%  | N/A     | $25080384.00       | $353623.80         | Agency Collateralized Mortgage Obligation |
| GNMA_20-151                                          | 2050-10-20      | 3.0000%  | N/A     | $103333248.00      | $9212692.96        | Agency Collateralized Mortgage Obligation |
| GNMA_20-167G                                         | 2050-11-20      | 2.5000%  | N/A     | $74562944.00       | $6830950.24        | Agency Collateralized Mortgage Obligation |
| GNMA_20-176D                                         | 2050-11-20      | 3.0000%  | N/A     | $59144320.00       | $6034031.45        | Agency Collateralized Mortgage Obligation |
| GNMA_20-183H                                         | 2050-12-20      | 0.0000%  | N/A     | $33213280.00       | $243920.72         | Agency Collateralized Mortgage Obligation |
| GNMA_20-187B                                         | 2050-12-20      | 3.0000%  | N/A     | $27957280.00       | $3172643.99        | Agency Collateralized Mortgage Obligation |
| GNMA_20-187F                                         | 2050-12-20      | 3.0000%  | N/A     | $11130976.00       | $1203151.43        | Agency Collateralized Mortgage Obligation |
| GNMA_21-136G                                         | 2051-08-20      | 3.0000%  | N/A     | $33333312.00       | $2846972.20        | Agency Collateralized Mortgage Obligation |
| GNMA_21-146M                                         | 2050-07-20      | 2.5000%  | N/A     | $21864960.00       | $1629271.29        | Agency Collateralized Mortgage Obligation |
| GNMA_21-158L                                         | 2051-09-20      | 3.0000%  | N/A     | $37516352.00       | $5220331.14        | Agency Collateralized Mortgage Obligation |
| GNMA_21-158Q                                         | 2051-09-20      | 2.5000%  | N/A     | $21014688.00       | $2106463.94        | Agency Collateralized Mortgage Obligation |
| GNMA_21-165A                                         | 2051-09-20      | 3.0000%  | N/A     | $32495104.00       | $2479762.80        | Agency Collateralized Mortgage Obligation |
| GNMA_21-199G                                         | 2051-11-20      | 3.0000%  | N/A     | $20976000.00       | $1277386.30        | Agency Collateralized Mortgage Obligation |
| GNMA_21-223C                                         | 2051-12-20      | 3.0000%  | N/A     | $32876736.00       | $4401309.58        | Agency Collateralized Mortgage Obligation |
| GNMA_21-225G                                         | 2051-12-20      | 3.0000%  | N/A     | $48280384.00       | $4768187.62        | Agency Collateralized Mortgage Obligation |
| GNMA_21-225G                                         | 2051-12-20      | 2.0000%  | N/A     | $17381600.00       | $1550291.55        | Agency Collateralized Mortgage Obligation |
| GNMA_21-228C                                         | 2051-12-20      | 3.0000%  | N/A     | $28000000.00       | $2295795.86        | Agency Collateralized Mortgage Obligation |
| GNMA_21-25A                                          | 2051-02-20      | 2.0000%  | N/A     | $37500000.00       | $3254145.71        | Agency Collateralized Mortgage Obligation |
| GNMA_21-30D                                          | 2051-02-20      | 2.0000%  | N/A     | $34218176.00       | $2642342.81        | Agency Collateralized Mortgage Obligation |
| GNMA_21-46F                                          | 2051-03-20      | 2.0000%  | N/A     | $18750000.00       | $1755794.90        | Agency Collateralized Mortgage Obligation |
| GNMA_21-58A                                          | 2051-02-20      | 3.0000%  | N/A     | $66333312.00       | $5074823.80        | Agency Collateralized Mortgage Obligation |
| GNMA_22-137L                                         | 2052-08-20      | 1.8662%  | N/A     | $30008128.00       | $1482512.83        | Agency Collateralized Mortgage Obligation |
| GNMA_22-213G                                         | 2050-08-20      | 2.5000%  | N/A     | $39927296.00       | $4620741.03        | Agency Collateralized Mortgage Obligation |
| GNMA_23-128A                                         | 2053-08-20      | 1.7162%  | N/A     | $46526592.00       | $2002098.75        | Agency Collateralized Mortgage Obligation |
| GNMA_23-57B                                          | 2053-04-20      | 2.0162%  | N/A     | $56262272.00       | $4428377.46        | Agency Collateralized Mortgage Obligation |
| GNMA_23-75D                                          | 2050-06-20      | 4.0000%  | N/A     | $50000000.00       | $7998708.60        | Agency Collateralized Mortgage Obligation |
| GNMA_23-82D                                          | 2053-06-20      | 1.8662%  | N/A     | $14105888.00       | $1150912.69        | Agency Collateralized Mortgage Obligation |
| GNMA_24-112C                                         | 2054-07-20      | 2.4162%  | N/A     | $14883072.00       | $1029888.54        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125E                                         | 2054-08-20      | 2.4662%  | N/A     | $30100000.00       | $3136436.45        | Agency Collateralized Mortgage Obligation |
| GNMA_24-125G                                         | 2054-08-20      | 1.8162%  | N/A     | $62421376.00       | $4719397.92        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126L                                         | 2054-08-20      | 2.4662%  | N/A     | $25100000.00       | $1724281.02        | Agency Collateralized Mortgage Obligation |
| GNMA_24-126P                                         | 2054-08-20      | 2.4662%  | N/A     | $40000000.00       | $4760277.26        | Agency Collateralized Mortgage Obligation |
| GNMA_24-137B                                         | 2054-08-20      | 2.0162%  | N/A     | $70476160.00       | $4487528.57        | Agency Collateralized Mortgage Obligation |
| GNMA_24-137B                                         | 2054-08-20      | 2.0162%  | N/A     | $40000000.00       | $3501108.00        | Agency Collateralized Mortgage Obligation |
| GNMA_24-149E                                         | 2054-09-20      | 2.5162%  | N/A     | $37500000.00       | $3901027.50        | Agency Collateralized Mortgage Obligation |
| GNMA_24-155C                                         | 2054-09-20      | 1.9662%  | N/A     | $53191488.00       | $3568486.38        | Agency Collateralized Mortgage Obligation |
| GNMA_24-155G                                         | 2054-09-20      | 1.8562%  | N/A     | $65692560.00       | $4671109.09        | Agency Collateralized Mortgage Obligation |
| GNMA_24-159C                                         | 2054-10-20      | 1.3162%  | N/A     | $50000000.00       | $3003311.64        | Agency Collateralized Mortgage Obligation |
| GNMA_24-204F                                         | 2054-12-20      | 1.8662%  | N/A     | $64600000.00       | $5957557.37        | Agency Collateralized Mortgage Obligation |
| GNMA_24-43D                                          | 2054-03-20      | 1.1362%  | N/A     | $75000000.00       | $2033290.57        | Agency Collateralized Mortgage Obligation |
| GNMA_24-44J                                          | 2054-03-20      | 2.4662%  | N/A     | $118750000.00      | $9810374.06        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51C                                          | 2054-03-20      | 1.1162%  | N/A     | $50000000.00       | $2055272.94        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51F                                          | 2054-03-20      | 1.6662%  | N/A     | $24679500.00       | $1212117.35        | Agency Collateralized Mortgage Obligation |
| GNMA_24-51Q                                          | 2054-03-20      | 2.9662%  | N/A     | $60000000.00       | $2841049.47        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64C                                          | 2054-04-20      | 1.7162%  | N/A     | $25000000.00       | $1311508.33        | Agency Collateralized Mortgage Obligation |
| GNMA_24-64L                                          | 2054-04-20      | 1.2162%  | N/A     | $100000000.00      | $2855315.51        | Agency Collateralized Mortgage Obligation |
| GNMA_24-77F                                          | 2054-05-20      | 0.9662%  | N/A     | $50000000.00       | $1331038.33        | Agency Collateralized Mortgage Obligation |
| GNMA_24-79G                                          | 2054-05-20      | 3.0662%  | N/A     | $42086464.00       | $3383928.51        | Agency Collateralized Mortgage Obligation |
| GNMA_24-96H                                          | 2054-06-20      | 1.1662%  | N/A     | $60000000.00       | $2395724.83        | Agency Collateralized Mortgage Obligation |
| GNMA_24-H18J                                         | 2073-01-20      | 0.6843%  | N/A     | $49862272.00       | $1815823.88        | Agency Collateralized Mortgage Obligation |
| GNMA_25-116Q                                         | 2055-07-20      | 1.7162%  | N/A     | $76237056.00       | $4461700.33        | Agency Collateralized Mortgage Obligation |
| GNMA_25-1CC                                          | 2055-01-20      | 1.7362%  | N/A     | $70000000.00       | $7067394.51        | Agency Collateralized Mortgage Obligation |
| GNMA_25-20A                                          | 2055-01-20      | 1.7862%  | N/A     | $40790400.00       | $2678266.94        | Agency Collateralized Mortgage Obligation |
| GNMA_25-2K                                           | 2055-01-20      | 1.7762%  | N/A     | $27259840.00       | $3154353.99        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-04-20      | 1.7662%  | N/A     | $41952576.00       | $4688915.39        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-04-20      | 1.7662%  | N/A     | $26019712.00       | $1729375.02        | Agency Collateralized Mortgage Obligation |
| GNMA_25-60A                                          | 2055-03-20      | 1.7662%  | N/A     | $112615040.00      | $9791715.82        | Agency Collateralized Mortgage Obligation |
| GNMA_25-69G                                          | 2055-04-20      | 2.4162%  | N/A     | $8719664.00        | $569659.32         | Agency Collateralized Mortgage Obligation |
| GNMA_25-83C                                          | 2055-05-20      | 1.6162%  | N/A     | $18000000.00       | $1249869.33        | Agency Collateralized Mortgage Obligation |
| GNMA_41-97Z                                          | 2054-12-20      | 1.8162%  | N/A     | $75000000.00       | $6239462.57        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-08-20      | 3.0000%  | N/A     | $75000.00          | $9579.20           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-09-20      | 6.0000%  | N/A     | $150000.00         | $609.03            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-08-20      | 6.0000%  | N/A     | $109000.00         | $1138.27           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-01-20      | 3.5000%  | N/A     | $350000.00         | $41371.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2028-12-20      | 6.0000%  | N/A     | $139994.00         | $192.46            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-09-20      | 4.0000%  | N/A     | $138549000.00      | $14882520.82       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-11-20      | 4.5000%  | N/A     | $2599000.00        | $2027746.29        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2040-07-20      | 6.0000%  | N/A     | $1005214.00        | $16775.21          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-11-20      | 5.5000%  | N/A     | $24200000.00       | $17388053.64       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-02-20      | 5.5000%  | N/A     | $625000.00         | $501097.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-06-20      | 3.5000%  | N/A     | $30000.00          | $21165.97          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2037-05-20      | 6.0000%  | N/A     | $541310.00         | $6107.26           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-11-20      | 2.5000%  | N/A     | $1980000.00        | $796275.76         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-04-20      | 5.5000%  | N/A     | $30000000.00       | $29880686.98       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-05-20      | 5.5000%  | N/A     | $33500000.00       | $33493511.75       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2033-10-20      | 6.0000%  | N/A     | $75000.00          | $720.75            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-08-20      | 4.0000%  | N/A     | $217547.00         | $182401.48         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-05-20      | 6.0000%  | N/A     | $17000.00          | $5579.78           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2045-08-20      | 4.5000%  | N/A     | $2000000.00        | $129798.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-11-20      | 4.0000%  | N/A     | $100000.00         | $83134.31          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-03-20      | 6.0000%  | N/A     | $239000.00         | $51796.88          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2042-10-20      | 3.5000%  | N/A     | $2000000.00        | $174851.89         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-03-20      | 5.5000%  | N/A     | $291000.00         | $23489.36          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-04-20      | 3.5000%  | N/A     | $3872000.00        | $3098996.06        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-05-20      | 3.0000%  | N/A     | $2550000.00        | $1250528.78        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2054-11-20      | 4.5000%  | N/A     | $3190300.00        | $3004680.61        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2031-09-20      | 6.0000%  | N/A     | $95377.00          | $188.38            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-01-20      | 4.0000%  | N/A     | $500000.00         | $52395.83          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-12-20      | 4.0000%  | N/A     | $253098.00         | $216804.19         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-04-20      | 3.5000%  | N/A     | $235000.00         | $164671.80         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-06-20      | 6.0000%  | N/A     | $50000.00          | $164.87            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-09-20      | 2.5000%  | N/A     | $840973.00         | $500698.27         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-03-20      | 2.0000%  | N/A     | $4000.00           | $2061.56           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-10-20      | 4.5000%  | N/A     | $34376000.00       | $26750993.64       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2033-04-20      | 6.0000%  | N/A     | $250000.00         | $1847.57           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-02-20      | 2.0000%  | N/A     | $85000.00          | $43114.04          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-09-20      | 2.5000%  | N/A     | $2000000.00        | $766192.72         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2036-06-20      | 6.0000%  | N/A     | $40082.00          | $444.23            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2038-12-20      | 6.5000%  | N/A     | $81920.00          | $43.56             | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-09-20      | 4.5000%  | N/A     | $275000.00         | $210011.15         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-01-20      | 6.0000%  | N/A     | $10000.00          | $2740.29           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2031-12-20      | 6.0000%  | N/A     | $35000.00          | $106.95            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2049-02-20      | 4.0000%  | N/A     | $1420682.00        | $48583.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-11-20      | 4.0000%  | N/A     | $632577.00         | $68896.63          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-01-20      | 2.0000%  | N/A     | $1831070.00        | $1144563.73        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2032-06-20      | 7.5000%  | N/A     | $58878.00          | $6196.18           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-04-20      | 6.0000%  | N/A     | $83000.00          | $20830.82          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-07-20      | 4.0000%  | N/A     | $189630.00         | $18635.30          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-08-20      | 3.5000%  | N/A     | $105000.00         | $75795.40          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2046-12-20      | 3.5000%  | N/A     | $200000.00         | $27880.92          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-12-20      | 3.5000%  | N/A     | $320000.00         | $39897.07          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-12-20      | 3.5000%  | N/A     | $200000.00         | $149714.71         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-01-20      | 4.0000%  | N/A     | $75000.00          | $51605.02          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2039-08-20      | 6.0000%  | N/A     | $14999.00          | $116.01            | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2052-05-20      | 2.5000%  | N/A     | $440000.00         | $289061.56         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2053-09-20      | 4.5000%  | N/A     | $466228.00         | $412260.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2055-06-20      | 6.0000%  | N/A     | $3640099.00        | $3684765.66        | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-06-20      | 2.5000%  | N/A     | $1105000.00        | $324730.28         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-10-20      | 2.0000%  | N/A     | $453529.00         | $271150.77         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-06-20      | 6.0000%  | N/A     | $45000.00          | $19373.85          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2034-07-20      | 6.0000%  | N/A     | $101729.00         | $79821.46          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2048-01-20      | 6.0000%  | N/A     | $50000.00          | $6005.72           | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-12-20      | 3.0000%  | N/A     | $190000.00         | $118599.26         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2051-10-20      | 2.5000%  | N/A     | $700000.00         | $427415.51         | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2050-10-20      | 2.0000%  | N/A     | $36124000.00       | $16940311.11       | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2           | 2047-08-20      | 3.0000%  | N/A     | $160000.00         | $21661.80          | Agency Mortgage-Backed Securities         |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-44  | 2048-03-20      | 0.0000%  | N/A     | $148500000.00      | $397999.96         | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-167 | 2050-11-20      | 2.0000%  | N/A     | $54680640.00       | $3570296.33        | Agency Collateralized Mortgage Obligation |

### Security 134: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BYDTW4ZJ5
- **C.18 - Value (incl. sponsor support):** $619000000.00
- **C.18.a - Value (excl. sponsor support):** $619000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-04-15      | 4.5000%  | N/A     | $11344600.00       | $11499680.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-03      | 0.0000%  | N/A     | $33000000.00       | $31993830.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-10-31      | 4.1250%  | N/A     | $33200000.00       | $33739500.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-12-15      | 4.3750%  | N/A     | $135900.00         | $139086.30         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-16      | 0.0000%  | N/A     | $100232200.00      | $98509208.48       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | N/A     | $631500.00         | $637007.36         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2029-01-31      | 1.7500%  | N/A     | $30000000.00       | $28409700.00       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-10-31      | 4.8750%  | N/A     | $670000.00         | $704518.40         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $6708100.00        | $6950892.03        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-26      | 0.0000%  | N/A     | $3833100.00        | $3775296.85        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 4.8750%  | N/A     | $121400.00         | $121999.96         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-09-30      | 0.8750%  | N/A     | $100.00            | $97.50             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-11-30      | 4.2500%  | N/A     | $373000.00         | $381667.17         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $883200.00         | $847021.73         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-31      | 1.6250%  | N/A     | $7947800.00        | $7782549.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-05-14      | 0.0000%  | N/A     | $10060000.00       | $9862220.40        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-11-15      | 0.0000%  | N/A     | $71967600.00       | $25189523.61       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-02      | 0.0000%  | N/A     | $40000.00          | $39731.60          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-11      | 0.0000%  | N/A     | $88338500.00       | $87948927.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | N/A     | $50007900.00       | $49664206.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-03-19      | 0.0000%  | N/A     | $500.00            | $492.83            | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-10      | 0.0000%  | N/A     | $17341300.00       | $17156615.15       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-23      | 0.0000%  | N/A     | $500000.00         | $491045.00         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-01-27      | 0.0000%  | N/A     | $5330000.00        | $5281123.90        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-11-15      | 4.1250%  | N/A     | $484100.00         | $500004.43         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.7500%  | N/A     | $5302900.00        | $5310377.09        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2035-08-15      | 4.2500%  | N/A     | $69402200.00       | $70875862.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-12-31      | 4.5000%  | N/A     | $184000.00         | $193415.42         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-04-30      | 3.8750%  | N/A     | $419000.00         | $422012.61         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-30      | 0.0000%  | N/A     | $9000000.00        | $8832600.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-09-30      | 4.6250%  | N/A     | $4427000.00        | $4567198.10        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-03-31      | 3.6250%  | N/A     | $4126100.00        | $4126166.95        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | N/A     | $22959900.00       | $23466624.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-09      | 0.0000%  | N/A     | $7500000.00        | $7376400.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-04-02      | 0.0000%  | N/A     | $478200.00         | $470649.22         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-01-31      | 4.0000%  | N/A     | $4519400.00        | $4617348.96        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2025-12-26      | 0.0000%  | N/A     | $7607300.00        | $7561595.34        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-02-17      | 0.0000%  | N/A     | $35780000.00       | $35372823.60       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2052-05-15      | 2.8750%  | N/A     | $49647800.00       | $36560993.66       | U.S. Treasuries (including strips) |

### Security 135: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **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: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BRWXLLU75
- **C.18 - Value (incl. sponsor support):** $2100000000.00
- **C.18.a - Value (excl. sponsor support):** $2100000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FESB MTG TR 2018-SB56          X1-AR  20380825 FLT     | 2038-08-25      | 0.3510%  | N/A     | $68497124.00       | $175451.56         | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-RC  20380825 FLT     | 2038-08-25      | 0.1230%  | N/A     | $76718426.00       | $386180.44         | Agency Collateralized Mortgage Obligation |
| FESB MTG TR 2018-SB56          X1-SA  20381125 FLT     | 2038-11-25      | 0.2504%  | N/A     | $143846917.00      | $376579.27         | Agency Collateralized Mortgage Obligation |
| FGRA 03451S 02/15/37                                   | 2037-02-15      | 1.6819%  | N/A     | $2000000.00        | $589.10            | Agency Collateralized Mortgage Obligation |
| FGRA 04104S 09/15/42                                   | 2042-09-15      | 1.7518%  | N/A     | $21428571.00       | $379639.13         | Agency Collateralized Mortgage Obligation |
| FGRA 3667SB 05/15/40                                   | 2040-05-15      | 2.1019%  | N/A     | $5000000.00        | $1728.30           | Agency Collateralized Mortgage Obligation |
| FGRA 4091ES 08/15/42                                   | 2042-08-15      | 2.2018%  | N/A     | $22372053.00       | $485492.69         | Agency Collateralized Mortgage Obligation |
| FGRA 4161SP 02/15/43                                   | 2043-02-15      | 1.8018%  | N/A     | $20500000.00       | $554044.23         | Agency Collateralized Mortgage Obligation |
| FGRA 4301SD 07/15/37                                   | 2037-07-15      | 1.7518%  | N/A     | $77000000.00       | $533845.11         | Agency Collateralized Mortgage Obligation |
| FGRA 4351AS 06/15/44                                   | 2044-06-15      | 1.8518%  | N/A     | $50000000.00       | $291847.31         | Agency Collateralized Mortgage Obligation |
| FGRA 4417NS 12/15/43                                   | 2043-12-15      | 0.0710%  | N/A     | $22473927.00       | $70379.00          | Agency Collateralized Mortgage Obligation |
| FGRA 4564SI 04/15/43                                   | 2043-04-15      | 0.0000%  | N/A     | $26456473.00       | $91564.30          | Agency Collateralized Mortgage Obligation |
| FGRA 4584SI 05/15/44                                   | 2044-05-15      | 0.1519%  | N/A     | $4814646.00        | $39614.39          | Agency Collateralized Mortgage Obligation |
| FGRA 4698ES 07/15/47                                   | 2047-07-15      | 0.0000%  | N/A     | $50000000.00       | $343628.94         | Agency Collateralized Mortgage Obligation |
| FGRA 4707SB 08/15/47                                   | 2047-08-15      | 0.0000%  | N/A     | $103816691.00      | $647705.82         | Agency Collateralized Mortgage Obligation |
| FGRA 4795WS 03/15/48                                   | 2048-03-15      | 1.8018%  | N/A     | $21176438.00       | $384412.56         | Agency Collateralized Mortgage Obligation |
| FGRA 4833IM 04/15/44                                   | 2044-04-15      | 0.0500%  | N/A     | $34129268.00       | $12170.72          | Agency Collateralized Mortgage Obligation |
| FGRA 4935AI 03/15/43                                   | 2043-03-15      | 0.0600%  | N/A     | $13906717.00       | $7402.45           | Agency Collateralized Mortgage Obligation |
| FGRA 4935BI 08/15/41                                   | 2041-08-15      | 0.5300%  | N/A     | $8997993.00        | $60965.01          | Agency Collateralized Mortgage Obligation |
| FGRA 4935CI 06/15/42                                   | 2042-06-15      | 0.6500%  | N/A     | $5451206.00        | $43010.61          | Agency Collateralized Mortgage Obligation |
| FGRA 5121TA 09/15/40                                   | 2042-04-15      | 0.4000%  | N/A     | $16135008.00       | $110022.40         | Agency Collateralized Mortgage Obligation |
| FGRA 5121TC 09/15/41                                   | 2044-03-15      | 0.0200%  | N/A     | $9834426.00        | $2688.19           | Agency Collateralized Mortgage Obligation |
| FGRA 5121TD 10/15/41                                   | 2044-08-15      | 0.0500%  | N/A     | $14302766.00       | $13121.77          | Agency Collateralized Mortgage Obligation |
| FGRA 5331TH 08/15/44                                   | 2044-08-15      | 0.0500%  | N/A     | $11538316.00       | $16926.51          | Agency Collateralized Mortgage Obligation |
| FGRA 5352LI 10/15/46                                   | 2046-10-15      | 0.9140%  | N/A     | $14260417.00       | $1691636.36        | Agency Collateralized Mortgage Obligation |
| FGRA 5444IT 11/15/48                                   | 2048-11-15      | 0.1000%  | N/A     | $6237243.00        | $24279.33          | Agency Collateralized Mortgage Obligation |
| FGRA 5444SJ 11/15/48                                   | 2048-11-15      | 1.6519%  | N/A     | $58554444.00       | $5292411.88        | Agency Collateralized Mortgage Obligation |
| FGRA 5444TI 08/15/44                                   | 2044-08-15      | 0.0500%  | N/A     | $29762511.00       | $40185.65          | Agency Collateralized Mortgage Obligation |
| FGRA S17020 11/15/52                                   | 2052-11-15      | 4.5628%  | N/A     | $2624331.00        | $363772.79         | Agency Collateralized Mortgage Obligation |
| FGRM 4010QI 01/15/42                                   | 2042-01-15      | 4.5000%  | N/A     | $92501111.00       | $320143.13         | Agency Collateralized Mortgage Obligation |
| FGRM 4046IM 05/15/42                                   | 2042-05-15      | 4.5000%  | N/A     | $33346994.00       | $285576.82         | Agency Collateralized Mortgage Obligation |
| FGRM 4215EI 07/15/32                                   | 2032-07-15      | 3.0000%  | N/A     | $62500000.00       | $77240.23          | Agency Collateralized Mortgage Obligation |
| FGRM 4299JI 07/15/43                                   | 2043-07-15      | 4.0000%  | N/A     | $28735375.00       | $26890.50          | Agency Collateralized Mortgage Obligation |
| FGRM 4472WI 05/15/45                                   | 2045-05-15      | 5.0000%  | N/A     | $45430594.00       | $561272.37         | Agency Collateralized Mortgage Obligation |
| FGRM 4524CI 05/15/41                                   | 2041-05-15      | 5.0000%  | N/A     | $33500000.00       | $494909.99         | Agency Collateralized Mortgage Obligation |
| FGRM 4544AI 11/15/44                                   | 2044-11-15      | 4.0000%  | N/A     | $10062114.00       | $2001617.79        | Agency Collateralized Mortgage Obligation |
| FGRM 4701DI 01/15/36                                   | 2036-01-15      | 5.0000%  | N/A     | $30122470.00       | $696289.71         | Agency Collateralized Mortgage Obligation |
| FGRM 4701EI 04/15/40                                   | 2040-04-15      | 5.0000%  | N/A     | $25803798.00       | $612789.77         | Agency Collateralized Mortgage Obligation |
| FGRM 4733GI 07/15/38                                   | 2038-07-15      | 5.5000%  | N/A     | $6761737.00        | $208101.06         | Agency Collateralized Mortgage Obligation |
| FGRM 4783JI 07/15/33                                   | 2033-07-15      | 3.5000%  | N/A     | $124269272.00      | $291612.90         | Agency Collateralized Mortgage Obligation |
| FGRM 5060DI 04/15/41                                   | 2041-04-15      | 5.0000%  | N/A     | $7685360.00        | $259173.83         | Agency Collateralized Mortgage Obligation |
| FGRM 5394PO 02/15/43                                   | 2043-02-15      | 0.0000%  | N/A     | $5454332.00        | $3383279.92        | Agency Collateralized Mortgage Obligation |
| FHLMC  MSCR TRUST MN3          M-2    20511127 FLT     | 2051-11-27      | 8.1828%  | N/A     | $11000000.00       | $11408509.19       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC  SERIES K-1516     X3     20381025 FLT     | 2038-10-25      | 3.4556%  | N/A     | $7800000.00        | $1974941.58        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEIRES K-142       X3     20490425 FLT     | 2049-04-25      | 3.0968%  | N/A     | $23700000.00       | $3807704.71        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIES K-102      X3     20461225 FLT     | 2046-12-25      | 1.8914%  | N/A     | $25000000.00       | $1701553.75        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SEREIS K-114       X3     20480825 FLT     | 2048-08-25      | 2.7350%  | N/A     | $10500000.00       | $1138286.04        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES             X3     20570225 FLT     | 2057-02-25      | 5.2566%  | N/A     | $9000000.00        | $2461864.27        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES 5083        BX     20501125 FLT     | 2050-11-25      | 5.0033%  | N/A     | $4100000.00        | $2597630.35        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-053       X3     20440325 FLT     | 2044-03-25      | 1.6745%  | N/A     | $24717000.00       | $91487.80          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-056       X3     20440625 FLT     | 2044-06-25      | 2.1177%  | N/A     | $1916000.00        | $26821.64          | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-058       A-2    20260825 2.65300 | 2026-08-25      | 2.6530%  | N/A     | $6314458.00        | $6256616.51        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-059       A-2    20260925 FLT     | 2026-09-25      | 3.1200%  | N/A     | $1000000.00        | $991858.66         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-070       X3     20271225 FLT     | 2027-12-25      | 2.0419%  | N/A     | $13000000.00       | $538051.20         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-097       X3     20460925 FLT     | 2046-09-25      | 2.0184%  | N/A     | $17926832.00       | $1249374.33        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-105       X3     20480325 FLT     | 2048-03-25      | 1.9186%  | N/A     | $34625000.00       | $2683222.79        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-107       X1     20300125 FLT     | 2030-01-25      | 1.5855%  | N/A     | $65000000.00       | $3624604.90        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-109       X3     20480525 FLT     | 2048-05-25      | 3.3829%  | N/A     | $20000000.00       | $2642201.38        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-110       X3     20480625 FLT     | 2048-06-25      | 3.3744%  | N/A     | $9600000.00        | $1275993.64        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-113       X3     20480525 FLT     | 2048-05-25      | 2.9755%  | N/A     | $108643404.00      | $13371569.75       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-122       X3     20490125 FLT     | 2049-01-25      | 2.6298%  | N/A     | $9700000.00        | $1095726.67        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-128       X3     20490425 FLT     | 2049-04-25      | 2.7805%  | N/A     | $13400000.00       | $1695181.61        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-130       X-3    20480825 FLT     | 2048-08-25      | 3.0962%  | N/A     | $13487621.00       | $2014459.09        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-131       X3     20490925 FLT     | 2049-09-25      | 2.9464%  | N/A     | $20902000.00       | $2994302.63        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-138       X3     20500125 FLT     | 2050-01-25      | 2.9797%  | N/A     | $4493000.00        | $679876.70         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-143       X3     20500425 FLT     | 2050-04-25      | 3.1398%  | N/A     | $7000000.00        | $1152546.29        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-148       X3     20540825 FLT     | 2054-08-25      | 4.1461%  | N/A     | $5300000.00        | $1215052.15        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-150       X3     20541025 FLT     | 2054-10-25      | 4.4351%  | N/A     | $15000000.00       | $3693824.28        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-152       X3     20551125 FLT     | 2055-11-25      | 4.3337%  | N/A     | $9800000.00        | $2402365.94        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-154       X3     20560325 FLT     | 2056-03-25      | 5.1035%  | N/A     | $12000000.00       | $3515363.44        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-163       X3     20570225 FLT     | 2057-02-25      | 5.6872%  | N/A     | $15327418.00       | $5585852.24        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-164       X-3    20570525 FLT     | 2057-05-25      | 5.6737%  | N/A     | $15000000.00       | $5748330.75        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-165       X3     20561025 FLT     | 2056-10-25      | 5.4934%  | N/A     | $12000000.00       | $4435077.70        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-169       X3     20570325 FLT     | 2057-03-25      | 5.3065%  | N/A     | $42900147.00       | $15655941.68       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-170       X3     20580225 FLT     | 2058-02-25      | 5.5890%  | N/A     | $14073972.00       | $5467125.76        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-735       A-2    20260525 2.86200 | 2026-05-25      | 2.8620%  | N/A     | $13000000.00       | $9931462.34        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-743       X3     20490625 FLT     | 2049-06-25      | 2.9534%  | N/A     | $9500000.00        | $669428.63         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-748       X3     20500225 FLT     | 2050-02-25      | 2.6913%  | N/A     | $14432000.00       | $1100350.33        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-756       X3     20570725 FLT     | 2057-07-25      | 5.6148%  | N/A     | $5000000.00        | $1345720.16        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-760       X3     20570325 FLT     | 2057-03-25      | 5.0406%  | N/A     | $24396000.00       | $6386762.53        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-F107      AS     20280327 FLT     | 2028-03-27      | 4.5576%  | N/A     | $21450000.00       | $10426199.80       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-F113      AS     20280525 FLT     | 2028-05-25      | 4.5376%  | N/A     | $18300000.00       | $5287716.38        | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-F116      AS     20280626 FLT     | 2028-06-26      | 4.5176%  | N/A     | $80500000.00       | $34569606.79       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G03       X3     20330725 FLT     | 2033-07-25      | 2.9655%  | N/A     | $7733000.00        | $867250.20         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-G05       X3     20340125 FLT     | 2034-01-25      | 2.6116%  | N/A     | $1625000.00        | $182645.64         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-IR3       A-2    20270825 3.28100 | 2027-08-25      | 3.2810%  | N/A     | $21229000.00       | $21018687.84       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-X04       X-FX   20340125 FLT     | 2034-01-25      | 1.5920%  | N/A     | $19940000.00       | $445626.75         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-025       X      20340227 FLT     | 2034-02-27      | 0.3649%  | N/A     | $324636000.00      | $10156829.07       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-033       X      20350325 FLT     | 2035-03-25      | 0.4451%  | N/A     | $373283616.00      | $10441183.96       | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES Q-034       A-PT2  20540725 FLT     | 2054-07-25      | 2.8726%  | N/A     | $500000.00         | $475600.75         | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES T-042       A6     20420225 9.50000 | 2042-02-25      | 9.5000%  | N/A     | $128000.00         | $3711.99           | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2018-2      MA     20571126 3.50000 | 2057-11-26      | 3.5000%  | N/A     | $410000.00         | $81276.00          | Agency Collateralized Mortgage Obligation |
| FHLMC SCRTT SERIES 2019-2      MA     20580826 3.50000 | 2058-08-26      | 3.5000%  | N/A     | $610000.00         | $198623.98         | Agency Collateralized Mortgage Obligation |
| FHLMC STACR REMIC TR 2025-DNA3 M-1    20450925 FLT     | 2045-09-25      | 5.2828%  | N/A     | $2500000.00        | $2282060.23        | Agency Collateralized Mortgage Obligation |
| FLMC REMIC SERIES K-085        X3     20451225 FLT     | 2045-12-25      | 2.3142%  | N/A     | $4265750.00        | $275633.49         | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2002-26B      A1     20480125 7.00000 | 2048-01-25      | 7.0000%  | N/A     | $49841000.00       | $1029602.07        | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2003-W1       2A     20421225 FLT     | 2042-12-25      | 5.0911%  | N/A     | $124273360.00      | $3024297.35        | Agency Collateralized Mortgage Obligation |
| FNMA REMIC TRUST 2014-2        AI     20440225 FLT     | 2044-02-25      | 6.0000%  | N/A     | $21709187.00       | $287078.85         | Agency Collateralized Mortgage Obligation |
| FNRA CL006BI R24F006                                   | 2043-07-25      | 2.0599%  | N/A     | $6098639.00        | $862455.09         | Agency Collateralized Mortgage Obligation |
| FNRA CL006SB R24F006                                   | 2054-03-25      | 2.8372%  | N/A     | $63668669.00       | $3815562.41        | Agency Collateralized Mortgage Obligation |
| FNRA CL006ST R24F006                                   | 2047-09-25      | 0.1000%  | N/A     | $17892014.00       | $67749.18          | Agency Collateralized Mortgage Obligation |
| FNRA CL006TS R24F006                                   | 2042-07-25      | 0.5000%  | N/A     | $15645496.00       | $260739.79         | Agency Collateralized Mortgage Obligation |
| FNRA CL007SA R24F007                                   | 2053-09-25      | 2.8172%  | N/A     | $29000000.00       | $1563944.71        | Agency Collateralized Mortgage Obligation |
| FNRA CL009SC R24F009                                   | 2054-03-25      | 1.9231%  | N/A     | $85000000.00       | $3366173.54        | Agency Collateralized Mortgage Obligation |
| FNRA CL015SC R13F015                                   | 2033-03-25      | 0.1452%  | N/A     | $18391622.00       | $3535160.43        | Agency Collateralized Mortgage Obligation |
| FNRA CL022S R21F022                                    | 2051-04-25      | 0.0000%  | N/A     | $10000000.00       | $4777.00           | Agency Collateralized Mortgage Obligation |
| FNRA CL023SC R13F023                                   | 2033-03-25      | 0.1452%  | N/A     | $7025000.00        | $1927200.67        | Agency Collateralized Mortgage Obligation |
| FNRA CL024JS R12F024                                   | 2042-03-25      | 2.1527%  | N/A     | $13150872.00       | $235662.59         | Agency Collateralized Mortgage Obligation |
| FNRA CL026TI R16F026                                   | 2043-01-25      | 0.0000%  | N/A     | $5220322.00        | $23178.08          | Agency Collateralized Mortgage Obligation |
| FNRA CL030SA R25F030                                   | 2055-05-25      | 0.8672%  | N/A     | $200000000.00      | $6554410.37        | Agency Collateralized Mortgage Obligation |
| FNRA CL034LS R15F034                                   | 2045-06-25      | 1.8027%  | N/A     | $120580856.00      | $1890848.49        | Agency Collateralized Mortgage Obligation |
| FNRA CL037SA R24F037                                   | 2054-06-25      | 2.8372%  | N/A     | $50000000.00       | $3350362.37        | Agency Collateralized Mortgage Obligation |
| FNRA CL041T R22F041                                    | 2049-05-25      | 0.0500%  | N/A     | $7193861.00        | $8998.58           | Agency Collateralized Mortgage Obligation |
| FNRA CL042CS R24F042                                   | 2054-07-25      | 2.8972%  | N/A     | $30000000.00       | $1622321.27        | Agency Collateralized Mortgage Obligation |
| FNRA CL043FI R12F043                                   | 2041-07-25      | 4.2973%  | N/A     | $7000000.00        | $6327.40           | Agency Collateralized Mortgage Obligation |
| FNRA CL050ST R23F050                                   | 2049-07-25      | 0.1000%  | N/A     | $20341106.00       | $56700.52          | Agency Collateralized Mortgage Obligation |
| FNRA CL050TS R23F050                                   | 2044-04-25      | 0.0500%  | N/A     | $1254090.00        | $1827.26           | Agency Collateralized Mortgage Obligation |
| FNRA CL052PS R12F052                                   | 2042-05-25      | 2.2827%  | N/A     | $104663303.00      | $1152410.70        | Agency Collateralized Mortgage Obligation |
| FNRA CL055SB R21F055                                   | 2061-08-25      | 0.0000%  | N/A     | $184283299.00      | $1755248.52        | Agency Collateralized Mortgage Obligation |
| FNRA CL055SG R18F055                                   | 2048-08-25      | 1.9527%  | N/A     | $58135875.00       | $1213960.12        | Agency Collateralized Mortgage Obligation |
| FNRA CL059TA R20F059                                   | 2042-09-25      | 0.1000%  | N/A     | $10240264.00       | $10988.46          | Agency Collateralized Mortgage Obligation |
| FNRA CL059TB R20F059                                   | 2044-01-25      | 0.6000%  | N/A     | $10176126.00       | $73681.18          | Agency Collateralized Mortgage Obligation |
| FNRA CL061SA R19F061                                   | 2059-11-25      | 1.7527%  | N/A     | $14507222.00       | $734133.75         | Agency Collateralized Mortgage Obligation |
| FNRA CL062IA R24F062                                   | 2054-09-25      | 0.0200%  | N/A     | $92941546.00       | $33327.13          | Agency Collateralized Mortgage Obligation |
| FNRA CL062SQ R19F062                                   | 2059-11-25      | 1.7027%  | N/A     | $10012996.00       | $674699.30         | Agency Collateralized Mortgage Obligation |
| FNRA CL064SA R23F064                                   | 2048-07-25      | 1.8527%  | N/A     | $19429077.00       | $1694918.14        | Agency Collateralized Mortgage Obligation |
| FNRA CL064SA R25F064                                   | 2055-08-25      | 2.3172%  | N/A     | $97987347.00       | $8747811.80        | Agency Collateralized Mortgage Obligation |
| FNRA CL064TI R23F064                                   | 2048-07-25      | 0.0500%  | N/A     | $5118934.00        | $8959.05           | Agency Collateralized Mortgage Obligation |
| FNRA CL070DS R16F070                                   | 2046-10-25      | 1.8027%  | N/A     | $176880174.00      | $3088038.57        | Agency Collateralized Mortgage Obligation |
| FNRA CL071SA R25F071                                   | 2055-09-25      | 1.7172%  | N/A     | $50000000.00       | $3214900.62        | Agency Collateralized Mortgage Obligation |
| FNRA CL071SC R25F071                                   | 2055-09-25      | 0.9672%  | N/A     | $100000000.00      | $3321103.89        | Agency Collateralized Mortgage Obligation |
| FNRA CL086IC R24F086                                   | 2054-12-25      | 0.0500%  | N/A     | $93100000.00       | $145428.55         | Agency Collateralized Mortgage Obligation |
| FNRA CL096SC R17F096                                   | 2057-12-25      | 1.8027%  | N/A     | $48519741.00       | $1842850.59        | Agency Collateralized Mortgage Obligation |
| FNRA CL096TD R24F096                                   | 2054-12-25      | 0.2500%  | N/A     | $100617472.00      | $515118.39         | Agency Collateralized Mortgage Obligation |
| FNRA CL099IA R24F099                                   | 2055-01-25      | 0.0700%  | N/A     | $41742981.00       | $88297.96          | Agency Collateralized Mortgage Obligation |
| FNRA CL103SD R12F103                                   | 2042-09-25      | 1.7527%  | N/A     | $82285920.00       | $1184837.30        | Agency Collateralized Mortgage Obligation |
| FNRA CL105SB R24F105                                   | 2055-01-25      | 1.1172%  | N/A     | $50000000.00       | $1864823.20        | Agency Collateralized Mortgage Obligation |
| FNRA CL105SJ R24F105                                   | 2055-01-25      | 0.8172%  | N/A     | $213060287.00      | $5448185.50        | Agency Collateralized Mortgage Obligation |
| FNRA RC042AS R22F042                                   | 2050-06-25      | 1.8172%  | N/A     | $26210120.00       | $1678608.54        | Agency Collateralized Mortgage Obligation |
| FNRA RC061SE R21F061                                   | 2051-09-25      | 0.0000%  | N/A     | $46500000.00       | $11051.10          | Agency Collateralized Mortgage Obligation |
| FNRA RC062SA R24F062                                   | 2054-09-25      | 1.0672%  | N/A     | $172071737.00      | $4495314.16        | Agency Collateralized Mortgage Obligation |
| FNRA RC109QS R10F109                                   | 2040-10-25      | 6.2806%  | N/A     | $18305750.00       | $632651.04         | Agency Collateralized Mortgage Obligation |
| FNRA RC150SL R10F150                                   | 2040-10-25      | 2.1527%  | N/A     | $135801587.00      | $3217.53           | Agency Collateralized Mortgage Obligation |
| FNRM CL004EZ R25F004                                   | 2050-11-25      | 2.5000%  | N/A     | $1375000.00        | $924871.53         | Agency Collateralized Mortgage Obligation |
| FNRM CL006PO R24F006                                   | 2045-04-25      | 0.0000%  | N/A     | $10816174.00       | $6043037.77        | Agency Collateralized Mortgage Obligation |
| FNRM CL009PZ R16F009                                   | 2046-03-25      | 3.5000%  | N/A     | $580734.00         | $685506.54         | Agency Collateralized Mortgage Obligation |
| FNRM CL012NI R22F012                                   | 2045-05-25      | 4.0000%  | N/A     | $22088980.00       | $2582575.42        | Agency Collateralized Mortgage Obligation |
| FNRM CL024CI R24F024                                   | 2054-05-25      | 6.5000%  | N/A     | $69000000.00       | $8324589.46        | Agency Collateralized Mortgage Obligation |
| FNRM CL035IC R13F035                                   | 2033-04-25      | 3.0000%  | N/A     | $24015467.00       | $215097.95         | Agency Collateralized Mortgage Obligation |
| FNRM CL035IE R13F035                                   | 2033-04-25      | 3.0000%  | N/A     | $24874298.00       | $223812.73         | Agency Collateralized Mortgage Obligation |
| FNRM CL051PZ R01F051                                   | 2031-10-25      | 6.5000%  | N/A     | $500000.00         | $4616.94           | Agency Collateralized Mortgage Obligation |
| FNRM CL063MZ R20F063                                   | 2050-09-25      | 2.0000%  | N/A     | $1168359.00        | $879971.28         | Agency Collateralized Mortgage Obligation |
| FNRM CL075IB R21F075                                   | 2051-11-25      | 3.5000%  | N/A     | $24439250.00       | $2516241.97        | Agency Collateralized Mortgage Obligation |
| FNRM CL076LI R21F076                                   | 2051-11-25      | 4.5000%  | N/A     | $17000000.00       | $1984392.38        | Agency Collateralized Mortgage Obligation |
| FNRM CL078KI R17F078                                   | 2047-10-25      | 3.5000%  | N/A     | $13304714.00       | $193654.26         | Agency Collateralized Mortgage Obligation |
| FNRM CL096AI R17F096                                   | 2041-08-25      | 4.5000%  | N/A     | $44518053.00       | $747995.61         | Agency Collateralized Mortgage Obligation |
| FNRM CL099UI R12F099                                   | 2042-09-25      | 4.0000%  | N/A     | $23159229.00       | $183653.18         | Agency Collateralized Mortgage Obligation |
| FNRM RC002KO R07W002                                   | 2037-03-25      | 0.0000%  | N/A     | $19777901.00       | $234695.70         | Agency Collateralized Mortgage Obligation |
| FNRM RC006YI R13F006                                   | 2033-02-25      | 3.0000%  | N/A     | $27672262.00       | $173949.81         | Agency Collateralized Mortgage Obligation |
| FNRM RC075IO R21F075                                   | 2051-11-25      | 3.0000%  | N/A     | $78463000.00       | $7563640.34        | Agency Collateralized Mortgage Obligation |
| FNRM RC080EI R20F080                                   | 2050-11-25      | 4.0000%  | N/A     | $64192200.00       | $5780276.35        | Agency Collateralized Mortgage Obligation |
| FNRM RC091IK R20F091                                   | 2043-11-25      | 4.0000%  | N/A     | $22639231.00       | $736749.90         | Agency Collateralized Mortgage Obligation |
| FNRM RC114TE R13F114                                   | 2043-07-25      | 2.2500%  | N/A     | $23062000.00       | $1330168.79        | Agency Collateralized Mortgage Obligation |
| FNRM WL003PO R07W003                                   | 2037-04-25      | 0.0000%  | N/A     | $8074073.00        | $70105.21          | Agency Collateralized Mortgage Obligation |
| FNST TR0427 C55 RC                                     | 2037-08-25      | 1.5000%  | N/A     | $106000000.00      | $4028252.38        | Agency Collateralized Mortgage Obligation |
| FNST TR0428 C27 RC                                     | 2037-11-01      | 1.5000%  | N/A     | $80158597.00       | $2950929.79        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C46 RC                                     | 2053-10-01      | 4.0000%  | N/A     | $25945000.00       | $4883103.05        | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C56 RC                                     | 2053-11-01      | 5.5000%  | N/A     | $189204201.00      | $33658787.14       | Agency Collateralized Mortgage Obligation |
| FNST TR0440 C59 RC                                     | 2053-11-01      | 6.5000%  | N/A     | $49796960.00       | $6429886.37        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2021-MN2   M-2    20410725 FLT     | 2041-07-25      | 7.5328%  | N/A     | $27750000.00       | $24491355.90       | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2022-MN4   M-2    20520528 FLT     | 2052-05-28      | 10.6828% | N/A     | $12000000.00       | $13565531.71       | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC MSCR TR 2023-MN6   M-2    20430526 FLT     | 2043-05-26      | 10.9328% | N/A     | $11000000.00       | $12443362.29       | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2017-KF40          C      20271225 FLT     | 2027-12-25      | 13.4221% | N/A     | $39927982.00       | $12227156.78       | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2019-KC06          C      20260925 FLT     | 2026-09-25      | 3.8382%  | N/A     | $45627000.00       | $44218016.20       | Agency Collateralized Mortgage Obligation |
| FREM MTG TR 2019-KF72          C      20261125 FLT     | 2026-11-25      | 10.4221% | N/A     | $58664060.00       | $28221728.11       | Agency Collateralized Mortgage Obligation |
| FREMF 2022-KF140 MORTGAGE TR   CS     20290725 FLT     | 2029-07-25      | 9.5576%  | N/A     | $70480000.00       | $52493724.97       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2015-K51          D      20481025 0.00000 | 2048-10-25      | 0.0000%  | N/A     | $89686280.00       | $13010495.10       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-K56          D      20490625 0.00000 | 2049-06-25      | 0.0000%  | N/A     | $61470190.00       | $54274182.21       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2016-K59          D      20491125 0.00000 | 2049-11-25      | 0.0000%  | N/A     | $7000000.00        | $4338362.00        | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2017-K62          D      20500125 0.00000 | 2050-01-25      | 0.0000%  | N/A     | $108305106.00      | $76876173.16       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF60         C      20260225 FLT     | 2026-02-25      | 10.4221% | N/A     | $75693532.00       | $13087813.07       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KF65         C      20290725 FLT     | 2029-07-25      | 10.4221% | N/A     | $62395000.00       | $28782809.07       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2019-KLU2         B-FX   20290825 0.00000 | 2029-08-25      | 0.0000%  | N/A     | $28913000.00       | $13833788.32       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF80         C      20300625 FLT     | 2030-06-25      | 13.4221% | N/A     | $75910000.00       | $15319328.21       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2020-KF81         C      20270625 FLT     | 2027-06-25      | 13.4221% | N/A     | $67165464.00       | $15427314.30       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF107        CS     20280327 FLT     | 2028-03-27      | 10.5576% | N/A     | $78177000.00       | $37818792.10       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KF108        CS     20310225 FLT     | 2031-02-25      | 10.5576% | N/A     | $76047000.00       | $14134361.26       | Agency Collateralized Mortgage Obligation |
| FREMF MTG TR 2021-KHG3         B-FL   20280925 FLT     | 2028-09-25      | 6.6076%  | N/A     | $8048000.00        | $6898266.90        | Agency Collateralized Mortgage Obligation |
| FRESB 2023-SB107 MTG TR        X1     20430625 FLT     | 2043-06-25      | 0.1514%  | N/A     | $242892125.00      | $4848401.71        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 2019-SB64    B      20390625 FLT     | 2039-06-25      | 6.1277%  | N/A     | $44262383.00       | $28406193.72       | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TR 2019-SB64    XI     20390625 FLT     | 2039-06-25      | 1.6922%  | N/A     | $155000000.00      | $1987962.61        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB90 X1     20410625 FLT     | 2041-06-25      | 0.5788%  | N/A     | $145462875.00      | $3126959.17        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB91 X1     20410825 FLT     | 2041-08-25      | 0.5601%  | N/A     | $72000000.00       | $1654510.91        | Agency Collateralized Mortgage Obligation |
| FRESB MORTGAGE TRUST 2021-SB92 X1     20410825 FLT     | 2041-08-25      | 0.5571%  | N/A     | $101474124.00      | $2239598.32        | Agency Collateralized Mortgage Obligation |
| FRESB MTG 2018-SB54            X1     20380825 FLT     | 2038-08-25      | 0.0000%  | N/A     | $234440144.00      | $232409.81         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB11         B      20360125 FLT     | 2036-01-25      | 12.2358% | N/A     | $4242000.00        | $960987.31         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2016-SB18         B      20360625 FLT     | 2036-06-25      | 12.2358% | N/A     | $4553000.00        | $871145.68         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         B-RC   20371125 FLT     | 2037-11-25      | 7.0736%  | N/A     | $5886000.00        | $1924320.24        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         X1-AR  20371225 FLT     | 2037-12-25      | 0.0000%  | N/A     | $108859383.00      | $56763.60          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB45         X1-RC  20371125 FLT     | 2037-11-25      | 0.4758%  | N/A     | $66534907.00       | $84826.35          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB48         X1     20380225 FLT     | 2038-02-25      | 0.2591%  | N/A     | $243903642.00      | $478130.68         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB49         X1-AR  20380325 FLT     | 2038-03-25      | 0.0000%  | N/A     | $168448788.00      | $421122.14         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB49         X1-SA  20380425 FLT     | 2038-04-25      | 0.3780%  | N/A     | $79334227.00       | $384390.91         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB50         X1     20380525 FLT     | 2038-05-25      | 0.0000%  | N/A     | $220277834.00      | $249418.80         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         B-RC   20380625 FLT     | 2038-06-25      | 4.0692%  | N/A     | $33961065.00       | $15460379.43       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         X1-RC  20380625 FLT     | 2038-06-25      | 0.3625%  | N/A     | $148083821.00      | $284162.61         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB52         X1-SA  20380725 FLT     | 2038-07-25      | 0.0000%  | N/A     | $96789390.00       | $93670.62          | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB53         X1     20380625 FLT     | 2038-06-25      | 0.2026%  | N/A     | $256952913.00      | $325051.06         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB55         X1     20380825 FLT     | 2038-08-25      | 0.6233%  | N/A     | $177390777.00      | $573233.63         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2018-SB57         X1     20380925 FLT     | 2038-09-25      | 0.4195%  | N/A     | $251299455.00      | $532387.55         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB58         B      20381125 FLT     | 2038-11-25      | 4.9131%  | N/A     | $62248000.00       | $24545773.12       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB58         X1     20381125 FLT     | 2038-11-25      | 0.7893%  | N/A     | $271423788.00      | $1978438.32        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB62         X1     20390325 FLT     | 2039-03-25      | 1.0459%  | N/A     | $623416713.00      | $8560883.54        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2019-SB67         X1     20390825 FLT     | 2039-08-25      | 0.0000%  | N/A     | $529411508.00      | $7147180.30        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB70         B      20391025 FLT     | 2039-10-25      | 8.9314%  | N/A     | $41272141.00       | $24504912.96       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB73         X1     20400225 FLT     | 2040-02-25      | 0.8788%  | N/A     | $299054265.00      | $14916541.43       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB75         X1     20400425 FLT     | 2040-04-25      | 0.0000%  | N/A     | $444201323.00      | $12518322.77       | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB76         X1     20400425 FLT     | 2040-04-25      | 0.0000%  | N/A     | $72733000.00       | $1740441.32        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB78         X1     20400625 FLT     | 2040-06-25      | 0.3642%  | N/A     | $21411000.00       | $564044.72         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB79         X1     20400725 FLT     | 2040-07-25      | 0.3335%  | N/A     | $23692000.00       | $903940.63         | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2020-SB80         X1     20400925 FLT     | 2040-09-25      | 0.0000%  | N/A     | $89500000.00       | $2838400.94        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB85         X-1    20410225 FLT     | 2041-02-25      | 0.3751%  | N/A     | $150000000.00      | $3542701.37        | Agency Collateralized Mortgage Obligation |
| FRESB MTG TR 2021-SB87         X1     20410425 FLT     | 2041-04-25      | 0.6237%  | N/A     | $209249861.00      | $4598721.99        | Agency Collateralized Mortgage Obligation |
| GNRA 2003-41 DS                                        | 2033-05-20      | 3.5545%  | N/A     | $25000000.00       | $839.45            | Agency Collateralized Mortgage Obligation |
| GNRA 2008-092 E                                        | 2044-03-16      | 5.5560%  | N/A     | $60000.00          | $1021.93           | Agency Collateralized Mortgage Obligation |
| GNRA 2009-008 SC                                       | 2039-02-16      | 1.9537%  | N/A     | $128571429.00      | $325722.86         | Agency Collateralized Mortgage Obligation |
| GNRA 2009-106 SC                                       | 2039-11-20      | 2.2045%  | N/A     | $142784000.00      | $450581.09         | Agency Collateralized Mortgage Obligation |
| GNRA 2010-116 AS                                       | 2040-09-20      | 2.4645%  | N/A     | $43058548.00       | $697035.53         | Agency Collateralized Mortgage Obligation |
| GNRA 2011-069 SC                                       | 2041-05-20      | 1.2345%  | N/A     | $2855000.00        | $8290.85           | Agency Collateralized Mortgage Obligation |
| GNRA 2011-080 SK                                       | 2041-06-20      | 1.9345%  | N/A     | $167610000.00      | $466820.50         | Agency Collateralized Mortgage Obligation |
| GNRA 2012-084 SH                                       | 2042-07-16      | 1.9037%  | N/A     | $83772143.00       | $2816358.54        | Agency Collateralized Mortgage Obligation |
| GNRA 2012-113 SJ                                       | 2042-01-20      | 2.6045%  | N/A     | $22004881.00       | $1601.60           | Agency Collateralized Mortgage Obligation |
| GNRA 2012-134 PS                                       | 2042-11-20      | 0.8545%  | N/A     | $132412992.00      | $201010.67         | Agency Collateralized Mortgage Obligation |
| GNRA 2013-034 IA                                       | 2038-04-20      | 0.3500%  | N/A     | $22733674.00       | $1828.74           | Agency Collateralized Mortgage Obligation |
| GNRA 2014-003 ST                                       | 2039-07-20      | 1.8545%  | N/A     | $41202319.00       | $109593.85         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-027 SA                                       | 2044-02-16      | 1.9537%  | N/A     | $57270053.00       | $769076.13         | Agency Collateralized Mortgage Obligation |
| GNRA 2014-41 SG                                        | 2044-03-16      | 2.6037%  | N/A     | $30000000.00       | $284792.24         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-020 PS                                       | 2045-02-20      | 1.4545%  | N/A     | $57578855.00       | $578230.81         | Agency Collateralized Mortgage Obligation |
| GNRA 2015-10 W                                         | 2039-07-20      | 6.3359%  | N/A     | $6195173.00        | $723712.05         | Agency Collateralized Mortgage Obligation |
| GNRA 2016-04 S                                         | 2046-01-20      | 1.5045%  | N/A     | $30081589.00       | $325187.63         | Agency Collateralized Mortgage Obligation |
| GNRA 2019-38 AS                                        | 2049-03-20      | 1.9045%  | N/A     | $38282717.00       | $491912.36         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-047 SA                                       | 2044-05-20      | 1.8545%  | N/A     | $23898589.00       | $866580.01         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-055 SB                                       | 2050-04-20      | 0.0000%  | N/A     | $30000000.00       | $178572.37         | Agency Collateralized Mortgage Obligation |
| GNRA 2020-101 SJ                                       | 2050-07-20      | 2.0545%  | N/A     | $75209809.00       | $4382268.63        | Agency Collateralized Mortgage Obligation |
| GNRA 2020-102 SN                                       | 2050-07-20      | 2.0545%  | N/A     | $3328000.00        | $156941.94         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-130 GS                                       | 2051-07-20      | 0.0000%  | N/A     | $39142904.00       | $718024.52         | Agency Collateralized Mortgage Obligation |
| GNRA 2021-197 FD                                       | 2051-11-20      | 2.5000%  | N/A     | $150000000.00      | $89031630.98       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FA                                       | 2052-01-20      | 2.5000%  | N/A     | $100000000.00      | $63568155.88       | Agency Collateralized Mortgage Obligation |
| GNRA 2022-009 FB                                       | 2052-01-20      | 2.5000%  | N/A     | $300000000.00      | $185405818.99      | Agency Collateralized Mortgage Obligation |
| GNRA 2022-129 FB                                       | 2052-07-20      | 5.0000%  | N/A     | $20000000.00       | $13990459.76       | Agency Collateralized Mortgage Obligation |
| GNRA 2023-059 LS                                       | 2052-01-20      | 0.0000%  | N/A     | $819363159.00      | $1903466.76        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 ST                                       | 2053-09-20      | 0.0300%  | N/A     | $72401620.00       | $70469.74          | Agency Collateralized Mortgage Obligation |
| GNRA 2023-140 TS                                       | 2053-09-20      | 0.0300%  | N/A     | $27598380.00       | $6393.99           | Agency Collateralized Mortgage Obligation |
| GNRA 2023-151 SA                                       | 2053-10-20      | 2.2662%  | N/A     | $75000000.00       | $3708945.79        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-183 VS                                       | 2053-12-20      | 1.7662%  | N/A     | $75000000.00       | $3343519.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2023-192 AF                                       | 2053-12-20      | 5.4838%  | N/A     | $100000000.00      | $49890166.08       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 BS                                       | 2051-07-20      | 2.1545%  | N/A     | $132338141.00      | $16100918.96       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-022 TI                                       | 2051-08-20      | 0.2500%  | N/A     | $31792013.00       | $302795.46         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-030 JS                                       | 2054-02-20      | 1.6662%  | N/A     | $31000000.00       | $1549686.39        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 BS                                       | 2052-01-20      | 0.0000%  | N/A     | $98438929.00       | $188829.78         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 CS                                       | 2049-02-20      | 1.9045%  | N/A     | $32705658.00       | $2980533.06        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 LS                                       | 2052-04-20      | 0.0000%  | N/A     | $281702770.00      | $735304.24         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TB                                       | 2051-05-20      | 0.0000%  | N/A     | $10766919.00       | $1270.14           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TC                                       | 2048-12-20      | 0.1000%  | N/A     | $17641475.00       | $66778.44          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-046 TL                                       | 2052-04-20      | 0.0000%  | N/A     | $264071553.00      | $230635.70         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-069 CS                                       | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $25882.80          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-081 SD                                       | 2054-05-20      | 1.4162%  | N/A     | $50000000.00       | $1616615.37        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-089 SA                                       | 2054-05-20      | 3.0162%  | N/A     | $68104006.00       | $5237497.51        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-094 DI                                       | 2054-06-20      | 0.0500%  | N/A     | $50000000.00       | $47140.40          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-094 YS                                       | 2054-06-20      | 1.1662%  | N/A     | $67567336.00       | $2473558.59        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-116 SB                                       | 2054-07-20      | 2.4162%  | N/A     | $90000000.00       | $4770893.24        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IA                                       | 2054-02-20      | 0.0500%  | N/A     | $43135364.00       | $19783.00          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IE                                       | 2053-12-20      | 0.0700%  | N/A     | $42683741.00       | $34759.04          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 IQ                                       | 2053-08-20      | 0.1500%  | N/A     | $64701191.00       | $124949.58         | Agency Collateralized Mortgage Obligation |
| GNRA 2024-134 S                                        | 2054-08-20      | 1.7562%  | N/A     | $224379061.00      | $10918966.45       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 CI                                       | 2054-09-20      | 0.0500%  | N/A     | $5000000.00        | $2426.37           | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 FC                                       | 2054-09-20      | 5.3438%  | N/A     | $200000000.00      | $119344155.29      | Agency Collateralized Mortgage Obligation |
| GNRA 2024-142 SD                                       | 2054-09-20      | 2.4662%  | N/A     | $80000000.00       | $5399136.41        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-155 SA                                       | 2054-09-20      | 1.8162%  | N/A     | $82459203.00       | $4607527.10        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-167 HS                                       | 2051-06-20      | 2.5162%  | N/A     | $103667052.00      | $16048324.27       | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 BS                                       | 2054-10-20      | 1.2662%  | N/A     | $50000000.00       | $2617294.22        | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 IA                                       | 2054-10-20      | 0.0300%  | N/A     | $50000000.00       | $27608.01          | Agency Collateralized Mortgage Obligation |
| GNRA 2024-168 SD                                       | 2054-10-20      | 1.2262%  | N/A     | $100000000.00      | $4187493.74        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 CI                                       | 2054-04-20      | 0.1200%  | N/A     | $27306893.00       | $75179.07          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 SD                                       | 2055-01-20      | 1.7662%  | N/A     | $83109805.00       | $3308261.17        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 TB                                       | 2053-06-20      | 0.2000%  | N/A     | $50422056.00       | $226036.24         | Agency Collateralized Mortgage Obligation |
| GNRA 2025-005 TC                                       | 2053-07-20      | 0.0500%  | N/A     | $18475546.00       | $20850.67          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 FA                                       | 2055-02-20      | 5.9338%  | N/A     | $100000000.00      | $78085659.13       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 FB                                       | 2055-02-20      | 5.9138%  | N/A     | $100000000.00      | $78062750.10       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 IB                                       | 2055-02-20      | 0.0200%  | N/A     | $100000000.00      | $41554.46          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 ID                                       | 2055-02-20      | 0.0700%  | N/A     | $50000000.00       | $72778.30          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-027 IE                                       | 2055-02-20      | 0.0200%  | N/A     | $100000000.00      | $41631.82          | Agency Collateralized Mortgage Obligation |
| GNRA 2025-060 SA                                       | 2055-03-20      | 1.7662%  | N/A     | $33000000.00       | $2350367.05        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-071 SA                                       | 2055-04-20      | 0.9662%  | N/A     | $150000000.00      | $4738863.63        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-071 SC                                       | 2055-04-20      | 1.0662%  | N/A     | $80000000.00       | $2925451.54        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-083 VS                                       | 2055-05-20      | 1.5662%  | N/A     | $20000000.00       | $1302077.07        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 DS                                       | 2055-05-20      | 0.0962%  | N/A     | $100000000.00      | $1164999.04        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 EF                                       | 2055-05-20      | 5.2838%  | N/A     | $33000000.00       | $32701767.54       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 FE                                       | 2055-05-20      | 5.9438%  | N/A     | $18112667.00       | $18021793.74       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 SA                                       | 2055-05-20      | 1.0162%  | N/A     | $50000000.00       | $2066761.20        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 SC                                       | 2055-05-20      | 0.9662%  | N/A     | $163449087.00      | $5828613.01        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-090 SD                                       | 2055-05-20      | 0.0962%  | N/A     | $200000000.00      | $2547178.43        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-110 SB                                       | 2055-06-20      | 0.0662%  | N/A     | $100000000.00      | $1014468.83        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 CF                                       | 2055-07-20      | 5.3338%  | N/A     | $50000000.00       | $49646787.57       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 CS                                       | 2055-07-20      | 1.6662%  | N/A     | $50000000.00       | $3693063.66        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-122 FC                                       | 2055-07-20      | 5.6538%  | N/A     | $100000000.00      | $99659307.20       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-157 SC                                       | 2055-09-20      | 2.4662%  | N/A     | $57046000.00       | $5281609.19        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 BZ                                       | 2052-03-20      | 5.5000%  | N/A     | $30066834.00       | $29982205.88       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 FP                                       | 2055-10-20      | 4.9912%  | N/A     | $49442333.00       | $49679610.40       | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 SA                                       | 2055-10-20      | 1.1004%  | N/A     | $50000000.00       | $2891612.28        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 SP                                       | 2055-10-20      | 3.0088%  | N/A     | $49442333.00       | $4539813.35        | Agency Collateralized Mortgage Obligation |
| GNRA 2025-178 ZB                                       | 2055-10-20      | 6.0000%  | N/A     | $24164000.00       | $24184321.92       | Agency Collateralized Mortgage Obligation |
| GNST 0764-GT PO                                        | 2034-07-20      | 0.0000%  | N/A     | $1671942.00        | $18716.21          | Agency Collateralized Mortgage Obligation |

### Security 136: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYDTTXN17
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2027-08-31      | 3.1250%  | N/A     | $74846900.00       | $74568909.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-31      | 1.3750%  | N/A     | $999500.00         | $982363.56         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 1.5000%  | N/A     | $1002000.00        | $987489.62         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-09-30      | 3.6250%  | N/A     | $27763800.00       | $27572985.66       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-02-15      | 1.5000%  | N/A     | $11055900.00       | $10140853.87       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2031-08-15      | 1.2500%  | N/A     | $7560300.00        | $6583444.89        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2033-05-15      | 3.3750%  | N/A     | $27213600.00       | $26645633.68       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-02-29      | 4.1250%  | N/A     | $249999000.00      | $255584219.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-04-30      | 1.2500%  | N/A     | $5228000.00        | $4934175.94        | U.S. Treasuries (including strips) |

### Security 137: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYDTW4ZG1
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-08-15      | 3.3750%  | N/A     | $1953400.00        | $1693898.27        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 2.3750%  | N/A     | $224732600.00      | $169276781.18      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-02-15      | 4.5000%  | N/A     | $218997900.00      | $218191059.37      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2050-02-15      | 2.0000%  | N/A     | $8300000.00        | $5071140.50        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-02-15      | 4.6250%  | N/A     | $2086800.00        | $2155736.00        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 3.0000%  | N/A     | $5400.00           | $4348.01           | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2041-05-15      | 4.3750%  | N/A     | $59550100.00       | $60062332.81       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-03-31      | 1.2500%  | N/A     | $44390700.00       | $42028873.29       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-08-31      | 1.1250%  | N/A     | $30413900.00       | $28447632.79       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-02-15      | 2.5000%  | N/A     | $46667000.00       | $34068215.66       | U.S. Treasuries (including strips) |

### Security 138: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC
- **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: N/A, C.3 - LEI: 7TK5RJIZDFROZCA6XF66, C.5 - Other ID: BYDTW4ZH9
- **C.18 - Value (incl. sponsor support):** $516000000.00
- **C.18.a - Value (excl. sponsor support):** $516000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                          | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4950    | 2048-03-25      | 0.1000%  | N/A     | $18495700.00       | $16318.69          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4989    | 2050-07-25      | 6.0000%  | N/A     | $23045957.00       | $1567459.21        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5007    | 2050-08-25      | 5.0000%  | N/A     | $80082979.00       | $4608160.79        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5134    | 2051-08-25      | 4.5000%  | N/A     | $30804477.00       | $3189571.75        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138    | 2047-07-25      | 0.0500%  | N/A     | $15533447.00       | $19155.09          | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138    | 2050-02-25      | 3.5000%  | N/A     | $28341313.00       | $3868346.35        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5215    | 2052-04-25      | 0.0000%  | N/A     | $49872778.00       | $149918.34         | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5322    | 2051-10-25      | 3.0000%  | N/A     | $19000000.00       | $2228747.72        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5337    | 2053-09-25      | 1.7172%  | N/A     | $100000000.00      | $3826767.10        | Agency Collateralized Mortgage Obligation |
| FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5337    | 2053-09-25      | 0.0500%  | N/A     | $36666667.00       | $27106.01          | Agency Collateralized Mortgage Obligation |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2038-07-01      | 4.5000%  | N/A     | $18000.00          | $11769.43          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.5000%  | N/A     | $1832300.00        | $1921096.68        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-08-01      | 6.0000%  | N/A     | $7849539.00        | $7918005.51        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 6.0000%  | N/A     | $1619837.00        | $1676107.42        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2053-10-01      | 6.0000%  | N/A     | $1000.00           | $727.49            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2026-01-01      | 2.5000%  | N/A     | $12000.00          | $19.71             | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-08-01      | 6.5000%  | N/A     | $1024.00           | $1040.59           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-08-01      | 6.0000%  | N/A     | $6655841.00        | $6737273.20        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-11-01      | 2.0000%  | N/A     | $1000.00           | $500.71            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-10-01      | 6.5000%  | N/A     | $9270020.00        | $9844211.22        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2054-07-01      | 6.0000%  | N/A     | $1008.00           | $1026.98           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2030-11-01      | 1.5000%  | N/A     | $2000.00           | $675.59            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-10-01      | 6.0000%  | N/A     | $2000.00           | $2069.42           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2034-07-01      | 3.0000%  | N/A     | $56000.00          | $5639.67           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2050-08-01      | 3.5000%  | N/A     | $13535037.00       | $12622301.90       | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-01-01      | 5.0000%  | N/A     | $1000.00           | $837.41            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-09-01      | 5.5000%  | N/A     | $1580533.00        | $1605678.13        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-05-01      | 6.0000%  | N/A     | $1000.00           | $1059.44           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2039-02-01      | 6.0000%  | N/A     | $10652.00          | $167.66            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-08-01      | 5.0000%  | N/A     | $1031750.00        | $1038371.49        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-08-01      | 6.0000%  | N/A     | $1234643.00        | $1290242.87        | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2045-06-01      | 4.5000%  | N/A     | $1577926.00        | $172383.47         | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-10-01      | 5.5000%  | N/A     | $3007.00           | $3063.01           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2052-05-01      | 3.5000%  | N/A     | $99000.00          | $64778.28          | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2042-09-01      | 3.0000%  | N/A     | $3000.00           | $193.64            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2055-10-01      | 6.5000%  | N/A     | $1000.00           | $1063.81           | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2051-09-01      | 3.0000%  | N/A     | $1000.00           | $581.79            | Agency Mortgage-Backed Securities         |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                | 2040-01-01      | 7.0000%  | N/A     | $4100000.00        | $514853.99         | Agency Mortgage-Backed Securities         |
| FHLMC_4899C                                          | 2044-09-25      | 1.8027%  | N/A     | $42418596.00       | $1223369.79        | Agency Collateralized Mortgage Obligation |
| FHLMC_4950F                                          | 2048-09-25      | 0.1000%  | N/A     | $6406947.00        | $5083.92           | Agency Collateralized Mortgage Obligation |
| FHLMC_5098D                                          | 2051-04-25      | 0.0000%  | N/A     | $52000000.00       | $9798.91           | Agency Collateralized Mortgage Obligation |
| FHLMC_5136                                           | 2051-02-25      | 2.5000%  | N/A     | $43508000.00       | $3691011.78        | Agency Collateralized Mortgage Obligation |
| FHLMC_5138E                                          | 2047-09-25      | 0.0500%  | N/A     | $13991131.00       | $16571.20          | Agency Collateralized Mortgage Obligation |
| FHLMC_5171B                                          | 2051-12-25      | 3.0000%  | N/A     | $28028479.00       | $3719857.92        | Agency Collateralized Mortgage Obligation |
| FHLMC_5171F                                          | 2051-12-25      | 3.0000%  | N/A     | $62936833.00       | $5839722.94        | Agency Collateralized Mortgage Obligation |
| FHLMC_5192C                                          | 2051-11-25      | 3.0000%  | N/A     | $38179206.00       | $2672265.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_5297B                                          | 2053-03-25      | 6.0000%  | N/A     | $9044966.00        | $1064335.98        | Agency Collateralized Mortgage Obligation |
| FHLMC_5331B                                          | 2053-07-25      | 1.8172%  | N/A     | $100000000.00      | $4277124.83        | Agency Collateralized Mortgage Obligation |
| FHLMC_5338E                                          | 2053-09-25      | 1.7472%  | N/A     | $100000000.00      | $4610095.94        | Agency Collateralized Mortgage Obligation |
| FHLMC_5352D                                          | 2053-11-25      | 0.0000%  | N/A     | $7142858.00        | $3383134.24        | Agency Collateralized Mortgage Obligation |
| FHLMC_5358A                                          | 2053-11-25      | 2.2172%  | N/A     | $26923076.00       | $1460973.27        | Agency Collateralized Mortgage Obligation |
| FHLMC_5380                                           | 2054-02-25      | 0.6000%  | N/A     | $22562578.00       | $169937.88         | Agency Collateralized Mortgage Obligation |
| FHLMC_5394B                                          | 2054-03-25      | 2.8172%  | N/A     | $78809211.00       | $4561647.01        | Agency Collateralized Mortgage Obligation |
| FHLMC_5395A                                          | 2054-03-25      | 6.0000%  | N/A     | $10410354.00       | $1833203.33        | Agency Collateralized Mortgage Obligation |
| FHLMC_5412D                                          | 2054-05-25      | 0.0200%  | N/A     | $50000000.00       | $13126.32          | Agency Collateralized Mortgage Obligation |
| FHLMC_5422C                                          | 2049-10-25      | 1.7527%  | N/A     | $30403981.00       | $3240473.10        | Agency Collateralized Mortgage Obligation |
| FHLMC_5436                                           | 2054-07-25      | 2.8672%  | N/A     | $87500000.00       | $5144626.98        | Agency Collateralized Mortgage Obligation |
| FHLMC_5444C                                          | 2054-08-25      | 1.6972%  | N/A     | $110180020.00      | $4927776.76        | Agency Collateralized Mortgage Obligation |
| FHLMC_5487C                                          | 2054-12-25      | 2.9172%  | N/A     | $50000000.00       | $3456800.85        | Agency Collateralized Mortgage Obligation |
| FHLMC_5491C                                          | 2055-01-25      | 0.9866%  | N/A     | $72226975.00       | $2465932.99        | Agency Collateralized Mortgage Obligation |
| FHLMC_5504B                                          | 2055-02-25      | 0.1300%  | N/A     | $30000000.00       | $120208.80         | Agency Collateralized Mortgage Obligation |
| FHLMC_5504E                                          | 2054-02-25      | 2.2172%  | N/A     | $109076657.00      | $5103544.23        | Agency Collateralized Mortgage Obligation |
| FHLMC_5551A                                          | 2055-06-25      | 2.2672%  | N/A     | $50000000.00       | $4396598.70        | Agency Collateralized Mortgage Obligation |
| FHLMC_5551B                                          | 2055-06-25      | 0.9172%  | N/A     | $150000000.00      | $5159671.01        | Agency Collateralized Mortgage Obligation |
| FHLMC_5581A                                          | 2054-04-25      | 0.1000%  | N/A     | $35896991.00       | $65702.53          | Agency Collateralized Mortgage Obligation |
| FHLMC_5591                                           | 2055-10-25      | 1.8672%  | N/A     | $140000000.00      | $8086988.14        | Agency Collateralized Mortgage Obligation |
| FHLMC_5591                                           | 2055-10-25      | 1.8672%  | N/A     | $60000000.00       | $4265412.12        | Agency Collateralized Mortgage Obligation |
| FHLMC_5591                                           | 2055-10-25      | 0.0000%  | N/A     | $23333334.00       | $18706723.35       | Agency Collateralized Mortgage Obligation |
| FHLMC_5602B                                          | 2052-11-25      | 6.0000%  | N/A     | $9753624.00        | $841220.81         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5018                               | 2050-10-25      | 5.5000%  | N/A     | $25754366.00       | $1606810.35        | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5069                               | 2041-02-25      | 3.5000%  | N/A     | $11377822.00       | $733133.04         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC FHLMC_5097                               | 2051-04-25      | 0.5000%  | N/A     | $20408166.00       | $274996.40         | Agency Collateralized Mortgage Obligation |
| FREDDIE MAC GOLD                                     | 2030-07-01      | 4.5000%  | N/A     | $613246.00         | $9759.10           | Agency Mortgage-Backed Securities         |
| GNMA_09-121                                          | 2039-12-16      | 4.5000%  | N/A     | $269500000.00      | $978524.32         | Agency Collateralized Mortgage Obligation |
| GNMA_13-34                                           | 2039-12-16      | 0.3500%  | N/A     | $18588118.00       | $2580.60           | Agency Collateralized Mortgage Obligation |
| GNMA_13-76                                           | 2043-05-20      | 3.5000%  | N/A     | $195884000.00      | $1201962.42        | Agency Collateralized Mortgage Obligation |
| GNMA_14-100                                          | 2044-07-20      | 0.0000%  | N/A     | $2626210.00        | $156176.09         | Agency Collateralized Mortgage Obligation |
| GNMA_14-37                                           | 2044-03-20      | 1.4645%  | N/A     | $90727657.00       | $519119.07         | Agency Collateralized Mortgage Obligation |
| GNMA_14-66                                           | 2044-05-16      | 1.4537%  | N/A     | $90187500.00       | $355112.15         | Agency Collateralized Mortgage Obligation |
| GNMA_14-94                                           | 2038-02-20      | 0.2000%  | N/A     | $20173198.00       | $5153.53           | Agency Collateralized Mortgage Obligation |
| GNMA_15-1                                            | 2045-01-20      | 1.4545%  | N/A     | $65131833.00       | $646422.89         | Agency Collateralized Mortgage Obligation |
| GNMA_15-152E                                         | 2045-08-20      | 0.0000%  | N/A     | $26566916.00       | $26333.26          | Agency Collateralized Mortgage Obligation |
| GNMA_15-165                                          | 2045-11-20      | 3.0000%  | N/A     | $6500656.00        | $7747937.85        | Agency Collateralized Mortgage Obligation |
| GNMA_16-1C                                           | 2046-01-20      | 2.0545%  | N/A     | $64912745.00       | $1296390.73        | Agency Collateralized Mortgage Obligation |
| GNMA_16-33G                                          | 2046-03-20      | 1.9545%  | N/A     | $86172451.00       | $2193059.89        | Agency Collateralized Mortgage Obligation |
| GNMA_16-42                                           | 2045-11-20      | 0.0000%  | N/A     | $32147304.00       | $310611.27         | Agency Collateralized Mortgage Obligation |
| GNMA_16-48B                                          | 2046-04-20      | 3.0000%  | N/A     | $1511000.00        | $1501720.95        | Agency Collateralized Mortgage Obligation |
| GNMA_16-75H                                          | 2040-09-20      | 6.0000%  | N/A     | $25825640.00       | $320287.47         | Agency Collateralized Mortgage Obligation |
| GNMA_17-162F                                         | 2047-10-20      | 0.0000%  | N/A     | $125000000.00      | $599180.07         | Agency Collateralized Mortgage Obligation |
| GNMA_17-57B                                          | 2047-04-20      | 5.0000%  | N/A     | $25000000.00       | $558367.91         | Agency Collateralized Mortgage Obligation |
| GNMA_18-122A                                         | 2043-05-20      | 3.5000%  | N/A     | $46259539.00       | $2108809.46        | Agency Collateralized Mortgage Obligation |
| GNMA_19-110                                          | 2049-09-20      | 3.5000%  | N/A     | $127000000.00      | $3358859.39        | Agency Collateralized Mortgage Obligation |
| GNMA_19-153B                                         | 2049-12-20      | 1.9045%  | N/A     | $11185079.00       | $501346.10         | Agency Collateralized Mortgage Obligation |
| GNMA_19-20C                                          | 2049-02-20      | 3.2500%  | N/A     | $564430.00         | $575632.73         | Agency Collateralized Mortgage Obligation |
| GNMA_20-167H                                         | 2050-11-20      | 2.5000%  | N/A     | $88686154.00       | $6609721.79        | Agency Collateralized Mortgage Obligation |
| GNMA_20-1E                                           | 2050-01-20      | 1.9045%  | N/A     | $19880943.00       | $1691020.85        | Agency Collateralized Mortgage Obligation |
| GNMA_20-79H                                          | 2050-06-16      | 4.0000%  | N/A     | $70586435.00       | $5292804.82        | Agency Collateralized Mortgage Obligation |
| GNMA_20-86H                                          | 2050-06-20      | 1.1500%  | N/A     | $27169811.00       | $585128.83         | Agency Collateralized Mortgage Obligation |
| GNMA_21-114D                                         | 2051-06-20      | 3.0000%  | N/A     | $40000000.00       | $3351190.30        | Agency Collateralized Mortgage Obligation |
| GNMA_21-116H                                         | 2051-07-20      | 3.5000%  | N/A     | $29374570.00       | $3721613.27        | Agency Collateralized Mortgage Obligation |
| GNMA_21-177C                                         | 2051-10-20      | 3.0000%  | N/A     | $84166666.00       | $6540096.25        | Agency Collateralized Mortgage Obligation |
| GNMA_21-187E                                         | 2051-10-20      | 3.0000%  | N/A     | $1000.00           | $865.26            | Agency Collateralized Mortgage Obligation |
| GNMA_21-193M                                         | 2050-09-20      | 2.5000%  | N/A     | $6609621.00        | $661535.26         | Agency Collateralized Mortgage Obligation |
| GNMA_21-197C                                         | 2051-11-20      | 3.0000%  | N/A     | $100000000.00      | $5229511.51        | Agency Collateralized Mortgage Obligation |
| GNMA_21-225C                                         | 2050-03-20      | 0.0000%  | N/A     | $133302452.00      | $323130.12         | Agency Collateralized Mortgage Obligation |
| GNMA_21-42E                                          | 2051-03-20      | 3.0000%  | N/A     | $40000000.00       | $2734158.97        | Agency Collateralized Mortgage Obligation |
| GNMA_21-78S                                          | 2051-05-20      | 5.0000%  | N/A     | $13020665.00       | $1324235.39        | Agency Collateralized Mortgage Obligation |
| GNMA_21-91C                                          | 2051-05-20      | 3.0000%  | N/A     | $66375000.00       | $5024350.08        | Agency Collateralized Mortgage Obligation |
| GNMA_22-23H                                          | 2051-04-20      | 3.0000%  | N/A     | $63488195.00       | $6628359.72        | Agency Collateralized Mortgage Obligation |
| GNMA_23-122C                                         | 2053-08-20      | 0.0500%  | N/A     | $40000000.00       | $15307.91          | Agency Collateralized Mortgage Obligation |
| GNMA_23-140C                                         | 2048-06-20      | 1.1644%  | N/A     | $9914899.00        | $991558.92         | Agency Collateralized Mortgage Obligation |
| GNMA_23-141A                                         | 2053-09-20      | 6.0000%  | N/A     | $8000000.00        | $9463981.37        | Agency Collateralized Mortgage Obligation |
| GNMA_23-149H                                         | 2052-03-20      | 3.0000%  | N/A     | $50074480.00       | $5532566.12        | Agency Collateralized Mortgage Obligation |
| GNMA_23-165D                                         | 2053-06-20      | 1.1662%  | N/A     | $19863396.00       | $1245435.07        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168A                                         | 2053-11-20      | 0.0100%  | N/A     | $50000000.00       | $4404.25           | Agency Collateralized Mortgage Obligation |
| GNMA_23-168C                                         | 2051-06-20      | 2.5000%  | N/A     | $94219428.00       | $9057966.22        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168D                                         | 2051-03-20      | 2.5000%  | N/A     | $52213847.00       | $4692719.57        | Agency Collateralized Mortgage Obligation |
| GNMA_23-168E                                         | 2051-10-20      | 3.0000%  | N/A     | $125328801.00      | $17834781.32       | Agency Collateralized Mortgage Obligation |
| GNMA_23-168F                                         | 2051-11-20      | 3.0000%  | N/A     | $50000000.00       | $6698838.87        | Agency Collateralized Mortgage Obligation |
| GNMA_23-19A                                          | 2053-02-20      | 6.0000%  | N/A     | $28500000.00       | $2524070.63        | Agency Collateralized Mortgage Obligation |
| GNMA_23-59C                                          | 2051-12-20      | 0.0000%  | N/A     | $33039521.00       | $863522.57         | Agency Collateralized Mortgage Obligation |
| GNMA_23-69D                                          | 2053-05-20      | 0.1100%  | N/A     | $25000000.00       | $25224.05          | Agency Collateralized Mortgage Obligation |
| GNMA_23-82G                                          | 2053-06-20      | 1.8162%  | N/A     | $70000000.00       | $2204996.87        | Agency Collateralized Mortgage Obligation |
| GNMA_24-134C                                         | 2054-02-20      | 0.0100%  | N/A     | $24379061.00       | $4532.75           | Agency Collateralized Mortgage Obligation |
| GNMA_24-134F                                         | 2050-08-20      | 3.0000%  | N/A     | $115191544.00      | $17449568.43       | Agency Collateralized Mortgage Obligation |
| GNMA_24-134J                                         | 2053-12-20      | 0.2500%  | N/A     | $80188113.00       | $220286.07         | Agency Collateralized Mortgage Obligation |
| GNMA_24-134P                                         | 2054-07-20      | 0.1500%  | N/A     | $33174082.00       | $79905.18          | Agency Collateralized Mortgage Obligation |
| GNMA_24-142B                                         | 2054-09-20      | 0.0100%  | N/A     | $35000000.00       | $3392.76           | Agency Collateralized Mortgage Obligation |
| GNMA_24-142B                                         | 2054-09-20      | 1.1562%  | N/A     | $135000000.00      | $3150437.40        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142D                                         | 2053-10-20      | 1.2362%  | N/A     | $250000000.00      | $6049714.80        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142E                                         | 2054-09-20      | 1.2362%  | N/A     | $100000000.00      | $2988346.86        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142E                                         | 2054-09-20      | 1.7962%  | N/A     | $100000000.00      | $3785312.13        | Agency Collateralized Mortgage Obligation |
| GNMA_24-142Q                                         | 2053-10-20      | 1.2862%  | N/A     | $250000000.00      | $6189165.62        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168D                                         | 2054-10-20      | 0.0300%  | N/A     | $25000000.00       | $14071.94          | Agency Collateralized Mortgage Obligation |
| GNMA_24-168D                                         | 2054-10-20      | 1.2362%  | N/A     | $125000000.00      | $3884742.39        | Agency Collateralized Mortgage Obligation |
| GNMA_24-168E                                         | 2051-06-20      | 3.0000%  | N/A     | $150990857.00      | $23413152.85       | Agency Collateralized Mortgage Obligation |
| GNMA_24-185B                                         | 2054-11-20      | 1.7562%  | N/A     | $100000000.00      | $5568471.04        | Agency Collateralized Mortgage Obligation |
| GNMA_24-203B                                         | 2054-12-20      | 1.9162%  | N/A     | $50000000.00       | $3096034.88        | Agency Collateralized Mortgage Obligation |
| GNMA_24-203C                                         | 2054-10-20      | 6.0000%  | N/A     | $3161608.00        | $914744.88         | Agency Collateralized Mortgage Obligation |
| GNMA_24-22B                                          | 2051-12-20      | 3.0000%  | N/A     | $70000000.00       | $5563516.28        | Agency Collateralized Mortgage Obligation |
| GNMA_24-22E                                          | 2050-09-20      | 0.0500%  | N/A     | $38974879.00       | $72749.85          | Agency Collateralized Mortgage Obligation |
| GNMA_24-22H                                          | 2054-02-20      | 6.5000%  | N/A     | $4615384.00        | $284005.23         | Agency Collateralized Mortgage Obligation |
| GNMA_24-22H                                          | 2054-02-20      | 0.0200%  | N/A     | $50000000.00       | $7275.07           | Agency Collateralized Mortgage Obligation |
| GNMA_24-22L                                          | 2043-02-16      | 0.3537%  | N/A     | $9801437.00        | $6887906.58        | Agency Collateralized Mortgage Obligation |
| GNMA_24-30H                                          | 2054-02-20      | 1.6662%  | N/A     | $30000000.00       | $1499696.47        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-06-20      | 0.0000%  | N/A     | $26949694.00       | $72489.13          | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-07-20      | 0.0000%  | N/A     | $80698946.00       | $558756.00         | Agency Collateralized Mortgage Obligation |
| GNMA_24-46A                                          | 2052-04-20      | 0.0000%  | N/A     | $17441727.00       | $152534.72         | Agency Collateralized Mortgage Obligation |
| GNMA_24-46F                                          | 2049-06-20      | 4.5000%  | N/A     | $30005441.00       | $7443509.38        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46G                                          | 2054-03-20      | 0.0300%  | N/A     | $25000000.00       | $13574.82          | Agency Collateralized Mortgage Obligation |
| GNMA_24-46G                                          | 2054-03-20      | 1.0762%  | N/A     | $80000000.00       | $2688254.74        | Agency Collateralized Mortgage Obligation |
| GNMA_24-46G                                          | 2054-03-20      | 0.0600%  | N/A     | $50000000.00       | $54263.20          | Agency Collateralized Mortgage Obligation |
| GNMA_24-69B                                          | 2054-04-20      | 0.0500%  | N/A     | $24744000.00       | $25882.79          | Agency Collateralized Mortgage Obligation |
| GNMA_24-92A                                          | 2054-05-20      | 1.0662%  | N/A     | $70000000.00       | $2112234.02        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110A                                         | 2055-06-20      | 1.0162%  | N/A     | $80000000.00       | $2242934.22        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110C                                         | 2055-06-20      | 0.1162%  | N/A     | $100000000.00      | $1063593.55        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110D                                         | 2049-12-20      | 3.0000%  | N/A     | $5473270.00        | $915301.67         | Agency Collateralized Mortgage Obligation |
| GNMA_25-110E                                         | 2050-01-20      | 3.5000%  | N/A     | $7915951.00        | $3067214.64        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110F                                         | 2051-05-20      | 2.5000%  | N/A     | $11153542.00       | $1677211.20        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110G                                         | 2050-02-20      | 3.0000%  | N/A     | $13488571.00       | $2002432.70        | Agency Collateralized Mortgage Obligation |
| GNMA_25-110P                                         | 2055-06-20      | 0.2662%  | N/A     | $100000000.00      | $1344923.07        | Agency Collateralized Mortgage Obligation |
| GNMA_25-120F                                         | 2053-05-20      | 1.9662%  | N/A     | $130258920.00      | $7194607.67        | Agency Collateralized Mortgage Obligation |
| GNMA_25-122A                                         | 2055-07-20      | 0.3462%  | N/A     | $100000000.00      | $1434889.27        | Agency Collateralized Mortgage Obligation |
| GNMA_25-122B                                         | 2055-07-20      | 2.3162%  | N/A     | $53342121.00       | $4069020.07        | Agency Collateralized Mortgage Obligation |
| GNMA_25-122C                                         | 2055-07-20      | 2.3162%  | N/A     | $84318800.00       | $6962284.42        | Agency Collateralized Mortgage Obligation |
| GNMA_25-140A                                         | 2055-08-20      | 0.2862%  | N/A     | $100000000.00      | $3013084.24        | Agency Collateralized Mortgage Obligation |
| GNMA_25-140A                                         | 2051-04-20      | 5.5000%  | N/A     | $6363636.00        | $647762.12         | Agency Collateralized Mortgage Obligation |
| GNMA_25-140B                                         | 2055-08-20      | 6.0000%  | N/A     | $1041667.00        | $157879.79         | Agency Collateralized Mortgage Obligation |
| GNMA_25-140B                                         | 2055-08-20      | 1.7362%  | N/A     | $100000000.00      | $7873944.85        | Agency Collateralized Mortgage Obligation |
| GNMA_25-140B                                         | 2054-11-20      | 6.0000%  | N/A     | $3435417.00        | $506770.23         | Agency Collateralized Mortgage Obligation |
| GNMA_25-157A                                         | 2055-08-20      | 6.0000%  | N/A     | $663423.00         | $105830.69         | Agency Collateralized Mortgage Obligation |
| GNMA_25-157A                                         | 2055-09-20      | 1.1662%  | N/A     | $50000000.00       | $2115933.09        | Agency Collateralized Mortgage Obligation |
| GNMA_25-157A                                         | 2055-09-20      | 6.0000%  | N/A     | $1458333.00        | $233630.23         | Agency Collateralized Mortgage Obligation |
| GNMA_25-157B                                         | 2055-09-20      | 0.4662%  | N/A     | $100000000.00      | $3458009.33        | Agency Collateralized Mortgage Obligation |
| GNMA_25-157C                                         | 2055-07-20      | 6.0000%  | N/A     | $3285416.00        | $675452.19         | Agency Collateralized Mortgage Obligation |
| GNMA_25-165                                          | 2067-09-16      | 0.9213%  | N/A     | $122318296.00      | $8400992.01        | Agency Collateralized Mortgage Obligation |
| GNMA_25-178C                                         | 2052-03-20      | 6.0000%  | N/A     | $14743000.00       | $1656361.31        | Agency Collateralized Mortgage Obligation |
| GNMA_25-178K                                         | 2055-10-20      | 6.0000%  | N/A     | $24173000.00       | $24193861.30       | Agency Collateralized Mortgage Obligation |
| GNMA_25-178L                                         | 2055-10-20      | 3.0088%  | N/A     | $49028667.00       | $4502663.88        | Agency Collateralized Mortgage Obligation |
| GNMA_25-46A                                          | 2055-03-20      | 1.1662%  | N/A     | $50000000.00       | $1522051.18        | Agency Collateralized Mortgage Obligation |
| GNMA_25-46B                                          | 2055-03-20      | 1.1462%  | N/A     | $115000000.00      | $5197277.16        | Agency Collateralized Mortgage Obligation |
| GNMA_25-46B                                          | 2055-03-20      | 0.0700%  | N/A     | $50000000.00       | $99242.18          | Agency Collateralized Mortgage Obligation |
| GNMA_25-46F                                          | 2055-03-20      | 1.8662%  | N/A     | $37500000.00       | $3334585.25        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5B                                           | 2055-01-20      | 1.0662%  | N/A     | $77306893.00       | $2902360.78        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5C                                           | 2055-01-20      | 1.8162%  | N/A     | $50000000.00       | $2985669.32        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5F                                           | 2053-08-20      | 1.7662%  | N/A     | $146894968.00      | $7001943.48        | Agency Collateralized Mortgage Obligation |
| GNMA_25-5F                                           | 2053-06-20      | 0.1000%  | N/A     | $54300345.00       | $122902.85         | Agency Collateralized Mortgage Obligation |
| GNMA_25-71B                                          | 2055-04-20      | 0.9662%  | N/A     | $125000000.00      | $5116785.02        | Agency Collateralized Mortgage Obligation |
| GNMA_25-90A                                          | 2055-05-20      | 0.0500%  | N/A     | $35000000.00       | $45943.85          | Agency Collateralized Mortgage Obligation |
| GNMA_25-90J                                          | 2055-05-20      | 1.7162%  | N/A     | $50000000.00       | $2998052.94        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26  | 2040-02-20      | 2.1045%  | N/A     | $100000.00         | $425.01            | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58  | 2051-02-20      | 3.0000%  | N/A     | $125558.00         | $9289.56           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-78A | 2051-05-20      | 3.0000%  | N/A     | $128832.00         | $10141.12          | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97  | 2050-08-20      | 3.0000%  | N/A     | $100000.00         | $8921.55           | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-78  | 2051-08-20      | 3.0000%  | N/A     | $70000000.00       | $7853683.53        | Agency Collateralized Mortgage Obligation |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-85E | 2051-05-20      | 3.0000%  | N/A     | $100000.00         | $11556.45          | Agency Collateralized Mortgage Obligation |

### Security 139: Natixis SA

- **C.1 - Title:** Natixis SA
- **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: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYDTW4ZL0
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| 0 3/8 NOTE N 27  | 2027-07-31      | 0.3750%  | N/A     | $3200.00           | $3027.51           | U.S. Treasuries (including strips) |
| 1 1/4 NOTE L 28  | 2028-05-31      | 1.2500%  | N/A     | $100.00            | $94.72             | U.S. Treasuries (including strips) |
| 1 3/8 NOTE T 28  | 2028-12-31      | 1.3750%  | N/A     | $22193100.00       | $20811042.19       | U.S. Treasuries (including strips) |
| 2 1/2 BOND 46    | 2046-02-15      | 2.5000%  | N/A     | $8999800.00        | $6477884.85        | U.S. Treasuries (including strips) |
| 2 1/2 NOTE W 27  | 2027-03-31      | 2.5000%  | N/A     | $28416000.00       | $28019145.58       | U.S. Treasuries (including strips) |
| 2 1/4 BOND 41    | 2041-05-15      | 2.2500%  | N/A     | $100.00            | $75.77             | U.S. Treasuries (including strips) |
| 2 1/4 BOND 46    | 2046-08-15      | 2.2500%  | N/A     | $81904000.00       | $55754336.32       | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-08-15      | 2.7500%  | N/A     | $100.00            | $79.09             | U.S. Treasuries (including strips) |
| 2 3/4 BOND 42    | 2042-11-15      | 2.7500%  | N/A     | $400.00            | $317.58            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 42    | 2042-02-15      | 2.3750%  | N/A     | $200.00            | $150.65            | U.S. Treasuries (including strips) |
| 2 3/8 BOND 49    | 2049-11-15      | 2.3750%  | N/A     | $100.00            | $67.45             | U.S. Treasuries (including strips) |
| 2 7/8 BOND 46    | 2046-11-15      | 2.8750%  | N/A     | $1790500.00        | $1381745.19        | U.S. Treasuries (including strips) |
| 3 1/2 NOTE AD 29 | 2029-09-30      | 3.5000%  | N/A     | $69500000.00       | $69272788.46       | U.S. Treasuries (including strips) |
| 3 1/2 NOTE B 33  | 2033-02-15      | 3.5000%  | N/A     | $400.00            | $392.41            | U.S. Treasuries (including strips) |
| 3 1/2 NOTE BJ 27 | 2027-10-31      | 3.5000%  | N/A     | $12095200.00       | $12068711.51       | U.S. Treasuries (including strips) |
| 3 1/4 BOND 42    | 2042-05-15      | 3.2500%  | N/A     | $4738100.00        | $4089962.37        | U.S. Treasuries (including strips) |
| 3 3/4 BOND 43    | 2043-11-15      | 3.7500%  | N/A     | $100.00            | $91.14             | U.S. Treasuries (including strips) |
| 3 3/4 NOTE AM 28 | 2028-04-15      | 3.7500%  | N/A     | $29999900.00       | $30142050.08       | U.S. Treasuries (including strips) |
| 3 3/4 NOTE BG 26 | 2026-08-31      | 3.7500%  | N/A     | $100.00            | $100.62            | U.S. Treasuries (including strips) |
| 3 3/4 NOTE L 30  | 2030-05-31      | 3.7500%  | N/A     | $1239600.00        | $1261015.61        | U.S. Treasuries (including strips) |
| 3 7/8 NOTE AT 27 | 2027-10-15      | 3.8750%  | N/A     | $50687600.00       | $51011660.87       | U.S. Treasuries (including strips) |
| 3 7/8 NOTE E 33  | 2033-08-15      | 3.8750%  | N/A     | $53637400.00       | $53789248.35       | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-11-15      | 3.0000%  | N/A     | $999700.00         | $797147.96         | U.S. Treasuries (including strips) |
| 3 BOND 45        | 2045-05-15      | 3.0000%  | N/A     | $100.00            | $80.14             | U.S. Treasuries (including strips) |
| 3 BOND 48        | 2048-08-15      | 3.0000%  | N/A     | $100.00            | $76.79             | U.S. Treasuries (including strips) |
| 4 1/2 BOND 44    | 2044-02-15      | 4.5000%  | N/A     | $6964500.00        | $6938841.12        | U.S. Treasuries (including strips) |
| 4 1/2 NOTE AM 27 | 2027-04-15      | 4.5000%  | N/A     | $59000000.00       | $59806531.30       | U.S. Treasuries (including strips) |
| 4 1/4 BOND 54    | 2054-08-15      | 4.2500%  | N/A     | $9744600.00        | $9199094.01        | U.S. Treasuries (including strips) |
| 4 1/4 NOTE AW 26 | 2026-01-31      | 4.2500%  | N/A     | $52000000.00       | $52596700.00       | U.S. Treasuries (including strips) |
| 4 1/4 NOTE BM 25 | 2025-12-31      | 4.2500%  | N/A     | $8180200.00        | $8301391.00        | U.S. Treasuries (including strips) |
| 4 1/8 BOND 44    | 2044-08-15      | 4.1250%  | N/A     | $7898900.00        | $7472131.23        | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AW 27 | 2027-01-31      | 4.1250%  | N/A     | $50000000.00       | $50765625.00       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE AY 27 | 2027-02-28      | 4.1250%  | N/A     | $100.00            | $101.26            | U.S. Treasuries (including strips) |
| 4 1/8 NOTE F 32  | 2032-11-15      | 4.1250%  | N/A     | $51203000.00       | $52885203.60       | U.S. Treasuries (including strips) |
| 4 1/8 NOTE R 31  | 2031-10-31      | 4.1250%  | N/A     | $100.00            | $101.62            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 45    | 2045-02-15      | 4.7500%  | N/A     | $100.00            | $102.55            | U.S. Treasuries (including strips) |
| 4 3/4 BOND 53    | 2053-11-15      | 4.7500%  | N/A     | $14049900.00       | $14558420.10       | U.S. Treasuries (including strips) |
| 4 3/8 NOTE C 34  | 2034-05-15      | 4.3750%  | N/A     | $6781200.00        | $7095994.91        | U.S. Treasuries (including strips) |
| 4 3/8 NOTE G 32  | 2032-01-31      | 4.3750%  | N/A     | $100.00            | $104.02            | U.S. Treasuries (including strips) |
| 4 5/8 BOND 40    | 2040-02-15      | 4.6250%  | N/A     | $5490300.00        | $5671668.27        | U.S. Treasuries (including strips) |
| 4 5/8 BOND 44    | 2044-05-15      | 4.6250%  | N/A     | $1800.00           | $1841.89           | U.S. Treasuries (including strips) |
| 4 5/8 BOND 54    | 2054-05-15      | 4.6250%  | N/A     | $17998000.00       | $18278315.43       | U.S. Treasuries (including strips) |
| 4 5/8 NOTE Y 29  | 2029-04-30      | 4.6250%  | N/A     | $6819800.00        | $7036942.43        | U.S. Treasuries (including strips) |
| 4 7/8 NOTE BC 26 | 2026-05-31      | 4.8750%  | N/A     | $100.00            | $102.62            | U.S. Treasuries (including strips) |
| 4 BOND 52        | 2052-11-15      | 4.0000%  | N/A     | $10755300.00       | $9832737.96        | U.S. Treasuries (including strips) |
| 4 NOTE AB 29     | 2029-07-31      | 4.0000%  | N/A     | $14620800.00       | $14936024.45       | U.S. Treasuries (including strips) |
| 4 NOTE G 31      | 2031-01-31      | 4.0000%  | N/A     | $149233200.00      | $152467531.14      | U.S. Treasuries (including strips) |
| 4 NOTE U 29      | 2029-01-31      | 4.0000%  | N/A     | $100.00            | $102.09            | U.S. Treasuries (including strips) |
| BILL 01/22/26    | 2026-01-22      | 0.0000%  | N/A     | $200.00            | $198.26            | U.S. Treasuries (including strips) |
| BILL 04/02/26    | 2026-04-02      | 0.0000%  | N/A     | $100.00            | $98.42             | U.S. Treasuries (including strips) |
| BILL 12/11/25    | 2025-12-11      | 0.0000%  | N/A     | $3287300.00        | $3272803.01        | U.S. Treasuries (including strips) |

### Security 140: Natixis SA

- **C.1 - Title:** Natixis SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: KX1WK48MPD4Y2NCUIZ63, C.5 - Other ID: BYDTW4ZP1
- **C.18 - Value (incl. sponsor support):** $182000000.00
- **C.18.a - Value (excl. sponsor support):** $182000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2029-04-30      | 2.8750%  | N/A     | $42354400.00       | $41285671.42       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2053-11-15      | 4.7500%  | N/A     | $24993500.00       | $25898111.21       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-03-31      | 0.6250%  | N/A     | $100.00            | $95.90             | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-07-31      | 1.8750%  | N/A     | $66794700.00       | $66175078.97       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-02-15      | 3.8750%  | N/A     | $9330800.00        | $8623618.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-10-01      | 0.0000%  | N/A     | $1786000.00        | $1726472.62        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-08-15      | 4.2500%  | N/A     | $8170400.00        | $7713018.25        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2028-05-15      | 2.8750%  | N/A     | $41500.00          | $41304.83          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-08-15      | 4.8750%  | N/A     | $32802300.00       | $34176664.14       | U.S. Treasuries (including strips) |

### Security 141: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc.
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYDTW4ZN6
- **C.18 - Value (incl. sponsor support):** $45000000.00
- **C.18.a - Value (excl. sponsor support):** $45000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2026-03-15      | 4.6250%  | N/A     | $97600.00          | $98451.17          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-05-15      | 2.3750%  | N/A     | $8533400.00        | $8463655.92        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2032-01-15      | 0.1250%  | N/A     | $3400000.00        | $3645670.31        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-04-30      | 3.9255%  | N/A     | $24000.00          | $23989.18          | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-12-31      | 3.8750%  | N/A     | $4993000.00        | $5084850.06        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2030-07-31      | 4.0000%  | N/A     | $26735400.00       | $27325450.28       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2027-08-15      | 3.7500%  | N/A     | $1289700.00        | $1302282.92        | U.S. Treasuries (including strips) |

### Security 142: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc.
- **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: N/A, C.3 - LEI: OXTKY6Q8X53C9ILVV871, C.5 - Other ID: BYDTW4ZQ9
- **C.18 - Value (incl. sponsor support):** $185000000.00
- **C.18.a - Value (excl. sponsor support):** $185000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 ASSOCIATION 2 | 2051-08-20      | 3.0000%  | N/A     | $637800.00         | $363826.68         | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 5.5000%  | N/A     | $8132400.00        | $8315097.08        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-06-20      | 5.5000%  | N/A     | $58800.00          | $28232.44          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-03-20      | 2.0000%  | N/A     | $25755890.00       | $13274305.52       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2054-06-20      | 5.5000%  | N/A     | $24978700.00       | $22175278.67       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 5.5000%  | N/A     | $113111502.00      | $114803461.51      | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2055-10-20      | 5.5000%  | N/A     | $1064634.00        | $1090800.93        | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2052-04-20      | 3.5000%  | N/A     | $39482100.00       | $27666335.29       | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2053-01-20      | 6.0000%  | N/A     | $73300.00          | $41841.36          | Agency Mortgage-Backed Securities |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 | 2051-02-20      | 3.5000%  | N/A     | $1117000.00        | $940821.25         | Agency Mortgage-Backed Securities |

### Security 143: Societe Generale SA

- **C.1 - Title:** Societe Generale SA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BYDTW4ZT3
- **C.18 - Value (incl. sponsor support):** $158000000.00
- **C.18.a - Value (excl. sponsor support):** $158000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: F1; Moody's: P-1; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-05-15      | 4.6250%  | N/A     | $157494600.00      | $161160099.37      | U.S. Treasuries (including strips) |

### Security 144: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **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: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDTW4ZX4
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FKAR 04.430 WNWN4119 | 2035-03-01      | 4.4300%  | N/A     | $787641.00         | $784340.52         | Agency Mortgage-Backed Securities |
| FMAR 841602 G        | 2053-04-01      | 4.5260%  | N/A     | $1502142.00        | $1275660.30        | Agency Mortgage-Backed Securities |

### Security 145: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BYDTW4ZY2
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2044-05-15      | 0.0000%  | N/A     | $1930000.00        | $807394.27         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2026-08-15      | 0.0000%  | N/A     | $114122.19         | $110834.44         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2044-11-15      | 0.0000%  | N/A     | $611700.00         | $249164.37         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2042-02-15      | 0.0000%  | N/A     | $1895130.00        | $872606.92         | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $166200540.00
- **C.18.a - Value (excl. sponsor support):** $166200540.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $711769664.93
- **C.18.a - Value (excl. sponsor support):** $711769664.93
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $163103005.52
- **C.18.a - Value (excl. sponsor support):** $163103005.52
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $246672852.35
- **C.18.a - Value (excl. sponsor support):** $246672852.35
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1832531670.56
- **C.18.a - Value (excl. sponsor support):** $1832531670.56
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1276758861.42
- **C.18.a - Value (excl. sponsor support):** $1276758861.42
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QR1, C.4 - ISIN: US912797QR12, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2227358584.17
- **C.18.a - Value (excl. sponsor support):** $2227358584.17
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-20
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2136511864.46
- **C.18.a - Value (excl. sponsor support):** $2136511864.46
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.4700%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3188881156.97
- **C.18.a - Value (excl. sponsor support):** $3188881156.97
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 3.5100%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1815461551.26
- **C.18.a - Value (excl. sponsor support):** $1815461551.26
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1704148240.15
- **C.18.a - Value (excl. sponsor support):** $1704148240.15
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3314511134.16
- **C.18.a - Value (excl. sponsor support):** $3314511134.16
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1766035155.93
- **C.18.a - Value (excl. sponsor support):** $1766035155.93
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 3.5700%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $656558298.94
- **C.18.a - Value (excl. sponsor support):** $656558298.94
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 0.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $121852234.99
- **C.18.a - Value (excl. sponsor support):** $121852234.99
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 1.9300%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RJ8, C.4 - ISIN: US912797RJ86, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $335417865.90
- **C.18.a - Value (excl. sponsor support):** $335417865.90
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $590864284.28
- **C.18.a - Value (excl. sponsor support):** $590864284.28
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1966729777.92
- **C.18.a - Value (excl. sponsor support):** $1966729777.92
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.4 - ISIN: US912797QZ38, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1835779731.79
- **C.18.a - Value (excl. sponsor support):** $1835779731.79
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.4 - ISIN: US912797SL24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1079851609.58
- **C.18.a - Value (excl. sponsor support):** $1079851609.58
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RP4, C.4 - ISIN: US912797RP47, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $439125581.33
- **C.18.a - Value (excl. sponsor support):** $439125581.33
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.4 - ISIN: US912797SM07, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1826148093.09
- **C.18.a - Value (excl. sponsor support):** $1826148093.09
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SA6, C.4 - ISIN: US912797SA68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $193388358.00
- **C.18.a - Value (excl. sponsor support):** $193388358.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2026-10-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2377348053.41
- **C.18.a - Value (excl. sponsor support):** $2377348053.41
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 2.9200%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3064328257.39
- **C.18.a - Value (excl. sponsor support):** $3064328257.39
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.4 - ISIN: US912797SB42, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1274186344.73
- **C.18.a - Value (excl. sponsor support):** $1274186344.73
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3024905178.14
- **C.18.a - Value (excl. sponsor support):** $3024905178.14
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1365559056.26
- **C.18.a - Value (excl. sponsor support):** $1365559056.26
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.4 - ISIN: US912797SS76, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1049810618.47
- **C.18.a - Value (excl. sponsor support):** $1049810618.47
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2748973820.37
- **C.18.a - Value (excl. sponsor support):** $2748973820.37
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $427983164.45
- **C.18.a - Value (excl. sponsor support):** $427983164.45
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 177: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1964329607.52
- **C.18.a - Value (excl. sponsor support):** $1964329607.52
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 178: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3762589020.62
- **C.18.a - Value (excl. sponsor support):** $3762589020.62
- **C.19 - Percentage of Net Assets:** 1.9800%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 179: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1634370186.12
- **C.18.a - Value (excl. sponsor support):** $1634370186.12
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 180: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.4 - ISIN: US912797SQ11, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2140775402.85
- **C.18.a - Value (excl. sponsor support):** $2140775402.85
- **C.19 - Percentage of Net Assets:** 1.1300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 181: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $345854393.20
- **C.18.a - Value (excl. sponsor support):** $345854393.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 182: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3642313442.53
- **C.18.a - Value (excl. sponsor support):** $3642313442.53
- **C.19 - Percentage of Net Assets:** 1.9200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 183: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2938002821.49
- **C.18.a - Value (excl. sponsor support):** $2938002821.49
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 184: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $74372301.87
- **C.18.a - Value (excl. sponsor support):** $74372301.87
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 185: U.S. Treasury Bills

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2585107327.29
- **C.18.a - Value (excl. sponsor support):** $2585107327.29
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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
- **C.10 - Ratings:** Fitch: F1+; Moody's: P-1; Standard & Poor's: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 186: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $2939036990.40
- **C.18.a - Value (excl. sponsor support):** $2939036990.40
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 187: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $2114410780.11
- **C.18.a - Value (excl. sponsor support):** $2114410780.11
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 188: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $201944013.68
- **C.18.a - Value (excl. sponsor support):** $201944013.68
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 189: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $3112275183.08
- **C.18.a - Value (excl. sponsor support):** $3112275183.08
- **C.19 - Percentage of Net Assets:** 1.6400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 190: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128286S4, C.4 - ISIN: US9128286S43, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $99675510.07
- **C.18.a - Value (excl. sponsor support):** $99675510.07
- **C.19 - Percentage of Net Assets:** 0.0500%
- **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
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 191: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $827154096.46
- **C.18.a - Value (excl. sponsor support):** $827154096.46
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 192: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $594042566.66
- **C.18.a - Value (excl. sponsor support):** $594042566.66
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **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
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 193: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $3290257368.72
- **C.18.a - Value (excl. sponsor support):** $3290257368.72
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 194: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $262862170.82
- **C.18.a - Value (excl. sponsor support):** $262862170.82
- **C.19 - Percentage of Net Assets:** 0.1400%
- **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
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 195: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $402062150.61
- **C.18.a - Value (excl. sponsor support):** $402062150.61
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 196: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $1350187061.36
- **C.18.a - Value (excl. sponsor support):** $1350187061.36
- **C.19 - Percentage of Net Assets:** 0.7100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 197: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $136694378.48
- **C.18.a - Value (excl. sponsor support):** $136694378.48
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 198: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $300807423.00
- **C.18.a - Value (excl. sponsor support):** $300807423.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 199: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $2000876304.43
- **C.18.a - Value (excl. sponsor support):** $2000876304.43
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 200: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $1501208317.66
- **C.18.a - Value (excl. sponsor support):** $1501208317.66
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 201: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $180910894.02
- **C.18.a - Value (excl. sponsor support):** $180910894.02
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 202: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $362558254.25
- **C.18.a - Value (excl. sponsor support):** $362558254.25
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 203: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $209156912.05
- **C.18.a - Value (excl. sponsor support):** $209156912.05
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 204: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **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):** $83928443.21
- **C.18.a - Value (excl. sponsor support):** $83928443.21
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 205: U.S. Treasury Notes

- **C.1 - Title:** U.S. Treasury Notes
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CAZ4, C.4 - ISIN: US91282CAZ41, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $83873967.79
- **C.18.a - Value (excl. sponsor support):** $83873967.79
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Fitch: AA+; Moody's: Aa1; Standard & Poor's: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 206: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDTW4ZV8
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2052-11-15      | 4.0000%  | N/A     | $331282493.00      | $302865930.41      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2040-05-15      | 4.3750%  | N/A     | $3654462.00        | $3708758.82        | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2045-05-15      | 5.0000%  | N/A     | $97696499.00       | $104655905.17      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2047-02-15      | 3.0000%  | N/A     | $14643933.00       | $11416222.53       | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2039-02-15      | 3.5000%  | N/A     | $514486.00         | $477280.35         | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2043-11-15      | 4.7500%  | N/A     | $132087109.00      | $137575837.61      | U.S. Treasuries (including strips) |
| UNITED STATES TREASURY | 2054-11-15      | 4.5000%  | N/A     | $301295.00         | $300083.96         | U.S. Treasuries (including strips) |

### Security 207: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDTW4ZW6
- **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:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREASURY | 2042-11-15      | 4.0000%  | N/A     | $26814800.00       | $25500058.70       | U.S. Treasuries (including strips) |

### Security 208: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC
- **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: N/A, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BYDTW4ZZ9
- **C.18 - Value (incl. sponsor support):** $8000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Fitch: NR; Moody's: NR; Standard & Poor's: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 ASSOCIATION 2 | 2055-06-20      | 6.5000%  | N/A     | $8022851.00        | $8160000.80        | Agency Mortgage-Backed Securities |

## N-MFP: Signatures

**Registrant:** BlackRock Liquidity Funds

**Date:** 2025-11-06

**By:** Chuck Pulsfort

**Name of Signing Officer:** Chuck Pulsfort

**Title of Signing Officer:** Assistant Treasurer