# EDGAR Filing Document

**Accession Number:** 0000828806
**File Stem:** 0001145549-25-046035
**Filing Date:** 2025-7
**Character Count:** 641276
**Document Hash:** 168b43a47d56ff1cb6e0a8cc5d2b0db5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-046035.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001145549-25-046035

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05460
- **FILM NUMBER:** 251110068

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-06-30

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

**CIK Number of Registrant:** 0000828806

**LEI of Registrant:** 549300C81XUXD3V4PM95

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

**LEI of Series:** 549300TCMEM5428K3T88

**EDGAR Series Identifier:** S000000176

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 10 days

- **WAL:** 103 days

- **Total Value of Portfolio Securities:** $22918867212.69

- **Amortized Cost of Portfolio Securities:** $22916428599.91

- **Cash:** $111233.20

- **Total Other Assets:** $87920993.10

- **Total Liabilities:** $81058285.12

- **Net Assets of Series:** $22923402541.09

- **Number of Shares Outstanding (Series):** 22921624851.0500

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $11829891379.43           | $16859918046.23            | 52.5400%                  | 74.8800%                   |
| 2025-06-03 | $11976719623.05           | $17061979914.86            | 52.7200%                  | 75.1000%                   |
| 2025-06-04 | $13495245300.48           | $17215713867.30            | 59.0000%                  | 75.2700%                   |
| 2025-06-05 | $11916698402.42           | $17232176200.50            | 52.0600%                  | 75.2900%                   |
| 2025-06-06 | $12261532150.98           | $17602018574.07            | 53.8100%                  | 77.2500%                   |
| 2025-06-09 | $11767107448.75           | $17272619746.88            | 52.4100%                  | 76.9200%                   |
| 2025-06-10 | $11719406127.56           | $17279727050.69            | 52.1700%                  | 76.9300%                   |
| 2025-06-11 | $13026442255.39           | $17196408697.29            | 58.2100%                  | 76.8500%                   |
| 2025-06-12 | $11835431848.62           | $17050407340.53            | 53.4800%                  | 77.0500%                   |
| 2025-06-13 | $11959437789.96           | $16638839156.88            | 54.0700%                  | 75.2300%                   |
| 2025-06-16 | $11831203169.85           | $16714838308.74            | 53.3000%                  | 75.3100%                   |
| 2025-06-17 | $12770841492.60           | $16774838706.51            | 57.3800%                  | 75.3700%                   |
| 2025-06-18 | $11720336820.85           | $16819972141.02            | 52.5600%                  | 75.4300%                   |
| 2025-06-20 | $12142073055.89           | $16797830171.87            | 54.3700%                  | 75.2200%                   |
| 2025-06-23 | $12219087701.64           | $16799844817.65            | 54.7000%                  | 75.2100%                   |
| 2025-06-24 | $13049960476.51           | $16735079486.28            | 58.5900%                  | 75.1300%                   |
| 2025-06-25 | $11730597347.85           | $16797042888.88            | 52.4800%                  | 75.1400%                   |
| 2025-06-26 | $12110793954.19           | $17130239495.23            | 53.3800%                  | 75.5100%                   |
| 2025-06-27 | $12547705317.26           | $17482153151.15            | 54.7600%                  | 76.2900%                   |
| 2025-06-30 | $12724556741.12           | $17569003810.75            | 55.3100%                  | 76.3700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 4.4200%             |
| 2025-06-03 | 4.4200%             |
| 2025-06-04 | 4.4100%             |
| 2025-06-05 | 4.4000%             |
| 2025-06-06 | 4.3900%             |
| 2025-06-09 | 4.3700%             |
| 2025-06-10 | 4.3600%             |
| 2025-06-11 | 4.3600%             |
| 2025-06-12 | 4.3600%             |
| 2025-06-13 | 4.3600%             |
| 2025-06-16 | 4.3600%             |
| 2025-06-17 | 4.3700%             |
| 2025-06-18 | 4.3700%             |
| 2025-06-20 | 4.3800%             |
| 2025-06-23 | 4.3800%             |
| 2025-06-24 | 4.3700%             |
| 2025-06-25 | 4.3800%             |
| 2025-06-26 | 4.3900%             |
| 2025-06-27 | 4.4000%             |
| 2025-06-30 | 4.4400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 1.0001                      |
|  |  |
| 2025-06-03 | 1.0001                      |
|  |  |
| 2025-06-04 | 1.0001                      |
|  |  |
| 2025-06-05 | 1.0001                      |
|  |  |
| 2025-06-06 | 1.0001                      |
|  |  |
| 2025-06-09 | 1.0001                      |
|  |  |
| 2025-06-10 | 1.0001                      |
|  |  |
| 2025-06-11 | 1.0001                      |
|  |  |
| 2025-06-12 | 1.0001                      |
|  |  |
| 2025-06-13 | 1.0001                      |
|  |  |
| 2025-06-16 | 1.0001                      |
|  |  |
| 2025-06-17 | 1.0001                      |
|  |  |
| 2025-06-18 | 1.0001                      |
|  |  |
| 2025-06-20 | 1.0001                      |
|  |  |
| 2025-06-23 | 1.0001                      |
|  |  |
| 2025-06-24 | 1.0001                      |
|  |  |
| 2025-06-25 | 1.0001                      |
|  |  |
| 2025-06-26 | 1.0001                      |
|  |  |
| 2025-06-27 | 1.0002                      |
|  |  |
| 2025-06-30 | 1.0002                      |
|  |  |

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

### Class: Investor

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $993212616.36

- **Number of Shares Outstanding:** 993135593.5810

- **Expense Reimbursement/Waiver:** 53057.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0001          |
|  |  |
| 2025-06-03 | 1.0001          |
|  |  |
| 2025-06-04 | 1.0001          |
|  |  |
| 2025-06-05 | 1.0001          |
|  |  |
| 2025-06-06 | 1.0001          |
|  |  |
| 2025-06-09 | 1.0001          |
|  |  |
| 2025-06-10 | 1.0001          |
|  |  |
| 2025-06-11 | 1.0001          |
|  |  |
| 2025-06-12 | 1.0001          |
|  |  |
| 2025-06-13 | 1.0001          |
|  |  |
| 2025-06-16 | 1.0001          |
|  |  |
| 2025-06-17 | 1.0001          |
|  |  |
| 2025-06-18 | 1.0001          |
|  |  |
| 2025-06-20 | 1.0001          |
|  |  |
| 2025-06-23 | 1.0001          |
|  |  |
| 2025-06-24 | 1.0001          |
|  |  |
| 2025-06-25 | 1.0001          |
|  |  |
| 2025-06-26 | 1.0001          |
|  |  |
| 2025-06-27 | 1.0001          |
|  |  |
| 2025-06-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $11175555.76              | $1438428.78             |
| 2025-06-03 | $8203894.63               | $1678641.78             |
| 2025-06-04 | $2974331.05               | $3203748.48             |
| 2025-06-05 | $24870061.66              | $5953847.29             |
| 2025-06-06 | $6864438.87               | $3780838.46             |
| 2025-06-09 | $11198087.96              | $4943749.12             |
| 2025-06-10 | $8770502.65               | $3827854.88             |
| 2025-06-11 | $5534943.52               | $4830890.16             |
| 2025-06-12 | $13597491.22              | $1797004.41             |
| 2025-06-13 | $3286372.71               | $27543557.66            |
| 2025-06-16 | $24021395.67              | $1670572.26             |
| 2025-06-17 | $11787283.82              | $5233099.43             |
| 2025-06-18 | $11092714.66              | $3090799.28             |
| 2025-06-20 | $19729940.53              | $5827897.37             |
| 2025-06-23 | $9914184.52               | $1397374.79             |
| 2025-06-24 | $52735540.10              | $37307241.73            |
| 2025-06-25 | $12297121.22              | $725288.09              |
| 2025-06-26 | $12486653.90              | $1403171.43             |
| 2025-06-27 | $8394700.89               | $8756902.04             |
| 2025-06-30 | $5505051.21               | $398816.22              |

**Total Gross Subscriptions (Month):** $264440266.55

**Total Gross Redemptions (Month):** $124809723.66

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2400%           |
| 2025-06-03 | 4.2400%           |
| 2025-06-04 | 4.2300%           |
| 2025-06-05 | 4.2200%           |
| 2025-06-06 | 4.2100%           |
| 2025-06-09 | 4.1900%           |
| 2025-06-10 | 4.1800%           |
| 2025-06-11 | 4.1800%           |
| 2025-06-12 | 4.1800%           |
| 2025-06-13 | 4.1800%           |
| 2025-06-16 | 4.1800%           |
| 2025-06-17 | 4.1900%           |
| 2025-06-18 | 4.1900%           |
| 2025-06-20 | 4.2000%           |
| 2025-06-23 | 4.2000%           |
| 2025-06-24 | 4.1900%           |
| 2025-06-25 | 4.2000%           |
| 2025-06-26 | 4.2100%           |
| 2025-06-27 | 4.2200%           |
| 2025-06-30 | 4.2600%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 95.9200%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $21930189924.73

- **Number of Shares Outstanding:** 21928489257.4660

- **Expense Reimbursement/Waiver:** 1238664.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0001          |
|  |  |
| 2025-06-03 | 1.0001          |
|  |  |
| 2025-06-04 | 1.0001          |
|  |  |
| 2025-06-05 | 1.0001          |
|  |  |
| 2025-06-06 | 1.0001          |
|  |  |
| 2025-06-09 | 1.0001          |
|  |  |
| 2025-06-10 | 1.0001          |
|  |  |
| 2025-06-11 | 1.0001          |
|  |  |
| 2025-06-12 | 1.0001          |
|  |  |
| 2025-06-13 | 1.0001          |
|  |  |
| 2025-06-16 | 1.0001          |
|  |  |
| 2025-06-17 | 1.0001          |
|  |  |
| 2025-06-18 | 1.0001          |
|  |  |
| 2025-06-20 | 1.0001          |
|  |  |
| 2025-06-23 | 1.0001          |
|  |  |
| 2025-06-24 | 1.0001          |
|  |  |
| 2025-06-25 | 1.0001          |
|  |  |
| 2025-06-26 | 1.0001          |
|  |  |
| 2025-06-27 | 1.0002          |
|  |  |
| 2025-06-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $344474563.42             | $257729536.23           |
| 2025-06-03 | $347692664.07             | $154636575.88           |
| 2025-06-04 | $373416591.41             | $222926437.51           |
| 2025-06-05 | $160012253.21             | $165125759.78           |
| 2025-06-06 | $144901767.00             | $254437740.71           |
| 2025-06-09 | $101183921.71             | $446641300.49           |
| 2025-06-10 | $121712954.07             | $121478492.84           |
| 2025-06-11 | $79721863.29              | $233620604.66           |
| 2025-06-12 | $110796704.66             | $303351479.70           |
| 2025-06-13 | $171063356.95             | $162811346.33           |
| 2025-06-16 | $185576899.26             | $136587088.59           |
| 2025-06-17 | $172803332.98             | $120928434.99           |
| 2025-06-18 | $165214416.35             | $132762774.28           |
| 2025-06-20 | $176085013.18             | $162368338.28           |
| 2025-06-23 | $170152112.73             | $181019340.88           |
| 2025-06-24 | $151163287.25             | $234460675.33           |
| 2025-06-25 | $188377026.76             | $142299998.06           |
| 2025-06-26 | $445441235.71             | $149219530.59           |
| 2025-06-27 | $475129073.00             | $227452859.92           |
| 2025-06-30 | $573745656.15             | $476609507.89           |

**Total Gross Subscriptions (Month):** $4658664693.16

**Total Gross Redemptions (Month):** $4286467822.94

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 4.2400%           |
| 2025-06-03 | 4.2400%           |
| 2025-06-04 | 4.2300%           |
| 2025-06-05 | 4.2200%           |
| 2025-06-06 | 4.2100%           |
| 2025-06-09 | 4.1900%           |
| 2025-06-10 | 4.1800%           |
| 2025-06-11 | 4.1800%           |
| 2025-06-12 | 4.1800%           |
| 2025-06-13 | 4.1800%           |
| 2025-06-16 | 4.1800%           |
| 2025-06-17 | 4.1900%           |
| 2025-06-18 | 4.1900%           |
| 2025-06-20 | 4.2000%           |
| 2025-06-23 | 4.2000%           |
| 2025-06-24 | 4.1900%           |
| 2025-06-25 | 4.2000%           |
| 2025-06-26 | 4.2100%           |
| 2025-06-27 | 4.2200%           |
| 2025-06-30 | 4.2600%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 46.6300%         | 0.0000%              |
| Non-financial corporation |  | 21.0500%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXVW5, C.4 - ISIN: US3130AXVW52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $30005797.20
- **C.18.a - Value (excl. sponsor support):** $30005797.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.540000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZ92, C.4 - ISIN: US3130AXZ923, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $15010295.40
- **C.18.a - Value (excl. sponsor support):** $15010295.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.540000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZJ0, C.4 - ISIN: US3130AXZJ06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50033664.00
- **C.18.a - Value (excl. sponsor support):** $50033664.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1D87, C.4 - ISIN: US3130B1D874, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100018883.00
- **C.18.a - Value (excl. sponsor support):** $100018883.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T39, C.4 - ISIN: US3130B2T399, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $20020724.80
- **C.18.a - Value (excl. sponsor support):** $20020724.80
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.390000%
- **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):** $99999290.00
- **C.18.a - Value (excl. sponsor support):** $99999290.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5T81, C.4 - ISIN: US3130B5T814, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $99999363.00
- **C.18.a - Value (excl. sponsor support):** $99999363.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5D3, C.4 - ISIN: US3133EP5D36, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $43009542.99
- **C.18.a - Value (excl. sponsor support):** $43009542.99
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5N1, C.4 - ISIN: US3133EP5N18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49034553.33
- **C.18.a - Value (excl. sponsor support):** $49034553.33
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6P5, C.4 - ISIN: US3133EP6P56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90022402.80
- **C.18.a - Value (excl. sponsor support):** $90022402.80
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.425000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6Y6, C.4 - ISIN: US3133EP6Y63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50024253.00
- **C.18.a - Value (excl. sponsor support):** $50024253.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPF75, C.4 - ISIN: US3133EPF752, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50009688.50
- **C.18.a - Value (excl. sponsor support):** $50009688.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH24, C.4 - ISIN: US3133EPH246, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30019312.20
- **C.18.a - Value (excl. sponsor support):** $30019312.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH73, C.4 - ISIN: US3133EPH733, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $15009918.90
- **C.18.a - Value (excl. sponsor support):** $15009918.90
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPL45, C.4 - ISIN: US3133EPL453, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $18002618.64
- **C.18.a - Value (excl. sponsor support):** $18002618.64
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.540000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM69, C.4 - ISIN: US3133EPM691, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20014076.20
- **C.18.a - Value (excl. sponsor support):** $20014076.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPPN9, C.4 - ISIN: US3133EPPN96, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125002970.00
- **C.18.a - Value (excl. sponsor support):** $125002970.00
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPRW7, C.4 - ISIN: US3133EPRW77, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5000706.90
- **C.18.a - Value (excl. sponsor support):** $5000706.90
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.535000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPS55, C.4 - ISIN: US3133EPS557, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $45033534.00
- **C.18.a - Value (excl. sponsor support):** $45033534.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWB7, C.4 - ISIN: US3133EPWB75, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30009829.20
- **C.18.a - Value (excl. sponsor support):** $30009829.20
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.545000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPX42, C.4 - ISIN: US3133EPX425, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40003216.00
- **C.18.a - Value (excl. sponsor support):** $40003216.00
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.1800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZ57, C.4 - ISIN: US3133EPZ578, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10007702.80
- **C.18.a - Value (excl. sponsor support):** $10007702.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.535000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPZ81, C.4 - ISIN: US3133EPZ818, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $90008610.30
- **C.18.a - Value (excl. sponsor support):** $90008610.30
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25009568.00
- **C.18.a - Value (excl. sponsor support):** $25009568.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25004414.50
- **C.18.a - Value (excl. sponsor support):** $25004414.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35006578.95
- **C.18.a - Value (excl. sponsor support):** $35006578.95
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30006062.10
- **C.18.a - Value (excl. sponsor support):** $30006062.10
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAZ4, C.4 - ISIN: US3133ERAZ48, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30010272.60
- **C.18.a - Value (excl. sponsor support):** $30010272.60
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB83, C.4 - ISIN: US3133ERB831, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100093960.00
- **C.18.a - Value (excl. sponsor support):** $100093960.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBC4, C.4 - ISIN: US3133ERBC44, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70018259.50
- **C.18.a - Value (excl. sponsor support):** $70018259.50
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBG5, C.4 - ISIN: US3133ERBG57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30011857.80
- **C.18.a - Value (excl. sponsor support):** $30011857.80
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40019383.20
- **C.18.a - Value (excl. sponsor support):** $40019383.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100103609.00
- **C.18.a - Value (excl. sponsor support):** $100103609.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGC9, C.4 - ISIN: US3133ERGC98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $52015636.92
- **C.18.a - Value (excl. sponsor support):** $52015636.92
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65063752.65
- **C.18.a - Value (excl. sponsor support):** $65063752.65
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10005123.90
- **C.18.a - Value (excl. sponsor support):** $10005123.90
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70031362.80
- **C.18.a - Value (excl. sponsor support):** $70031362.80
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124124146.30
- **C.18.a - Value (excl. sponsor support):** $124124146.30
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMC2, C.4 - ISIN: US3133ERMC25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10006730.80
- **C.18.a - Value (excl. sponsor support):** $10006730.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100094924.00
- **C.18.a - Value (excl. sponsor support):** $100094924.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **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):** $49998659.50
- **C.18.a - Value (excl. sponsor support):** $49998659.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10010086.80
- **C.18.a - Value (excl. sponsor support):** $10010086.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50037392.50
- **C.18.a - Value (excl. sponsor support):** $50037392.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $74072293.56
- **C.18.a - Value (excl. sponsor support):** $74072293.56
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $214211812.90
- **C.18.a - Value (excl. sponsor support):** $214211812.90
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT68, C.4 - ISIN: US3133ERT684, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14000163.24
- **C.18.a - Value (excl. sponsor support):** $14000163.24
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $215222176.70
- **C.18.a - Value (excl. sponsor support):** $215222176.70
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.540000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75079011.75
- **C.18.a - Value (excl. sponsor support):** $75079011.75
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.525000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $61053969.75
- **C.18.a - Value (excl. sponsor support):** $61053969.75
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.520000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70059428.60
- **C.18.a - Value (excl. sponsor support):** $70059428.60
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $80042269.60
- **C.18.a - Value (excl. sponsor support):** $80042269.60
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49999644.50
- **C.18.a - Value (excl. sponsor support):** $49999644.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAV9, C.4 - ISIN: US3133ETAV99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35003543.05
- **C.18.a - Value (excl. sponsor support):** $35003543.05
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBZ9, C.4 - ISIN: US3133ETBZ94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64997452.65
- **C.18.a - Value (excl. sponsor support):** $64997452.65
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50001668.50
- **C.18.a - Value (excl. sponsor support):** $50001668.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.505000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETFX0, C.4 - ISIN: US3133ETFX01, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $56015018.64
- **C.18.a - Value (excl. sponsor support):** $56015018.64
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-05-06
- **C.13 - Final Legal Maturity Date:** 2027-05-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGP6, C.4 - ISIN: US3133ETGP67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $230113008.20
- **C.18.a - Value (excl. sponsor support):** $230113008.20
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGX9, C.4 - ISIN: US3133ETGX91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $6000014.04
- **C.18.a - Value (excl. sponsor support):** $6000014.04
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-05-14
- **C.13 - Final Legal Maturity Date:** 2027-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJE8, C.4 - ISIN: US3133ETJE83, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $87999894.40
- **C.18.a - Value (excl. sponsor support):** $87999894.40
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-05-27
- **C.13 - Final Legal Maturity Date:** 2027-05-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20009676.00
- **C.18.a - Value (excl. sponsor support):** $20009676.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $147045739.10
- **C.18.a - Value (excl. sponsor support):** $147045739.10
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $105102578.70
- **C.18.a - Value (excl. sponsor support):** $105102578.70
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.530000%
- **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):** $40038004.40
- **C.18.a - Value (excl. sponsor support):** $40038004.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $25024273.25
- **C.18.a - Value (excl. sponsor support):** $25024273.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $275221889.30
- **C.18.a - Value (excl. sponsor support):** $275221889.30
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $38523292.12
- **C.18.a - Value (excl. sponsor support):** $38523292.12
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.525000%
- **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):** $85079691.75
- **C.18.a - Value (excl. sponsor support):** $85079691.75
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $70064404.20
- **C.18.a - Value (excl. sponsor support):** $70064404.20
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.530000%
- **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):** $35035077.00
- **C.18.a - Value (excl. sponsor support):** $35035077.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.530000%
- **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):** $175203266.00
- **C.18.a - Value (excl. sponsor support):** $175203266.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533U9, C.4 - ISIN: US6903533U98, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $842105.15
- **C.18.a - Value (excl. sponsor support):** $842105.15
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534J3, C.4 - ISIN: US6903534J35, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $157894.86
- **C.18.a - Value (excl. sponsor support):** $157894.86
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.4 - ISIN: US6903534U89, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1250000.00
- **C.18.a - Value (excl. sponsor support):** $1250000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.4 - ISIN: US6903534Y02, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $3055555.54
- **C.18.a - Value (excl. sponsor support):** $3055555.54
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903536H5, C.4 - ISIN: US6903536H50, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

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

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

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.4 - ISIN: US6903538B62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1041666.71
- **C.18.a - Value (excl. sponsor support):** $1041666.71
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBG5, C.4 - ISIN: US90376PBG54, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5538461.55
- **C.18.a - Value (excl. sponsor support):** $5538461.55
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2028-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBJ9, C.4 - ISIN: US90376PBJ93, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $899999.94
- **C.18.a - Value (excl. sponsor support):** $899999.94
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 80: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797LW5, C.4 - ISIN: US912797LW51, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $124869010.00
- **C.18.a - Value (excl. sponsor support):** $124869010.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-07-10
- **C.12 - Maturity Date (WAL):** 2025-07-10
- **C.13 - Final Legal Maturity Date:** 2025-07-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $158252374.40
- **C.18.a - Value (excl. sponsor support):** $158252374.40
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $44367283.35
- **C.18.a - Value (excl. sponsor support):** $44367283.35
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $196561666.00
- **C.18.a - Value (excl. sponsor support):** $196561666.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $145758750.00
- **C.18.a - Value (excl. sponsor support):** $145758750.00
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $495752500.00
- **C.18.a - Value (excl. sponsor support):** $495752500.00
- **C.19 - Percentage of Net Assets:** 2.1600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148611411.00
- **C.18.a - Value (excl. sponsor support):** $148611411.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49419062.50
- **C.18.a - Value (excl. sponsor support):** $49419062.50
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $172819577.00
- **C.18.a - Value (excl. sponsor support):** $172819577.00
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.365000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHS3, C.4 - ISIN: US91282CHS35, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $689940411.60
- **C.18.a - Value (excl. sponsor support):** $689940411.60
- **C.19 - Percentage of Net Assets:** 3.0100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.410000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $150054474.00
- **C.18.a - Value (excl. sponsor support):** $150054474.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.485000%
- **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):** $100110763.00
- **C.18.a - Value (excl. sponsor support):** $100110763.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.463000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $65065362.70
- **C.18.a - Value (excl. sponsor support):** $65065362.70
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.400000%
- **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):** $115002361.00
- **C.18.a - Value (excl. sponsor support):** $115002361.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV7XMRY3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV7XMRY3
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| FANNIE ADJ. MULTIFAMILY REMIC | 2030-04-25      | 4.6200%  | 0.0000% | $64826009.00       | $66058740.39       | Agency Mortgage-Backed Securities |

### Security 95: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.480000%
- **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: BIV815LZ6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV815LZ6
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.6200%
- **C.17 - Yield as of Reporting Date:** 4.9100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp                        | 2032-07-01      | 6.5000%  | 0.0000% | $4045.00           | $59.45             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-03-01      | 6.7380%  | 0.0000% | $1550526.00        | $1425195.99        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-01-01      | 6.8580%  | 0.0000% | $2005460.00        | $2015376.27        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-09-01      | 7.1650%  | 0.0000% | $1121.00           | $0.39              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-09-01      | 7.4880%  | 0.0000% | $4594991.00        | $33385.55          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-05-01      | 6.4530%  | 0.0000% | $3900000.00        | $17574.69          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 5.5000%  | 0.0000% | $15847.00          | $583.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 7.1670%  | 0.0000% | $4316.00           | $46.15             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-07-01      | 6.3800%  | 0.0000% | $18716107.00       | $168206.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-09-01      | 7.4130%  | 0.0000% | $2843.00           | $54.34             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-02-01      | 6.7540%  | 0.0000% | $1317.00           | $42.89             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-08-01      | 6.8260%  | 0.0000% | $1000.00           | $446.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-03-01      | 4.2360%  | 0.0000% | $43617.00          | $1024.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-09-01      | 7.0000%  | 0.0000% | $1707931.00        | $31220.21          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-09-01      | 6.5000%  | 0.0000% | $2028765.00        | $39289.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-11-01      | 5.0000%  | 0.0000% | $1000.00           | $199.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $311.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-04-01      | 4.0000%  | 0.0000% | $1102455.00        | $371410.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-05-01      | 3.5000%  | 0.0000% | $1590000.00        | $180392.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-11-01      | 4.0000%  | 0.0000% | $4536691.00        | $178712.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-05-01      | 5.0000%  | 0.0000% | $1023.00           | $197.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-10-01      | 2.5000%  | 0.0000% | $491000.00         | $98172.96          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-09-01      | 3.0000%  | 0.0000% | $1550000.00        | $363473.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-01-01      | 3.5000%  | 0.0000% | $490000.00         | $78001.08          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 3.5000%  | 0.0000% | $480000.00         | $121647.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-10-01      | 3.0000%  | 0.0000% | $1685999.00        | $430364.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-03-01      | 4.5000%  | 0.0000% | $1100.00           | $304.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-07-15      | 4.0000%  | 0.0000% | $18737998.00       | $16437832.51       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 2.5000%  | 0.0000% | $59079.00          | $37707.53          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.0000%  | 0.0000% | $71405.00          | $53408.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 4.5000%  | 0.0000% | $903050.00         | $681804.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.5000%  | 0.0000% | $20548.00          | $16398.55          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 6.0000%  | 0.0000% | $1725000.00        | $1322589.13        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 5.5000%  | 0.0000% | $1179.00           | $976.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-02-01      | 5.5000%  | 0.0000% | $2054066.00        | $1591904.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 6.0000%  | 0.0000% | $1531909.00        | $1191890.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $3897935.00        | $3229308.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $901.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-12-01      | 5.0000%  | 0.0000% | $4398350.00        | $3882495.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-04-01      | 5.5000%  | 0.0000% | $4928347.00        | $4538968.04        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $1377.00           | $1337.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.5000%  | 0.0000% | $26193.00          | $22705.98          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.5000%  | 0.0000% | $5749331.00        | $4718858.96        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-03-01      | 2.0000%  | 0.0000% | $7672203.00        | $4343609.06        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 3.5000%  | 0.0000% | $18000.00          | $10892.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-12-01      | 2.0000%  | 0.0000% | $25000.00          | $16073.31          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.0000%  | 0.0000% | $1028.00           | $838.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 5.5000%  | 0.0000% | $1558559.00        | $1430212.05        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $832.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $410.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-12-01      | 2.0000%  | 0.0000% | $98982.00          | $52369.38          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 2.0000%  | 0.0000% | $5300000.00        | $3413969.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 3.0000%  | 0.0000% | $711552.00         | $523757.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 6.0000%  | 0.0000% | $1518131.00        | $1325114.26        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 5.0000%  | 0.0000% | $79518.00          | $51111.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-02-01      | 5.0000%  | 0.0000% | $500000.00         | $461845.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-03-01      | 6.5000%  | 0.0000% | $1000.00           | $779.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1663.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.5000%  | 0.0000% | $10917.00          | $7408.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.0000%  | 0.0000% | $1039357.00        | $1000438.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.5000%  | 0.0000% | $1131881.00        | $1133068.34        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 6.0000%  | 0.0000% | $1372512.00        | $1397527.99        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-11-01      | 6.0000%  | 0.0000% | $1885500.00        | $1916213.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-06-01      | 2.0000%  | 0.0000% | $9598723.00        | $5822544.27        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 3.0000%  | 0.0000% | $12484.00          | $8558.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-03-01      | 3.0000%  | 0.0000% | $1002.00           | $691.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 3.5000%  | 0.0000% | $34000.00          | $23396.93          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 5.0000%  | 0.0000% | $1009.00           | $761.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 6.0000%  | 0.0000% | $4382016.00        | $3088090.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 5.5000%  | 0.0000% | $1211032.00        | $1150724.78        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $3813717.00        | $3240500.18        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 5.0000%  | 0.0000% | $940350.00         | $914074.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 5.5000%  | 0.0000% | $793609.00         | $791254.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 5.5000%  | 0.0000% | $1697471.00        | $1686925.81        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-06-01      | 4.6230%  | 0.0000% | $1840.00           | $0.64              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-12-01      | 3.0000%  | 0.0000% | $48000.00          | $9668.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-03-01      | 2.5770%  | 0.0000% | $1039674.00        | $139380.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-11-01      | 6.5310%  | 0.0000% | $1967.00           | $13.12             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-09-01      | 5.6250%  | 0.0000% | $115.00            | $0.02              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-10-25      | 1.7500%  | 0.0000% | $2050294.00        | $133262.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2044-07-25      | 4.8197%  | 0.0000% | $8821.00           | $1502.44           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2054-08-25      | 3.0000%  | 0.0000% | $100000.00         | $67286.27          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2045-04-25      | 3.5000%  | 0.0000% | $357877.00         | $299265.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2025-10-25      | 2.9226%  | 0.0000% | $124032.00         | $39847.78          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2045-11-25      | 3.8025%  | 0.0000% | $91471.00          | $80346.53          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2046-12-25      | 3.0000%  | 0.0000% | $3500000.00        | $2936946.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2050-06-25      | 4.8197%  | 0.0000% | $2744261.00        | $937072.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2048-06-25      | 2.0000%  | 0.0000% | $7134896.00        | $4398325.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2028-08-01      | 3.6500%  | 0.0000% | $1000.00           | $989.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-12-15      | 2.0000%  | 0.0000% | $15176060.00       | $1268546.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2026-07-25      | 2.3400%  | 0.0000% | $1596.00           | $361.06            | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-062       A-1    20260925 3.03200 | 2026-09-25      | 3.0320%  | 0.0000% | $72578.00          | $3913.11           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2050-09-25      | 1.0000%  | 0.0000% | $973407.00         | $322307.43         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2051-08-25      | 1.2500%  | 0.0000% | $2000000.00        | $925450.29         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2030-11-25      | 4.9400%  | 0.0000% | $23106.00          | $23841.68          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2052-02-25      | 5.0000%  | 0.0000% | $3341227.00        | $3259337.19        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2051-12-25      | 5.0000%  | 0.0000% | $3020332.00        | $2939840.80        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2036-04-25      | 5.5000%  | 0.0000% | $772220.00         | $790226.99         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association                  | 2031-04-01      | 6.1250%  | 0.0000% | $44253.00          | $54.94             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-12-01      | 4.8870%  | 0.0000% | $1339.00           | $0.86              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-10-01      | 7.3790%  | 0.0000% | $1755.00           | $0.50              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-02-01      | 4.5000%  | 0.0000% | $13266352.00       | $783563.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-11-01      | 3.5000%  | 0.0000% | $44890613.00       | $5086556.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-01-01      | 4.5000%  | 0.0000% | $675000.00         | $33535.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-11-01      | 5.9130%  | 0.0000% | $8656265.00        | $1072634.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-02-01      | 3.5600%  | 0.0000% | $1000.00           | $785.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-05-01      | 3.4400%  | 0.0000% | $25000.00          | $23026.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-03-01      | 3.0000%  | 0.0000% | $238000.00         | $42652.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-10-01      | 4.0000%  | 0.0000% | $27901479.00       | $6507709.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-04-01      | 4.5000%  | 0.0000% | $1033.00           | $102.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-02-01      | 4.0000%  | 0.0000% | $1197.00           | $372.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-06-01      | 4.5000%  | 0.0000% | $28620672.00       | $8118614.69        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $137.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-08-01      | 6.3360%  | 0.0000% | $4817039.00        | $42824.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-05-01      | 6.1750%  | 0.0000% | $1000000.00        | $19243.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-11-01      | 6.1750%  | 0.0000% | $6750000.00        | $70769.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-03-01      | 6.5750%  | 0.0000% | $9395.00           | $129.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-04-01      | 6.5000%  | 0.0000% | $2242.00           | $0.50              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-10-01      | 6.5000%  | 0.0000% | $1226.00           | $28.58             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-10-01      | 6.5910%  | 0.0000% | $8147010.00        | $61503.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-10-01      | 6.4430%  | 0.0000% | $5153999.00        | $41859.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-05-01      | 7.2200%  | 0.0000% | $57567.00          | $534.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-02-01      | 6.0000%  | 0.0000% | $1617677.00        | $1257126.20        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 7.5000%  | 0.0000% | $1569647.00        | $1674601.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 6.5000%  | 0.0000% | $1685240.00        | $1731536.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 7.5000%  | 0.0000% | $821465.00         | $880239.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 5.0000%  | 0.0000% | $1446500.00        | $1410656.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 5.5000%  | 0.0000% | $8924.00           | $8850.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $921.94            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 6.0000%  | 0.0000% | $3495496.00        | $3101315.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.5000%  | 0.0000% | $742188.00         | $764922.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.5000%  | 0.0000% | $205150.00         | $157646.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.5000%  | 0.0000% | $1349545.00        | $1093670.08        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 6.5000%  | 0.0000% | $877593.00         | $911098.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.0000%  | 0.0000% | $117713.00         | $117271.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.0000%  | 0.0000% | $2891860.00        | $2947743.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.5000%  | 0.0000% | $1170628.00        | $1218632.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 5.0000%  | 0.0000% | $2547176.00        | $2489075.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-02-01      | 6.5000%  | 0.0000% | $1013.00           | $1049.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-02-01      | 5.5000%  | 0.0000% | $532783.00         | $533214.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-09-01      | 4.0000%  | 0.0000% | $2981000.00        | $387081.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-08-01      | 4.0000%  | 0.0000% | $3935856.00        | $1132672.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-08-01      | 5.0000%  | 0.0000% | $1000000.00        | $70581.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-12-01      | 4.1400%  | 0.0000% | $339694.00         | $324942.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-01-01      | 2.4700%  | 0.0000% | $1000.00           | $829.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-05-01      | 5.9070%  | 0.0000% | $3461972.00        | $951963.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-09-01      | 4.0000%  | 0.0000% | $1399000.00        | $343520.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $319.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-11-01      | 6.9310%  | 0.0000% | $9783599.00        | $9956415.91        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-10-01      | 3.0000%  | 0.0000% | $81128832.00       | $15133874.61       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-02-01      | 3.0000%  | 0.0000% | $4245000.00        | $870516.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2028-12-01      | 1.5800%  | 0.0000% | $70000.00          | $64301.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-01-01      | 4.6900%  | 0.0000% | $84780.00          | $82874.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $28270.00          | $19008.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $937.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 6.0000%  | 0.0000% | $260763.00         | $220772.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 7.0000%  | 0.0000% | $1724503.00        | $1226931.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 7.5000%  | 0.0000% | $1000.00           | $742.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.5000%  | 0.0000% | $780249.00         | $765945.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.5000%  | 0.0000% | $2050538.00        | $1640633.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 6.5000%  | 0.0000% | $1341866.00        | $267680.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $6580859.00        | $5842942.51        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.0000%  | 0.0000% | $3634102.00        | $3527588.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-06-01      | 4.7600%  | 0.0000% | $38563.00          | $39470.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-05-01      | 4.3000%  | 0.0000% | $832760.00         | $831231.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-06-01      | 4.3500%  | 0.0000% | $84179.00          | $83800.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-08-01      | 3.0000%  | 0.0000% | $59000.00          | $14025.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-07-01      | 3.0000%  | 0.0000% | $2856139.00        | $1219405.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-07-01      | 2.5000%  | 0.0000% | $1166224.00        | $581468.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-04-01      | 3.0000%  | 0.0000% | $12000.00          | $6629.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.0000%  | 0.0000% | $902879.00         | $559642.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 4.0000%  | 0.0000% | $1424000.00        | $1069366.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.0000%  | 0.0000% | $393273.00         | $292171.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 4.5000%  | 0.0000% | $1159.00           | $883.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 6.5000%  | 0.0000% | $1000.00           | $788.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $333567.00         | $281552.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.0000%  | 0.0000% | $42150528.00       | $33419491.75       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $843.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-02-01      | 6.5000%  | 0.0000% | $139822.00         | $141743.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $966.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $977.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-09-01      | 5.0000%  | 0.0000% | $71956331.00       | $13852588.61       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-03-01      | 3.5000%  | 0.0000% | $4185939.00        | $912437.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-06-01      | 3.5000%  | 0.0000% | $100000.00         | $45033.80          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-03-01      | 2.0000%  | 0.0000% | $25075450.00       | $14939566.75       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-03-01      | 2.5000%  | 0.0000% | $700000.00         | $376640.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-04-01      | 2.5000%  | 0.0000% | $87991.00          | $44643.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.5000%  | 0.0000% | $6000000.00        | $3659140.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-11-01      | 7.5000%  | 0.0000% | $1500000.00        | $720620.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-09-01      | 3.5000%  | 0.0000% | $1000.00           | $344.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 3.0000%  | 0.0000% | $1343110.00        | $940459.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 2.5000%  | 0.0000% | $157083.00         | $106567.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 2.5000%  | 0.0000% | $2500000.00        | $1664902.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $8058.00           | $5204.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 2.5000%  | 0.0000% | $257631.00         | $158612.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.0000%  | 0.0000% | $315430.00         | $208520.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.0000%  | 0.0000% | $1100000.00        | $808440.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 3.0000%  | 0.0000% | $34000.00          | $23419.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $801.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-10-01      | 4.5000%  | 0.0000% | $52000.00          | $40598.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 6.0000%  | 0.0000% | $40428.00          | $33815.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $778.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 4.0000%  | 0.0000% | $4492.00           | $3371.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $398767.00         | $273154.34         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.0000%  | 0.0000% | $15304257.00       | $12724694.80       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $877.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 6.5000%  | 0.0000% | $11743950.00       | $9723246.21        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.0000%  | 0.0000% | $6045880.00        | $5287976.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.0000%  | 0.0000% | $2326.00           | $1817.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-03-01      | 3.5000%  | 0.0000% | $6784.00           | $5944.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 6.0000%  | 0.0000% | $267353.00         | $271429.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 6.5000%  | 0.0000% | $102081.00         | $105593.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-11-01      | 6.6140%  | 0.0000% | $1543.00           | $6.66              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-10-01      | 6.9200%  | 0.0000% | $24998592.00       | $318033.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-08-01      | 6.0300%  | 0.0000% | $493998.00         | $10512.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-03-01      | 6.5000%  | 0.0000% | $1004.00           | $17.90             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-07-01      | 3.0000%  | 0.0000% | $19224.00          | $1597.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-03-01      | 3.0000%  | 0.0000% | $36000.00          | $8054.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-08-01      | 4.0000%  | 0.0000% | $14337875.00       | $1090373.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.0000%  | 0.0000% | $88002.00          | $53903.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-11-01      | 2.5000%  | 0.0000% | $115000.00         | $72767.95          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 3.5000%  | 0.0000% | $222270992.00      | $19554790.03       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 1.5000%  | 0.0000% | $11000.00          | $6476.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-02-01      | 5.5000%  | 0.0000% | $50917.00          | $44755.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 6.0000%  | 0.0000% | $69479.00          | $56366.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-04-01      | 2.5000%  | 0.0000% | $212834.00         | $145018.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 4.0000%  | 0.0000% | $5313.00           | $4144.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 4.5000%  | 0.0000% | $4596.00           | $3569.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.5000%  | 0.0000% | $35752.00          | $28779.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 3.5000%  | 0.0000% | $27000.00          | $21494.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-09-01      | 5.5000%  | 0.0000% | $842000.00         | $715946.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-12-01      | 6.0000%  | 0.0000% | $49717.00          | $38964.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.0000%  | 0.0000% | $68528.00          | $59500.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-09-01      | 6.2160%  | 0.0000% | $44240000.00       | $502446.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 5.5000%  | 0.0000% | $9458.00           | $9339.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 5.5000%  | 0.0000% | $92694.00          | $90411.71          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $29141.00          | $29800.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.5000%  | 0.0000% | $8246840.00        | $8578271.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.5000%  | 0.0000% | $4980254.00        | $4971900.32        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $73327.00          | $70684.95          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 4.5000%  | 0.0000% | $35200.00          | $33720.13          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $17278.00          | $17641.76          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.0000%  | 0.0000% | $2423300.00        | $2381164.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $4000.00           | $4096.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1002.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $451638.00         | $464369.67         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $12015.00          | $12269.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-07-01      | 6.0000%  | 0.0000% | $2048.00           | $2101.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $1005.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $32522.00          | $33282.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $1084128.00        | $1084991.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.5000%  | 0.0000% | $82048.00          | $83522.89          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-07-01      | 4.7500%  | 0.0000% | $309817.00         | $296068.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-06-01      | 6.0000%  | 0.0000% | $468224.00         | $378853.26         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-04-01      | 6.5000%  | 0.0000% | $13370.00          | $12352.77          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $926.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $855902.00         | $808876.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $653635.00         | $613362.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $275487.00         | $283695.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $1503.00           | $1544.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $1547624.00        | $1572197.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 4.5000%  | 0.0000% | $9706.00           | $9320.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.5000%  | 0.0000% | $54907.00          | $57008.19          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $568933.00         | $580683.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 7.5000%  | 0.0000% | $163388.00         | $162967.57         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-06-15      | 3.5000%  | 0.0000% | $212035.00         | $10421.35          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-05-15      | 3.0000%  | 0.0000% | $1029.00           | $132.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-10-15      | 3.5000%  | 0.0000% | $55925.00          | $2247.91           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-01-20      | 3.0000%  | 0.0000% | $18121.00          | $1986.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-10-20      | 4.0000%  | 0.0000% | $1358457.00        | $77456.43          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-11-20      | 5.5000%  | 0.0000% | $2000.00           | $141.90            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-04-20      | 4.0000%  | 0.0000% | $10520.00          | $650.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 6.5000%  | 0.0000% | $2000.00           | $203.26            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-08-20      | 4.0000%  | 0.0000% | $4500.00           | $319.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-11-20      | 4.5000%  | 0.0000% | $249028.00         | $19885.51          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-12-20      | 4.0000%  | 0.0000% | $14918.00          | $1338.82           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 6.0000%  | 0.0000% | $2000.00           | $253.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-05-20      | 4.0000%  | 0.0000% | $94999.00          | $8849.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-07-20      | 4.5000%  | 0.0000% | $91867.00          | $7500.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-07-20      | 4.0000%  | 0.0000% | $1007.00           | $101.63            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-03-20      | 5.5000%  | 0.0000% | $1000000.00        | $66979.35          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-10-20      | 5.0000%  | 0.0000% | $135942.00         | $12955.42          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-03-20      | 3.5000%  | 0.0000% | $78702214.00       | $9579963.27        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-05-20      | 5.5000%  | 0.0000% | $341137.00         | $26737.38          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-10-20      | 5.0000%  | 0.0000% | $99999.00          | $13146.22          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-10-20      | 4.0000%  | 0.0000% | $4586.00           | $429.18            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-09-20      | 5.5000%  | 0.0000% | $731798.00         | $69714.03          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-07-20      | 6.5000%  | 0.0000% | $29000.00          | $4614.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-02-20      | 4.0000%  | 0.0000% | $125523.00         | $10124.43          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-07-20      | 3.5000%  | 0.0000% | $3000.00           | $100.04            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-01-20      | 2.5000%  | 0.0000% | $1000.00           | $449.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-12-20      | 5.0000%  | 0.0000% | $1000.00           | $131.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-10-20      | 6.0000%  | 0.0000% | $5146.00           | $877.88            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-02-20      | 6.0000%  | 0.0000% | $1005.00           | $139.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-02-20      | 6.0000%  | 0.0000% | $2000.00           | $445.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-05-20      | 5.5000%  | 0.0000% | $1001.00           | $276.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-07-20      | 6.0000%  | 0.0000% | $1000.00           | $202.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-04-20      | 3.5000%  | 0.0000% | $270104.00         | $192400.50         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-05-20      | 4.0000%  | 0.0000% | $20923.00          | $15451.66          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-06-20      | 4.0000%  | 0.0000% | $1000.00           | $740.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-01-20      | 5.0000%  | 0.0000% | $198000.00         | $67144.20          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-05-20      | 5.0000%  | 0.0000% | $30000.00          | $11928.88          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-06-20      | 5.0000%  | 0.0000% | $2000.00           | $706.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-07-20      | 3.0000%  | 0.0000% | $58904.00          | $32173.74          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-07-20      | 6.0000%  | 0.0000% | $1000.00           | $313.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-09-20      | 3.0000%  | 0.0000% | $10469676.00       | $6084229.51        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2037-12-20      | 6.0000%  | 0.0000% | $1000.00           | $357.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-12-20      | 3.5000%  | 0.0000% | $46912.00          | $31137.03          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-12-20      | 5.0000%  | 0.0000% | $44931.00          | $23926.01          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-05-20      | 4.5000%  | 0.0000% | $1010.00           | $857.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-05-20      | 5.5000%  | 0.0000% | $1000.00           | $807.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 5.5000%  | 0.0000% | $15177.00          | $12309.11          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 6.0000%  | 0.0000% | $3794954.00        | $2581705.68        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 6.5000%  | 0.0000% | $8805.00           | $4439.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-06-20      | 4.5000%  | 0.0000% | $1311352.00        | $999214.35         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-06-20      | 5.5000%  | 0.0000% | $98128.00          | $63672.77          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-07-20      | 4.5000%  | 0.0000% | $46078.00          | $35324.40          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-07-20      | 6.0000%  | 0.0000% | $20000.00          | $14836.28          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-08-20      | 4.5000%  | 0.0000% | $22888.00          | $17666.89          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 4.0000%  | 0.0000% | $692068.00         | $532407.30         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 4.5000%  | 0.0000% | $58539.00          | $45618.06          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 6.0000%  | 0.0000% | $82332.00          | $50308.58          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 6.0000%  | 0.0000% | $39000.00          | $24161.19          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-11-20      | 4.5000%  | 0.0000% | $8000.00           | $6369.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-01-20      | 5.5000%  | 0.0000% | $186273.00         | $136411.76         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-02-20      | 5.0000%  | 0.0000% | $495385.00         | $397858.48         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-03-20      | 5.5000%  | 0.0000% | $36749.00          | $27919.56          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-07-20      | 6.0000%  | 0.0000% | $1000.00           | $853.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-04-20      | 4.5000%  | 0.0000% | $1180112.00        | $1023431.85        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-08-20      | 6.0000%  | 0.0000% | $39653.00          | $27269.65          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-09-20      | 6.5000%  | 0.0000% | $1284558.00        | $720430.46         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-10-20      | 5.5000%  | 0.0000% | $1000.00           | $828.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-09-20      | 6.0000%  | 0.0000% | $1000.00           | $709.79            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-12-20      | 5.5000%  | 0.0000% | $16295490.00       | $14042018.99       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-11-20      | 6.0000%  | 0.0000% | $1000.00           | $677.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-01-20      | 5.5000%  | 0.0000% | $2314116.00        | $1963579.07        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-01-20      | 5.5000%  | 0.0000% | $166850.00         | $138558.91         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-04-20      | 6.5000%  | 0.0000% | $1300.00           | $827.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-05-20      | 5.0000%  | 0.0000% | $824376.00         | $771954.01         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-07-15      | 4.5000%  | 0.0000% | $1001.00           | $88.73             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2058-05-15      | 4.7900%  | 0.0000% | $1024.00           | $1002.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2058-06-15      | 5.2400%  | 0.0000% | $1000.00           | $1004.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2066-12-15      | 5.4500%  | 0.0000% | $2023.00           | $2066.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2058-05-15      | 4.5500%  | 0.0000% | $598212.00         | $576004.93         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-07-20      | 3.0000%  | 0.0000% | $1000.00           | $111.20            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-10-20      | 4.0000%  | 0.0000% | $1000.00           | $237.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-11-15      | 3.0000%  | 0.0000% | $2000.00           | $751.10            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-06-20      | 3.0000%  | 0.0000% | $3000.00           | $1888.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-02-20      | 4.5000%  | 0.0000% | $1000.00           | $195.57            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-04-20      | 4.0000%  | 0.0000% | $20980.00          | $4644.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-04-20      | 5.0000%  | 0.0000% | $1647416.00        | $1029101.66        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-05-20      | 4.0000%  | 0.0000% | $11781750.00       | $2124867.25        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2062-10-15      | 2.9000%  | 0.0000% | $1000.00           | $857.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-08-15      | 2.5000%  | 0.0000% | $980879.00         | $595864.17         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-11-20      | 4.0000%  | 0.0000% | $94375.00          | $74365.56          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-01-20      | 3.0000%  | 0.0000% | $1722842.00        | $1180294.81        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-03-20      | 4.0000%  | 0.0000% | $164569.00         | $112162.71         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2058-04-15      | 4.3500%  | 0.0000% | $607760.00         | $577271.41         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-04-20      | 4.0000%  | 0.0000% | $5886.00           | $4977.76           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-01-20      | 3.0000%  | 0.0000% | $1000.00           | $661.55            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-03-20      | 4.0000%  | 0.0000% | $2000.00           | $1625.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-10-20      | 5.5000%  | 0.0000% | $444015.00         | $433830.24         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2043-04-15      | 3.5000%  | 0.0000% | $1000.00           | $34.77             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-10-20      | 4.0000%  | 0.0000% | $29741.00          | $4650.04           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2058-07-15      | 5.3500%  | 0.0000% | $93841.00          | $95094.87          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2058-01-15      | 5.7000%  | 0.0000% | $2000.00           | $2064.70           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-03-20      | 7.5000%  | 0.0000% | $722528.00         | $598377.01         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2058-05-15      | 5.4400%  | 0.0000% | $1008.00           | $1034.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2058-04-15      | 4.6700%  | 0.0000% | $1070.00           | $1037.28           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 6.0000%  | 0.0000% | $950550.00         | $953634.56         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2058-04-15      | 4.9200%  | 0.0000% | $1000.00           | $984.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2060-01-15      | 5.1300%  | 0.0000% | $1008.00           | $1008.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2058-10-15      | 5.6700%  | 0.0000% | $1000.00           | $1032.58           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-15      | 6.5000%  | 0.0000% | $67546.00          | $68299.26          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-20      | 6.0000%  | 0.0000% | $932856.00         | $931420.04         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2058-08-15      | 5.4200%  | 0.0000% | $3000.00           | $3057.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2058-07-15      | 5.4200%  | 0.0000% | $33631.00          | $34249.18          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2057-11-15      | 6.3800%  | 0.0000% | $1000.00           | $1079.24           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-07-20      | 6.0000%  | 0.0000% | $6219.00           | $4316.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2061-11-15      | 5.7200%  | 0.0000% | $29274.00          | $30482.99          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-10-20      | 7.5000%  | 0.0000% | $2796992.00        | $374828.26         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-10-20      | 5.5000%  | 0.0000% | $1000.00           | $1005.55           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-03-20      | 5.0000%  | 0.0000% | $15209.00          | $14767.16          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2060-03-15      | 5.7200%  | 0.0000% | $1000.00           | $1052.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-03-20      | 5.0000%  | 0.0000% | $1004.00           | $973.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2056-10-15      | 5.2200%  | 0.0000% | $3000.00           | $3018.13           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2060-02-15      | 5.7900%  | 0.0000% | $1099.00           | $1155.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2060-03-15      | 5.6900%  | 0.0000% | $1003.00           | $1050.20           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $8541.00           | $8815.77           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-11-20      | 6.0000%  | 0.0000% | $426546.00         | $420698.82         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2059-12-15      | 5.4600%  | 0.0000% | $1010.00           | $1038.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2059-12-15      | 5.7300%  | 0.0000% | $2000.00           | $2076.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2060-06-15      | 5.3900%  | 0.0000% | $1028.00           | $1054.98           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2059-10-15      | 5.1800%  | 0.0000% | $6001.00           | $6023.47           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-15      | 5.7500%  | 0.0000% | $1000.00           | $1048.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2060-04-15      | 5.7000%  | 0.0000% | $136210.00         | $142675.26         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-11-20      | 5.5000%  | 0.0000% | $3000.00           | $2957.19           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 5.5000%  | 0.0000% | $1000.00           | $1004.37           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1004.67           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.0000%  | 0.0000% | $2001.00           | $2072.14           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.5000%  | 0.0000% | $2016.00           | $2125.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-12-20      | 5.5000%  | 0.0000% | $4000.00           | $3958.16           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-12-20      | 5.5000%  | 0.0000% | $2000.00           | $2007.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 5.5000%  | 0.0000% | $4018.00           | $4031.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.5000%  | 0.0000% | $28629.00          | $29802.24          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.5000%  | 0.0000% | $1002.00           | $1044.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1042.33           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $81715.00          | $84518.21          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.01           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 6.0000%  | 0.0000% | $2000.00           | $2071.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.0000%  | 0.0000% | $2793244.00        | $2878118.95        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1038.17           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 7.0000%  | 0.0000% | $2835989.00        | $2940122.46        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-03-20      | 6.5000%  | 0.0000% | $152086.00         | $155744.96         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.5000%  | 0.0000% | $2000.00           | $2097.51           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 7.5000%  | 0.0000% | $66250.00          | $71016.76          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1027.70           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $7000.00           | $7188.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1027.70           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $18809.00          | $19319.32          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $72394.00          | $71950.32          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $203924.00         | $210480.47         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $221264.00         | $227586.13         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1028.49           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $10337.00          | $10620.42          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 5.5000%  | 0.0000% | $7432.00           | $7495.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $1920502.00        | $1973483.44        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 5.5000%  | 0.0000% | $1000.00           | $1009.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.5000%  | 0.0000% | $2000.00           | $2088.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-06-20      | 6.5000%  | 0.0000% | $33655.00          | $35361.58          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 5.5000%  | 0.0000% | $874093.00         | $888735.15         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-06-20      | 6.5000%  | 0.0000% | $108738.00         | $113981.03         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1027.59           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $2048.00           | $2104.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1044.97           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-06-20      | 5.5000%  | 0.0000% | $3072.00           | $3101.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-03-20      | 6.5000%  | 0.0000% | $472758.00         | $494429.75         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-11-20      | 4.5000%  | 0.0000% | $1000.00           | $942.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-11-20      | 5.5000%  | 0.0000% | $182705.00         | $179780.61         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 5.5000%  | 0.0000% | $55526.00          | $55097.63          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 5.5000%  | 0.0000% | $574309.00         | $569911.21         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 6.5000%  | 0.0000% | $62609.00          | $63915.48          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 5.0000%  | 0.0000% | $107481.00         | $105347.95         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1010.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 5.5000%  | 0.0000% | $330200.00         | $330144.63         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $1008.29           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 5.5000%  | 0.0000% | $1010.00           | $1017.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1020.09           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1042.88           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-05-20      | 6.0000%  | 0.0000% | $1000.00           | $1033.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-02-20      | 6.5000%  | 0.0000% | $2000.00           | $2051.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.0000%  | 0.0000% | $659498.00         | $676364.21         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 6.0000%  | 0.0000% | $730941.00         | $749700.92         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-07-20      | 3.0000%  | 0.0000% | $1001.00           | $340.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-05-15      | 4.0000%  | 0.0000% | $3000.00           | $383.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2033-08-15      | 5.5000%  | 0.0000% | $520719.00         | $14179.00          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2034-08-20      | 6.0000%  | 0.0000% | $3139996.00        | $34964.97          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-05-20      | 5.5000%  | 0.0000% | $1000.00           | $26.30             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-06-20      | 5.0000%  | 0.0000% | $843999.00         | $31202.40          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 7.0000%  | 0.0000% | $1003.00           | $26.89             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-08-20      | 4.5000%  | 0.0000% | $3959959.00        | $28985.33          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-09-20      | 4.5000%  | 0.0000% | $5803630.00        | $38562.00          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-09-15      | 5.0000%  | 0.0000% | $851431.00         | $40571.71          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-06-15      | 4.5000%  | 0.0000% | $1001.00           | $23.47             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2034-03-15      | 6.5000%  | 0.0000% | $25969921.00       | $177360.29         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2031-12-20      | 4.7500%  | 0.0000% | $4574350.00        | $11609.75          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-06-15      | 3.5000%  | 0.0000% | $197996.00         | $48712.82          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-04-20      | 3.0000%  | 0.0000% | $9342.00           | $5449.23           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-06-20      | 2.5000%  | 0.0000% | $1000.00           | $553.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-08-20      | 3.5000%  | 0.0000% | $1246317.00        | $482910.68         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-06-20      | 3.5000%  | 0.0000% | $1000.00           | $137.15            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-11-20      | 4.0000%  | 0.0000% | $31840.00          | $13118.17          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-02-20      | 2.5000%  | 0.0000% | $3072.00           | $1567.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-06-20      | 3.0000%  | 0.0000% | $570800.00         | $248078.78         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-06-20      | 2.5000%  | 0.0000% | $2048.00           | $1179.81           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-09-20      | 2.5000%  | 0.0000% | $1000.00           | $555.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-09-20      | 2.0000%  | 0.0000% | $3000.00           | $1596.61           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-10-20      | 2.5000%  | 0.0000% | $1000.00           | $659.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-11-20      | 3.5000%  | 0.0000% | $1000.00           | $662.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-12-20      | 4.0000%  | 0.0000% | $221577.00         | $164556.76         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-12-20      | 3.0000%  | 0.0000% | $1024.00           | $743.94            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-03-20      | 3.0000%  | 0.0000% | $3000.00           | $1939.28           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-05-20      | 4.0000%  | 0.0000% | $1008.00           | $751.73            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-03-20      | 3.5000%  | 0.0000% | $3000.00           | $2435.44           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-04-15      | 6.0000%  | 0.0000% | $1000.00           | $994.09            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2036-07-20      | 6.0000%  | 0.0000% | $4000000.00        | $449072.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2047-05-20      | 3.5000%  | 0.0000% | $1000000.00        | $368777.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2046-02-20      | 3.0000%  | 0.0000% | $132000.00         | $105007.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2049-03-20      | 4.5000%  | 0.0000% | $46481502.00       | $10607656.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2049-05-20      | 4.5000%  | 0.0000% | $7580.00           | $1510.81           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2050-09-20      | 1.0000%  | 0.0000% | $200000.00         | $90687.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-07-20      | 1.5000%  | 0.0000% | $20000000.00       | $9252967.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-02-20      | 3.0000%  | 0.0000% | $2005747.00        | $1287026.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.3319%  | 0.0000% | $36891.00          | $27744.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.4318%  | 0.0000% | $2507464.00        | $1928527.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-12-20      | 5.2019%  | 0.0000% | $22522744.00       | $15593456.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-10-20      | 5.6018%  | 0.0000% | $41890684.00       | $32557930.86       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-01-20      | 5.2519%  | 0.0000% | $8037274.00        | $6426630.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3018%  | 0.0000% | $16988781.00       | $7987612.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3018%  | 0.0000% | $2189483.00        | $1380983.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3018%  | 0.0000% | $21207885.00       | $16753440.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-06-20      | 5.4519%  | 0.0000% | $42558217.00       | $33156372.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-06-20      | 5.5019%  | 0.0000% | $29853137.00       | $19569451.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-07-20      | 5.3219%  | 0.0000% | $6472689.00        | $5566467.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-08-20      | 5.3018%  | 0.0000% | $2000000.00        | $1087176.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2063-08-20      | 5.4018%  | 0.0000% | $20335602.00       | $8237836.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-11-20      | 5.8018%  | 0.0000% | $1353797.00        | $600031.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-10-20      | 5.7019%  | 0.0000% | $1119174.00        | $466382.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-08-20      | 5.5019%  | 0.0000% | $6939989.00        | $3785334.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-12-20      | 5.6018%  | 0.0000% | $17844713.00       | $7648901.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-12-20      | 5.5518%  | 0.0000% | $6113309.00        | $3400350.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-05-20      | 5.5000%  | 0.0000% | $174327.00         | $176327.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-08-20      | 5.4018%  | 0.0000% | $3417344.00        | $2999912.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-08-20      | 5.4119%  | 0.0000% | $3523053.00        | $2934956.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-10-20      | 5.3018%  | 0.0000% | $835587.00         | $791125.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-10-20      | 5.4018%  | 0.0000% | $3577012.00        | $3262299.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-10-20      | 5.3518%  | 0.0000% | $7907.00           | $6567.25           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-02-20      | 5.9519%  | 0.0000% | $104727.00         | $90308.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-02-20      | 5.4119%  | 0.0000% | $1983.00           | $1920.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2050-01-20      | 5.0000%  | 0.0000% | $17183604.00       | $16988470.29       | Agency Collateralized Mortgage Obligation |

### Security 96: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.490000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV81CUT5, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV81CUT5
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.6200%
- **C.17 - Yield as of Reporting Date:** 4.9200%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BILL               | 2025-09-04      | 0.0000%  | 0.0000% | $6568800.00        | $6494441.18        | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL               | 2025-12-26      | 0.0000%  | 0.0000% | $632500.00         | $617326.32         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL               | 2025-08-05      | 0.0000%  | 0.0000% | $49754000.00       | $49362535.53       | U.S. Treasuries (including strips) |
| TREASURY INFLATION BOND          | 2026-01-15      | 2.0000%  | 0.0000% | $198200.00         | $322687.05         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2042-08-15      | 2.7500%  | 0.0000% | $399800.00         | $301852.82         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $73.36             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2040-05-15      | 1.1250%  | 0.0000% | $200.00            | $121.29            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $71.72             | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2027-07-15      | 0.3750%  | 0.0000% | $11991100.00       | $15444792.06       | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2030-07-15      | 0.1250%  | 0.0000% | $96400.00          | $111918.66         | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2025-10-15      | 0.1250%  | 0.0000% | $83092100.00       | $102077396.90      | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2026-04-15      | 0.1250%  | 0.0000% | $3768200.00        | $4541257.36        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-02-28      | 1.8750%  | 0.0000% | $178615500.00      | $173082625.70      | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2027-04-15      | 0.1250%  | 0.0000% | $41397200.00       | $45796882.36       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-02-29      | 4.0000%  | 0.0000% | $25883200.00       | $26193858.03       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-06-15      | 4.6250%  | 0.0000% | $181423500.00      | $187652137.60      | U.S. Treasuries (including strips) |

### Security 97: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.470000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV89U7P1, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV89U7P1
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $1755000.00        | $1720380.43        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 1.6250%  | 0.0000% | $1250000.00        | $1220124.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $71198900.00       | $70571753.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $100000000.00      | $95421975.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 4.8750%  | 0.0000% | $52600.00          | $52923.33          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $35090400.00       | $35012920.40       | U.S. Treasuries (including strips) |

### Security 98: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.170000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8DA3J8, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3J8
- **C.18 - Value (incl. sponsor support):** $196000000.00
- **C.18.a - Value (excl. sponsor support):** $196000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $34511200.00       | $34638304.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $167408500.00      | $167829060.10      | U.S. Treasuries (including strips) |

### Security 99: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8DA3M1, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3M1
- **C.18 - Value (incl. sponsor support):** $196000000.00
- **C.18.a - Value (excl. sponsor support):** $196000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $5096100.00        | $3139602.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $188858800.00      | $188892983.40      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $10128300.00       | $10453116.15       | U.S. Treasuries (including strips) |

### Security 100: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8GTD61, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8GTD61
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2029-07-15      | 6.0000%  | 0.0000% | $324980.00         | $2609.57           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 5.3000%  | 0.0000% | $60775360.00       | $61547517.70       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-06-15      | 2.2500%  | 0.0000% | $16581216.00       | $176499.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 5.2552%  | 0.0000% | $135252000.00      | $123374911.50      | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-06-25      | 5.5000%  | 0.0000% | $35091000.00       | $22045835.84       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2035-11-25      | 5.5000%  | 0.0000% | $6537000.00        | $6466851.58        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-01-25      | 5.2500%  | 0.0000% | $25815000.00       | $25372522.53       | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2063-07-20      | 4.9860%  | 0.0000% | $4500000.00        | $181144.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-20      | 4.9460%  | 0.0000% | $1572821.00        | $102.90            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-07-20      | 5.9971%  | 0.0000% | $495000.00         | $153095.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-10-20      | 4.8460%  | 0.0000% | $9000000.00        | $1314737.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-12-20      | 5.1994%  | 0.0000% | $2200000.00        | $838604.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-05-20      | 4.9519%  | 0.0000% | $149999.00         | $106361.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-03-20      | 5.3018%  | 0.0000% | $797314.00         | $795335.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.5518%  | 0.0000% | $100000000.00      | $74310796.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.6018%  | 0.0000% | $73925700.00       | $40313073.98       | Agency Collateralized Mortgage Obligation |

### Security 101: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8GWYT1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8GWYT1
- **C.18 - Value (incl. sponsor support):** $175000000.00
- **C.18.a - Value (excl. sponsor support):** $175000000.00
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2043-03-25      | 2.5000%  | 0.0000% | $51755300.00       | $5832357.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 5.6052%  | 0.0000% | $45000000.00       | $42563419.42       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-02-15      | 3.0000%  | 0.0000% | $764000.00         | $634303.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2029-12-25      | 3.9500%  | 0.0000% | $799998.00         | $228486.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-20      | 6.0860%  | 0.0000% | $6000000.00        | $134344.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-20      | 4.9260%  | 0.0000% | $600000.00         | $34768.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-20      | 5.4460%  | 0.0000% | $9999980.00        | $673516.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 5.0660%  | 0.0000% | $2500000.00        | $508361.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-20      | 6.1112%  | 0.0000% | $8000000.00        | $3008814.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 5.4460%  | 0.0000% | $500000.00         | $118773.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 3.1250%  | 0.0000% | $100000.00         | $36866.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-06-20      | 6.2971%  | 0.0000% | $50049984.00       | $12072809.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-06-20      | 4.9460%  | 0.0000% | $1400000.00        | $527153.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 5.0760%  | 0.0000% | $3700000.00        | $1360966.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-03-20      | 5.0518%  | 0.0000% | $5004504.00        | $2424286.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-09-20      | 5.6960%  | 0.0000% | $5000000.00        | $2777719.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-16      | 4.5000%  | 0.0000% | $7539810.00        | $7059832.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $100000000.00      | $75463860.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-05-20      | 5.4018%  | 0.0000% | $100000.00         | $84072.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.4018%  | 0.0000% | $25833200.00       | $22955288.64       | Agency Collateralized Mortgage Obligation |

### Security 102: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8L9QA6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8L9QA6
- **C.18 - Value (incl. sponsor support):** $110000000.00
- **C.18.a - Value (excl. sponsor support):** $110000000.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $11832690.00       | $11563121.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-05-01      | 3.5000%  | 0.0000% | $13203339.00       | $2478998.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $96116564.00       | $98140330.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 4.0000%  | 0.0000% | $203995.00         | $17550.09          | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKMB3, C.3 - LEI: N/A, C.5 - Other ID: BIV8LKMB3
- **C.18 - Value (incl. sponsor support):** $313000000.00
- **C.18.a - Value (excl. sponsor support):** $313000000.00
- **C.19 - Percentage of Net Assets:** 1.3700%
- **C.17 - Yield as of Reporting Date:** 5.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $82.02             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $1999800.00        | $1517797.90        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $2200.00           | $1583.79           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $71981300.00       | $52530789.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $1000.00           | $848.79            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $78012700.00       | $64455547.36       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $97.98             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 0.5000%  | 0.0000% | $43997600.00       | $41262929.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.7500%  | 0.0000% | $38863100.00       | $37853289.25       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.2500%  | 0.0000% | $300.00            | $289.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $94.07             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $800.00            | $774.15            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $1510000.00        | $1487710.97        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.0000%  | 0.0000% | $533500.00         | $541604.63         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $101.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $18431100.00       | $18489913.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $700.00            | $715.36            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $95.58             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-31      | 4.7500%  | 0.0000% | $100.00            | $101.98            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $18207700.00       | $18644349.52       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $1409800.00        | $1440140.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $8700.00           | $9089.26           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $6814900.00        | $7091782.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $500.00            | $498.85            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $72779600.00       | $73929855.09       | U.S. Treasuries (including strips) |

### Security 104: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8MHDB9, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV8MHDB9
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 1.9600%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $23338638.00       | $22459121.43       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $23399892.00       | $23404127.38       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $111202650.00      | $111507581.80      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $110106216.00      | $113632221.60      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $33430410.00       | $34704624.79       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $59688072.00       | $59838019.12       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $36025902.00       | $36451913.62       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $25729038.00       | $25943035.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $30526344.00       | $31059369.01       | U.S. Treasuries (including strips) |

### Security 105: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8N7Z00, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8N7Z00
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.7400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2027-01-01      | 6.5000%  | 0.0000% | $2252963.00        | $8409.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 7.0000%  | 0.0000% | $630000.00         | $2315.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-10-01      | 5.5000%  | 0.0000% | $712000.00         | $1439.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-01-01      | 5.5000%  | 0.0000% | $15000000.00       | $41125.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-08-01      | 6.5000%  | 0.0000% | $14000000.00       | $13657.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 8.0000%  | 0.0000% | $173538.00         | $3320.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 4.5000%  | 0.0000% | $10609690.00       | $67163.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.5000%  | 0.0000% | $6000.00           | $1138.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 4.5000%  | 0.0000% | $98706.00          | $13447.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $2084979.00        | $352407.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-10-01      | 3.5000%  | 0.0000% | $25000.00          | $1214.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $20500000.00       | $4903120.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 7.5000%  | 0.0000% | $502865.00         | $334236.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 4.5000%  | 0.0000% | $2969342.00        | $2828856.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $6588000.00        | $6492928.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.0000%  | 0.0000% | $2491452.00        | $2456113.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $170000.00         | $139029.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1574819.00        | $1598892.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $400000.00         | $391274.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $4427523.00        | $4289746.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $2642068.00        | $2531263.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $10379000.00       | $10011757.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $100000.00         | $99682.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1103867.00        | $1110867.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1574000.00        | $1635787.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $1048404.00        | $1032385.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $7087491.00        | $7354392.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $2475840.00        | $2474638.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.0000%  | 0.0000% | $1006897.00        | $1012993.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1063513.00        | $1071735.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.0000%  | 0.0000% | $3675982.00        | $3679040.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $7034922.00        | $7045281.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.0000%  | 0.0000% | $4717712.00        | $4703108.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $4429323.00        | $4635335.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $9087781.00        | $9124155.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $7513333.00        | $7558101.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $2028038.00        | $2052032.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-06-01      | 4.5000%  | 0.0000% | $230000.00         | $56898.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2058-05-01      | 3.5000%  | 0.0000% | $8250000.00        | $2809495.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-01      | 3.0000%  | 0.0000% | $80000.00          | $14375.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $268246.00         | $98169.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 3.5000%  | 0.0000% | $6321000.00        | $751915.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $5000.00           | $661.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 3.0000%  | 0.0000% | $380000.00         | $88390.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.0000%  | 0.0000% | $400000.00         | $174202.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $1000000.00        | $604465.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $7083157.00        | $4895134.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $1246217.00        | $521782.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $518554.00         | $425593.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $3400000.00        | $2761467.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $69449.00          | $43725.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $400000.00         | $318741.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 2.5000%  | 0.0000% | $829000.00         | $433204.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $100000.00         | $54232.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 2.0000%  | 0.0000% | $70000.00          | $32159.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.5000%  | 0.0000% | $1520779.00        | $995613.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1800000.00        | $1379407.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.5000%  | 0.0000% | $200000.00         | $140354.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 6.5000%  | 0.0000% | $1794390.00        | $1562957.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 3.5000%  | 0.0000% | $680341.00         | $596824.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $100000.00         | $97639.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 4.5000%  | 0.0000% | $10753602.00       | $10299774.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 6.0000%  | 0.0000% | $21266100.00       | $21662028.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $18044584.00       | $18424518.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 5.0000%  | 0.0000% | $12894563.00       | $11766.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 5.0000%  | 0.0000% | $7000.00           | $2649.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 3.0000%  | 0.0000% | $895000.00         | $297146.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 4.0000%  | 0.0000% | $3800000.00        | $688486.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.5000%  | 0.0000% | $100000.00         | $51832.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 5.5000%  | 0.0000% | $2007622.00        | $798434.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 2.0000%  | 0.0000% | $1500000.00        | $737510.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 2.0000%  | 0.0000% | $70000.00          | $40436.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $300000.00         | $181847.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $512000.00         | $293006.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 2.0000%  | 0.0000% | $400000.00         | $206399.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $323788.00         | $275148.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $700000.00         | $457705.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1262.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1508000.00        | $1232146.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $656000.00         | $502749.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $342000.00         | $231131.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $12000.00          | $8801.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 3.5000%  | 0.0000% | $228000.00         | $146016.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $35000.00          | $30317.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 5.0000%  | 0.0000% | $72000.00          | $57667.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $2800000.00        | $2215050.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $94000.00          | $77566.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $332364.00         | $264977.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $7781000.00        | $6764242.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2100000.00        | $1505433.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 2.5000%  | 0.0000% | $847684.00         | $637158.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $8400000.00        | $7367149.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $2730000.00        | $2070142.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $900000.00         | $676938.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $99000.00          | $77903.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $500000.00         | $387579.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $280000.00         | $244295.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 7.0000%  | 0.0000% | $272284.00         | $205338.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $627000.00         | $577877.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $620000.00         | $570571.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $18617965.00       | $18820764.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $14415205.00       | $14415530.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 6.0000%  | 0.0000% | $3299768.00        | $3272067.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $66203943.00       | $69711675.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 6.0000%  | 0.0000% | $621400.00         | $9587.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 4.5000%  | 0.0000% | $2446722.00        | $215338.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 5.5000%  | 0.0000% | $35000.00          | $537.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 5.0000%  | 0.0000% | $7825909.00        | $113985.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 3.0000%  | 0.0000% | $3706423.00        | $350662.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-08-01      | 2.5000%  | 0.0000% | $242250.00         | $16479.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-02-01      | 4.0000%  | 0.0000% | $6225000.00        | $657391.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $1962000.00        | $1155780.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-11-01      | 3.0000%  | 0.0000% | $18000.00          | $2725.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 2.5000%  | 0.0000% | $430000.00         | $97335.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $1000000.00        | $217332.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $76866629.00       | $69149245.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $156579.00         | $105478.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.0000%  | 0.0000% | $12197152.00       | $8125079.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $1914417.00        | $1479348.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 3.0000%  | 0.0000% | $4604261.00        | $3739711.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-10-01      | 6.0000%  | 0.0000% | $200889.00         | $90622.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 4.0000%  | 0.0000% | $1000.00           | $847.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.0000%  | 0.0000% | $1092012.00        | $1045348.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 4.5000%  | 0.0000% | $26511433.00       | $24974743.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-12-01      | 7.0000%  | 0.0000% | $585984.00         | $5634.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 6.0000%  | 0.0000% | $704976.00         | $15922.69          | Agency Mortgage-Backed Securities |

### Security 106: ING Financial Markets, LLC

- **C.1 - Title:** ING Financial Markets, LLC 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8P0E63, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: BIV8P0E63
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-07-31
- **C.12 - Maturity Date (WAL):** 2025-07-31
- **C.13 - Final Legal Maturity Date:** 2025-07-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Home Loan Mortgage Corp       | 2052-08-01      | 4.0000%  | 0.0000% | $25711085.20       | $19116155.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $19099121.60       | $15704347.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $9634980.80        | $8979458.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $18757200.00       | $18994743.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $20000000.00       | $19646262.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $24414444.80       | $19559032.34       | Agency Mortgage-Backed Securities |

### Security 107: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.350000%
- **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: BIV8P9CZ2, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV8P9CZ2
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2055-05-25      | 5.5552%  | 0.0000% | $30668260.50       | $29782460.79       | Agency Debentures and Agency Strips |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-06-20      | 6.5000%  | 0.0000% | $81036654.00       | $55956909.71       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $9354065.10        | $9642059.88        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 4.5000%  | 0.0000% | $35700000.00       | $34234336.50       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $66900000.00       | $68206779.98       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-06-20      | 5.0000%  | 0.0000% | $17056.50          | $16755.01          | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-02-20      | 5.0000%  | 0.0000% | $404968.20         | $382125.47         | Agency Mortgage-Backed Securities   |
| U.S. TREASURY NOTE                       | 2026-04-30      | 2.3750%  | 0.0000% | $15000000.00       | $14847837.32       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2030-02-15      | 1.5000%  | 0.0000% | $62610.00          | $56900.09          | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-01-31      | 0.7500%  | 0.0000% | $1911120.00        | $1777213.05        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2029-09-30      | 3.8750%  | 0.0000% | $13486200.00       | $13658534.26       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2030-02-28      | 4.0000%  | 0.0000% | $1960080.00        | $2002007.82        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2030-07-31      | 4.0000%  | 0.0000% | $14689560.00       | $15035125.82       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2033-08-15      | 3.8750%  | 0.0000% | $13320780.00       | $13265644.85       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-08-31      | 4.3750%  | 0.0000% | $4932750.00        | $5096779.11        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-01-15      | 4.0000%  | 0.0000% | $1719750.00        | $1754856.19        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2029-04-30      | 4.6250%  | 0.0000% | $17780970.00       | $18450946.99       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2034-05-15      | 4.3750%  | 0.0000% | $958590.00         | $975066.96         | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-12-31      | 4.2500%  | 0.0000% | $16221990.00       | $16312022.04       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2035-05-15      | 4.2500%  | 0.0000% | $2319330.00        | $2325482.02        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2030-05-31      | 4.0000%  | 0.0000% | $1009200.00        | $1020471.44        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-06-15      | 3.8750%  | 0.0000% | $1192500.00        | $1199700.45        | U.S. Treasuries (including strips)  |

### Security 108: Wells Fargo Bank, N.A.

- **C.1 - Title:** Wells Fargo Bank, N.A. 4.350000%
- **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: BIV8PE9S1, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: BIV8PE9S1
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.6200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                            |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2039-05-01      | 5.0000%  | 0.0000% | $657028.50         | $34240.47          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-04-01      | 3.0000%  | 0.0000% | $129033.60         | $58025.61          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 6.0000%  | 0.0000% | $300.30            | $141.29            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 6.0000%  | 0.0000% | $8941123.50        | $4667890.83        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 5.5000%  | 0.0000% | $6113337.30        | $3158564.56        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-06-01      | 6.0000%  | 0.0000% | $3750000.00        | $2290954.56        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.5000%  | 0.0000% | $30000.00          | $17425.48          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-07-01      | 3.5000%  | 0.0000% | $6108.00           | $375.31            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-06-01      | 3.0000%  | 0.0000% | $14076009.90       | $3780703.52        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 6.0000%  | 0.0000% | $4757492.10        | $3227427.10        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-07-01      | 5.5000%  | 0.0000% | $6136172.70        | $3486261.94        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-03-01      | 6.0000%  | 0.0000% | $3855000.00        | $2493693.16        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 6.0000%  | 0.0000% | $1839000.00        | $1131891.52        | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-09-01      | 4.5000%  | 0.0000% | $5400.00           | $586.76            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN ADJUSTABLE MULTIFAMILY PC  | 2031-09-01      | 4.2500%  | 0.0000% | $456644.70         | $301563.17         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-09-01      | 3.0000%  | 0.0000% | $2100.30           | $224.88            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 6.0000%  | 0.0000% | $361425.00         | $246066.39         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-08-01      | 6.0000%  | 0.0000% | $699621.30         | $475738.89         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-08-01      | 6.0000%  | 0.0000% | $461185.80         | $276876.38         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-11-01      | 7.0000%  | 0.0000% | $389514.30         | $273957.32         | Agency Mortgage-Backed Securities   |
| FEDERAL FARM CREDIT SYSTEMWIDE BOND      | 2036-02-26      | 3.1250%  | 0.0000% | $1800000.00        | $1055164.67        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT SYSTEMWIDE BOND      | 2037-04-28      | 3.3300%  | 0.0000% | $2250000.00        | $1314022.50        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT SYSTEMWIDE BOND      | 2038-01-26      | 3.3100%  | 0.0000% | $2189700.00        | $1274273.21        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT SYSTEMWIDE BOND      | 2034-04-24      | 3.1200%  | 0.0000% | $6000000.00        | $3637932.00        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT SYSTEMWIDE BOND      | 2034-09-27      | 2.4000%  | 0.0000% | $216300.00         | $123236.92         | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT SYSTEMWIDE BOND      | 2036-10-06      | 2.0800%  | 0.0000% | $3976200.00        | $2041416.42        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT SYSTEMWIDE BOND      | 2036-12-22      | 1.9800%  | 0.0000% | $6401400.00        | $3208637.74        | Agency Debentures and Agency Strips |
| FEDERAL FARM CREDIT SYSTEMWIDE BOND      | 2037-03-30      | 3.0800%  | 0.0000% | $3000000.00        | $1716920.00        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-09-01      | 6.0000%  | 0.0000% | $5024049.60        | $2839782.43        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-08-01      | 6.0000%  | 0.0000% | $4362553.80        | $2181794.03        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 6.0000%  | 0.0000% | $300272.40         | $204220.44         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 5.5000%  | 0.0000% | $5249955.60        | $3512148.74        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 5.5000%  | 0.0000% | $9178213.80        | $4744592.74        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-01-01      | 7.0000%  | 0.0000% | $7913400.00        | $4646788.68        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.5000%  | 0.0000% | $4151.40           | $2662.18           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-08-01      | 3.5000%  | 0.0000% | $4815943.80        | $2866621.67        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-04-01      | 3.0000%  | 0.0000% | $7006153.80        | $2404331.98        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-07-01      | 3.0000%  | 0.0000% | $5220324.00        | $2084316.64        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 4.5000%  | 0.0000% | $6377683.20        | $3194669.46        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-11-01      | 4.5000%  | 0.0000% | $989.10            | $55.30             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-12-01      | 2.5000%  | 0.0000% | $12404922.30       | $5319747.29        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.0000%  | 0.0000% | $18546.60          | $10986.73          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-10-01      | 6.0000%  | 0.0000% | $6924000.00        | $4179952.77        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 6.5000%  | 0.0000% | $656487.00         | $423952.92         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.0000%  | 0.0000% | $3575264.70        | $2433042.31        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 5.5000%  | 0.0000% | $7264971.30        | $4860161.94        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 5.5000%  | 0.0000% | $504497.40         | $338998.22         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 5.5000%  | 0.0000% | $6641895.60        | $3928321.97        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.0000%  | 0.0000% | $694509.90         | $469391.72         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2038-11-20      | 6.5000%  | 0.0000% | $600000.00         | $46771.31          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-06-20      | 3.0000%  | 0.0000% | $48150600.00       | $3784020.46        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-07-20      | 5.0000%  | 0.0000% | $12000000.00       | $573337.27         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-06-20      | 5.0000%  | 0.0000% | $9900000.00        | $515615.80         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-07-20      | 3.0000%  | 0.0000% | $3647011.20        | $673637.59         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-04-20      | 3.5000%  | 0.0000% | $660378.90         | $313600.77         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-05-20      | 2.5000%  | 0.0000% | $7500000.00        | $2676543.90        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-07-20      | 2.5000%  | 0.0000% | $7500000.00        | $2900176.40        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 3.0000%  | 0.0000% | $7500000.00        | $3000891.54        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-01-20      | 3.0000%  | 0.0000% | $4800000.00        | $2067991.52        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-01-20      | 3.5000%  | 0.0000% | $6426845.70        | $2877690.31        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 5.5000%  | 0.0000% | $159657.60         | $85900.60          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-06-20      | 4.5000%  | 0.0000% | $1228.80           | $624.21            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-07-20      | 4.5000%  | 0.0000% | $643869.90         | $329069.80         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-11-20      | 7.0000%  | 0.0000% | $54900.00          | $15237.80          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-01-20      | 5.5000%  | 0.0000% | $492463.80         | $240427.96         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-01-20      | 6.0000%  | 0.0000% | $9023373.90        | $3689195.77        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-02-20      | 5.5000%  | 0.0000% | $6746310.30        | $3340393.66        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.0000%  | 0.0000% | $7500000.00        | $4362339.31        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.5000%  | 0.0000% | $1752213.30        | $857989.54         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-10-20      | 6.5000%  | 0.0000% | $107838.90         | $40030.93          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-09-20      | 4.5000%  | 0.0000% | $752939.70         | $458392.52         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-11-20      | 6.0000%  | 0.0000% | $7500000.00        | $3389708.78        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-03-20      | 6.0000%  | 0.0000% | $7500000.00        | $3646192.43        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-05-20      | 6.0000%  | 0.0000% | $3427500.00        | $1969035.82        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-09-20      | 3.5000%  | 0.0000% | $1721837.40        | $363151.90         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-01-20      | 4.5000%  | 0.0000% | $16749789.00       | $1881013.70        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-11-20      | 3.0000%  | 0.0000% | $1982055.00        | $300477.95         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-03-20      | 3.0000%  | 0.0000% | $1079138.70        | $401156.43         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-06-20      | 4.0000%  | 0.0000% | $305995.80         | $180031.23         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-09-20      | 3.0000%  | 0.0000% | $477315.90         | $255963.53         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 3.0000%  | 0.0000% | $957447.90         | $427859.26         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 3.0000%  | 0.0000% | $537488.70         | $232282.15         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 3.5000%  | 0.0000% | $323516.10         | $140882.56         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2040-06-20      | 5.0000%  | 0.0000% | $319533.60         | $107681.88         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-10-20      | 3.0000%  | 0.0000% | $494080.20         | $224900.77         | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2052-03-15      | 3.0000%  | 0.0000% | $537030.00         | $281999.46         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2042-01-20      | 5.0000%  | 0.0000% | $313389.90         | $131008.78         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-04-20      | 2.5000%  | 0.0000% | $1424168.40        | $406485.07         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2035-10-20      | 5.5000%  | 0.0000% | $934319.10         | $66774.20          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-07-20      | 3.5000%  | 0.0000% | $363488.10         | $55484.01          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-01-20      | 7.5000%  | 0.0000% | $6929047.20        | $4254202.01        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-12-20      | 7.5000%  | 0.0000% | $3355098.60        | $2112712.51        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-01-20      | 7.5000%  | 0.0000% | $7600683.30        | $4722978.10        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 6.0000%  | 0.0000% | $934625.10         | $574915.77         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-07-20      | 7.5000%  | 0.0000% | $951452.40         | $389863.25         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-05-20      | 6.0000%  | 0.0000% | $322912.20         | $220979.50         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-01-20      | 7.5000%  | 0.0000% | $1666412.10        | $1123822.63        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-01-20      | 7.5000%  | 0.0000% | $1447497.90        | $733626.60         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-01-20      | 7.5000%  | 0.0000% | $999085.20         | $500003.55         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-05-20      | 6.0000%  | 0.0000% | $323542.80         | $220730.04         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 7.5000%  | 0.0000% | $1646335.20        | $1178329.36        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-02-20      | 7.5000%  | 0.0000% | $3289868.70        | $2106002.36        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-03-20      | 6.0000%  | 0.0000% | $2285018.40        | $1458872.54        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-05-20      | 6.0000%  | 0.0000% | $305372.10         | $163268.84         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-07-20      | 6.0000%  | 0.0000% | $313051.80         | $170362.25         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.5000%  | 0.0000% | $678243.90         | $455760.53         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-09-20      | 6.0000%  | 0.0000% | $692313.30         | $472839.85         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.0000%  | 0.0000% | $1139788.20        | $706171.96         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-09-20      | 6.0000%  | 0.0000% | $321876.90         | $219754.89         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.0000%  | 0.0000% | $2339741.70        | $1531391.12        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-10-20      | 6.0000%  | 0.0000% | $418497.60         | $283928.92         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.0000%  | 0.0000% | $314973.90         | $135039.37         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-07-20      | 6.5000%  | 0.0000% | $391870.50         | $273895.26         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 6.0000%  | 0.0000% | $1634491.80        | $1124646.59        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-10-20      | 6.0000%  | 0.0000% | $1247887.50        | $849397.17         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 6.0000%  | 0.0000% | $481047.90         | $327944.79         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 7.0000%  | 0.0000% | $1124191.20        | $789321.81         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-10-20      | 6.0000%  | 0.0000% | $677485.50         | $391424.58         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 6.0000%  | 0.0000% | $1834156.20        | $1248771.33        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-09-20      | 6.0000%  | 0.0000% | $1333012.20        | $904284.33         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-09-20      | 6.0000%  | 0.0000% | $349919.10         | $190823.24         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 5.5000%  | 0.0000% | $753846.00         | $503894.69         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 6.0000%  | 0.0000% | $712968.00         | $488506.34         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 6.0000%  | 0.0000% | $1046556.60        | $715805.65         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 6.0000%  | 0.0000% | $501906.60         | $344089.62         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 5.5000%  | 0.0000% | $554150.10         | $370812.80         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 6.0000%  | 0.0000% | $513506.40         | $349785.60         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $459069.90         | $323800.99         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $684624.30         | $479697.24         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $226204.50         | $157018.38         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 5.5000%  | 0.0000% | $1055097.90        | $704635.39         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-10-20      | 6.5000%  | 0.0000% | $487863.60         | $341805.73         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-11-20      | 6.0000%  | 0.0000% | $419376.60         | $285865.24         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 6.0000%  | 0.0000% | $3042117.00        | $2076509.09        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $330433.50         | $232429.94         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $402894.60         | $282741.32         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $2396314.80        | $1688858.37        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $235342.20         | $162721.93         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $363189.00         | $252170.71         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 7.0000%  | 0.0000% | $498985.50         | $352186.13         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 7.0000%  | 0.0000% | $610763.70         | $386643.60         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 7.5000%  | 0.0000% | $439551.90         | $316556.11         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 6.0000%  | 0.0000% | $5030652.60        | $3428879.88        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 5.5000%  | 0.0000% | $608738.10         | $408462.82         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $401982.30         | $275317.95         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $446616.30         | $305971.54         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 5.5000%  | 0.0000% | $7135290.60        | $4782416.18        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $600349.80         | $416797.88         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $709911.00         | $491987.92         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $544882.50         | $386672.15         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $485454.00         | $343952.86         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.5000%  | 0.0000% | $461131.20         | $327197.35         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $955595.10         | $653906.82         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $1295448.90        | $885877.79         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $161986.20         | $110983.64         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 6.0000%  | 0.0000% | $625320.90         | $433425.78         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 5.5000%  | 0.0000% | $351586.80         | $235873.44         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 5.5000%  | 0.0000% | $600378.00         | $402407.92         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 7.5000%  | 0.0000% | $540557.70         | $385758.26         | Agency Mortgage-Backed Securities   |
| GNMA TYPE II                             | 2065-01-20      | 6.5000%  | 0.0000% | $1159849.20        | $792582.82         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $511386.00         | $356155.05         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $875173.80         | $598962.49         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $1139780.10        | $792429.25         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $425956.20         | $293873.60         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $517750.50         | $356493.15         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $617562.60         | $422293.60         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $418562.40         | $287354.14         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $401528.40         | $279803.21         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $202852.20         | $139845.40         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 5.0000%  | 0.0000% | $489096.00         | $320891.85         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 5.5000%  | 0.0000% | $435820.50         | $292722.24         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 5.5000%  | 0.0000% | $427224.30         | $286919.37         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $695890.80         | $476026.76         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-05-20      | 6.0000%  | 0.0000% | $315384.30         | $216164.64         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $307252.50         | $210169.27         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $477219.60         | $326637.04         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $616500.60         | $428756.08         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $450343.50         | $308537.14         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $490670.70         | $336146.94         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $946357.80         | $648355.71         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $727283.40         | $498231.63         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $1748241.00        | $1196524.28        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $387819.60         | $265683.02         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $599046.00         | $410411.39         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $601426.20         | $419243.40         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $754541.40         | $525193.55         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $707410.20         | $492403.48         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $596097.90         | $414877.74         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $417537.90         | $289826.28         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $673762.50         | $469285.85         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $1024045.20        | $712120.51         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $2191272.60        | $1523777.55        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $353687.70         | $248163.66         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $1058403.00        | $745349.84         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $400382.10         | $279995.58         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $635869.20         | $443624.64         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $792591.00         | $548350.61         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $554197.50         | $379230.01         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $530229.60         | $363515.81         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $161824.20         | $110861.03         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $874035.90         | $598892.31         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $715408.20         | $490527.94         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $2978244.30        | $2071048.65        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $2398063.80        | $1638784.11        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $955994.40         | $654966.34         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 6.0000%  | 0.0000% | $232144.20         | $159830.71         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $1023318.00        | $711238.70         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $904362.90         | $618894.06         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $264728.40         | $180795.44         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $307914.30         | $218175.84         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $497649.60         | $352620.86         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $262324.20         | $180879.84         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $636706.20         | $436015.68         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $229517.10         | $157390.93         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $303023.70         | $208074.24         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $199608.30         | $137236.38         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $1305245.10        | $895058.19         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 7.0000%  | 0.0000% | $248072.10         | $175736.32         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 7.0000%  | 0.0000% | $688856.70         | $487994.26         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 7.0000%  | 0.0000% | $4169535.90        | $2984273.59        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 7.0000%  | 0.0000% | $457731.00         | $324261.67         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 7.0000%  | 0.0000% | $329614.80         | $233502.41         | Agency Mortgage-Backed Securities   |
| GNMA TYPE II                             | 2065-05-20      | 6.0000%  | 0.0000% | $517.80            | $349.65            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $455400.60         | $312918.91         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $146873.40         | $101083.30         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $1053095.10        | $722302.72         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $421821.30         | $289457.24         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $146622.30         | $100613.62         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $193799.10         | $132774.89         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $1084229.70        | $743499.19         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 5.5000%  | 0.0000% | $300.00            | $198.47            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $3030057.00        | $2074009.54        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-02-20      | 7.0000%  | 0.0000% | $456101.10         | $326785.19         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 6.0000%  | 0.0000% | $658635.60         | $450377.99         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $183294.60         | $126304.50         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $265954.50         | $183518.06         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 6.0000%  | 0.0000% | $141731.10         | $97799.50          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 7.0000%  | 0.0000% | $932554.20         | $657588.92         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 7.0000%  | 0.0000% | $905168.40         | $638271.20         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 7.0000%  | 0.0000% | $783868.50         | $554550.83         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 7.0000%  | 0.0000% | $755801.10         | $535653.44         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $364230.60         | $256761.07         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $417443.70         | $291943.46         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $207925.80         | $142845.80         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $505854.30         | $347401.48         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $588969.90         | $403439.41         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $434285.40         | $297491.89         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $1097452.20        | $751843.06         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $659003.40         | $451447.46         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $4123424.70        | $2824189.52        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $328808.70         | $225056.87         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $3355583.70        | $2296378.15        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $335727.60         | $230050.06         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $232308.00         | $159250.16         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $278664.90         | $191139.89         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 5.5000%  | 0.0000% | $457041.60         | $307802.73         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $2959038.60        | $2024932.82        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $1186610.10        | $812183.50         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $1853529.30        | $1235484.16        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $1471443.90        | $1004842.34        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $1513632.60        | $1035517.12        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 5.5000%  | 0.0000% | $853753.50         | $573490.69         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $325541.40         | $223036.09         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 5.5000%  | 0.0000% | $2038479.90        | $1367329.96        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $222450.30         | $153107.49         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-03-20      | 5.5000%  | 0.0000% | $921324.30         | $618273.85         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $1885866.60        | $1290751.94        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.5000%  | 0.0000% | $2772067.20        | $1928768.24        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $261100.50         | $178669.41         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $1043649.90        | $714993.20         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-11-20      | 4.5000%  | 0.0000% | $1008488.40        | $134306.71         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY PLATINUM POOL      | 2053-05-20      | 5.5000%  | 0.0000% | $413935.20         | $281051.90         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2042-08-16      | 2.5000%  | 0.0000% | $800075.10         | $481388.59         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2053-02-16      | 1.9000%  | 0.0000% | $4231500.00        | $405215.85         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2041-01-20      | 1.7500%  | 0.0000% | $6445800.00        | $332593.03         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2043-08-20      | 2.5000%  | 0.0000% | $4993695.00        | $201496.50         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2044-10-20      | 3.0000%  | 0.0000% | $247634.10         | $143931.16         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2043-02-20      | 2.5000%  | 0.0000% | $1113064.20        | $107060.12         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2052-04-16      | 2.3000%  | 0.0000% | $1071000.00        | $77241.29          | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2048-04-20      | 3.5000%  | 0.0000% | $480000.00         | $59326.02          | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2049-06-20      | 3.0000%  | 0.0000% | $2882003.40        | $422527.00         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2050-08-20      | 1.0000%  | 0.0000% | $1198787.70        | $383259.58         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2051-11-20      | 2.5000%  | 0.0000% | $7777382.10        | $3130518.76        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2051-10-20      | 2.5000%  | 0.0000% | $5520000.00        | $2505974.33        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2045-07-20      | 4.0000%  | 0.0000% | $5296745.10        | $1975956.75        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-03-20      | 3.5000%  | 0.0000% | $2658939.00        | $1183197.87        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2050-07-20      | 3.0000%  | 0.0000% | $10065390.00       | $3821287.07        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2035-05-20      | 3.0000%  | 0.0000% | $1080000.00        | $113444.72         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2044-07-20      | 3.0000%  | 0.0000% | $13807189.50       | $5500034.00        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2047-11-20      | 3.5000%  | 0.0000% | $959700.00         | $454202.62         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-05-20      | 5.3518%  | 0.0000% | $30000000.00       | $9421153.24        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-09-20      | 4.8018%  | 0.0000% | $2402085.90        | $1196267.21        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-09-20      | 4.7519%  | 0.0000% | $4556400.00        | $2163910.55        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-08-20      | 5.3518%  | 0.0000% | $22500000.00       | $10073521.09       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-11-20      | 5.6518%  | 0.0000% | $15000000.00       | $5593219.78        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-11-20      | 5.9018%  | 0.0000% | $15000000.00       | $6735786.71        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-10-20      | 5.8018%  | 0.0000% | $15000000.00       | $6389179.49        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-11-20      | 5.8018%  | 0.0000% | $9978180.00        | $2948358.95        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-12-20      | 5.6018%  | 0.0000% | $14999610.00       | $7152816.63        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-01-20      | 5.5000%  | 0.0000% | $15000000.00       | $10075225.55       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-01-20      | 5.5000%  | 0.0000% | $15000000.00       | $10022355.55       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-01-20      | 5.5000%  | 0.0000% | $21943502.10       | $14663987.46       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-02-20      | 5.5000%  | 0.0000% | $19294710.00       | $13081498.94       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2049-12-20      | 4.5000%  | 0.0000% | $6297000.00        | $3820689.37        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-03-20      | 0.1250%  | 0.0000% | $30000000.00       | $12804430.06       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-03-20      | 0.1250%  | 0.0000% | $30000000.00       | $12977758.42       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-03-20      | 5.5000%  | 0.0000% | $15000000.00       | $10122725.56       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-03-20      | 5.5000%  | 0.0000% | $18000000.00       | $12093006.66       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-03-20      | 5.5000%  | 0.0000% | $15000000.00       | $10091135.56       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2048-05-20      | 5.5000%  | 0.0000% | $5647500.00        | $1917544.64        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-04-20      | 5.5000%  | 0.0000% | $6000000.00        | $4041366.22        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2052-06-20      | 5.5000%  | 0.0000% | $13500000.00       | $6925997.60        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-04-20      | 5.7500%  | 0.0000% | $13500000.00       | $9141191.50        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-04-20      | 5.5000%  | 0.0000% | $15000000.00       | $10090465.56       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-05-20      | 5.7500%  | 0.0000% | $15000000.00       | $10212529.44       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-05-20      | 5.7500%  | 0.0000% | $300.00            | $204.63            | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-05-20      | 5.5000%  | 0.0000% | $15000000.00       | $10118935.56       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2050-12-20      | 4.5000%  | 0.0000% | $12811425.60       | $7131506.06        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-08-20      | 5.5518%  | 0.0000% | $15000000.00       | $8408203.86        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-09-20      | 5.2500%  | 0.0000% | $7500000.00        | $4868315.84        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-09-20      | 5.0000%  | 0.0000% | $15000000.00       | $9639347.78        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2051-04-20      | 5.0000%  | 0.0000% | $4642740.00        | $2925003.95        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-10-20      | 5.0000%  | 0.0000% | $7500000.00        | $4702483.89        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-10-20      | 5.0000%  | 0.0000% | $6000000.00        | $3808475.11        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-10-20      | 5.0000%  | 0.0000% | $7500000.00        | $4696778.88        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-10-20      | 5.0000%  | 0.0000% | $7500000.00        | $4725483.89        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-10-20      | 5.0000%  | 0.0000% | $7500000.00        | $4696463.89        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-07-20      | 5.0000%  | 0.0000% | $7547700.00        | $5023394.52        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-12-20      | 5.0000%  | 0.0000% | $1206000.00        | $763552.19         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-03-20      | 5.0000%  | 0.0000% | $5475000.00        | $3455884.89        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2052-08-20      | 5.0000%  | 0.0000% | $2976900.00        | $1972308.91        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-03-20      | 5.0000%  | 0.0000% | $2694338.40        | $1694039.72        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-03-20      | 5.3518%  | 0.0000% | $7022461.20        | $4660015.92        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-03-20      | 5.3518%  | 0.0000% | $4906399.20        | $3254336.82        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2054-09-20      | 4.5000%  | 0.0000% | $9060300.00        | $5830573.26        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-04-20      | 5.0000%  | 0.0000% | $10422078.30       | $6523378.75        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2048-04-20      | 3.5000%  | 0.0000% | $11425800.00       | $7193293.98        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2050-05-20      | 4.5000%  | 0.0000% | $7200000.00        | $4706075.05        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-06-20      | 5.3075%  | 0.0000% | $20160000.00       | $13460701.82       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-06-20      | 5.0000%  | 0.0000% | $1150500.00        | $745350.49         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-03-20      | 5.0000%  | 0.0000% | $2624091.00        | $1752008.96        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-06-20      | 5.6535%  | 0.0000% | $3007728.00        | $2013779.00        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2055-06-20      | 5.0000%  | 0.0000% | $1862400.00        | $1176379.72        | Agency Mortgage-Backed Securities   |
| TENNESSEE VALLEY INTEREST COMPONENT      | 2036-03-15      | 0.0000%  | 0.0000% | $1486200.00        | $591775.12         | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY INTEREST COMPONENT      | 2034-01-15      | 0.0000%  | 0.0000% | $300.00            | $133.25            | Agency Debentures and Agency Strips |

### Security 109: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC 4.350000%
- **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: BIV8PE9U6, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BIV8PE9U6
- **C.18 - Value (incl. sponsor support):** $325000000.00
- **C.18.a - Value (excl. sponsor support):** $325000000.00
- **C.19 - Percentage of Net Assets:** 1.4200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 ADJUSTABLE RATE REMIC | 2048-04-20      | 4.5000%  | 0.0000% | $183748330.10      | $39383147.42       | Agency Mortgage-Backed Securities |
| GNMA ADJUSTABLE RATE REMIC | 2051-10-20      | 3.0000%  | 0.0000% | $67708333.33       | $42818926.20       | Agency Mortgage-Backed Securities |
| GNMA ADJUSTABLE RATE REMIC | 2052-08-20      | 4.5000%  | 0.0000% | $33854166.67       | $25695194.10       | Agency Mortgage-Backed Securities |
| GNMA ADJUSTABLE RATE REMIC | 2053-08-20      | 5.5019%  | 0.0000% | $33854166.67       | $25077185.87       | Agency Mortgage-Backed Securities |
| GNMA ADJUSTABLE RATE REMIC | 2053-11-20      | 5.8018%  | 0.0000% | $67708333.33       | $30009751.83       | Agency Mortgage-Backed Securities |
| GNMA ADJUSTABLE RATE REMIC | 2053-10-20      | 5.6518%  | 0.0000% | $67708333.33       | $27350513.25       | Agency Mortgage-Backed Securities |
| GNMA ADJUSTABLE RATE REMIC | 2053-12-20      | 5.6518%  | 0.0000% | $67708333.33       | $37800205.11       | Agency Mortgage-Backed Securities |
| GNMA ADJUSTABLE RATE REMIC | 2053-12-20      | 5.5019%  | 0.0000% | $67708333.33       | $29875538.41       | Agency Mortgage-Backed Securities |
| GNMA ADJUSTABLE RATE REMIC | 2054-09-20      | 5.4519%  | 0.0000% | $29656991.41       | $28298172.66       | Agency Mortgage-Backed Securities |
| GNMA ADJUSTABLE RATE REMIC | 2053-12-20      | 5.1518%  | 0.0000% | $27124604.95       | $21042253.46       | Agency Mortgage-Backed Securities |
| GNMA FIXED RATE REMIC      | 2052-11-20      | 5.0000%  | 0.0000% | $26067708.33       | $24149111.79       | Agency Mortgage-Backed Securities |

### Security 110: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PEAH3, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV8PEAH3
- **C.18 - Value (incl. sponsor support):** $40001531.25
- **C.18.a - Value (excl. sponsor support):** $40001531.25
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY STRIP (PRIN) CSTRIP 15-FEB-2043 | 2043-02-15      | 0.0000%  | 0.0000% | $228000.00         | $99155.91          | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) CSTRIP 15-FEB-2043 | 2043-02-15      | 0.0000%  | 0.0000% | $294000.00         | $127858.94         | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2043 | 2043-08-15      | 0.0000%  | 0.0000% | $40001531.25       | $40831211.01       | U.S. Treasuries (including strips) |

### Security 111: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.350000%
- **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: BIV8PEAU4, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8PEAU4
- **C.18 - Value (incl. sponsor support):** $285000000.00
- **C.18.a - Value (excl. sponsor support):** $285000000.00
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2029-02-01      | 6.0000%  | 0.0000% | $149955.92         | $194.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-08-01      | 5.5000%  | 0.0000% | $1393333.33        | $3297.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-03-01      | 5.5000%  | 0.0000% | $103522.13         | $383.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-03-01      | 5.0000%  | 0.0000% | $763407.97         | $2258.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-03-01      | 6.5000%  | 0.0000% | $190903.45         | $1621.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 7.0000%  | 0.0000% | $167327.93         | $2184.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-04-01      | 5.5000%  | 0.0000% | $44650.00          | $203.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-07-01      | 5.5000%  | 0.0000% | $1007313.82        | $3027.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-01-01      | 5.0000%  | 0.0000% | $55733.33          | $167.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 4.0000%  | 0.0000% | $1526186.72        | $16551.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 4.5000%  | 0.0000% | $80116.67          | $565.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $63333.33          | $8072.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-09-01      | 5.0000%  | 0.0000% | $104292.58         | $7931.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $962.03            | $253.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-08-01      | 4.5000%  | 0.0000% | $3610.00           | $430.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $592021.63         | $38149.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $822383.33         | $178746.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 3.0000%  | 0.0000% | $33250.00          | $2686.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $2533.33           | $329.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 2.5000%  | 0.0000% | $21749311.08       | $795948.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $21137.50          | $4272.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 3.0000%  | 0.0000% | $3166.67           | $650.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $69350.00          | $11773.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 3.0000%  | 0.0000% | $443333.33         | $69167.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 3.5000%  | 0.0000% | $829782.25         | $42166.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 6.5000%  | 0.0000% | $573287.32         | $3752.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 4.5000%  | 0.0000% | $104184.92         | $1542.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 4.5000%  | 0.0000% | $549776.72         | $3984.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $389769.17         | $318102.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $552351.85         | $493188.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $369866.67         | $374652.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 4.5000%  | 0.0000% | $334915.53         | $329926.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.0000%  | 0.0000% | $217999.35         | $217630.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.0000%  | 0.0000% | $320458.43         | $277298.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $8909733.33        | $8448843.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $334134.63         | $339411.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $51300.00          | $47433.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1670347.00        | $1519621.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $8381533.33        | $7818334.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $834315.33         | $833599.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1203515.73        | $1177371.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1136374.17        | $1138025.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $387017.33         | $388129.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $1754845.07        | $1643113.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1731157.13        | $1727027.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $532769.18         | $524944.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $2837232.95        | $2939461.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $1199216.67        | $1084398.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $780197.63         | $782755.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $319605.02         | $315394.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1736627.55        | $1789711.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $354060.25         | $370146.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $334665.05         | $340467.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $330281.75         | $347979.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $316666.67         | $318872.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $3114724.15        | $3057522.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1412766.85        | $1442167.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $464489.20         | $470480.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $431697.73         | $434136.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $640781.33         | $644401.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $950788.82         | $961010.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $333513.33         | $345866.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $348944.50         | $368297.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $672156.35         | $694525.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1081766.58        | $1115500.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $316714.17         | $318160.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $3769283.02        | $3848544.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1279620.55        | $1315976.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 4.0000%  | 0.0000% | $316666.67         | $310223.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $519078.73         | $534177.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $564762.33         | $571444.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1161272.40        | $1169987.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $2045470.33        | $2104844.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $599454.12         | $604406.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $3250620.07        | $3335663.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $601285.40         | $592881.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1877938.47        | $1933492.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $401058.65         | $402332.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $531955.35         | $535824.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 4.0000%  | 0.0000% | $392666.67         | $75361.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.5000%  | 0.0000% | $123500.00         | $24218.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 5.0000%  | 0.0000% | $209754.93         | $25203.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-04-01      | 5.5000%  | 0.0000% | $14153.42          | $275.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $1006496.18        | $107809.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $1583.33           | $294.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.0000%  | 0.0000% | $312550.00         | $80041.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 3.0000%  | 0.0000% | $184929.22         | $32098.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $1583333.33        | $372506.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $213750.00         | $61815.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $79166.67          | $39844.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $82333.33          | $50682.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 2.0000%  | 0.0000% | $101174.68         | $60773.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $12983.33          | $8571.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $60700.57          | $35616.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.5000%  | 0.0000% | $62677.20          | $47923.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $39583.33          | $25735.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 2.5000%  | 0.0000% | $1016056.67        | $787829.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $63333.33          | $42241.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.0000%  | 0.0000% | $317359.22         | $318313.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $221666.67         | $149716.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 3.5000%  | 0.0000% | $31075.77          | $24152.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $31666.67          | $25875.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 4.0000%  | 0.0000% | $1170289.80        | $210342.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $5700.00           | $570.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1321001.60        | $688623.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 3.0000%  | 0.0000% | $506666.67         | $287377.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 3.0000%  | 0.0000% | $2737182.12        | $1730468.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $2030181.35        | $1380537.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $16279994.52       | $11112516.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $291896.37         | $187134.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $950.00            | $667.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $608000.00         | $501268.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $103549.37         | $81302.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $2061500.00        | $1729141.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 5.5000%  | 0.0000% | $2735563.32        | $2354911.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.5000%  | 0.0000% | $1841933.47        | $1772374.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.0000%  | 0.0000% | $11725457.33       | $10428992.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $9654412.37        | $9191028.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $19935561.27       | $19511207.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 6.0000%  | 0.0000% | $4674988.32        | $4800261.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $25779349.78       | $25241443.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 5.0000%  | 0.0000% | $253333.33         | $318.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $63333.33          | $35162.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 2.0000%  | 0.0000% | $142500.00         | $69425.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 3.0000%  | 0.0000% | $13379.17          | $6655.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $31666.67          | $16547.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.5000%  | 0.0000% | $3483.33           | $1156.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $31666.67          | $18082.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $95000.00          | $55653.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 4.0000%  | 0.0000% | $546883.33         | $354539.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $31666.67          | $20969.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $117713.23         | $90197.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $63333.33          | $47499.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 6.0000%  | 0.0000% | $95000.00          | $69983.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $535166.67         | $417052.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $2511448.18        | $1747637.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 2.0000%  | 0.0000% | $51300.00          | $36378.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $1281826.13        | $986138.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1029166.67        | $878467.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $348333.33         | $209754.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $223883.33         | $214536.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $324627.98         | $255420.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $2850.00           | $2254.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $6559581.85        | $6243626.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 3.0000%  | 0.0000% | $8196935.35        | $6918915.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $7809626.05        | $7327070.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-25      | 3.5000%  | 0.0000% | $1819892.83        | $1461476.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $129833.33         | $130485.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $10853528.65       | $10309000.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $3898119.48        | $4117534.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $532073.15         | $441474.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 6.5000%  | 0.0000% | $47183.33          | $588.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 6.0000%  | 0.0000% | $267583.33         | $2363.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 4.5000%  | 0.0000% | $332500.00         | $2336.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 5.0000%  | 0.0000% | $1243658.62        | $49346.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 6.0000%  | 0.0000% | $196476.47         | $871.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $267583.33         | $35164.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-02-01      | 2.0000%  | 0.0000% | $29856.28          | $1404.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 4.5000%  | 0.0000% | $70616.35          | $5028.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.0000%  | 0.0000% | $5263.95           | $425.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 2.5000%  | 0.0000% | $760000.00         | $81514.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $1520000.00        | $115486.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $128250.00         | $22068.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $71250.00          | $11497.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $126666.67         | $22313.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 4.0000%  | 0.0000% | $475000.00         | $86619.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $49035.83          | $9787.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $20266.67          | $1734.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 5.0000%  | 0.0000% | $56876.50          | $9965.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 4.0000%  | 0.0000% | $1607387.33        | $173214.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-07-01      | 3.5000%  | 0.0000% | $26642.12          | $1294.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.5000%  | 0.0000% | $539916.67         | $70230.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $132050.00         | $84942.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 3.0000%  | 0.0000% | $416416.67         | $32573.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.0000%  | 0.0000% | $3166.67           | $297.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 3.5000%  | 0.0000% | $16083.50          | $4257.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.0000%  | 0.0000% | $298748.08         | $271234.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 1.5000%  | 0.0000% | $573182.82         | $380038.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $9500.00           | $6399.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $49083.33          | $38023.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $95000.00          | $72666.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.0000%  | 0.0000% | $61250.30          | $50943.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $13516929.33       | $11493354.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 5.5000%  | 0.0000% | $59375.00          | $45052.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.0000%  | 0.0000% | $5181466.88        | $4729555.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $950.00            | $833.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $13707524.35       | $13686638.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $51273755.62       | $52338164.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 5.5000%  | 0.0000% | $6307613.67        | $6449967.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 6.0000%  | 0.0000% | $158319.40         | $3285.41           | Agency Mortgage-Backed Securities |

### Security 112: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PEC57, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV8PEC57
- **C.18 - Value (incl. sponsor support):** $131325000.00
- **C.18.a - Value (excl. sponsor support):** $131325000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-07-02
- **C.12 - Maturity Date (WAL):** 2025-07-02
- **C.13 - Final Legal Maturity Date:** 2025-07-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 1.125 15-AUG-2040 | 2040-08-15      | 1.1250%  | 0.0000% | $40000000.00       | $24784610.77       | U.S. Treasuries (including strips) |
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $530000.00         | $345581.86         | U.S. Treasuries (including strips) |
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $10000000.00       | $6392561.14        | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.375 31-AUG-2028 | 2028-08-31      | 4.3750%  | 0.0000% | $100000000.00      | $103447396.20      | U.S. Treasuries (including strips) |

### Security 113: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXNX2, C.3 - LEI: N/A, C.5 - Other ID: BIV8PXNX2
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 3.4900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BOND | 2036-02-15      | 4.5000%  | 0.0000% | $6000400.00        | $6234732.23        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2047-02-15      | 3.0000%  | 0.0000% | $1904800.00        | $1445695.28        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2051-05-15      | 2.3750%  | 0.0000% | $52559900.00       | $33317339.55       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2043-11-15      | 4.7500%  | 0.0000% | $9700000.00        | $9711974.65        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-08-15      | 4.2500%  | 0.0000% | $202161200.00      | $187104728.70      | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-11-15      | 4.5000%  | 0.0000% | $1000.00           | $955.16            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-04-30      | 0.5000%  | 0.0000% | $5335300.00        | $5033006.19        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $92.94             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2031-02-15      | 1.1250%  | 0.0000% | $2000000.00        | $1735590.88        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-11-30      | 1.2500%  | 0.0000% | $200.00            | $193.02            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $94.07             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-08-31      | 3.1250%  | 0.0000% | $900.00            | $897.79            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-08-31      | 3.1250%  | 0.0000% | $783000.00         | $771442.18         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $102.67            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-11-30      | 4.3750%  | 0.0000% | $79961900.00       | $82203637.14       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2031-01-31      | 4.0000%  | 0.0000% | $400.00            | $408.90            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-02-28      | 4.2500%  | 0.0000% | $317887900.00      | $327721340.70      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2034-05-15      | 4.3750%  | 0.0000% | $100.00            | $101.92            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2031-08-31      | 3.7500%  | 0.0000% | $2800.00           | $2804.80           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-10-31      | 4.1250%  | 0.0000% | $89993700.00       | $91807400.27       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-12-31      | 4.2500%  | 0.0000% | $100.00            | $100.57            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2032-01-31      | 4.3750%  | 0.0000% | $66235400.00       | $68907432.28       | U.S. Treasuries (including strips) |

### Security 114: Societe Generale

- **C.1 - Title:** Societe Generale 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXP36, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV8PXP36
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

**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                          |
|:---|:---|:---|:---|:---|:---|:---|
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2036-09-01      | 2.0000%  | 0.0000% | $60416235.60       | $34506421.47       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-05-01      | 5.0000%  | 0.0000% | $32301047.94       | $31390280.89       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2051-02-01      | 2.0000%  | 0.0000% | $28068992.70       | $15874601.93       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2051-09-01      | 2.0000%  | 0.0000% | $59204920.32       | $36043456.58       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-09-01      | 5.5000%  | 0.0000% | $40979905.26       | $29067261.18       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-01-01      | 5.5000%  | 0.0000% | $35309105.58       | $35313614.72       | Agency Mortgage-Backed Securities |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2040-09-01      | 1.5000%  | 0.0000% | $64037553.72       | $32004363.24       | Agency Mortgage-Backed Securities |

### Security 115: Societe Generale

- **C.1 - Title:** Societe Generale 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXP69, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV8PXP69
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BOND               | 2041-11-15      | 2.0000%  | 0.0000% | $21427046.51       | $14655992.68       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2043-02-15      | 3.8750%  | 0.0000% | $34445051.16       | $31092650.98       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2054-08-15      | 4.2500%  | 0.0000% | $30239448.84       | $27835395.96       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2044-11-15      | 4.6250%  | 0.0000% | $17003846.51       | $16618560.60       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2045-02-15      | 4.7500%  | 0.0000% | $27672697.67       | $27808351.67       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2055-05-15      | 4.7500%  | 0.0000% | $10844009.30       | $10744000.43       | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2030-01-15      | 0.1250%  | 0.0000% | $12529304.65       | $14720649.37       | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2031-01-15      | 0.1250%  | 0.0000% | $8357246.51        | $9524402.36        | U.S. Treasuries (including strips) |

### Security 116: Banco Santander

- **C.1 - Title:** Banco Santander 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXP93, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: BIV8PXP93
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2036-07-01      | 6.0000%  | 0.0000% | $101070.00         | $1070.95           | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-08-01      | 3.5000%  | 0.0000% | $49000.00          | $5407.96           | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2027-01-01      | 3.0000%  | 0.0000% | $200.00            | $3.87              | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2036-11-01      | 9.0000%  | 0.0000% | $200.00            | $6.27              | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2039-06-01      | 5.0000%  | 0.0000% | $504052.00         | $20077.29          | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-04-01      | 5.0000%  | 0.0000% | $200.40            | $5.66              | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-05-01      | 5.0000%  | 0.0000% | $200.00            | $6.39              | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2030-01-01      | 3.0000%  | 0.0000% | $219000.00         | $18612.48          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2042-04-01      | 3.5000%  | 0.0000% | $2079238.40        | $394609.70         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2034-01-01      | 4.5000%  | 0.0000% | $468834.40         | $98276.79          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2042-11-01      | 3.5000%  | 0.0000% | $8112269.00        | $1092015.98        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-05-01      | 3.0000%  | 0.0000% | $2511772.60        | $731378.29         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2033-08-01      | 6.0000%  | 0.0000% | $2484200.00        | $13213.45          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2046-08-01      | 3.5000%  | 0.0000% | $20000.00          | $3745.71           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2046-08-01      | 3.5000%  | 0.0000% | $1191182.80        | $263530.25         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2036-04-01      | 1.5000%  | 0.0000% | $23537.80          | $10740.90          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2037-04-01      | 1.5000%  | 0.0000% | $1136604.00        | $827219.00         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2037-02-01      | 1.5000%  | 0.0000% | $70893.80          | $60997.07          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-01-01      | 3.0000%  | 0.0000% | $2022243.20        | $1018136.91        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 3.5000%  | 0.0000% | $412704.20         | $295956.52         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 4.0000%  | 0.0000% | $524172.00         | $399664.77         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $140555.00         | $111979.11         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 5.5000%  | 0.0000% | $2158228.40        | $1922419.82        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-03-01      | 3.5000%  | 0.0000% | $899099.20         | $717114.33         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 3.0000%  | 0.0000% | $2003776.40        | $1552545.67        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.0000%  | 0.0000% | $2655.60           | $2409.68           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.5000%  | 0.0000% | $1360923.20        | $1196592.75        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.0000%  | 0.0000% | $6884339.20        | $6334385.00        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-12-01      | 5.5000%  | 0.0000% | $470613.60         | $410548.58         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 5.0000%  | 0.0000% | $1396859.80        | $1336453.60        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-07-01      | 3.0000%  | 0.0000% | $549062.00         | $325415.59         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-06-01      | 5.0000%  | 0.0000% | $1669676.80        | $1385469.46        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.5000%  | 0.0000% | $5389246.60        | $5295249.45        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 3.5000%  | 0.0000% | $1023103.00        | $764393.24         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 2.0000%  | 0.0000% | $1087718.40        | $730160.36         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 2.5000%  | 0.0000% | $622037.40         | $435163.31         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-05-01      | 3.0000%  | 0.0000% | $32372804.20       | $23319309.94       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 5.0000%  | 0.0000% | $24200.00          | $20051.96          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-11-01      | 5.0000%  | 0.0000% | $7209968.60        | $5881370.79        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 5.0000%  | 0.0000% | $8728515.20        | $7208797.20        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 5.5000%  | 0.0000% | $741206.00         | $613397.17         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 6.0000%  | 0.0000% | $1657799.80        | $1204576.95        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-10-01      | 6.0000%  | 0.0000% | $1463728.00        | $1190171.44        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-07-01      | 5.5000%  | 0.0000% | $24842862.40       | $22797058.78       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 5.0000%  | 0.0000% | $311614.00         | $294530.61         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-02-01      | 2.0000%  | 0.0000% | $260000.00         | $184454.50         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-05-01      | 2.0000%  | 0.0000% | $1355082.00        | $980455.60         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-04-01      | 5.0000%  | 0.0000% | $200.00            | $24.96             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-07-01      | 5.0000%  | 0.0000% | $398535.20         | $33448.08          | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2045-05-01      | 4.0000%  | 0.0000% | $204.80            | $39.74             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2044-02-01      | 4.5000%  | 0.0000% | $1634416.40        | $284252.04         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2049-04-01      | 4.5000%  | 0.0000% | $1965010.00        | $373976.30         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-02-01      | 3.5000%  | 0.0000% | $586172.80         | $143416.20         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-05-01      | 4.0000%  | 0.0000% | $584259.20         | $246323.11         | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2042-05-01      | 3.5000%  | 0.0000% | $3025769.60        | $780544.00         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-05-01      | 3.0000%  | 0.0000% | $209649.20         | $132613.45         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $1425635.60        | $1000423.90        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.5000%  | 0.0000% | $92448.20          | $59472.46          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 2.0000%  | 0.0000% | $201793.40         | $132088.05         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $1506712.00        | $980010.21         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 6.0000%  | 0.0000% | $1009449.40        | $815929.27         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 3.5000%  | 0.0000% | $25200.00          | $19561.06          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 6.0000%  | 0.0000% | $222856.20         | $177485.79         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 6.5000%  | 0.0000% | $208864.60         | $143361.79         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-04-01      | 6.0000%  | 0.0000% | $237500.00         | $93861.47          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.5000%  | 0.0000% | $261333.20         | $191977.40         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.0000%  | 0.0000% | $210297.80         | $167387.28         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-04-01      | 5.0000%  | 0.0000% | $13637.60          | $13071.54          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-06-01      | 6.0000%  | 0.0000% | $762825.60         | $717155.67         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $13660847.40       | $10698972.93       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-04-01      | 5.5000%  | 0.0000% | $13108376.80       | $12238312.53       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-04-01      | 4.0000%  | 0.0000% | $1136420.80        | $281110.25         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-04-01      | 4.0000%  | 0.0000% | $7278.40           | $1199.89           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-10-01      | 3.5000%  | 0.0000% | $1097780.40        | $293419.29         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 3.5000%  | 0.0000% | $13037098.80       | $4846122.64        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-03-01      | 4.5000%  | 0.0000% | $1179651.20        | $378054.20         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $3219800.00        | $2419969.68        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-11-01      | 5.5000%  | 0.0000% | $621303.20         | $402543.97         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $999260.40         | $722785.52         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-11-01      | 4.0000%  | 0.0000% | $463570.00         | $25356.05          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-12-01      | 5.0000%  | 0.0000% | $1946572.80        | $1585713.36        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-01-01      | 5.0000%  | 0.0000% | $7657856.00        | $6320165.17        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT STRIPPED MORT-BACK | 2052-07-01      | 3.0000%  | 0.0000% | $10604337.80       | $1634025.38        | Agency Debentures and Agency Strips |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2041-03-15      | 4.0000%  | 0.0000% | $323.60            | $13.57             | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2041-12-15      | 3.5000%  | 0.0000% | $253.20            | $8.35              | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2042-09-15      | 3.0000%  | 0.0000% | $40000.00          | $5207.16           | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2042-09-15      | 3.0000%  | 0.0000% | $12972.60          | $1043.08           | Agency Mortgage-Backed Securities   |
| GNMA I SINGLE FAMILY LOAN POOL 15-30 YR  | 2042-10-15      | 3.0000%  | 0.0000% | $535600.00         | $57413.20          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2044-05-20      | 4.0000%  | 0.0000% | $13402225.60       | $787823.41         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2044-12-20      | 4.5000%  | 0.0000% | $7479385.80        | $481349.39         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-04-20      | 3.0000%  | 0.0000% | $399786.60         | $41730.03          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-04-20      | 3.5000%  | 0.0000% | $226000.00         | $24349.69          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-05-20      | 4.0000%  | 0.0000% | $5916797.20        | $526406.55         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-08-20      | 4.0000%  | 0.0000% | $86000.00          | $6113.86           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-10-20      | 3.5000%  | 0.0000% | $14230959.20       | $1350861.54        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-12-20      | 3.5000%  | 0.0000% | $1070072.80        | $112983.71         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-04-20      | 4.0000%  | 0.0000% | $25790633.40       | $2337040.24        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-03-20      | 4.0000%  | 0.0000% | $190978.40         | $17125.44          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-06-20      | 4.5000%  | 0.0000% | $307344.80         | $23065.19          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-12-20      | 3.0000%  | 0.0000% | $4653000.00        | $650892.87         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-07-20      | 4.0000%  | 0.0000% | $75800.00          | $7528.98           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-07-20      | 4.5000%  | 0.0000% | $12548502.00       | $1142359.59        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-09-20      | 3.5000%  | 0.0000% | $303200.00         | $36108.86          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-10-20      | 3.5000%  | 0.0000% | $4377236.40        | $539789.42         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-02-20      | 4.0000%  | 0.0000% | $699486.40         | $70828.62          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-02-20      | 3.0000%  | 0.0000% | $189800.00         | $72251.05          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-03-20      | 3.0000%  | 0.0000% | $1325340.00        | $536655.62         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-09-20      | 3.0000%  | 0.0000% | $9000.00           | $5230.16           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 5.0000%  | 0.0000% | $4240493.40        | $3591673.42        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 6.0000%  | 0.0000% | $10150220.40       | $6804274.02        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-04-20      | 5.5000%  | 0.0000% | $5529287.20        | $4271112.15        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-07-20      | 5.5000%  | 0.0000% | $40893875.20       | $33413824.04       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 5.0000%  | 0.0000% | $286.40            | $282.00            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $843028.80         | $870727.15         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $970404.60         | $1023191.69        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $647533.60         | $668826.80         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 7.0000%  | 0.0000% | $519529.80         | $538778.51         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $1010984.20        | $1052877.39        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $795447.60         | $820662.26         | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 5.3700%  | 0.0000% | $1238016.20        | $1268666.80        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 7.0000%  | 0.0000% | $434940.60         | $459133.42         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-06-20      | 7.5000%  | 0.0000% | $292542.20         | $314073.50         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 6.0000%  | 0.0000% | $200.00            | $204.89            | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 5.5100%  | 0.0000% | $236647.60         | $245873.92         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 5.5000%  | 0.0000% | $22767.80          | $23132.87          | Agency Mortgage-Backed Securities   |

### Security 117: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXPC6, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV8PXPC6
- **C.18 - Value (incl. sponsor support):** $475000000.00
- **C.18.a - Value (excl. sponsor support):** $475000000.00
- **C.19 - Percentage of Net Assets:** 2.0700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2045-10-01      | 3.5000%  | 0.0000% | $1187500.00        | $237705.06         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-03-01      | 5.5000%  | 0.0000% | $693222.12         | $523686.60         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-10-01      | 6.5000%  | 0.0000% | $4679044.10        | $4513268.69        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2050-07-01      | 2.0000%  | 0.0000% | $791666.67         | $332237.46         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-10-01      | 4.0000%  | 0.0000% | $696666.67         | $552219.08         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-03-01      | 6.0000%  | 0.0000% | $718238.79         | $531153.86         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-04-01      | 5.0000%  | 0.0000% | $17681561.50       | $17054184.02       | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 5.5000%  | 0.0000% | $5054146.85        | $4325854.58        | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)  | 2049-05-01      | 5.0000%  | 0.0000% | $582142.19         | $202071.98         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)  | 2049-05-01      | 5.0000%  | 0.0000% | $1124069.29        | $298071.61         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2049-06-01      | 5.0000%  | 0.0000% | $565926.88         | $159973.60         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2049-06-01      | 5.0000%  | 0.0000% | $501615.44         | $212484.84         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2049-06-01      | 5.0000%  | 0.0000% | $509528.15         | $206063.04         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2049-06-01      | 5.0000%  | 0.0000% | $718830.56         | $264288.78         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)  | 2048-01-01      | 3.5000%  | 0.0000% | $712500.00         | $127453.07         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2050-04-01      | 3.0000%  | 0.0000% | $910416.67         | $282769.69         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2050-03-01      | 5.0000%  | 0.0000% | $669003.06         | $227645.36         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2050-04-01      | 5.0000%  | 0.0000% | $525160.79         | $275101.04         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2050-04-01      | 5.0000%  | 0.0000% | $712976.58         | $241886.86         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2051-06-01      | 2.5000%  | 0.0000% | $217708.33         | $135155.09         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-05-01      | 3.5000%  | 0.0000% | $1227083.33        | $934848.23         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-06-01      | 5.5000%  | 0.0000% | $4091537.58        | $2957797.29        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-07-01      | 5.5000%  | 0.0000% | $3425595.50        | $2292660.79        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-07-01      | 5.5000%  | 0.0000% | $2964316.27        | $1996968.71        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-07-01      | 5.5000%  | 0.0000% | $3262993.90        | $1915126.74        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-09-01      | 5.5000%  | 0.0000% | $2468418.65        | $1711270.43        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2052-09-01      | 5.5000%  | 0.0000% | $2402886.06        | $1780123.59        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-01-01      | 6.0000%  | 0.0000% | $1513523.77        | $1180669.18        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-06-01      | 6.5000%  | 0.0000% | $738051.83         | $754215.31         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-08-01      | 7.0000%  | 0.0000% | $458019.54         | $481651.34         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 6.5000%  | 0.0000% | $1604619.67        | $1250347.48        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 6.5000%  | 0.0000% | $981140.21         | $892595.35         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 7.0000%  | 0.0000% | $487679.33         | $176002.75         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 6.5000%  | 0.0000% | $2188598.12        | $1812835.00        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 7.0000%  | 0.0000% | $789757.96         | $668294.96         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 7.0000%  | 0.0000% | $511155.81         | $457184.44         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 7.0000%  | 0.0000% | $506891.50         | $196424.20         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 7.0000%  | 0.0000% | $470742.81         | $289597.06         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-09-01      | 7.0000%  | 0.0000% | $848931.88         | $586388.31         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 6.5000%  | 0.0000% | $1878401.35        | $1316600.60        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 7.0000%  | 0.0000% | $1201076.29        | $977063.45         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 7.0000%  | 0.0000% | $731109.71         | $698415.50         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 7.0000%  | 0.0000% | $539137.27         | $424494.40         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 7.0000%  | 0.0000% | $542838.71         | $460103.92         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 7.0000%  | 0.0000% | $1893507.54        | $1429127.66        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 7.0000%  | 0.0000% | $1849642.08        | $1049784.70        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-10-01      | 7.0000%  | 0.0000% | $811139.69         | $611266.73         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2053-11-01      | 7.0000%  | 0.0000% | $688540.60         | $560641.14         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2051-05-01      | 2.5000%  | 0.0000% | $29687.50          | $18257.12          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-06-01      | 7.0000%  | 0.0000% | $406456.31         | $398899.40         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-06-01      | 7.0000%  | 0.0000% | $451447.92         | $475996.17         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-06-01      | 6.5000%  | 0.0000% | $5864670.23        | $5173389.53        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2049-11-01      | 3.0000%  | 0.0000% | $639645.29         | $147950.20         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2045-10-01      | 3.5000%  | 0.0000% | $3562500.00        | $876434.29         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2036-03-01      | 3.5000%  | 0.0000% | $411158.42         | $56491.91          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2044-07-01      | 4.0000%  | 0.0000% | $10905208.33       | $1917942.86        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $468825.00         | $334388.37         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-09-01      | 7.0000%  | 0.0000% | $455505.21         | $317412.50         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-09-01      | 7.0000%  | 0.0000% | $659201.04         | $490202.46         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-09-01      | 6.5000%  | 0.0000% | $1257215.75        | $1025241.26        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-09-01      | 7.0000%  | 0.0000% | $474729.25         | $324105.55         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $440648.00         | $431502.59         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $433467.58         | $276506.27         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $1110150.60        | $846374.13         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $920262.23         | $766665.69         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $1308480.92        | $1072562.13        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $449642.52         | $371760.85         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $498509.33         | $381541.18         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.0000%  | 0.0000% | $604049.19         | $577917.98         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 7.5000%  | 0.0000% | $971572.12         | $881821.34         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-01-01      | 7.0000%  | 0.0000% | $840774.94         | $611561.58         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-03-01      | 5.5000%  | 0.0000% | $740541.62         | $733736.43         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-06-01      | 7.0000%  | 0.0000% | $400196.21         | $296550.95         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-09-01      | 6.0000%  | 0.0000% | $4117446.46        | $4094838.28        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-01-01      | 6.5000%  | 0.0000% | $1781772.50        | $1850886.67        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-11-01      | 5.5000%  | 0.0000% | $509843.62         | $508563.22         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-01-01      | 6.0000%  | 0.0000% | $1423834.27        | $1453414.32        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-02-01      | 5.0000%  | 0.0000% | $916925.35         | $897317.76         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-03-01      | 6.5000%  | 0.0000% | $906141.67         | $946136.71         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-03-01      | 6.5000%  | 0.0000% | $726710.42         | $759065.33         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 5.5000%  | 0.0000% | $1785008.44        | $1803644.92        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-05-01      | 5.0000%  | 0.0000% | $919336.38         | $909274.45         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-05-01      | 5.5000%  | 0.0000% | $1109450.38        | $1122236.86        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 6.0000%  | 0.0000% | $1250446.21        | $1286229.39        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 6.5000%  | 0.0000% | $1576833.75        | $1638943.64        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 6.5000%  | 0.0000% | $1623584.44        | $1688493.90        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 6.5000%  | 0.0000% | $1046119.42        | $1095970.26        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 6.5000%  | 0.0000% | $790056.42         | $828047.16         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 5.0000%  | 0.0000% | $1266294.58        | $1251132.96        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2046-01-01      | 3.5000%  | 0.0000% | $32613334.54       | $7944584.94        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-11-01      | 5.0000%  | 0.0000% | $608807.10         | $116453.29         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-02-01      | 5.0000%  | 0.0000% | $596734.58         | $290093.69         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-03-01      | 5.0000%  | 0.0000% | $651145.83         | $110685.99         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-02-01      | 4.0000%  | 0.0000% | $767916.67         | $111384.23         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-01-01      | 5.5000%  | 0.0000% | $1882444.79        | $276741.11         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-05-01      | 5.0000%  | 0.0000% | $3096311.25        | $1114064.44        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-05-01      | 5.0000%  | 0.0000% | $574082.62         | $156409.49         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-05-01      | 5.0000%  | 0.0000% | $829715.75         | $99145.32          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-05-01      | 5.0000%  | 0.0000% | $1015769.69        | $80223.76          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-05-01      | 5.5000%  | 0.0000% | $894339.50         | $43359.46          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-01-01      | 5.0000%  | 0.0000% | $579811.12         | $144712.06         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-05-01      | 2.5000%  | 0.0000% | $496770.83         | $194794.39         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-08-01      | 2.5000%  | 0.0000% | $664010.42         | $350189.03         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-11-01      | 2.5000%  | 0.0000% | $186041.67         | $92158.23          | Agency Mortgage-Backed Securities  |
| FANNIE ADJ. MULTIFAMILY MORT          | 2031-06-01      | 1.9400%  | 0.0000% | $12499229.17       | $11004181.09       | Agency Mortgage-Backed Securities  |
| FANNIE ADJ. MULTIFAMILY MORT          | 2033-06-01      | 4.1700%  | 0.0000% | $5818750.00        | $5688620.45        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2051-08-01      | 2.5000%  | 0.0000% | $791666.67         | $436290.24         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-01-01      | 5.0000%  | 0.0000% | $1090928.54        | $1072629.29        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-04-01      | 5.5000%  | 0.0000% | $1048573.58        | $1057757.93        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-07-01      | 4.0000%  | 0.0000% | $4090246.77        | $2982342.29        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-05-01      | 6.5000%  | 0.0000% | $445840.94         | $454702.27         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-06-01      | 6.5000%  | 0.0000% | $1164285.96        | $1183535.08        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-08-01      | 6.5000%  | 0.0000% | $977579.29         | $1005969.59        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-06-01      | 6.5000%  | 0.0000% | $588898.27         | $474150.84         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-07-01      | 6.5000%  | 0.0000% | $1090641.17        | $1114626.25        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-07-01      | 6.5000%  | 0.0000% | $806944.25         | $767490.84         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-07-01      | 6.5000%  | 0.0000% | $743808.04         | $587869.68         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-09-01      | 6.5000%  | 0.0000% | $2398609.48        | $1754641.66        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 6.5000%  | 0.0000% | $1014350.23        | $779047.04         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-09-01      | 7.0000%  | 0.0000% | $521789.08         | $468097.63         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-09-01      | 7.0000%  | 0.0000% | $825597.50         | $559796.00         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-09-01      | 6.5000%  | 0.0000% | $591023.50         | $342633.75         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2048-07-01      | 4.5000%  | 0.0000% | $11875000.00       | $2196013.75        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-05-01      | 5.0000%  | 0.0000% | $15799069.60       | $2580440.47        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-01-01      | 5.0000%  | 0.0000% | $6413643.56        | $2335507.77        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-04-01      | 5.5000%  | 0.0000% | $930610.10         | $254714.49         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-04-01      | 5.5000%  | 0.0000% | $1016488.52        | $363205.79         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-05-01      | 5.0000%  | 0.0000% | $1361308.04        | $263817.70         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-05-01      | 5.0000%  | 0.0000% | $433055.52         | $79714.90          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-08-01      | 5.5000%  | 0.0000% | $785946.88         | $550191.35         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-06-01      | 3.0000%  | 0.0000% | $2076444.69        | $1532303.42        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-07-01      | 5.0000%  | 0.0000% | $14603720.63       | $11092694.73       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-03-01      | 5.5000%  | 0.0000% | $17812500.00       | $14278194.55       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-05-01      | 4.0000%  | 0.0000% | $1186039.77        | $1089308.81        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-06-01      | 5.5000%  | 0.0000% | $9132011.17        | $8867507.34        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2042-05-01      | 2.0000%  | 0.0000% | $12224860.85       | $10508645.13       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2049-12-01      | 3.0000%  | 0.0000% | $989583.33         | $431592.09         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2048-11-01      | 4.0000%  | 0.0000% | $1289375.62        | $827906.95         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2052-02-01      | 3.5000%  | 0.0000% | $1355729.17        | $855345.70         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-02-01      | 4.5000%  | 0.0000% | $557505.92         | $451633.03         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-07-01      | 6.5000%  | 0.0000% | $22709715.56       | $20574023.46       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-11-01      | 5.0000%  | 0.0000% | $26121856.69       | $25235448.49       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-02-01      | 5.5000%  | 0.0000% | $981981.75         | $945675.86         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-06-01      | 6.5000%  | 0.0000% | $23750000.00       | $24827703.16       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2041-07-01      | 5.0000%  | 0.0000% | $1254850.25        | $150728.81         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2042-12-01      | 2.5000%  | 0.0000% | $85395.10          | $16388.19          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2039-08-01      | 6.0000%  | 0.0000% | $1209501.21        | $94088.28          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2046-08-01      | 3.5000%  | 0.0000% | $21432127.85       | $1663593.38        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2046-09-01      | 3.5000%  | 0.0000% | $18463540.15       | $1309644.12        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2046-10-01      | 3.5000%  | 0.0000% | $31152291.15       | $2410800.06        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2046-11-01      | 3.5000%  | 0.0000% | $9895833.33        | $752927.72         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-07-01      | 2.0000%  | 0.0000% | $791666.67         | $344836.95         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2050-09-01      | 3.0000%  | 0.0000% | $50302104.17       | $15800165.70       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2051-06-01      | 2.5000%  | 0.0000% | $1136041.67        | $666513.72         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2054-03-01      | 6.0000%  | 0.0000% | $1207291.67        | $979450.42         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2053-10-01      | 6.0000%  | 0.0000% | $1781250.00        | $1407536.58        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-04-01      | 5.0000%  | 0.0000% | $92976876.44       | $90040499.27       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY | 2055-05-01      | 5.0000%  | 0.0000% | $54982356.35       | $53662357.72       | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-11-01      | 6.5000%  | 0.0000% | $1260350.75        | $1329035.08        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2054-12-01      | 6.5000%  | 0.0000% | $734763.25         | $762022.06         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-02-01      | 5.5000%  | 0.0000% | $12132852.17       | $12069142.70       | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-01-01      | 5.0000%  | 0.0000% | $1178813.44        | $1160571.92        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-05-01      | 6.0000%  | 0.0000% | $931887.85         | $959942.94         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-05-01      | 6.0000%  | 0.0000% | $904783.56         | $932263.32         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-05-01      | 5.5000%  | 0.0000% | $1519788.23        | $1536306.16        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-05-01      | 5.5000%  | 0.0000% | $2291441.17        | $2313705.84        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-05-01      | 6.5000%  | 0.0000% | $686984.19         | $713754.49         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-05-01      | 5.5000%  | 0.0000% | $901188.21         | $913326.81         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-06-01      | 5.5000%  | 0.0000% | $1273093.42        | $1287762.71        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2055-06-01      | 6.5000%  | 0.0000% | $1611717.75        | $1676154.40        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS | 2049-07-01      | 4.0000%  | 0.0000% | $442344.15         | $414045.96         | Agency Mortgage-Backed Securities  |
| U.S. TREASURY BOND                    | 2043-02-15      | 3.8750%  | 0.0000% | $16203318.75       | $14626314.01       | U.S. Treasuries (including strips) |

### Security 118: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXPJ1, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV8PXPJ1
- **C.18 - Value (incl. sponsor support):** $1295000000.00
- **C.18.a - Value (excl. sponsor support):** $1295000000.00
- **C.19 - Percentage of Net Assets:** 5.6500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-01-01      | 4.0000%  | 0.0000% | $1791.76           | $154.76            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2046-09-01      | 3.0000%  | 0.0000% | $12192.17          | $2094.52           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2047-04-01      | 3.0000%  | 0.0000% | $53390334.59       | $11542250.80       | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2047-04-01      | 3.0000%  | 0.0000% | $16722.08          | $3733.06           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2043-01-01      | 3.5000%  | 0.0000% | $71433478.42       | $28788786.03       | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2043-01-01      | 3.5000%  | 0.0000% | $20526837.28       | $8327695.20        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-08-01      | 3.0000%  | 0.0000% | $641857.94         | $297327.37         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2042-08-01      | 3.5000%  | 0.0000% | $9232411.90        | $1444512.10        | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2042-08-01      | 4.0000%  | 0.0000% | $69997.34          | $8535.13           | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-03-01      | 3.5000%  | 0.0000% | $3108.00           | $644.56            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-04-01      | 3.0000%  | 0.0000% | $10078201.27       | $7436868.77        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-12-01      | 6.5000%  | 0.0000% | $2588.96           | $2126.58           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-09-01      | 2.0000%  | 0.0000% | $17344.71          | $11695.23          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-01-01      | 3.5000%  | 0.0000% | $24848466.73       | $4901588.38        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-03-01      | 6.0000%  | 0.0000% | $587.93            | $606.63            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-11-01      | 3.0000%  | 0.0000% | $2072.52           | $446.01            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-01-01      | 3.5000%  | 0.0000% | $2339.81           | $443.13            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-01-01      | 3.5000%  | 0.0000% | $518.00            | $150.53            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-05-01      | 3.5000%  | 0.0000% | $88908849.71       | $22781007.03       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-12-01      | 2.5000%  | 0.0000% | $2591.04           | $1443.32           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.5000%  | 0.0000% | $22667355.21       | $14159213.52       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-06-01      | 3.0000%  | 0.0000% | $14088.05          | $10897.05          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-08-01      | 4.0000%  | 0.0000% | $47812120.02       | $10073911.50       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-07-01      | 3.5000%  | 0.0000% | $72982817.98       | $17440705.39       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-09-01      | 3.5000%  | 0.0000% | $20274986.20       | $7763861.07        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-12-01      | 2.5000%  | 0.0000% | $39367429.16       | $24259808.22       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.5000%  | 0.0000% | $216059.35         | $150195.73         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-07-01      | 7.0000%  | 0.0000% | $2687.38           | $2452.27           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-05-01      | 6.5000%  | 0.0000% | $3630.14           | $3311.24           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 6.0000%  | 0.0000% | $930.33            | $941.05            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-02-01      | 3.5000%  | 0.0000% | $47296017.45       | $6897130.67        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-12-01      | 3.5000%  | 0.0000% | $681.17            | $82.97             | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-01-01      | 3.5000%  | 0.0000% | $42540512.24       | $5541834.61        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-03-01      | 3.5000%  | 0.0000% | $52274534.62       | $7514903.80        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-12-01      | 3.5000%  | 0.0000% | $38962534.98       | $7008194.94        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.5000%  | 0.0000% | $33921959.86       | $24638373.59       | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.0000%  | 0.0000% | $8451258.06        | $8288295.45        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 6.5000%  | 0.0000% | $750782.98         | $694874.74         | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2048-12-20      | 4.5000%  | 0.0000% | $100746649.80      | $7027864.05        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-10-20      | 2.0000%  | 0.0000% | $518.00            | $245.15            | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-04-20      | 4.0000%  | 0.0000% | $518.52            | $372.73            | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-05-20      | 4.5000%  | 0.0000% | $1772821.33        | $1661325.49        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 5.5000%  | 0.0000% | $3560.21           | $3521.05           | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-01-20      | 5.5000%  | 0.0000% | $7219384.13        | $7163688.25        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-07-20      | 5.0000%  | 0.0000% | $6373647.60        | $6255543.69        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 5.5000%  | 0.0000% | $5698000.00        | $5714506.39        | Agency Mortgage-Backed Securities  |
| GNMA ADJUSTABLE RATE REMIC               | 2053-01-20      | 5.4519%  | 0.0000% | $25900000.00       | $18611992.45       | Agency Mortgage-Backed Securities  |
| GNMA ADJUSTABLE RATE REMIC               | 2053-02-20      | 5.5000%  | 0.0000% | $25900000.00       | $18114657.69       | Agency Mortgage-Backed Securities  |
| GNMA ADJUSTABLE RATE REMIC               | 2053-01-20      | 5.3018%  | 0.0000% | $25900000.00       | $20747509.40       | Agency Mortgage-Backed Securities  |
| GNMA ADJUSTABLE RATE REMIC               | 2053-07-20      | 5.3518%  | 0.0000% | $25724244.15       | $10031642.56       | Agency Mortgage-Backed Securities  |
| GNMA ADJUSTABLE RATE REMIC               | 2055-05-20      | 5.7019%  | 0.0000% | $10360000.00       | $10365714.52       | Agency Mortgage-Backed Securities  |
| GNMA ADJUSTABLE RATE REMIC               | 2055-05-20      | 5.7519%  | 0.0000% | $5180000.00        | $5187237.50        | Agency Mortgage-Backed Securities  |
| U.S. TREASURY BILL                       | 2025-07-10      | 0.0000%  | 0.0000% | $20668251.80       | $20646777.49       | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-08-07      | 0.0000%  | 0.0000% | $80963.40          | $80609.10          | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-09-04      | 0.0000%  | 0.0000% | $151929.40         | $150760.15         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-10-30      | 0.0000%  | 0.0000% | $2511678.40        | $2476401.88        | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-07-17      | 0.0000%  | 0.0000% | $166847.80         | $166540.97         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-07-31      | 0.0000%  | 0.0000% | $20720.00          | $20648.56          | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-08-21      | 0.0000%  | 0.0000% | $1622168.80        | $1612296.28        | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-09-11      | 0.0000%  | 0.0000% | $455114.80         | $451266.80         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-09-25      | 0.0000%  | 0.0000% | $1417507.00        | $1403268.14        | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-07-29      | 0.0000%  | 0.0000% | $1495466.00        | $1490674.53        | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-10-16      | 0.0000%  | 0.0000% | $51800.00          | $51155.30          | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-08-05      | 0.0000%  | 0.0000% | $16090375.00       | $16023728.67       | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-11-13      | 0.0000%  | 0.0000% | $446775.00         | $439838.82         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-09-16      | 0.0000%  | 0.0000% | $45066.00          | $44656.80          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2027-11-15      | 6.1250%  | 0.0000% | $310.80            | $330.01            | U.S. Treasuries (including strips) |
| TREASURY INFLATION BOND                  | 2026-01-15      | 2.0000%  | 0.0000% | $5283.60           | $8626.89           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2036-02-15      | 4.5000%  | 0.0000% | $51.80             | $53.82             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2039-08-15      | 4.5000%  | 0.0000% | $103.60            | $104.53            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2040-02-15      | 4.6250%  | 0.0000% | $51.80             | $52.79             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2040-11-15      | 4.2500%  | 0.0000% | $1243510.80        | $1193460.11        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2041-11-15      | 3.1250%  | 0.0000% | $15281.00          | $12533.14          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2042-05-15      | 3.0000%  | 0.0000% | $8257541.60        | $6593902.95        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-02-15      | 3.1250%  | 0.0000% | $9479.40           | $7697.08           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-05-15      | 2.8750%  | 0.0000% | $103.60            | $79.87             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-08-15      | 3.6250%  | 0.0000% | $51.80             | $45.05             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-11-15      | 3.7500%  | 0.0000% | $9935395.40        | $8690207.20        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2045-02-15      | 2.5000%  | 0.0000% | $154260.40         | $109560.55         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2045-05-15      | 3.0000%  | 0.0000% | $103.60            | $79.41             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2045-11-15      | 3.0000%  | 0.0000% | $103.60            | $78.96             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2046-05-15      | 2.5000%  | 0.0000% | $27350.40          | $18881.70          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2046-08-15      | 2.2500%  | 0.0000% | $106811.60         | $70557.17          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2046-11-15      | 2.8750%  | 0.0000% | $880.60            | $648.74            | U.S. Treasuries (including strips) |
| TREASURY INFLATION BOND                  | 2047-02-15      | 0.8750%  | 0.0000% | $2834858.60        | $2731665.00        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2047-11-15      | 2.7500%  | 0.0000% | $88422.60          | $62891.50          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2048-02-15      | 3.0000%  | 0.0000% | $4454.80           | $3345.67           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2048-05-15      | 3.1250%  | 0.0000% | $51.80             | $39.34             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2048-08-15      | 3.0000%  | 0.0000% | $51.80             | $38.72             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2048-11-15      | 3.3750%  | 0.0000% | $51.80             | $41.02             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2049-02-15      | 3.0000%  | 0.0000% | $9560622.40        | $7120243.37        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2049-05-15      | 2.8750%  | 0.0000% | $6216000.00        | $4464963.68        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2049-08-15      | 2.2500%  | 0.0000% | $1709.40           | $1081.57           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2050-05-15      | 1.2500%  | 0.0000% | $36759248.40       | $17621225.77       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2050-08-15      | 1.3750%  | 0.0000% | $8188336.80        | $4056909.52        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2040-05-15      | 1.1250%  | 0.0000% | $1346.80           | $834.78            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2050-11-15      | 1.6250%  | 0.0000% | $103.60            | $54.50             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2040-11-15      | 1.3750%  | 0.0000% | $340377.80         | $216406.67         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2051-05-15      | 2.3750%  | 0.0000% | $1761.20           | $1116.41           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2041-05-15      | 2.2500%  | 0.0000% | $1657.60           | $1203.32           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2051-08-15      | 2.0000%  | 0.0000% | $103.60            | $60.20             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2041-08-15      | 1.7500%  | 0.0000% | $1494999.80        | $997649.61         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2051-11-15      | 1.8750%  | 0.0000% | $85832.60          | $47701.10          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2052-02-15      | 2.2500%  | 0.0000% | $3857390.60        | $2376807.92        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2042-02-15      | 2.3750%  | 0.0000% | $207.20            | $151.85            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2042-05-15      | 3.2500%  | 0.0000% | $11395637.40       | $9436881.17        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2052-11-15      | 4.0000%  | 0.0000% | $51.80             | $45.37             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2042-11-15      | 4.0000%  | 0.0000% | $94068.80          | $85983.87          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2053-02-15      | 3.6250%  | 0.0000% | $9006103.40        | $7441010.56        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-02-15      | 3.8750%  | 0.0000% | $932.40            | $845.08            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2053-05-15      | 3.6250%  | 0.0000% | $51.80             | $42.30             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-05-15      | 3.8750%  | 0.0000% | $103.60            | $92.71             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2053-08-15      | 4.1250%  | 0.0000% | $103.60            | $93.73             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-08-15      | 4.3750%  | 0.0000% | $621.60            | $600.54            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2053-11-15      | 4.7500%  | 0.0000% | $103.60            | $102.84            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2043-11-15      | 4.7500%  | 0.0000% | $33514.60          | $33555.97          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2054-02-15      | 4.2500%  | 0.0000% | $2048223.80        | $1893503.94        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2054-05-15      | 4.6250%  | 0.0000% | $207.20            | $201.71            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2044-08-15      | 4.1250%  | 0.0000% | $68842.20          | $63929.36          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2044-11-15      | 4.6250%  | 0.0000% | $155.40            | $152.53            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2055-02-15      | 4.6250%  | 0.0000% | $6752233.60        | $6665095.54        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2045-02-15      | 4.7500%  | 0.0000% | $2425431.40        | $2447929.92        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2055-05-15      | 4.7500%  | 0.0000% | $16386515.60       | $16325041.59       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                       | 2045-05-15      | 5.0000%  | 0.0000% | $288526.00         | $297234.87         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-08-15      | 1.5000%  | 0.0000% | $155.40            | $152.07            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-08-15      | 2.2500%  | 0.0000% | $5594.40           | $5470.86           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-11-15      | 2.2500%  | 0.0000% | $5387.20           | $5221.58           | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2028-01-15      | 0.5000%  | 0.0000% | $466.20            | $595.78            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-02-15      | 2.7500%  | 0.0000% | $51.80             | $51.06             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-05-15      | 2.8750%  | 0.0000% | $155.40            | $152.38            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-08-15      | 2.8750%  | 0.0000% | $8288.00           | $8167.03           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-10-31      | 3.0000%  | 0.0000% | $51.80             | $51.83             | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2029-01-15      | 0.8750%  | 0.0000% | $984.20            | $1234.72           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-02-15      | 2.6250%  | 0.0000% | $2797.20           | $2718.86           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-05-15      | 2.3750%  | 0.0000% | $228645.20         | $217984.33         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-08-15      | 2.0000%  | 0.0000% | $1916.60           | $1924.62           | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2026-07-15      | 0.1250%  | 0.0000% | $310.80            | $412.12            | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2027-01-15      | 0.3750%  | 0.0000% | $51.80             | $67.90             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-05-15      | 2.3750%  | 0.0000% | $51.80             | $50.65             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-07-31      | 1.8750%  | 0.0000% | $207.20            | $204.18            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-11-30      | 1.6250%  | 0.0000% | $39730.60          | $38564.94          | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2030-01-15      | 0.1250%  | 0.0000% | $18855407.20       | $22166284.92       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-01-31      | 1.5000%  | 0.0000% | $1990156.00        | $1931395.59        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-02-15      | 1.5000%  | 0.0000% | $518.00            | $471.03            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-02-28      | 1.1250%  | 0.0000% | $91737.80          | $88124.03          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-04-30      | 0.5000%  | 0.0000% | $414.40            | $390.92            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-05-15      | 0.6250%  | 0.0000% | $103.60            | $89.07             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-06-30      | 0.5000%  | 0.0000% | $9220.40           | $8647.31           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-07-31      | 0.2500%  | 0.0000% | $51.80             | $51.67             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-07-31      | 0.3750%  | 0.0000% | $10360.00          | $9679.26           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-08-15      | 0.6250%  | 0.0000% | $4365911.20        | $3728007.05        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-08-31      | 0.2500%  | 0.0000% | $207.20            | $205.90            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-11-15      | 0.8750%  | 0.0000% | $103.60            | $88.81             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-11-30      | 0.3750%  | 0.0000% | $1295.00           | $1274.43           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-12-31      | 0.6250%  | 0.0000% | $11188.80          | $10366.50          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-12-31      | 0.3750%  | 0.0000% | $103.60            | $101.62            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-01-31      | 0.3750%  | 0.0000% | $103.60            | $101.47            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-01-31      | 0.7500%  | 0.0000% | $254907.80         | $237108.29         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-02-29      | 1.1250%  | 0.0000% | $12955076.40       | $12154499.58       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-03-31      | 1.2500%  | 0.0000% | $24303679.40       | $22816729.82       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-04-30      | 1.2500%  | 0.0000% | $5853.40           | $5478.61           | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2026-04-15      | 0.1250%  | 0.0000% | $54266249.80       | $65612178.04       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-05-15      | 1.6250%  | 0.0000% | $51.80             | $45.72             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-05-31      | 0.7500%  | 0.0000% | $466.20            | $452.72            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-06-30      | 0.8750%  | 0.0000% | $2585752.40        | $2506656.82        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-08-15      | 1.2500%  | 0.0000% | $51.80             | $44.48             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-08-31      | 0.7500%  | 0.0000% | $51.80             | $50.05             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-09-30      | 1.2500%  | 0.0000% | $3677.80           | $3411.12           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-09-30      | 0.8750%  | 0.0000% | $51.80             | $50.00             | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2026-10-15      | 0.1250%  | 0.0000% | $155.40            | $180.20            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-10-31      | 1.3750%  | 0.0000% | $207.20            | $192.40            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-10-31      | 1.1250%  | 0.0000% | $421289.40         | $406955.37         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-11-15      | 1.3750%  | 0.0000% | $2641.80           | $2261.06           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-11-30      | 1.5000%  | 0.0000% | $207.20            | $192.68            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-12-31      | 1.2500%  | 0.0000% | $199067.40         | $191565.54         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-01-31      | 1.7500%  | 0.0000% | $51.80             | $48.73             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-02-15      | 1.8750%  | 0.0000% | $11511462.20       | $10173915.51       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-02-28      | 1.8750%  | 0.0000% | $27745789.40       | $27055974.50       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-03-31      | 2.3750%  | 0.0000% | $103.60            | $99.24             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-03-31      | 2.5000%  | 0.0000% | $155.40            | $152.99            | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE         | 2027-04-15      | 0.1250%  | 0.0000% | $103.60            | $115.16            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-04-30      | 2.8750%  | 0.0000% | $32582459.00       | $31718946.45       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-04-30      | 2.7500%  | 0.0000% | $2689248.80        | $2652724.56        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-05-15      | 2.8750%  | 0.0000% | $207.20            | $193.75            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-05-31      | 2.7500%  | 0.0000% | $103.60            | $100.04            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-05-31      | 2.6250%  | 0.0000% | $45577732.20       | $44716387.76       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-06-30      | 3.2500%  | 0.0000% | $103.60            | $101.59            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-07-31      | 2.7500%  | 0.0000% | $155.40            | $154.07            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-08-15      | 3.1250%  | 0.0000% | $51.80             | $52.31             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-08-31      | 3.1250%  | 0.0000% | $103.60            | $102.07            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-09-30      | 4.1250%  | 0.0000% | $13573516.60       | $13829216.51       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-10-31      | 4.1250%  | 0.0000% | $6392120.00        | $6489917.11        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-11-15      | 4.1250%  | 0.0000% | $36311.80          | $36684.73          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2025-11-15      | 4.5000%  | 0.0000% | $814865.80         | $819873.97         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-12-31      | 3.8750%  | 0.0000% | $207.20            | $207.86            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-01-31      | 3.5000%  | 0.0000% | $259.00            | $259.45            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2033-02-15      | 3.5000%  | 0.0000% | $47006635.20       | $45846581.30       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-02-29      | 4.0000%  | 0.0000% | $1813.00           | $1849.63           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-02-28      | 4.0000%  | 0.0000% | $207.20            | $211.75            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-04-15      | 3.7500%  | 0.0000% | $2558971.80        | $2571853.37        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-04-30      | 3.5000%  | 0.0000% | $3315.20           | $3287.68           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-04-30      | 3.5000%  | 0.0000% | $569.80            | $569.61            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-05-15      | 3.6250%  | 0.0000% | $103.60            | $103.66            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2033-05-15      | 3.3750%  | 0.0000% | $108521.00         | $103721.74         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-05-31      | 3.6250%  | 0.0000% | $103.60            | $103.62            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-05-31      | 3.7500%  | 0.0000% | $845220.60         | $844892.46         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-06-30      | 4.0000%  | 0.0000% | $5231.80           | $5272.97           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-07-15      | 4.5000%  | 0.0000% | $12950725.20       | $13284223.97       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-07-31      | 4.1250%  | 0.0000% | $155.40            | $159.82            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-07-31      | 4.0000%  | 0.0000% | $414.40            | $424.34            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2033-08-15      | 3.8750%  | 0.0000% | $51.80             | $51.66             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-08-31      | 4.1250%  | 0.0000% | $51.80             | $53.18             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-08-31      | 4.3750%  | 0.0000% | $25899948.20       | $26771379.83       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-09-30      | 4.6250%  | 0.0000% | $103.60            | $108.54            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-09-30      | 4.6250%  | 0.0000% | $777.00            | $806.99            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-10-31      | 4.8750%  | 0.0000% | $155089.20         | $161828.89         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-10-31      | 4.8750%  | 0.0000% | $6630.40           | $7004.37           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-11-30      | 4.3750%  | 0.0000% | $1593109.00        | $1630982.08        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-12-15      | 4.3750%  | 0.0000% | $2538.20           | $2561.00           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-12-31      | 3.7500%  | 0.0000% | $518.00            | $514.77            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-12-31      | 3.7500%  | 0.0000% | $15073.80          | $15076.53          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-01-15      | 4.0000%  | 0.0000% | $9818638.20        | $10019621.22       | U.S. Treasuries (including strips) |
| TREASURY FLOATING RATE NOTE              | 2026-01-31      | 4.4850%  | 0.0000% | $2638951.00        | $2661997.62        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-01-31      | 4.0000%  | 0.0000% | $162624131.60      | $166673242.50      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2034-02-15      | 4.0000%  | 0.0000% | $17612.00          | $17660.29          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-02-28      | 4.2500%  | 0.0000% | $8662306.80        | $8939705.69        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-03-15      | 4.2500%  | 0.0000% | $207.20            | $211.26            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-04-15      | 4.5000%  | 0.0000% | $51.80             | $52.91             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-04-30      | 4.8750%  | 0.0000% | $51.80             | $52.54             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-04-30      | 4.6250%  | 0.0000% | $103.60            | $108.24            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-04-30      | 4.6250%  | 0.0000% | $743330.00         | $771662.35         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2034-05-15      | 4.3750%  | 0.0000% | $414.40            | $422.36            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-05-15      | 4.5000%  | 0.0000% | $10567.20          | $10762.63          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-05-31      | 4.5000%  | 0.0000% | $362.60            | $373.50            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-05-31      | 4.6250%  | 0.0000% | $13964813.80       | $14532190.00       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-06-30      | 4.2500%  | 0.0000% | $207.20            | $210.89            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-07-15      | 4.3750%  | 0.0000% | $362.60            | $374.23            | U.S. Treasuries (including strips) |
| TREASURY FLOATING RATE NOTE              | 2026-07-31      | 4.4220%  | 0.0000% | $103.60            | $104.48            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-07-31      | 4.3750%  | 0.0000% | $155.40            | $158.84            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-07-31      | 4.0000%  | 0.0000% | $1813.00           | $1858.47           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2034-08-15      | 3.8750%  | 0.0000% | $466.20            | $461.09            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-08-15      | 3.7500%  | 0.0000% | $725.20            | $735.40            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-08-31      | 3.7500%  | 0.0000% | $155.40            | $156.97            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-08-31      | 3.7500%  | 0.0000% | $2071896.40        | $2075451.91        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-08-31      | 3.6250%  | 0.0000% | $932.40            | $938.24            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-09-15      | 3.3750%  | 0.0000% | $51.80             | $51.93             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-09-30      | 3.5000%  | 0.0000% | $103.60            | $103.36            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-09-30      | 3.5000%  | 0.0000% | $63506.80          | $63728.96          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-10-15      | 3.8750%  | 0.0000% | $51.80             | $52.37             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-10-31      | 4.1250%  | 0.0000% | $51.80             | $52.84             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-10-31      | 4.1250%  | 0.0000% | $1582697.20        | $1597748.07        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2034-11-15      | 4.2500%  | 0.0000% | $12696646.20       | $12781224.91       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-11-15      | 4.1250%  | 0.0000% | $103.60            | $105.05            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-11-30      | 4.2500%  | 0.0000% | $67806.20          | $68381.24          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2031-11-30      | 4.1250%  | 0.0000% | $108262.00         | $109542.21         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-11-30      | 4.1250%  | 0.0000% | $4662.00           | $4741.67           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2029-12-31      | 4.3750%  | 0.0000% | $8759898.00        | $8967998.14        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2026-12-31      | 4.2500%  | 0.0000% | $569.80            | $573.05            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-01-15      | 4.2500%  | 0.0000% | $569.80            | $588.01            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-01-31      | 4.1250%  | 0.0000% | $1346.80           | $1375.75           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-01-31      | 4.3750%  | 0.0000% | $23058407.40       | $23988617.06       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-02-28      | 4.1250%  | 0.0000% | $10619000.00       | $10816898.57       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-02-29      | 4.1250%  | 0.0000% | $51800.00          | $52898.43          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-03-15      | 3.8750%  | 0.0000% | $207.20            | $210.42            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-03-31      | 4.1250%  | 0.0000% | $569.80            | $579.75            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-03-31      | 4.0000%  | 0.0000% | $103.60            | $105.48            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-03-31      | 3.8750%  | 0.0000% | $4154619.00        | $4200509.11        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-04-15      | 3.7500%  | 0.0000% | $25122741.00       | $25336507.51       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-04-30      | 3.7500%  | 0.0000% | $34120867.20       | $34319281.17       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-04-30      | 3.8750%  | 0.0000% | $51.80             | $52.28             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2035-05-15      | 4.2500%  | 0.0000% | $3079095.60        | $3093399.54        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-05-15      | 3.7500%  | 0.0000% | $2952600.00        | $2969200.99        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-05-31      | 3.8750%  | 0.0000% | $19580.40          | $19681.32          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2032-05-31      | 4.1250%  | 0.0000% | $95605913.20       | $96583115.39       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2030-05-31      | 4.0000%  | 0.0000% | $51800051.80       | $52409566.90       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2028-06-15      | 3.8750%  | 0.0000% | $1087.80           | $1094.58           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                       | 2027-06-30      | 3.7500%  | 0.0000% | $518.00            | $518.12            | U.S. Treasuries (including strips) |

### Security 119: Natixis

- **C.1 - Title:** Natixis 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXPN2, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV8PXPN2
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 2.8400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)    | 2036-01-01      | 3.0000%  | 0.0000% | $1976256.75        | $276477.57         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2047-10-01      | 3.5000%  | 0.0000% | $89514.10          | $14630.77          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN ADJUSTABLE MULTIFAMILY PC | 2037-11-01      | 2.4000%  | 0.0000% | $109839.60         | $84920.55          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN ADJUSTABLE MULTIFAMILY PC | 2038-01-01      | 2.9200%  | 0.0000% | $196545.70         | $158264.93         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-04-01      | 6.0000%  | 0.0000% | $1300.00           | $1324.85           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-07-01      | 6.0000%  | 0.0000% | $501098.00         | $511487.43         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-07-01      | 6.5000%  | 0.0000% | $878250.10         | $915121.77         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-04-01      | 6.0000%  | 0.0000% | $1300.00           | $1318.83           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-04-01      | 6.0000%  | 0.0000% | $1300.00           | $1324.60           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-04-01      | 6.0000%  | 0.0000% | $1302.60           | $1330.94           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-04-01      | 6.0000%  | 0.0000% | $1300.00           | $1328.36           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-05-01      | 6.0000%  | 0.0000% | $650.00            | $664.75            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-05-01      | 6.0000%  | 0.0000% | $1300.00           | $1325.93           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-05-01      | 6.0000%  | 0.0000% | $650.00            | $664.77            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-05-01      | 6.5000%  | 0.0000% | $1300.00           | $1360.56           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-05-01      | 6.0000%  | 0.0000% | $1300.00           | $1327.15           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-06-01      | 6.0000%  | 0.0000% | $650.00            | $664.07            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-06-01      | 6.0000%  | 0.0000% | $1981.20           | $2031.50           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-06-01      | 7.0000%  | 0.0000% | $887471.00         | $944466.06         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-05-01      | 6.5000%  | 0.0000% | $1300.00           | $1360.30           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2051-02-01      | 3.0000%  | 0.0000% | $780.00            | $464.76            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2054-01-01      | 6.5000%  | 0.0000% | $43360595.20       | $40802984.13       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2054-12-01      | 5.5000%  | 0.0000% | $53571315.20       | $51407578.89       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-06-01      | 5.0000%  | 0.0000% | $2453549.15        | $2414684.39        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2046-11-01      | 3.0000%  | 0.0000% | $102441950.00      | $32598701.27       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2036-07-01      | 2.0000%  | 0.0000% | $52415417.60       | $29729788.58       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2036-09-01      | 2.0000%  | 0.0000% | $53276310.75       | $31145074.27       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2037-01-01      | 2.0000%  | 0.0000% | $43479654.40       | $26673069.00       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2053-01-01      | 6.0000%  | 0.0000% | $32500000.00       | $26208868.42       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2055-03-01      | 5.5000%  | 0.0000% | $67367126.45       | $66734543.87       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY   | 2036-11-01      | 2.5000%  | 0.0000% | $190651178.90      | $29866552.97       | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-02-01      | 7.0000%  | 0.0000% | $1562576.60        | $1468271.81        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-04-01      | 6.5000%  | 0.0000% | $845582.40         | $877842.03         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-04-01      | 6.0000%  | 0.0000% | $2982012.80        | $2975051.38        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-04-01      | 6.0000%  | 0.0000% | $650.00            | $646.05            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-04-01      | 6.0000%  | 0.0000% | $650.00            | $654.65            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-04-01      | 6.0000%  | 0.0000% | $665.60            | $680.22            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.0000%  | 0.0000% | $1301.30           | $1327.24           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.0000%  | 0.0000% | $650.00            | $664.62            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.5000%  | 0.0000% | $1300.00           | $1353.50           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.5000%  | 0.0000% | $650.00            | $675.70            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.0000%  | 0.0000% | $654.55            | $669.38            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.5000%  | 0.0000% | $1365933.40        | $1427901.73        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.0000%  | 0.0000% | $2479724.00        | $2535485.80        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.0000%  | 0.0000% | $650.00            | $664.75            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.0000%  | 0.0000% | $650.00            | $663.42            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.5000%  | 0.0000% | $899961.40         | $937015.12         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-06-01      | 6.0000%  | 0.0000% | $1082189.55        | $1109135.90        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-05-01      | 6.0000%  | 0.0000% | $650.00            | $665.31            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-06-01      | 6.5000%  | 0.0000% | $1319.50           | $1379.98           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-06-01      | 6.0000%  | 0.0000% | $1300.00           | $1333.33           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-06-01      | 6.0000%  | 0.0000% | $1300.00           | $1336.13           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS   | 2055-07-01      | 6.0000%  | 0.0000% | $14988563.20       | $15300015.55       | Agency Mortgage-Backed Securities  |
| U.S. TREASURY BILL                      | 2025-09-04      | 0.0000%  | 0.0000% | $715.00            | $709.40            | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                      | 2025-07-31      | 0.0000%  | 0.0000% | $845.00            | $842.01            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2026-02-15      | 6.0000%  | 0.0000% | $11700000.00       | $12088857.58       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2028-08-15      | 5.5000%  | 0.0000% | $325000.00         | $348920.34         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2031-02-15      | 5.3750%  | 0.0000% | $9750000.00        | $10658386.93       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2038-02-15      | 4.3750%  | 0.0000% | $3250000.00        | $3278325.73        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2039-08-15      | 4.5000%  | 0.0000% | $19472700.00       | $19581781.55       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2040-11-15      | 4.2500%  | 0.0000% | $6825000.00        | $6525092.44        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2043-05-15      | 2.8750%  | 0.0000% | $650000.00         | $498779.29         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2044-05-15      | 3.3750%  | 0.0000% | $11050000.00       | $9055262.29        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2044-11-15      | 3.0000%  | 0.0000% | $1495000.00        | $1146551.38        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2045-02-15      | 2.5000%  | 0.0000% | $2312050.00        | $1634303.07        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2046-08-15      | 2.2500%  | 0.0000% | $492245.00         | $323474.81         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2047-05-15      | 3.0000%  | 0.0000% | $13649870.00       | $10177302.12       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2048-11-15      | 3.3750%  | 0.0000% | $557700.00         | $439276.17         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2050-05-15      | 1.2500%  | 0.0000% | $65.00             | $30.95             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2040-08-15      | 1.1250%  | 0.0000% | $51220000.00       | $31411712.04       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2040-11-15      | 1.3750%  | 0.0000% | $26886600.00       | $17017140.81       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2041-02-15      | 1.8750%  | 0.0000% | $1950000.00        | $1342550.44        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2051-05-15      | 2.3750%  | 0.0000% | $325585.00         | $205276.38         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2051-08-15      | 2.0000%  | 0.0000% | $16249935.00       | $9382981.63        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2041-08-15      | 1.7500%  | 0.0000% | $64870.00          | $43095.62          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2041-11-15      | 2.0000%  | 0.0000% | $9457500.00        | $6468882.71        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2052-02-15      | 2.2500%  | 0.0000% | $6500000.00        | $3981424.75        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2042-05-15      | 3.2500%  | 0.0000% | $806000.00         | $664691.68         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2052-08-15      | 3.0000%  | 0.0000% | $25415000.00       | $18439544.33       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2042-11-15      | 4.0000%  | 0.0000% | $65.00             | $59.16             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2043-05-15      | 3.8750%  | 0.0000% | $23139740.00       | $20624051.10       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2054-02-15      | 4.2500%  | 0.0000% | $23790000.00       | $21870324.19       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2044-05-15      | 4.6250%  | 0.0000% | $2349100.00        | $2299940.97        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2054-08-15      | 4.2500%  | 0.0000% | $5915000.00        | $5444754.24        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2054-11-15      | 4.5000%  | 0.0000% | $529165.00         | $502540.06         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2055-02-15      | 4.6250%  | 0.0000% | $1152450.00        | $1131092.71        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2045-02-15      | 4.7500%  | 0.0000% | $1430000.00        | $1437009.99        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND                      | 2055-05-15      | 4.7500%  | 0.0000% | $715.00            | $708.41            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2026-08-15      | 1.5000%  | 0.0000% | $7799220.00        | $7631614.16        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2026-06-30      | 1.8750%  | 0.0000% | $130.00            | $127.26            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2027-10-31      | 0.5000%  | 0.0000% | $195.00            | $181.12            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2026-08-31      | 0.7500%  | 0.0000% | $6273475.00        | $6059947.32        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2028-12-31      | 1.3750%  | 0.0000% | $325.00            | $299.86            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2027-03-31      | 2.5000%  | 0.0000% | $1585285.00        | $1560649.43        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2027-04-30      | 2.7500%  | 0.0000% | $16248895.00       | $16027786.93       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2032-05-15      | 2.8750%  | 0.0000% | $65.00             | $60.70             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2025-07-15      | 3.0000%  | 0.0000% | $4296500.00        | $4352053.34        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2029-07-31      | 2.6250%  | 0.0000% | $3977350.00        | $3847442.08        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2029-10-31      | 4.0000%  | 0.0000% | $130.00            | $131.91            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2028-06-30      | 4.0000%  | 0.0000% | $65.00             | $65.50             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2030-07-31      | 4.0000%  | 0.0000% | $10032750.00       | $10268766.29       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2025-08-31      | 5.0000%  | 0.0000% | $625950.00         | $636783.37         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2026-02-28      | 4.6250%  | 0.0000% | $259805.00         | $264504.32         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2031-03-31      | 4.1250%  | 0.0000% | $65.00             | $66.35             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2029-06-30      | 4.2500%  | 0.0000% | $195000.00         | $198359.85         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2026-07-31      | 4.3750%  | 0.0000% | $325.00            | $332.16            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2034-08-15      | 3.8750%  | 0.0000% | $65.00             | $64.16             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2029-09-30      | 3.5000%  | 0.0000% | $3932500.00        | $3921418.95        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2026-10-31      | 4.1250%  | 0.0000% | $2045875.00        | $2065060.47        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2031-11-30      | 4.1250%  | 0.0000% | $65.00             | $65.71             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2035-05-15      | 4.2500%  | 0.0000% | $3900.00           | $3910.34           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2032-05-31      | 4.1250%  | 0.0000% | $20800000.00       | $20987431.88       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE                      | 2028-06-15      | 3.8750%  | 0.0000% | $65.00             | $65.39             | U.S. Treasuries (including strips) |

### Security 120: Fixed Income Clearing Corp. - BNP Paribas Securities Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas Securities Corp. 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXPT9, C.3 - LEI: N/A, C.5 - Other ID: BIV8PXPT9
- **C.18 - Value (incl. sponsor support):** $1150000000.00
- **C.18.a - Value (excl. sponsor support):** $1150000000.00
- **C.19 - Percentage of Net Assets:** 5.0200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-08-07      | 0.0000%  | 0.0000% | $2597800.00        | $2586432.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-02      | 0.0000%  | 0.0000% | $4500.00           | $4450.97           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-14      | 0.0000%  | 0.0000% | $287000.00         | $285490.95         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-15      | 0.0000%  | 0.0000% | $600000.00         | $599039.40         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-23      | 0.0000%  | 0.0000% | $2729200.00        | $2693054.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-05      | 0.0000%  | 0.0000% | $3863100.00        | $3847099.04        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-06      | 0.0000%  | 0.0000% | $300.00            | $295.58            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-09      | 0.0000%  | 0.0000% | $754900.00         | $748706.05         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-16      | 0.0000%  | 0.0000% | $2407300.00        | $2385441.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-15      | 6.0000%  | 0.0000% | $400.00            | $413.02            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 6.3750%  | 0.0000% | $200.00            | $215.50            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 6.1250%  | 0.0000% | $1660200.00        | $1762799.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 5.2500%  | 0.0000% | $403000.00         | $424482.12         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 5.2500%  | 0.0000% | $200.00            | $214.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-02-15      | 4.7500%  | 0.0000% | $700.00            | $738.62            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-02-15      | 4.3750%  | 0.0000% | $2190700.00        | $2216054.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $13376600.00       | $13134292.92       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $25022500.00       | $25498651.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $498000.00         | $477955.75         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $4862800.00        | $4718864.77        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 3.7500%  | 0.0000% | $200.00            | $181.24            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $673900.00         | $552718.12         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 3.1250%  | 0.0000% | $10000.00          | $8243.20           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $400.00            | $319.41            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $3704600.00        | $2821258.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $7122100.00        | $5490546.19        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $65100.00          | $56611.33          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 3.6250%  | 0.0000% | $407200.00         | $352639.54         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $82.32             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $2873400.00        | $2289295.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 3.0000%  | 0.0000% | $6000.00           | $4623.71           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $4500.00           | $3196.04           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $6056700.00        | $4616222.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $2903800.00        | $2004676.08        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $25979600.00       | $19717862.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $2600.00           | $1871.75           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $1824800.00        | $1297908.16        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $399400.00         | $299959.72         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $2000.00           | $1494.95           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $79.19             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $15889900.00       | $11413742.98       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $2600.00           | $1645.06           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $48937300.00       | $30332427.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $1100.00           | $699.36            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $1900.00           | $1075.34           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $24226000.00       | $16749527.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $3696000.00        | $2147596.15        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $5000.00           | $3336.62           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $500.00            | $277.87            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $53646900.00       | $33055604.15       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $200.00            | $146.58            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $18681400.00       | $13633383.92       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $5200.00           | $4413.68           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $9977300.00        | $8738857.66        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $91.41             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $500100.00         | $413191.94         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $2000.00           | $1812.69           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $400.00            | $369.78            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $100.00            | $97.98             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $3900.00           | $3796.58           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $25067100.00       | $23200163.76       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $570800.00         | $545208.18         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $8129600.00        | $7979619.04        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $1091600.00        | $1101725.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $483000.00         | $497578.87         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $3500400.00        | $3450447.63        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $868000.00         | $855331.27         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $347000.00         | $337281.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $7000.00           | $6673.62           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-15      | 1.6250%  | 0.0000% | $300.00            | $297.07            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 2.0000%  | 0.0000% | $200.00            | $195.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $2000.00           | $1955.55           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-31      | 2.8750%  | 0.0000% | $553000.00         | $558773.31         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 1.6250%  | 0.0000% | $298100.00         | $291014.55         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.6250%  | 0.0000% | $100.00            | $97.33             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.6250%  | 0.0000% | $201900.00         | $195976.45         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $400.00            | $363.73            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $100.00            | $96.06             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $16256300.00       | $15335231.11       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $1600.00           | $1494.87           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $23585200.00       | $21910457.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 0.6250%  | 0.0000% | $221800.00         | $206151.41         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-31      | 0.3750%  | 0.0000% | $3000.00           | $2942.79           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 0.5000%  | 0.0000% | $1000.00           | $977.52            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $1800.00           | $1588.68           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $85.87             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $500.00            | $463.12            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 1.2500%  | 0.0000% | $1000.00           | $927.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $2397000.00        | $2212514.90        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $99739800.00       | $88150773.61       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $4400.00           | $4147.06           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $1200.00           | $1170.17           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $2676000.00        | $2563415.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 3.2500%  | 0.0000% | $202800.00         | $198872.17         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-15      | 3.0000%  | 0.0000% | $2861800.00        | $2898868.63        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $500.00            | $465.55            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-15      | 4.2500%  | 0.0000% | $12900.00          | $13010.75          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $1000.00           | $1003.19           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $11025200.00       | $10753114.45       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 3.6250%  | 0.0000% | $100.00            | $100.07            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $99.96             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-07-31      | 4.7500%  | 0.0000% | $2000.00           | $2039.60           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $200200.00         | $205899.20         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-31      | 5.0000%  | 0.0000% | $3800.00           | $3865.49           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $600.00            | $623.15            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 4.6250%  | 0.0000% | $74095700.00       | $75453120.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-31      | 4.4100%  | 0.0000% | $290500.00         | $292797.90         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $1200.00           | $1192.51           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $699300.00         | $699426.57         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.4850%  | 0.0000% | $1483600.00        | $1496556.65        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $54324100.00       | $55676693.28       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $900.00            | $920.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 4.1250%  | 0.0000% | $800.00            | $815.87            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-15      | 4.2500%  | 0.0000% | $1340900.00        | $1367187.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 4.8750%  | 0.0000% | $900.00            | $912.86            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $5600.00           | $5850.56           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $900.00            | $916.64            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $77793100.00       | $76939862.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $121200.00         | $121407.99         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $14562700.00       | $14599284.11       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $4200.00           | $4214.69           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.95            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.4450%  | 0.0000% | $1300.00           | $1311.12           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $2000.00           | $2013.32           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $1000.00           | $1011.83           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $302500.00         | $309686.19         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $1100.00           | $1135.16           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $1469000.00        | $1500572.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.3380%  | 0.0000% | $3868400.00        | $3894520.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $11172300.00       | $11698190.53       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 4.4000%  | 0.0000% | $200.00            | $201.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $100.00            | $100.61            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $523642700.00      | $526075282.20      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $1932300.00        | $1955036.77        | U.S. Treasuries (including strips) |

### Security 121: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXPU6, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV8PXPU6
- **C.18 - Value (incl. sponsor support):** $1447644661.00
- **C.18.a - Value (excl. sponsor support):** $1447644661.00
- **C.19 - Percentage of Net Assets:** 6.3200%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BILL               | 2025-08-07      | 0.0000%  | 0.0000% | $67781232.28       | $67484621.61       | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL               | 2025-09-04      | 0.0000%  | 0.0000% | $515120.23         | $511155.86         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL               | 2025-10-30      | 0.0000%  | 0.0000% | $389802.45         | $384327.68         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL               | 2025-08-14      | 0.0000%  | 0.0000% | $965096.44         | $960021.96         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL               | 2025-08-28      | 0.0000%  | 0.0000% | $965096.44         | $958379.37         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL               | 2025-09-11      | 0.0000%  | 0.0000% | $541081.32         | $536506.48         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL               | 2025-09-25      | 0.0000%  | 0.0000% | $101190.36         | $100173.90         | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL               | 2025-08-05      | 0.0000%  | 0.0000% | $5036934.83        | $5016071.85        | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL               | 2025-11-13      | 0.0000%  | 0.0000% | $491137.58         | $483512.67         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2027-11-15      | 6.1250%  | 0.0000% | $1558534.24        | $1654850.49        | U.S. Treasuries (including strips) |
| TREASURY INFLATION BOND          | 2029-04-15      | 3.8750%  | 0.0000% | $9216.67           | $19756.43          | U.S. Treasuries (including strips) |
| TREASURY INFLATION BOND          | 2032-04-15      | 3.3750%  | 0.0000% | $48.25             | $97.54             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2036-02-15      | 4.5000%  | 0.0000% | $1808301.20        | $1878920.37        | U.S. Treasuries (including strips) |
| TREASURY INFLATION BOND          | 2029-01-15      | 2.5000%  | 0.0000% | $207495.73         | $325721.29         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2039-05-15      | 4.2500%  | 0.0000% | $2796801.23        | $2726840.65        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2040-11-15      | 4.2500%  | 0.0000% | $45649.06          | $43811.71          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2041-11-15      | 3.1250%  | 0.0000% | $48.25             | $39.58             | U.S. Treasuries (including strips) |
| TREASURY INFLATION BOND          | 2042-02-15      | 0.7500%  | 0.0000% | $2083498.45        | $2297389.92        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2042-05-15      | 3.0000%  | 0.0000% | $1967638.62        | $1571220.44        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2043-02-15      | 3.1250%  | 0.0000% | $321763.15         | $261265.25         | U.S. Treasuries (including strips) |
| TREASURY INFLATION BOND          | 2043-02-15      | 0.6250%  | 0.0000% | $15246159.28       | $15800791.63       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2043-08-15      | 3.6250%  | 0.0000% | $4207723.97        | $3659060.52        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2043-11-15      | 3.7500%  | 0.0000% | $23047709.37       | $20159174.53       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2044-02-15      | 3.6250%  | 0.0000% | $7070441.29        | $6123077.43        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2044-11-15      | 3.0000%  | 0.0000% | $4359388.88        | $3359427.90        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2045-02-15      | 2.5000%  | 0.0000% | $5062944.18        | $3595860.94        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2045-05-15      | 3.0000%  | 0.0000% | $48.25             | $36.99             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2046-05-15      | 2.5000%  | 0.0000% | $124400.93         | $85881.80          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2046-08-15      | 2.2500%  | 0.0000% | $167782.02         | $110832.75         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2046-11-15      | 2.8750%  | 0.0000% | $530561.77         | $390863.13         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2047-11-15      | 2.7500%  | 0.0000% | $1207769.94        | $859039.05         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2048-05-15      | 3.1250%  | 0.0000% | $7359246.40        | $5589423.07        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2048-08-15      | 3.0000%  | 0.0000% | $710552.25         | $531118.52         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2048-11-15      | 3.3750%  | 0.0000% | $1932364.35        | $1530281.36        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2049-02-15      | 3.0000%  | 0.0000% | $48.25             | $35.94             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2049-05-15      | 2.8750%  | 0.0000% | $7720771.52        | $5545843.70        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2049-08-15      | 2.2500%  | 0.0000% | $4439347.12        | $2808849.88        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2050-08-15      | 1.3750%  | 0.0000% | $48.25             | $23.91             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2040-05-15      | 1.1250%  | 0.0000% | $48.25             | $29.91             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2050-11-15      | 1.6250%  | 0.0000% | $180960890.70      | $95200855.40       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2040-11-15      | 1.3750%  | 0.0000% | $48.25             | $30.68             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2051-08-15      | 2.0000%  | 0.0000% | $6089324.25        | $3538260.09        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2051-11-15      | 1.8750%  | 0.0000% | $96.51             | $53.63             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2052-02-15      | 2.2500%  | 0.0000% | $13120486.11       | $8084448.40        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2042-05-15      | 3.2500%  | 0.0000% | $48.25             | $39.96             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2052-08-15      | 3.0000%  | 0.0000% | $8150142.93        | $5947842.65        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2052-11-15      | 4.0000%  | 0.0000% | $609844.44         | $534146.89         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2053-02-15      | 3.6250%  | 0.0000% | $9409.69           | $7774.46           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2053-05-15      | 3.6250%  | 0.0000% | $3125609.59        | $2552629.87        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2043-05-15      | 3.8750%  | 0.0000% | $55879.08          | $50004.50          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2053-08-15      | 4.1250%  | 0.0000% | $759965.19         | $687582.53         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2043-08-15      | 4.3750%  | 0.0000% | $48.25             | $46.62             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2053-11-15      | 4.7500%  | 0.0000% | $118899.88         | $118027.69         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2043-11-15      | 4.7500%  | 0.0000% | $404616.68         | $405116.18         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2054-02-15      | 4.2500%  | 0.0000% | $7527.75           | $6959.12           | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2044-02-15      | 4.5000%  | 0.0000% | $2254465.28        | $2208996.71        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2054-05-15      | 4.6250%  | 0.0000% | $297201.45         | $289320.63         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2054-08-15      | 4.2500%  | 0.0000% | $1772013.58        | $1640038.34        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2044-08-15      | 4.1250%  | 0.0000% | $918337.52         | $852801.54         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2054-11-15      | 4.5000%  | 0.0000% | $11204480.15       | $10702127.28       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2044-11-15      | 4.6250%  | 0.0000% | $9668818.69        | $9490441.07        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2045-02-15      | 4.7500%  | 0.0000% | $18819.38          | $18993.95          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2055-05-15      | 4.7500%  | 0.0000% | $27252248.53       | $27150011.72       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND               | 2045-05-15      | 5.0000%  | 0.0000% | $1351328.04        | $1392116.52        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-08-15      | 1.5000%  | 0.0000% | $121457.39         | $118851.63         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-08-15      | 2.2500%  | 0.0000% | $87003.44          | $85082.22          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-11-15      | 2.2500%  | 0.0000% | $423001.77         | $409997.64         | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2028-01-15      | 0.5000%  | 0.0000% | $434.29            | $555.01            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2029-05-15      | 2.3750%  | 0.0000% | $3405825.34        | $3247024.48        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-06-30      | 1.8750%  | 0.0000% | $2074.96           | $2031.55           | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2026-07-15      | 0.1250%  | 0.0000% | $958147.75         | $1270492.40        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-11-15      | 2.0000%  | 0.0000% | $20479346.47       | $20014096.68       | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2027-01-15      | 0.3750%  | 0.0000% | $7235665.80        | $9484590.80        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2029-08-15      | 1.6250%  | 0.0000% | $144.76            | $134.03            | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-08-31      | 1.3750%  | 0.0000% | $10085161.30       | $9835456.98        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-11-30      | 1.6250%  | 0.0000% | $60270.27          | $58502.00          | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2030-01-15      | 0.1250%  | 0.0000% | $1282275.39        | $1507433.98        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2030-02-15      | 1.5000%  | 0.0000% | $22655108.14       | $20600650.57       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-02-28      | 1.1250%  | 0.0000% | $547499.21         | $525931.91         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2030-05-15      | 0.6250%  | 0.0000% | $17033.95          | $14645.10          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2025-07-31      | 0.2500%  | 0.0000% | $12070075.14       | $12040598.96       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2025-08-31      | 0.2500%  | 0.0000% | $414653.69         | $412047.51         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2025-11-30      | 0.3750%  | 0.0000% | $4219932.44        | $4152908.85        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-12-31      | 0.6250%  | 0.0000% | $5324919.61        | $4933575.29        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-01-31      | 0.3750%  | 0.0000% | $9650867.90        | $9452020.13        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-01-31      | 0.7500%  | 0.0000% | $43863.63          | $40800.76          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2031-02-15      | 1.1250%  | 0.0000% | $23920494.34       | $20758095.96       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-02-29      | 1.1250%  | 0.0000% | $12063705.51       | $11318212.18       | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2026-04-15      | 0.1250%  | 0.0000% | $854255.11         | $1032861.84        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-05-31      | 0.7500%  | 0.0000% | $96.51             | $93.72             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-06-30      | 0.8750%  | 0.0000% | $4211294.83        | $4082475.53        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2031-08-15      | 1.2500%  | 0.0000% | $2412741.10        | $2071790.87        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-08-31      | 0.7500%  | 0.0000% | $36191068.27       | $34965834.60       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-10-31      | 1.3750%  | 0.0000% | $4439.44           | $4122.42           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2029-01-31      | 1.7500%  | 0.0000% | $28952844.97       | $27235373.23       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2032-02-15      | 1.8750%  | 0.0000% | $938556.29         | $829503.00         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-02-28      | 1.8750%  | 0.0000% | $12197757.40       | $11894497.16       | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2027-04-15      | 0.1250%  | 0.0000% | $4584.21           | $5095.80           | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2029-04-30      | 2.8750%  | 0.0000% | $18540757.25       | $18049383.15       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-04-30      | 2.7500%  | 0.0000% | $44635.71          | $44029.49          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2032-05-15      | 2.8750%  | 0.0000% | $648979.10         | $606843.32         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-05-31      | 2.6250%  | 0.0000% | $513141.78         | $503444.24         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2029-06-30      | 3.2500%  | 0.0000% | $48.25             | $47.32             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-07-31      | 2.7500%  | 0.0000% | $12160.22          | $12056.34          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2029-07-31      | 2.6250%  | 0.0000% | $9590597.62        | $9280668.56        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2029-08-31      | 3.1250%  | 0.0000% | $48.25             | $47.54             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2032-11-15      | 4.1250%  | 0.0000% | $330931.57         | $334330.32         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-02-29      | 4.0000%  | 0.0000% | $988644.79         | $1008617.27        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2030-04-30      | 3.5000%  | 0.0000% | $121698.66         | $120688.40         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2033-05-15      | 3.3750%  | 0.0000% | $13897.39          | $13282.79          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-05-31      | 3.6250%  | 0.0000% | $24127314.51       | $24131110.00       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2030-05-31      | 3.7500%  | 0.0000% | $2309041.49        | $2308145.05        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-07-31      | 4.1250%  | 0.0000% | $1153386.76        | $1186220.84        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2030-08-31      | 4.1250%  | 0.0000% | $48.25             | $49.54             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-09-15      | 4.6250%  | 0.0000% | $1930096.37        | $1971318.77        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-09-30      | 4.6250%  | 0.0000% | $203828.37         | $211694.37         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-10-31      | 4.8750%  | 0.0000% | $3183081.08        | $3321407.73        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2030-10-31      | 4.8750%  | 0.0000% | $59594.71          | $62956.02          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2033-11-15      | 4.5000%  | 0.0000% | $1603942.03        | $1653526.29        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2025-11-30      | 4.8750%  | 0.0000% | $12063560.74       | $12136049.50       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2030-11-30      | 4.3750%  | 0.0000% | $916793.36         | $942495.73         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-11-30      | 4.3750%  | 0.0000% | $15749553.58       | $16123968.76       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2030-12-31      | 3.7500%  | 0.0000% | $5972065.03        | $5934793.37        | U.S. Treasuries (including strips) |
| TREASURY FLOATING RATE NOTE      | 2026-01-31      | 4.4850%  | 0.0000% | $1223018.46        | $1233699.39        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2034-02-15      | 4.0000%  | 0.0000% | $83150103.57       | $83378111.71       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-02-15      | 4.1250%  | 0.0000% | $2413657.94        | $2461540.78        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-03-15      | 4.2500%  | 0.0000% | $2412644.59        | $2459942.89        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2029-03-31      | 4.1250%  | 0.0000% | $3291895.70        | $3367790.85        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-04-15      | 4.5000%  | 0.0000% | $1924788.34        | $1966035.14        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2029-04-30      | 4.6250%  | 0.0000% | $19430334.89       | $20170930.66       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2034-05-15      | 4.3750%  | 0.0000% | $1435629.21        | $1463204.42        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-05-15      | 4.5000%  | 0.0000% | $85748.82          | $87334.66          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2031-05-31      | 4.6250%  | 0.0000% | $56988.94          | $59304.35          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-07-15      | 4.3750%  | 0.0000% | $9384839.06        | $9685812.31        | U.S. Treasuries (including strips) |
| TREASURY FLOATING RATE NOTE      | 2026-07-31      | 4.4220%  | 0.0000% | $943381.77         | $951357.59         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2029-07-31      | 4.0000%  | 0.0000% | $408739043.90      | $418991276.20      | U.S. Treasuries (including strips) |
| TREASURY INFLATION ADJUSTED NOTE | 2034-07-15      | 1.8750%  | 0.0000% | $48.25             | $49.78             | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2034-08-15      | 3.8750%  | 0.0000% | $50229602.37       | $49678682.43       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-08-31      | 3.7500%  | 0.0000% | $8675879.22        | $8763497.49        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2029-08-31      | 3.6250%  | 0.0000% | $16891696.96       | $16997416.40       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-09-30      | 3.5000%  | 0.0000% | $60897.59          | $61110.62          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-10-15      | 3.8750%  | 0.0000% | $24127362.76       | $24394222.20       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-10-31      | 4.1250%  | 0.0000% | $25103364.79       | $25342088.65       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-11-30      | 4.2500%  | 0.0000% | $29387.19          | $29636.41          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2031-11-30      | 4.1250%  | 0.0000% | $7294198.90        | $7380453.88        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2029-11-30      | 4.1250%  | 0.0000% | $1207239.14        | $1227869.83        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-12-15      | 4.0000%  | 0.0000% | $12063705.51       | $12164043.50       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2026-12-31      | 4.2500%  | 0.0000% | $2348079.64        | $2361477.78        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2030-01-31      | 4.2500%  | 0.0000% | $8212729.44        | $8510962.36        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-01-31      | 4.1250%  | 0.0000% | $7091962.94        | $7244387.24        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2032-01-31      | 4.3750%  | 0.0000% | $46956767.32       | $48851071.54       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2035-02-15      | 4.6250%  | 0.0000% | $1688918.77        | $1768417.74        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-02-28      | 4.1250%  | 0.0000% | $9272115.80        | $9444913.47        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-03-31      | 3.8750%  | 0.0000% | $15748878.01       | $15922833.24       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2028-04-15      | 3.7500%  | 0.0000% | $202766.76         | $204492.08         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-04-30      | 3.7500%  | 0.0000% | $15407426.89       | $15497021.59       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2030-04-30      | 3.8750%  | 0.0000% | $4825433.95        | $4870330.92        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2035-05-15      | 4.2500%  | 0.0000% | $20170.52          | $20264.22          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-05-31      | 3.8750%  | 0.0000% | $396316.85         | $398359.56         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2032-05-31      | 4.1250%  | 0.0000% | $27229375.74       | $27507691.22       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE               | 2027-06-30      | 3.7500%  | 0.0000% | $1254142.82        | $1254437.55        | U.S. Treasuries (including strips) |

### Security 122: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 4.390000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXPW2, C.3 - LEI: N/A, C.5 - Other ID: BIV8PXPW2
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 6.5400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY NOTE | 2027-06-30      | 0.5000%  | 0.0000% | $521000000.00      | $488576086.00      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-12-15      | 4.3750%  | 0.0000% | $482537500.00      | $486852848.80      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2034-02-15      | 4.0000%  | 0.0000% | $419369600.00      | $419729053.00      | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2035-02-15      | 4.6250%  | 0.0000% | $129046800.00      | $134842024.40      | U.S. Treasuries (including strips) |

### Security 123: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8PXV88, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV8PXV88
- **C.18 - Value (incl. sponsor support):** $280000000.00
- **C.18.a - Value (excl. sponsor support):** $280000000.00
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-07-07
- **C.12 - Maturity Date (WAL):** 2025-07-07
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2027-10-15      | 3.5000%  | 0.0000% | $2000000.00        | $1062.98           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-02-15      | 2.2395%  | 0.0000% | $100000.00         | $366.68            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-10-15      | 2.1735%  | 0.0000% | $125000000.00      | $469128.02         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2030-10-25      | 4.8697%  | 0.0000% | $6307209.00        | $3484.43           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-04-25      | 4.8197%  | 0.0000% | $250000.00         | $4343.89           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-12-25      | 4.5000%  | 0.0000% | $1500000.00        | $37720.52          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 3.5000%  | 0.0000% | $500000.00         | $345632.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 4.5000%  | 0.0000% | $231367.00         | $215594.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.0000%  | 0.0000% | $10000000.00       | $1018332.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-10-25      | 2.0000%  | 0.0000% | $16978520.00       | $738017.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-06-25      | 2.0000%  | 0.0000% | $5000000.00        | $130493.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 1.7000%  | 0.0000% | $4935000.00        | $2047.28           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-04-25      | 3.5000%  | 0.0000% | $3000000.00        | $357689.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-08-25      | 3.0000%  | 0.0000% | $500000.00         | $40345.71          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-01-25      | 3.0000%  | 0.0000% | $1382271.00        | $1171728.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 3.0000%  | 0.0000% | $1000000.00        | $161375.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-25      | 3.0000%  | 0.0000% | $500000.00         | $296.71            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 2.0000%  | 0.0000% | $1286321.00        | $685563.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-05-25      | 3.0000%  | 0.0000% | $3931196.00        | $3260084.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-11-25      | 2.3500%  | 0.0000% | $155000.00         | $7424.59           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-01-25      | 3.0000%  | 0.0000% | $40000.00          | $31435.39          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 3.0000%  | 0.0000% | $500000.00         | $67036.60          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-09-25      | 3.0645%  | 0.0000% | $100000.00         | $78615.42          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-08-25      | 3.0000%  | 0.0000% | $10000000.00       | $897772.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 3.0000%  | 0.0000% | $559433.00         | $442713.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 3.0000%  | 0.0000% | $5086000.00        | $4553360.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-09-25      | 3.0000%  | 0.0000% | $1375000.00        | $145455.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-10-25      | 3.5000%  | 0.0000% | $300000.00         | $77933.36          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-01-25      | 3.5000%  | 0.0000% | $23000000.00       | $3567680.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-25      | 2.5000%  | 0.0000% | $2729270.00        | $2117978.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 1.0000%  | 0.0000% | $7911.00           | $42.60             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-10-25      | 2.5000%  | 0.0000% | $6216800.00        | $4072106.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-09-25      | 2.5000%  | 0.0000% | $980000.00         | $596060.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.0000%  | 0.0000% | $4700000.00        | $2793624.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-06-25      | 3.0000%  | 0.0000% | $329573.00         | $215915.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.0000%  | 0.0000% | $6000000.00        | $3530286.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.0000%  | 0.0000% | $10000000.00       | $7070931.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 2.0000%  | 0.0000% | $6909753.00        | $4921244.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 4.0000%  | 0.0000% | $6229000.00        | $4511228.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 5.5000%  | 0.0000% | $15000.00          | $13703.62          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 4.7500%  | 0.0000% | $220000.00         | $214585.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 5.4052%  | 0.0000% | $240000.00         | $216693.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 5.0000%  | 0.0000% | $1714424.00        | $1486286.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 5.4052%  | 0.0000% | $1700000.00        | $1559740.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 5.0000%  | 0.0000% | $2482032.00        | $2308130.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.1250%  | 0.0000% | $50000000.00       | $34359023.03       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 5.4552%  | 0.0000% | $700000.00         | $656924.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 5.0000%  | 0.0000% | $6172382.00        | $5842312.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.0000%  | 0.0000% | $3949447.00        | $3692060.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 5.5000%  | 0.0000% | $4104962.00        | $4014646.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 6.0000%  | 0.0000% | $60062321.00       | $59784801.62       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 5.3052%  | 0.0000% | $400000.00         | $385880.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 5.2500%  | 0.0000% | $12077566.00       | $11471032.65       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 5.2052%  | 0.0000% | $298917.00         | $287048.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 5.0000%  | 0.0000% | $4460061.00        | $4141754.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-12-01      | 0.0000%  | 0.0000% | $327496113.00      | $548595.09         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-12-01      | 5.5000%  | 0.0000% | $955757.00         | $983.18            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-11-01      | 4.5000%  | 0.0000% | $700000.00         | $4385.21           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2026-02-15      | 3.5000%  | 0.0000% | $1446.00           | $64.06             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-04-25      | 5.3197%  | 0.0000% | $11600000.00       | $4003.42           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-07-25      | 4.9696%  | 0.0000% | $6355000.00        | $5516.95           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-09-25      | 5.4196%  | 0.0000% | $3005000.00        | $6172.66           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-08-25      | 5.5000%  | 0.0000% | $800000.00         | $18284.84          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | 4.7896%  | 0.0000% | $1210000.00        | $17276.76          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-04-25      | 4.7196%  | 0.0000% | $290000.00         | $6300.76           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-06-25      | 4.8197%  | 0.0000% | $1600000.00        | $20930.80          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-07-25      | 4.8896%  | 0.0000% | $665000.00         | $5730.07           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-25      | 4.8697%  | 0.0000% | $400000.00         | $5119.45           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-02-25      | 5.0697%  | 0.0000% | $177000.00         | $83.87             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-12-25      | 4.5000%  | 0.0000% | $37500000.00       | $320066.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-07-25      | 4.9596%  | 0.0000% | $1000000.00        | $18902.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-11-20      | 3.0000%  | 0.0000% | $17093.00          | $62.93             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-20      | 4.0000%  | 0.0000% | $14871.00          | $85.19             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-05-20      | 2.0000%  | 0.0000% | $13734.00          | $74.68             | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2025-07-29      | 0.0000%  | 0.0000% | $12000.00          | $11960.63          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-14      | 0.0000%  | 0.0000% | $559000.00         | $540033.13         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $200.00            | $122.51            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $96526600.00       | $86880628.04       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-05-15      | 5.0000%  | 0.0000% | $239100.00         | $245226.22         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-10-31      | 4.1250%  | 0.0000% | $14883500.00       | $15102698.77       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-31      | 4.2500%  | 0.0000% | $3043100.00        | $3059989.21        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2036-08-15      | 0.0000%  | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-15      | 0.0000%  | 0.0000% | $6.22              | $5.41              | U.S. Treasuries (including strips)        |

### Security 124: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8PY668, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8PY668
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 3.9300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2035-01-01      | 5.0000%  | 0.0000% | $1235.70           | $24.07             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2036-12-01      | 7.5000%  | 0.0000% | $17151.30          | $407.83            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2037-12-01      | 5.5000%  | 0.0000% | $4517.40           | $209.18            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2035-01-01      | 5.0000%  | 0.0000% | $6366.60           | $245.45            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2031-03-01      | 8.0000%  | 0.0000% | $426.60            | $6.32              | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2034-11-01      | 6.0000%  | 0.0000% | $3438.00           | $47.18             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2031-04-01      | 3.5000%  | 0.0000% | $1084.80           | $30.34             | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2036-07-01      | 6.0000%  | 0.0000% | $30165.30          | $319.64            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2039-03-01      | 7.0000%  | 0.0000% | $1175.70           | $51.47             | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2046-12-01      | 3.0000%  | 0.0000% | $135727.20         | $30496.75          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2047-10-01      | 4.0000%  | 0.0000% | $350524.80         | $53974.16          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2027-04-01      | 3.0000%  | 0.0000% | $389700.00         | $7787.49           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2048-06-01      | 4.0000%  | 0.0000% | $9719028.00        | $3293324.08        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2037-04-01      | 2.5000%  | 0.0000% | $300.00            | $184.72            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2040-04-01      | 6.0000%  | 0.0000% | $9275.40           | $8903.90           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-10-01      | 3.0000%  | 0.0000% | $1473235.20        | $926448.80         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 4.5000%  | 0.0000% | $301.80            | $235.11            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 2.5000%  | 0.0000% | $600.00            | $417.06            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-04-01      | 6.0000%  | 0.0000% | $30000.00          | $24050.48          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-02-01      | 6.0000%  | 0.0000% | $4872403.50        | $3789653.94        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-07-01      | 5.5000%  | 0.0000% | $8810578.80        | $7705295.75        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 4.0000%  | 0.0000% | $300.00            | $250.75            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2049-10-01      | 3.0000%  | 0.0000% | $9461107.50        | $1426834.00        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.0000%  | 0.0000% | $1037.70           | $1002.92           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-11-01      | 2.5000%  | 0.0000% | $1060974.00        | $664777.06         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-12-01      | 2.0000%  | 0.0000% | $300.00            | $163.95            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-07-01      | 3.0000%  | 0.0000% | $101100.00         | $53593.83          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-09-01      | 3.0000%  | 0.0000% | $24000.00          | $13789.78          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $13800.00          | $8940.89           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-08-01      | 4.5000%  | 0.0000% | $3300.00           | $2860.04           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-11-01      | 4.5000%  | 0.0000% | $14714.40          | $13690.61          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-09-01      | 6.5000%  | 0.0000% | $4961376.90        | $4239098.52        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-10-01      | 6.0000%  | 0.0000% | $120000.00         | $103826.71         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-09-01      | 5.5000%  | 0.0000% | $659.10            | $588.57            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-05-01      | 2.0000%  | 0.0000% | $36600.00          | $26481.55          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-12-01      | 2.5000%  | 0.0000% | $421.50            | $298.90            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-09-01      | 7.0000%  | 0.0000% | $4029240.00        | $3344490.41        | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-03-01      | 3.5000%  | 0.0000% | $1320.60           | $288.66            | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-08-01      | 4.0000%  | 0.0000% | $54418200.60       | $8572034.02        | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-11-01      | 4.0000%  | 0.0000% | $14231448.00       | $2312025.67        | Agency Mortgage-Backed Securities   |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-06-01      | 3.5000%  | 0.0000% | $43257900.00       | $7057693.70        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-08-01      | 2.5000%  | 0.0000% | $300.00            | $201.16            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-09-01      | 2.5000%  | 0.0000% | $15900.00          | $10522.68          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2047-05-01      | 3.0000%  | 0.0000% | $300.00            | $231.00            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-07-01      | 4.5000%  | 0.0000% | $39000.00          | $27501.83          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 4.0000%  | 0.0000% | $761405.40         | $639329.69         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 4.5000%  | 0.0000% | $300.00            | $251.30            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 5.0000%  | 0.0000% | $300.00            | $252.75            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-10-01      | 6.0000%  | 0.0000% | $300.00            | $273.64            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 6.5000%  | 0.0000% | $300.00            | $249.85            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-11-01      | 6.5000%  | 0.0000% | $300.00            | $285.07            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-01-01      | 6.5000%  | 0.0000% | $300.00            | $307.80            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2032-09-01      | 5.0000%  | 0.0000% | $69913.50          | $18001.84          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-09-01      | 3.5000%  | 0.0000% | $307.20            | $126.79            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-05-01      | 2.0000%  | 0.0000% | $300.00            | $170.05            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-09-01      | 2.5000%  | 0.0000% | $600.00            | $359.80            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-08-01      | 6.5000%  | 0.0000% | $2683166.40        | $2479916.81        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2032-01-01      | 2.0000%  | 0.0000% | $999.90            | $251.02            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-03-01      | 6.0000%  | 0.0000% | $698775.00         | $617600.72         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-03-01      | 6.0000%  | 0.0000% | $1702646.40        | $1353191.47        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-03-01      | 6.0000%  | 0.0000% | $386604.60         | $366239.18         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 5.5000%  | 0.0000% | $1763968.80        | $1715394.35        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 6.5000%  | 0.0000% | $30000.00          | $31188.14          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-07-01      | 6.0000%  | 0.0000% | $300.00            | $275.41            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2031-12-01      | 6.5000%  | 0.0000% | $10152000.00       | $18782.44          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2054-11-25      | 5.4552%  | 0.0000% | $828855.30         | $724261.74         | Agency Debentures and Agency Strips |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2055-05-25      | 5.8552%  | 0.0000% | $5384700.00        | $5226698.27        | Agency Debentures and Agency Strips |
| FED HOME LOAN ADJUST SINGLE FAMILY REMIC | 2055-05-25      | 5.8552%  | 0.0000% | $28514790.00       | $27903338.89       | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-12-01      | 3.5000%  | 0.0000% | $21330930.00       | $1135668.67        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-03-01      | 3.5000%  | 0.0000% | $32001177.60       | $2653345.16        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-09-01      | 3.5000%  | 0.0000% | $915000.00         | $134017.62         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2037-07-01      | 5.0000%  | 0.0000% | $300.00            | $28.62             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2039-03-01      | 4.0000%  | 0.0000% | $600.00            | $77.81             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-08-01      | 4.5000%  | 0.0000% | $165000.00         | $30518.46          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2031-02-01      | 3.5000%  | 0.0000% | $960000.00         | $75429.32          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-05-01      | 3.5000%  | 0.0000% | $2050863.60        | $295841.32         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-07-01      | 3.5000%  | 0.0000% | $4039982.40        | $330121.19         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-08-01      | 3.5000%  | 0.0000% | $68102450.40       | $7557871.28        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-12-01      | 4.0000%  | 0.0000% | $45876.00          | $5291.26           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-01-01      | 3.0000%  | 0.0000% | $2962368.00        | $562409.81         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2043-01-01      | 3.0000%  | 0.0000% | $87919.20          | $20334.67          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-01-01      | 4.5000%  | 0.0000% | $359095.20         | $57387.95          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-07-01      | 3.5000%  | 0.0000% | $303.00            | $37.76             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-09-01      | 3.5000%  | 0.0000% | $5990832.00        | $1159318.30        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2031-04-01      | 3.0000%  | 0.0000% | $573760.20         | $64107.62          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-10-01      | 3.0000%  | 0.0000% | $186996.00         | $42667.08          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-05-01      | 3.0000%  | 0.0000% | $3900950.40        | $505995.67         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-06-01      | 3.5000%  | 0.0000% | $685966.80         | $52935.36          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-12-01      | 3.0000%  | 0.0000% | $15180864.30       | $4140717.98        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2026-12-01      | 2.5000%  | 0.0000% | $660000.00         | $24467.58          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-01-01      | 3.5000%  | 0.0000% | $607899.00         | $139856.45         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2028-06-01      | 2.5000%  | 0.0000% | $607500.00         | $37057.29          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-05-01      | 3.5000%  | 0.0000% | $346.80            | $58.00             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-09-01      | 4.0000%  | 0.0000% | $419037.30         | $43911.84          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2035-07-01      | 5.0000%  | 0.0000% | $24581090.40       | $256671.17         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 7.0000%  | 0.0000% | $300.00            | $274.32            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 7.0000%  | 0.0000% | $537308.40         | $442930.14         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 5.5000%  | 0.0000% | $19126.80          | $14479.74          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 6.0000%  | 0.0000% | $37728.00          | $31478.73          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-02-01      | 6.5000%  | 0.0000% | $497271.90         | $427922.65         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-07-01      | 6.5000%  | 0.0000% | $300.00            | $311.43            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-05-01      | 5.5000%  | 0.0000% | $360078.30         | $358504.38         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 6.5000%  | 0.0000% | $790672.80         | $817223.05         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 7.0000%  | 0.0000% | $300.00            | $315.57            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 7.0000%  | 0.0000% | $606.00            | $602.18            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 7.0000%  | 0.0000% | $600.00            | $633.98            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-09-01      | 6.0000%  | 0.0000% | $300.00            | $290.37            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-09-01      | 6.0000%  | 0.0000% | $909015.60         | $893183.39         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-07-01      | 6.5000%  | 0.0000% | $300.00            | $310.61            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-09-01      | 6.0000%  | 0.0000% | $96900.00          | $94688.74          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-11-01      | 4.5000%  | 0.0000% | $300.00            | $285.23            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-11-01      | 5.5000%  | 0.0000% | $7403241.60        | $7368637.42        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-12-01      | 5.5000%  | 0.0000% | $26100.00          | $26112.95          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2039-12-01      | 4.5000%  | 0.0000% | $300.00            | $273.51            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-01-01      | 4.5000%  | 0.0000% | $600.00            | $576.06            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-02-01      | 6.0000%  | 0.0000% | $300.00            | $305.09            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-01-01      | 7.5000%  | 0.0000% | $317952.00         | $162630.47         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 6.0000%  | 0.0000% | $922695.60         | $953861.70         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-04-01      | 5.5000%  | 0.0000% | $1021202.40        | $1035278.68        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-04-01      | 5.0000%  | 0.0000% | $300.00            | $296.10            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 5.5000%  | 0.0000% | $300.00            | $300.67            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 5.5000%  | 0.0000% | $300.00            | $302.86            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 5.0000%  | 0.0000% | $300.00            | $295.83            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 5.5000%  | 0.0000% | $300.00            | $302.01            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 6.0000%  | 0.0000% | $300.00            | $308.34            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 5.5000%  | 0.0000% | $517751.40         | $523557.23         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 6.5000%  | 0.0000% | $349086.00         | $364911.17         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 6.0000%  | 0.0000% | $300.00            | $307.14            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-01-01      | 3.5000%  | 0.0000% | $300.00            | $48.68             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-02-01      | 4.0000%  | 0.0000% | $906948.30         | $208328.38         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 7.0000%  | 0.0000% | $329940.00         | $344731.90         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2038-10-01      | 3.0000%  | 0.0000% | $5961.30           | $994.57            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.5000%  | 0.0000% | $2809.50           | $1597.45           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-01-01      | 2.0000%  | 0.0000% | $6900.00           | $3610.81           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 2.5000%  | 0.0000% | $350532.00         | $230832.20         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-02-01      | 4.5000%  | 0.0000% | $830826.00         | $792470.63         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.5000%  | 0.0000% | $600.00            | $435.70            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 2.0000%  | 0.0000% | $134732.10         | $96391.93          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 4.5000%  | 0.0000% | $19200.00          | $12333.85          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-12-01      | 6.0000%  | 0.0000% | $300.00            | $220.99            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-11-01      | 5.5000%  | 0.0000% | $52500.00          | $37130.88          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 5.0000%  | 0.0000% | $300.00            | $264.45            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $427522.80         | $415876.97         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 6.0000%  | 0.0000% | $2746020.90        | $2214398.80        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 6.0000%  | 0.0000% | $55500.00          | $44087.69          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 6.5000%  | 0.0000% | $7655.40           | $5513.66           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 5.5000%  | 0.0000% | $25800.00          | $19119.75          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 5.5000%  | 0.0000% | $175787.40         | $147958.90         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-10-01      | 3.5000%  | 0.0000% | $300.00            | $68.46             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-05-01      | 4.0000%  | 0.0000% | $4251852.00        | $921635.40         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-11-01      | 4.0000%  | 0.0000% | $1211203.20        | $275240.05         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-07-01      | 4.5000%  | 0.0000% | $614.40            | $154.14            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-12-01      | 2.5000%  | 0.0000% | $300.00            | $150.06            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.0000%  | 0.0000% | $9169267.20        | $4667761.41        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.0000%  | 0.0000% | $307.20            | $161.91            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-10-01      | 2.0000%  | 0.0000% | $307.20            | $161.44            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-11-01      | 2.0000%  | 0.0000% | $6465753.60        | $3752668.53        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-02-01      | 2.0000%  | 0.0000% | $1224000.00        | $696263.56         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-02-01      | 2.0000%  | 0.0000% | $25500.00          | $14898.30          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-02-01      | 3.0000%  | 0.0000% | $120000.00         | $76917.53          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-03-01      | 2.0000%  | 0.0000% | $461.10            | $267.04            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-04-01      | 2.0000%  | 0.0000% | $2822808.00        | $1621701.17        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-04-01      | 1.5000%  | 0.0000% | $13257811.50       | $7538052.83        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-05-01      | 2.0000%  | 0.0000% | $353.40            | $206.39            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-05-01      | 2.5000%  | 0.0000% | $22437.30          | $13016.63          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-05-01      | 2.5000%  | 0.0000% | $2075259.90        | $926864.36         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-05-01      | 2.5000%  | 0.0000% | $33900.00          | $21965.04          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-07-01      | 2.5000%  | 0.0000% | $81850.50          | $49246.51          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-08-01      | 2.5000%  | 0.0000% | $57900.30          | $35671.03          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 2.5000%  | 0.0000% | $145689.90         | $97546.35          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 2.0000%  | 0.0000% | $7279788.90        | $4613402.22        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-10-01      | 2.5000%  | 0.0000% | $17100.00          | $10812.15          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-10-01      | 2.5000%  | 0.0000% | $562555.80         | $378904.76         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.5000%  | 0.0000% | $42300.00          | $29299.55          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 2.5000%  | 0.0000% | $23033.40          | $16027.29          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 2.0000%  | 0.0000% | $15000.00          | $9931.81           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.0000%  | 0.0000% | $300.00            | $207.12            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.0000%  | 0.0000% | $300.00            | $216.29            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.5000%  | 0.0000% | $300.00            | $211.21            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-08-01      | 4.0000%  | 0.0000% | $1352577.60        | $858329.69         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 4.0000%  | 0.0000% | $149100.00         | $114280.24         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.5000%  | 0.0000% | $37224.60          | $27402.80          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 3.0000%  | 0.0000% | $300.00            | $217.79            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 3.5000%  | 0.0000% | $281448.60         | $225256.53         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 5.0000%  | 0.0000% | $3860763.90        | $2935946.99        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 4.5000%  | 0.0000% | $3420.00           | $2720.47           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 4.5000%  | 0.0000% | $8190.00           | $6702.63           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 5.5000%  | 0.0000% | $1265501.70        | $977674.09         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 5.0000%  | 0.0000% | $11586624.90       | $10166101.22       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 6.5000%  | 0.0000% | $337888.50         | $293545.65         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 4.0000%  | 0.0000% | $300.00            | $248.98            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 5.0000%  | 0.0000% | $300.00            | $255.52            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 6.0000%  | 0.0000% | $1111116.00        | $902291.71         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 4.5000%  | 0.0000% | $70932.90          | $55490.86          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 6.0000%  | 0.0000% | $300.00            | $226.46            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 4.0000%  | 0.0000% | $300.00            | $251.53            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 6.5000%  | 0.0000% | $300.00            | $232.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 5.5000%  | 0.0000% | $900.00            | $738.27            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 5.0000%  | 0.0000% | $300.00            | $261.82            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 6.0000%  | 0.0000% | $16327.50          | $14267.41          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-02-01      | 5.0000%  | 0.0000% | $300.60            | $273.12            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-01-01      | 6.5000%  | 0.0000% | $87361.50          | $73276.94          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-04-01      | 6.0000%  | 0.0000% | $300.00            | $253.20            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-04-01      | 5.5000%  | 0.0000% | $3930822.60        | $3548830.65        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-05-01      | 5.5000%  | 0.0000% | $300.00            | $289.71            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 5.0000%  | 0.0000% | $300.00            | $275.87            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 6.0000%  | 0.0000% | $12330.60          | $11570.55          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 5.5000%  | 0.0000% | $300.00            | $280.62            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.0000%  | 0.0000% | $300.00            | $288.48            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 7.0000%  | 0.0000% | $302.40            | $261.08            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 5.5000%  | 0.0000% | $300.00            | $269.90            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 7.5000%  | 0.0000% | $372205.20         | $280615.83         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 7.0000%  | 0.0000% | $36944.70          | $29187.11          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-11-01      | 5.0000%  | 0.0000% | $14101872.00       | $13350099.25       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-12-01      | 4.5000%  | 0.0000% | $27000.00          | $25272.50          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-07-01      | 2.0000%  | 0.0000% | $300.00            | $231.99            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 6.0000%  | 0.0000% | $1667446.20        | $1546169.07        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 4.0000%  | 0.0000% | $302.40            | $274.37            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-02-01      | 5.5000%  | 0.0000% | $3082272.00        | $3051667.12        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-05-01      | 2.5000%  | 0.0000% | $7388092.50        | $6060244.97        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-07-01      | 6.5000%  | 0.0000% | $3226640.40        | $3195176.72        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 5.0000%  | 0.0000% | $3201499.20        | $3142043.36        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-08-01      | 5.0000%  | 0.0000% | $625500.00         | $170515.70         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-03-01      | 3.0000%  | 0.0000% | $776700.00         | $238104.24         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2048-11-01      | 3.0000%  | 0.0000% | $17820180.00       | $3393217.38        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-05-01      | 2.5000%  | 0.0000% | $2588433.60        | $1215497.97        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-05-01      | 3.0000%  | 0.0000% | $478500.00         | $185311.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-09-01      | 3.0000%  | 0.0000% | $30805.80          | $12450.03          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-05-01      | 2.0000%  | 0.0000% | $300.00            | $191.50            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-05-01      | 2.0000%  | 0.0000% | $853352.70         | $554894.58         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-06-01      | 3.0000%  | 0.0000% | $354600.00         | $192299.24         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-08-01      | 2.5000%  | 0.0000% | $15600.00          | $9350.71           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2035-09-01      | 3.0000%  | 0.0000% | $4642415.40        | $632086.47         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 3.5000%  | 0.0000% | $2092285.80        | $1112382.34        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-11-01      | 2.5000%  | 0.0000% | $2547014.40        | $1610232.46        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-08-01      | 3.0000%  | 0.0000% | $13516569.90       | $8557605.13        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 3.0000%  | 0.0000% | $22500.00          | $15280.79          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-12-01      | 3.0000%  | 0.0000% | $300.00            | $187.74            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-11-01      | 3.0000%  | 0.0000% | $669088.50         | $403988.70         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-01-01      | 3.0000%  | 0.0000% | $49500.00          | $32473.67          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 2.5000%  | 0.0000% | $5156.10           | $3329.12           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 3.0000%  | 0.0000% | $13500.00          | $8959.56           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.0000%  | 0.0000% | $28800.00          | $18862.66          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.5000%  | 0.0000% | $600.00            | $389.36            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.0000%  | 0.0000% | $356.40            | $239.79            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-11-01      | 3.0000%  | 0.0000% | $300.00            | $196.43            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-12-01      | 3.5000%  | 0.0000% | $167478.30         | $109796.59         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.0000%  | 0.0000% | $30000.00          | $19665.66          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.0000%  | 0.0000% | $11400.00          | $8092.75           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.5000%  | 0.0000% | $300.00            | $211.12            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.5000%  | 0.0000% | $300.00            | $213.67            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 2.5000%  | 0.0000% | $24000.00          | $16867.99          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-08-01      | 2.5000%  | 0.0000% | $360000.00         | $238720.00         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $12000.00          | $9506.90           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.0000%  | 0.0000% | $45975.00          | $31497.17          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-02-01      | 4.0000%  | 0.0000% | $28500.00          | $18602.67          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.5000%  | 0.0000% | $10706728.80       | $7003773.70        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 2.5000%  | 0.0000% | $14700.00          | $10024.76          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 4.5000%  | 0.0000% | $3270.00           | $2533.45           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 5.0000%  | 0.0000% | $19800.00          | $14428.03          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 5.0000%  | 0.0000% | $13402.20          | $10848.55          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 5.0000%  | 0.0000% | $937728.00         | $765509.03         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-12-01      | 5.5000%  | 0.0000% | $12600.00          | $9476.63           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 3.5000%  | 0.0000% | $19500.00          | $15249.63          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2037-02-01      | 2.5000%  | 0.0000% | $3000.00           | $2147.55           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 3.0000%  | 0.0000% | $600000.00         | $425373.83         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-01-01      | 5.0000%  | 0.0000% | $10500.00          | $8472.90           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.0000%  | 0.0000% | $300.00            | $270.25            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 4.5000%  | 0.0000% | $307.20            | $246.09            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $2611497.60        | $2153785.20        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 5.0000%  | 0.0000% | $238800.00         | $190676.24         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $352182.90         | $291851.19         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 3.5000%  | 0.0000% | $82262.40          | $61099.26          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 2.0000%  | 0.0000% | $15000.00          | $10477.80          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 3.0000%  | 0.0000% | $18000.00          | $13652.61          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 5.5000%  | 0.0000% | $16272.00          | $13991.69          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 5.5000%  | 0.0000% | $60000.00          | $44524.46          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.0000%  | 0.0000% | $1190553.60        | $1055660.31        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.0000%  | 0.0000% | $873.60            | $734.06            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 3.5000%  | 0.0000% | $300.00            | $240.75            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 5.5000%  | 0.0000% | $13500.00          | $10300.12          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-10-01      | 2.5000%  | 0.0000% | $10800.00          | $7921.40           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 3.0000%  | 0.0000% | $8700.00           | $6685.90           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-12-01      | 3.5000%  | 0.0000% | $217195.20         | $165621.10         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.5000%  | 0.0000% | $15993.00          | $14205.41          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-10-01      | 2.5000%  | 0.0000% | $251886.00         | $183098.24         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.0000%  | 0.0000% | $105000.00         | $79192.32          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 5.5000%  | 0.0000% | $300.00            | $273.60            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 3.5000%  | 0.0000% | $12300.00          | $9942.99           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 5.5000%  | 0.0000% | $1121250.00        | $961650.87         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-08-01      | 5.0000%  | 0.0000% | $300.00            | $264.44            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-06-01      | 3.5000%  | 0.0000% | $18000.00          | $14113.68          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 4.5000%  | 0.0000% | $4621.50           | $3883.89           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-03-01      | 5.5000%  | 0.0000% | $13500.00          | $12156.26          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 3.5000%  | 0.0000% | $600.00            | $488.26            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-12-01      | 3.0000%  | 0.0000% | $300.00            | $236.02            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 3.5000%  | 0.0000% | $13658.40          | $10893.75          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.5000%  | 0.0000% | $10800.00          | $9136.54           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 6.5000%  | 0.0000% | $307.20            | $227.44            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 6.0000%  | 0.0000% | $339307.20         | $309650.22         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 6.5000%  | 0.0000% | $12333300.00       | $10146726.54       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 5.5000%  | 0.0000% | $120000.00         | $113315.31         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 5.0000%  | 0.0000% | $25186.20          | $22496.81          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 3.5000%  | 0.0000% | $600.00            | $487.66            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 2.5000%  | 0.0000% | $300.00            | $232.72            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-02-01      | 6.0000%  | 0.0000% | $7351450.80        | $6571878.88        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-06-01      | 6.0000%  | 0.0000% | $4669497.60        | $4353128.37        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 2.0000%  | 0.0000% | $14400.00          | $10643.53          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 3.5000%  | 0.0000% | $627680.40         | $538534.97         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-05-01      | 4.5000%  | 0.0000% | $909.90            | $817.96            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-04-01      | 2.5000%  | 0.0000% | $17729400.00       | $14094347.11       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 6.5000%  | 0.0000% | $300.30            | $277.43            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-09-01      | 3.5000%  | 0.0000% | $6100637.10        | $5280872.24        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2044-10-01      | 5.5000%  | 0.0000% | $300.00            | $280.53            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-11-01      | 5.5000%  | 0.0000% | $1542015.30        | $1491533.41        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 4.0000%  | 0.0000% | $3633288.00        | $3223009.80        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-03-01      | 5.5000%  | 0.0000% | $17289.60          | $17262.78          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-04-01      | 6.0000%  | 0.0000% | $600.00            | $604.35            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2041-04-01      | 4.5000%  | 0.0000% | $2846929.50        | $11323.29          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-06-01      | 4.0000%  | 0.0000% | $459000.00         | $39189.01          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-08-01      | 3.5000%  | 0.0000% | $302.40            | $37.21             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2029-07-01      | 3.5000%  | 0.0000% | $1288306.80        | $87352.92          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2027-07-01      | 2.5000%  | 0.0000% | $300.00            | $12.49             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2047-07-01      | 3.5000%  | 0.0000% | $19353160.80       | $2133276.81        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2033-05-01      | 4.0000%  | 0.0000% | $301.20            | $27.52             | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-07-01      | 2.0000%  | 0.0000% | $300.00            | $183.76            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-07-01      | 2.5000%  | 0.0000% | $4801.20           | $2828.30           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2036-08-01      | 2.5000%  | 0.0000% | $633881.70         | $359738.71         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-09-01      | 3.0000%  | 0.0000% | $21552.90          | $11715.67          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2034-09-01      | 3.0000%  | 0.0000% | $523500.00         | $61246.90          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-09-01      | 3.5000%  | 0.0000% | $70200.00          | $8167.89           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-12-01      | 3.0000%  | 0.0000% | $2213726.40        | $871397.99         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2050-01-01      | 3.5000%  | 0.0000% | $2606265.60        | $997273.98         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2051-04-01      | 2.0000%  | 0.0000% | $2271894.90        | $1326289.63        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-03-01      | 3.0000%  | 0.0000% | $150000.00         | $101046.87         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 2.0000%  | 0.0000% | $137984.70         | $91917.91          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-05-01      | 3.5000%  | 0.0000% | $22200.00          | $16124.42          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 3.5000%  | 0.0000% | $2400.00           | $1817.35           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2037-06-01      | 2.5000%  | 0.0000% | $300.00            | $199.49            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-10-01      | 4.5000%  | 0.0000% | $2700.00           | $2113.10           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-02-01      | 5.0000%  | 0.0000% | $1013354.70        | $826640.37         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $3541077.60        | $2850439.23        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.0000%  | 0.0000% | $9000.00           | $7662.15           | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 6.0000%  | 0.0000% | $1733419.20        | $1307040.29        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-07-01      | 6.0000%  | 0.0000% | $539894.70         | $431607.54         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 5.5000%  | 0.0000% | $13562262.60       | $11531901.23       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 6.0000%  | 0.0000% | $12900.00          | $10230.12          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 5.0000%  | 0.0000% | $11100.00          | $10150.34          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-12-01      | 4.0000%  | 0.0000% | $300.00            | $254.14            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-01-01      | 5.0000%  | 0.0000% | $600.00            | $547.67            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-08-01      | 6.5000%  | 0.0000% | $8943817.20        | $7517363.72        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-03-01      | 6.0000%  | 0.0000% | $87023.40          | $85243.04          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-06-01      | 5.5000%  | 0.0000% | $308693.10         | $311439.15         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-04-01      | 5.5000%  | 0.0000% | $126834.00         | $7505.63           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 5.5000%  | 0.0000% | $30000.00          | $29990.29          | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.5000%  | 0.0000% | $7352458.20        | $7075400.35        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 5.5000%  | 0.0000% | $300.00            | $301.44            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 5.5000%  | 0.0000% | $1709860.80        | $1684009.92        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-03-01      | 5.5000%  | 0.0000% | $535154.10         | $537582.64         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 5.5000%  | 0.0000% | $119861.40         | $120722.22         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 6.0000%  | 0.0000% | $300.60            | $309.17            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.0000%  | 0.0000% | $951693.90         | $975959.85         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 6.0000%  | 0.0000% | $1423732.80        | $1462634.15        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 5.5000%  | 0.0000% | $788931.90         | $799252.69         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 5.5000%  | 0.0000% | $1490884.50        | $1500382.45        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.0000%  | 0.0000% | $300.00            | $309.86            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.0000%  | 0.0000% | $487951.20         | $496896.47         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 5.5000%  | 0.0000% | $306.60            | $308.18            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 5.0000%  | 0.0000% | $300.00            | $287.90            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 5.5000%  | 0.0000% | $17851373.40       | $17293879.02       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 5.5000%  | 0.0000% | $300.00            | $298.95            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-02-01      | 6.0000%  | 0.0000% | $881.40            | $899.13            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-07-25      | 2.5000%  | 0.0000% | $389.10            | $320.87            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-12-01      | 7.0000%  | 0.0000% | $3845475.00        | $3526203.54        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-02-01      | 6.0000%  | 0.0000% | $369081.90         | $307641.39         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-03-01      | 5.5000%  | 0.0000% | $600.00            | $546.60            | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-03-01      | 6.0000%  | 0.0000% | $595.20            | $564.79            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2044-09-20      | 4.0000%  | 0.0000% | $64360176.30       | $4342386.29        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2045-12-20      | 3.5000%  | 0.0000% | $609.00            | $64.30             | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2046-10-20      | 3.0000%  | 0.0000% | $60009.60          | $8170.23           | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-02-20      | 3.0000%  | 0.0000% | $607.20            | $94.72             | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2047-07-20      | 4.0000%  | 0.0000% | $300.00            | $29.80             | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2049-12-20      | 3.0000%  | 0.0000% | $193201.80         | $33942.84          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2050-04-20      | 3.5000%  | 0.0000% | $5613955.20        | $1146669.75        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-04-20      | 3.5000%  | 0.0000% | $51591164.40       | $36749422.11       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-04-20      | 4.0000%  | 0.0000% | $14435597.70       | $10376877.86       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-05-20      | 2.5000%  | 0.0000% | $34857312.00       | $22838838.71       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-06-20      | 4.0000%  | 0.0000% | $13824957.30       | $10240772.14       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-03-20      | 2.0000%  | 0.0000% | $1652411.70        | $859611.90         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-09-20      | 3.5000%  | 0.0000% | $300.00            | $181.13            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-01-20      | 3.0000%  | 0.0000% | $26107.50          | $16871.90          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-06-20      | 4.5000%  | 0.0000% | $7050883.50        | $5372580.35        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-09-20      | 4.5000%  | 0.0000% | $9089069.40        | $7082897.44        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 5.5000%  | 0.0000% | $14314243.80       | $10483374.10       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-10-20      | 5.0000%  | 0.0000% | $83166.00          | $64880.62          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-11-20      | 4.5000%  | 0.0000% | $277095.00         | $220632.66         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2052-12-20      | 4.0000%  | 0.0000% | $300.00            | $241.72            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-01-20      | 5.0000%  | 0.0000% | $6784710.60        | $5361771.47        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-01-20      | 6.0000%  | 0.0000% | $1835201.70        | $1125480.07        | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-04-20      | 5.5000%  | 0.0000% | $19967162.40       | $15423686.05       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-08-20      | 6.5000%  | 0.0000% | $17357414.40       | $12748858.80       | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-04-20      | 4.5000%  | 0.0000% | $20430.00          | $17717.57          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2051-03-20      | 2.5000%  | 0.0000% | $300.00            | $213.36            | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2058-05-15      | 4.7600%  | 0.0000% | $334215.30         | $325984.67         | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2058-04-15      | 5.0000%  | 0.0000% | $1786881.00        | $1754831.55        | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2058-01-15      | 5.7000%  | 0.0000% | $317370.00         | $327636.38         | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-04-15      | 5.7900%  | 0.0000% | $2470167.00        | $2591544.11        | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-01-15      | 6.2000%  | 0.0000% | $300.30            | $324.51            | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 5.3900%  | 0.0000% | $1106931.60        | $1135980.74        | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-06-15      | 5.3900%  | 0.0000% | $1742190.00        | $1787910.20        | Agency Mortgage-Backed Securities   |
| GNMA I PROJECT NOTE                      | 2060-03-15      | 5.7500%  | 0.0000% | $47286.30          | $49757.64          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-12-20      | 5.5000%  | 0.0000% | $300.00            | $279.15            | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $60660.00          | $62325.53          | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2054-09-20      | 6.0000%  | 0.0000% | $446397.60         | $439214.91         | Agency Mortgage-Backed Securities   |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.5000%  | 0.0000% | $935.10            | $963.89            | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-09-20      | 5.3018%  | 0.0000% | $6000000.00        | $4133653.41        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2051-05-20      | 3.5000%  | 0.0000% | $4673265.00        | $2744896.14        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2051-10-20      | 3.5000%  | 0.0000% | $15000000.00       | $9999030.32        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-02-20      | 3.0000%  | 0.0000% | $58258636.80       | $37000607.56       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2051-12-20      | 2.5000%  | 0.0000% | $20965936.50       | $12771500.85       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-01-20      | 3.5000%  | 0.0000% | $15000000.00       | $10312776.87       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-01-20      | 2.5000%  | 0.0000% | $83706.00          | $52715.37          | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-02-20      | 3.0000%  | 0.0000% | $39956400.00       | $25638804.14       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-03-20      | 3.5000%  | 0.0000% | $35648100.00       | $23794503.69       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-02-20      | 3.5000%  | 0.0000% | $14999270.10       | $7644897.00        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-03-20      | 3.5000%  | 0.0000% | $20070994.80       | $13438287.60       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2052-04-20      | 4.0000%  | 0.0000% | $41590854.60       | $28810062.00       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-02-20      | 5.3018%  | 0.0000% | $14999400.00       | $8814455.20        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-03-20      | 5.2019%  | 0.0000% | $15000000.00       | $8989900.94        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-04-20      | 5.2019%  | 0.0000% | $98480152.80       | $60374538.98       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-08-20      | 5.5518%  | 0.0000% | $2999397.00        | $1637991.32        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-09-20      | 5.5019%  | 0.0000% | $6687749.70        | $2701025.10        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-01-20      | 5.3018%  | 0.0000% | $6967830.00        | $4658077.26        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-01-20      | 5.5019%  | 0.0000% | $4374900.00        | $2319688.90        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-02-20      | 5.3018%  | 0.0000% | $14998483.20       | $8215303.97        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-04-20      | 5.5019%  | 0.0000% | $14999400.00       | $10552681.35       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-04-20      | 5.3518%  | 0.0000% | $996375.00         | $697785.34         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-04-20      | 5.4018%  | 0.0000% | $15000000.00       | $10525576.96       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-07-20      | 5.6018%  | 0.0000% | $30000000.00       | $17312750.90       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-07-20      | 5.6018%  | 0.0000% | $30000000.00       | $18049782.35       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-08-20      | 5.3618%  | 0.0000% | $370465.20         | $326181.69         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-10-20      | 5.4519%  | 0.0000% | $21105474.00       | $19979865.76       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-10-20      | 5.5019%  | 0.0000% | $11031209.10       | $8999927.41        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-11-20      | 5.4119%  | 0.0000% | $131340.00         | $103234.50         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-11-20      | 5.4018%  | 0.0000% | $3436272.00        | $2945089.97        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-02-20      | 5.4519%  | 0.0000% | $411.00            | $377.53            | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-02-20      | 5.3719%  | 0.0000% | $1213924.80        | $1125882.43        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-02-20      | 5.4119%  | 0.0000% | $703506.00         | $681312.64         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-04-20      | 5.6018%  | 0.0000% | $695790.00         | $694057.39         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-05-20      | 5.7019%  | 0.0000% | $691020.00         | $691038.88         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-05-20      | 5.7019%  | 0.0000% | $5269069.80        | $5271976.19        | Agency Mortgage-Backed Securities   |
| U.S. TREASURY NONCALLABLE STRIP          | 2046-11-15      | 0.0000%  | 0.0000% | $1710480.00        | $593770.90         | U.S. Treasuries (including strips)  |
| TREASURY INFLATION BOND                  | 2043-02-15      | 0.6250%  | 0.0000% | $622830.00         | $645487.62         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2046-02-15      | 2.5000%  | 0.0000% | $397260.00         | $277889.81         | U.S. Treasuries (including strips)  |
| TREASURY INFLATION BOND                  | 2053-02-15      | 1.5000%  | 0.0000% | $240.00            | $206.12            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-03-31      | 2.2500%  | 0.0000% | $540.00            | $535.70            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-08-31      | 1.3750%  | 0.0000% | $30.00             | $29.26             | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-08-31      | 1.1250%  | 0.0000% | $5100.00           | $4723.86           | U.S. Treasuries (including strips)  |
| TREASURY INFLATION ADJUSTED NOTE         | 2033-07-15      | 1.3750%  | 0.0000% | $300.00            | $309.37            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2031-01-31      | 4.0000%  | 0.0000% | $6369930.00        | $6511715.64        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2034-02-15      | 4.0000%  | 0.0000% | $40238400.00       | $40348738.80       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2031-02-28      | 4.2500%  | 0.0000% | $300.00            | $309.61            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2031-06-30      | 4.2500%  | 0.0000% | $30.00             | $30.51             | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2029-11-30      | 4.1250%  | 0.0000% | $7260.00           | $7384.07           | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-02-15      | 4.2500%  | 0.0000% | $250860.00         | $258100.68         | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-05-31      | 3.8750%  | 0.0000% | $30.00             | $30.15             | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2032-06-30      | 4.0000%  | 0.0000% | $117990.00         | $117851.95         | U.S. Treasuries (including strips)  |

### Security 125: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.410000%
- **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: BIV8PY6T8, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8PY6T8
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 4.3600%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2038-06-15      | 5.5000%  | 0.0000% | $25915848.06       | $47015.32          | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2043-01-15      | 4.0000%  | 0.0000% | $14287506.11       | $237395.59         | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2043-08-15      | 3.5000%  | 0.0000% | $11904761.67       | $283817.29         | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2043-12-15      | 3.5000%  | 0.0000% | $8404776.11        | $129075.93         | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2043-12-15      | 3.5000%  | 0.0000% | $39041420.00       | $890037.72         | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2039-04-15      | 6.5000%  | 0.0000% | $11453373.61       | $228964.82         | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2043-12-15      | 4.5000%  | 0.0000% | $6057072.50        | $124142.07         | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2039-06-15      | 5.5000%  | 0.0000% | $8583333.33        | $176930.92         | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2043-06-15      | 3.0000%  | 0.0000% | $15070263.89       | $196054.50         | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2045-08-15      | 4.0000%  | 0.0000% | $13240618.61       | $364185.03         | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2047-12-15      | 3.5000%  | 0.0000% | $36478436.11       | $1040974.67        | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2047-11-15      | 4.0000%  | 0.0000% | $4076210.00        | $156860.77         | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2050-07-15      | 2.5000%  | 0.0000% | $8911691.67        | $756611.90         | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2048-09-15      | 3.0000%  | 0.0000% | $2894496.39        | $93439.50          | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2052-05-15      | 3.0000%  | 0.0000% | $5325045.28        | $757105.50         | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2052-11-15      | 4.5000%  | 0.0000% | $20833333.33       | $3969998.95        | Agency Debentures and Agency Strips |
| GOLD STRIPS PRINCIPAL/INTEREST/RECOMB.   | 2037-11-15      | 4.0000%  | 0.0000% | $2446568.33        | $224019.05         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-09-01      | 6.0000%  | 0.0000% | $56555555.56       | $54305703.02       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 3.0000%  | 0.0000% | $978474.72         | $636858.64         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2043-01-25      | 5.0000%  | 0.0000% | $2741564.44        | $366049.59         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORT STRIPPED MORT-BCK | 2037-10-15      | 4.8145%  | 0.0000% | $3621143.33        | $237544.98         | Agency Debentures and Agency Strips |
| FEDERAL HOME LOAN MORT STRIPPED MORT-BCK | 2038-02-15      | 2.2395%  | 0.0000% | $232294933.90      | $851777.14         | Agency Debentures and Agency Strips |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-07-01      | 6.0000%  | 0.0000% | $8760001.94        | $7685104.19        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-04-01      | 6.0000%  | 0.0000% | $1159046.67        | $1168839.32        | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-05-01      | 6.0000%  | 0.0000% | $3575.28           | $3678.56           | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 5.5000%  | 0.0000% | $390072.22         | $393849.51         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2050-01-25      | 3.0000%  | 0.0000% | $10416666.67       | $1277681.50        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2051-01-25      | 1.5000%  | 0.0000% | $27777777.78       | $2035298.40        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2052-01-25      | 2.5000%  | 0.0000% | $3125000.00        | $373497.00         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-01-25      | 5.5000%  | 0.0000% | $19444444.44       | $3526208.74        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-06-25      | 6.0000%  | 0.0000% | $29500368.06       | $5161740.60        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-04-25      | 3.0000%  | 0.0000% | $14323036.11       | $2196227.31        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-04-25      | 3.5000%  | 0.0000% | $8255414.72        | $1466217.21        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2037-07-25      | 2.0000%  | 0.0000% | $1734825.00        | $101561.06         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2037-04-25      | 1.5000%  | 0.0000% | $3113336.39        | $146954.34         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2042-04-25      | 2.0000%  | 0.0000% | $1974864.72        | $165862.23         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-09-25      | 6.0000%  | 0.0000% | $396414.17         | $53222.41          | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2038-07-25      | 3.5000%  | 0.0000% | $712905.28         | $58820.36          | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2037-08-25      | 2.5000%  | 0.0000% | $609565.83         | $29913.23          | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-09-25      | 6.5000%  | 0.0000% | $4774699.72        | $812885.80         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-09-25      | 7.0000%  | 0.0000% | $395178.61         | $59917.05          | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2037-11-25      | 3.0000%  | 0.0000% | $962903.33         | $48901.74          | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2052-12-25      | 4.0000%  | 0.0000% | $700577.22         | $129855.06         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-06-25      | 4.5000%  | 0.0000% | $1071645.28        | $205021.33         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2038-08-25      | 5.0000%  | 0.0000% | $1378089.17        | $108332.56         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2038-08-25      | 5.5000%  | 0.0000% | $410222.50         | $26160.13          | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2038-08-25      | 4.0000%  | 0.0000% | $1026793.33        | $94913.59          | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-08-25      | 4.5000%  | 0.0000% | $8611111.11        | $1841512.51        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2038-08-25      | 4.5000%  | 0.0000% | $1480540.00        | $130703.10         | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-09-25      | 6.0000%  | 0.0000% | $13840219.44       | $2603533.11        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2053-11-25      | 6.0000%  | 0.0000% | $12805555.56       | $2437643.61        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2054-02-25      | 5.5000%  | 0.0000% | $6944444.44        | $1480525.82        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2054-05-25      | 5.5000%  | 0.0000% | $46494590.56       | $10266877.30       | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2054-05-25      | 6.0000%  | 0.0000% | $16774032.78       | $3371968.34        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY STRIP  | 2054-04-25      | 4.5000%  | 0.0000% | $13480067.22       | $2765899.82        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-06-01      | 6.0000%  | 0.0000% | $8339328.06        | $8511562.98        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2053-08-20      | 5.6018%  | 0.0000% | $22377301.39       | $15193151.04       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-06-20      | 5.4519%  | 0.0000% | $915.56            | $885.19            | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-07-20      | 5.8018%  | 0.0000% | $19444444.44       | $18917081.61       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-05-20      | 5.7019%  | 0.0000% | $37037036.94       | $37120160.01       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2055-05-20      | 5.6719%  | 0.0000% | $16716190.83       | $16738177.90       | Agency Mortgage-Backed Securities   |
| U.S. TREASURY BILL                       | 2025-07-10      | 0.0000%  | 0.0000% | $661555.56         | $660868.20         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-08-07      | 0.0000%  | 0.0000% | $27.78             | $27.66             | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-09-04      | 0.0000%  | 0.0000% | $3291111.11        | $3265782.72        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-10-02      | 0.0000%  | 0.0000% | $840361.11         | $831205.38         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-12-26      | 0.0000%  | 0.0000% | $27.78             | $27.21             | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2026-01-22      | 0.0000%  | 0.0000% | $37500.00          | $36647.48          | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-07-24      | 0.0000%  | 0.0000% | $295138.89         | $294355.00         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-07-31      | 0.0000%  | 0.0000% | $2724000.00        | $2714607.65        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2026-02-19      | 0.0000%  | 0.0000% | $344861.11         | $336139.92         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-08-14      | 0.0000%  | 0.0000% | $27.78             | $27.63             | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-08-21      | 0.0000%  | 0.0000% | $4166666.67        | $4141308.33        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-09-11      | 0.0000%  | 0.0000% | $5042222.22        | $4999590.23        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-09-18      | 0.0000%  | 0.0000% | $307944.44         | $305098.73         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-07-22      | 0.0000%  | 0.0000% | $698444.44         | $696762.59         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-07-29      | 0.0000%  | 0.0000% | $27.78             | $27.69             | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-10-23      | 0.0000%  | 0.0000% | $230055.56         | $227008.70         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-08-05      | 0.0000%  | 0.0000% | $2341194.44        | $2331497.22        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-08-19      | 0.0000%  | 0.0000% | $27.78             | $27.61             | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-08-26      | 0.0000%  | 0.0000% | $3854305.56        | $3828358.37        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-11-13      | 0.0000%  | 0.0000% | $181333.33         | $178518.13         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-11-20      | 0.0000%  | 0.0000% | $36750.00          | $36151.53          | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-12-04      | 0.0000%  | 0.0000% | $229944.44         | $225851.66         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-09-16      | 0.0000%  | 0.0000% | $6898333.33        | $6835696.47        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2026-06-11      | 0.0000%  | 0.0000% | $6148916.67        | $5923749.49        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-12-11      | 0.0000%  | 0.0000% | $4166666.67        | $4089154.17        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2025-10-14      | 0.0000%  | 0.0000% | $800000.00         | $790217.60         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2040-08-15      | 1.1250%  | 0.0000% | $23863527.78       | $14701828.88       | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2050-11-15      | 1.6250%  | 0.0000% | $58577805.56       | $30816919.48       | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2051-05-15      | 2.3750%  | 0.0000% | $56146027.78       | $35590559.95       | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2052-08-15      | 3.0000%  | 0.0000% | $22947333.33       | $16746593.15       | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2053-02-15      | 3.6250%  | 0.0000% | $1743111.11        | $1440190.90        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2055-02-15      | 4.6250%  | 0.0000% | $93320527.78       | $92116219.65       | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2055-05-15      | 4.7500%  | 0.0000% | $1111138.89        | $1106970.45        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-02-15      | 2.7500%  | 0.0000% | $2500.00           | $2464.32           | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2025-12-31      | 2.6250%  | 0.0000% | $174694.44         | $173314.53         | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-07-31      | 0.6250%  | 0.0000% | $53285805.56       | $51533916.35       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2031-08-15      | 1.2500%  | 0.0000% | $34722250.00       | $29815565.59       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-09-30      | 4.1250%  | 0.0000% | $13823250.00       | $14083654.43       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2030-12-31      | 3.7500%  | 0.0000% | $32746222.22       | $32541853.05       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-02-15      | 4.1250%  | 0.0000% | $11238583.33       | $11461537.57       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-04-30      | 4.8750%  | 0.0000% | $34741111.11       | $35237660.32       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2034-05-15      | 4.3750%  | 0.0000% | $52015000.00       | $53014091.12       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-07-15      | 4.3750%  | 0.0000% | $129215527.80      | $133359489.80      | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2034-11-15      | 4.2500%  | 0.0000% | $43615388.89       | $43905932.80       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2029-12-31      | 4.3750%  | 0.0000% | $60931972.22       | $62379472.15       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-12-31      | 4.2500%  | 0.0000% | $42867777.78       | $43112381.32       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2032-02-29      | 4.1250%  | 0.0000% | $16416.67          | $16764.79          | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2032-04-30      | 4.0000%  | 0.0000% | $59071666.67       | $59433978.89       | U.S. Treasuries (including strips)  |

### Security 126: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets Inc. 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8PZ7X5, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8PZ7X5
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8700%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY NOTE | 2027-05-31      | 3.8750%  | 0.0000% | $202967700.00      | $204000040.40      | U.S. Treasuries (including strips) |

## N-MFP: Signatures

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

**Date:** 2025-07-08

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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