# EDGAR Filing Document

**Accession Number:** 0001227155
**File Stem:** 0001145549-25-050861
**Filing Date:** 2025-8
**Character Count:** 2099877
**Document Hash:** 3c05565437188c97f0b37bcbfebdd771
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-050861.hdr.sgml**: 20250807

**ACCESSION NUMBER**: 0001145549-25-050861

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250807

**DATE AS OF CHANGE**: 20250807

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MORGAN STANLEY INSTITUTIONAL LIQUIDITY FUNDS
- **CENTRAL INDEX KEY:** 0001227155

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21339
- **FILM NUMBER:** 251193400

**BUSINESS ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036
- **BUSINESS PHONE:** 800-548-7786

**MAIL ADDRESS:**
- **STREET 1:** 1585 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036

## Series and Classes Contracts Data

### Government Portfolio (Series ID: S000004148)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000011654 | Administrative Class       | MGOXX           |
| C000011655 | Advisory Class             | MAYXX           |
| C000011656 | Institutional Class        | MVRXX           |
| C000011657 | Investor Class             | MVVXX           |
| C000011658 | Participant Class          | MPCXX           |
| C000011659 | Institutional Select Class | MGSXX           |
| C000017907 | Cash Management Class      | MSGXX           |
| C000167931 | Select Class               | MSDXX           |
| C000227505 | CastleOak Share Class      | COSXX           |
| C000234745 | Impact Class               | IMPXX           |
| C000248673 | Impact Partner Class       | IPGXX           |
| C000248991 | Advisor Class              | MALXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001227155

### General Information

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

**Registrant Full Name:** Morgan Stanley Institutional Liquidity Funds

**CIK Number of Registrant:** 0001227155

**LEI of Registrant:** 5493000A332Y142SOW84

**Name of Series:** Government Portfolio

**LEI of Series:** 549300BI6Y5SI6BYPB26

**EDGAR Series Identifier:** S000004148

**Total number of share classes in the series:** 12

**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            | Morgan Stanley Investment Management, Inc.                       | 801-15757         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA                  |  |
| Administrator                 | Morgan Stanley Investment Management, Inc.                       |  |
| Transfer Agent                | SS&C Global Investor & Distribution Solutions<br>CIK: 0000027048 | 084-00448         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-104972

- **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:** 42 days

- **WAL:** 109 days

- **Total Value of Portfolio Securities:** $161299186157.30

- **Amortized Cost of Portfolio Securities:** $161295592468.32

- **Cash:** $9536984890.17

- **Total Other Assets:** $2137891278.89

- **Total Liabilities:** $2088869306.99

- **Net Assets of Series:** $170881599330.39

- **Number of Shares Outstanding (Series):** 170916263224.6440

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $106663210208.31          | $144601294735.51           | 61.6500%                  | 83.5800%                   |
| 2025-07-02 | $102878877594.70          | $141467338209.35           | 60.5100%                  | 83.2000%                   |
| 2025-07-03 | $95216754051.76           | $135698217194.85           | 58.1100%                  | 82.8100%                   |
| 2025-07-07 | $105234136844.30          | $144717218880.12           | 61.5300%                  | 84.6100%                   |
| 2025-07-08 | $101375003125.39          | $142614259044.05           | 60.0300%                  | 84.4400%                   |
| 2025-07-09 | $104286547175.98          | $144862450276.75           | 60.9400%                  | 84.6500%                   |
| 2025-07-10 | $101606504593.40          | $143733406964.74           | 59.4300%                  | 84.0700%                   |
| 2025-07-11 | $99622168338.03           | $142399486594.47           | 58.7200%                  | 83.9300%                   |
| 2025-07-14 | $100128751141.23          | $141074811598.40           | 59.5900%                  | 83.9500%                   |
| 2025-07-15 | $95729207092.09           | $137874766273.34           | 57.9900%                  | 83.5300%                   |
| 2025-07-16 | $97177001373.89           | $137324048566.57           | 59.0600%                  | 83.4600%                   |
| 2025-07-17 | $96947217198.78           | $138887449996.42           | 58.4300%                  | 83.7100%                   |
| 2025-07-18 | $95649702096.09           | $137939800323.76           | 58.0400%                  | 83.7000%                   |
| 2025-07-21 | $98984413000.25           | $140725208679.58           | 59.0000%                  | 83.8700%                   |
| 2025-07-22 | $98008605262.34           | $141499821125.44           | 57.8000%                  | 83.4400%                   |
| 2025-07-23 | $102734311778.50          | $142975840540.59           | 60.0600%                  | 83.5900%                   |
| 2025-07-24 | $98255883088.31           | $141701836195.08           | 57.8500%                  | 83.4200%                   |
| 2025-07-25 | $96943377795.99           | $141140196864.81           | 56.9300%                  | 82.8800%                   |
| 2025-07-28 | $101705129107.40          | $144402517652.18           | 58.6200%                  | 83.2300%                   |
| 2025-07-29 | $99784949449.66           | $144727928747.07           | 57.5600%                  | 83.4900%                   |
| 2025-07-30 | $106657122848.20          | $144266061741.34           | 61.6900%                  | 83.4400%                   |
| 2025-07-31 | $101497152521.57          | $144205372672.44           | 58.6800%                  | 83.3700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 4.3900%             |
| 2025-07-02 | 4.4000%             |
| 2025-07-03 | 4.3900%             |
| 2025-07-07 | 4.3900%             |
| 2025-07-08 | 4.3800%             |
| 2025-07-09 | 4.3700%             |
| 2025-07-10 | 4.3700%             |
| 2025-07-11 | 4.3500%             |
| 2025-07-14 | 4.3500%             |
| 2025-07-15 | 4.3500%             |
| 2025-07-16 | 4.3500%             |
| 2025-07-17 | 4.3500%             |
| 2025-07-18 | 4.3600%             |
| 2025-07-21 | 4.3600%             |
| 2025-07-22 | 4.3600%             |
| 2025-07-23 | 4.3500%             |
| 2025-07-24 | 4.3500%             |
| 2025-07-25 | 4.3500%             |
| 2025-07-28 | 4.3500%             |
| 2025-07-29 | 4.3600%             |
| 2025-07-30 | 4.3600%             |
| 2025-07-31 | 4.3700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 0.9999                      |
|  |  |
| 2025-07-02 | 0.9999                      |
|  |  |
| 2025-07-03 | 0.9998                      |
|  |  |
| 2025-07-07 | 0.9998                      |
|  |  |
| 2025-07-08 | 0.9998                      |
|  |  |
| 2025-07-09 | 0.9998                      |
|  |  |
| 2025-07-10 | 0.9998                      |
|  |  |
| 2025-07-11 | 0.9998                      |
|  |  |
| 2025-07-14 | 0.9998                      |
|  |  |
| 2025-07-15 | 0.9998                      |
|  |  |
| 2025-07-16 | 0.9998                      |
|  |  |
| 2025-07-17 | 0.9998                      |
|  |  |
| 2025-07-18 | 0.9998                      |
|  |  |
| 2025-07-21 | 0.9998                      |
|  |  |
| 2025-07-22 | 0.9998                      |
|  |  |
| 2025-07-23 | 0.9998                      |
|  |  |
| 2025-07-24 | 0.9998                      |
|  |  |
| 2025-07-25 | 0.9998                      |
|  |  |
| 2025-07-28 | 0.9998                      |
|  |  |
| 2025-07-29 | 0.9998                      |
|  |  |
| 2025-07-30 | 0.9998                      |
|  |  |
| 2025-07-31 | 0.9998                      |
|  |  |

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

### Class: Administrative Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $779487030.36

- **Number of Shares Outstanding:** 779576676.6000

- **Expense Reimbursement/Waiver:** 36276.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9999          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 0.9999          |
|  |  |
| 2025-07-07 | 0.9999          |
|  |  |
| 2025-07-08 | 0.9999          |
|  |  |
| 2025-07-09 | 0.9999          |
|  |  |
| 2025-07-10 | 0.9999          |
|  |  |
| 2025-07-11 | 0.9999          |
|  |  |
| 2025-07-14 | 0.9999          |
|  |  |
| 2025-07-15 | 0.9999          |
|  |  |
| 2025-07-16 | 0.9999          |
|  |  |
| 2025-07-17 | 0.9999          |
|  |  |
| 2025-07-18 | 0.9999          |
|  |  |
| 2025-07-21 | 0.9999          |
|  |  |
| 2025-07-22 | 0.9999          |
|  |  |
| 2025-07-23 | 0.9999          |
|  |  |
| 2025-07-24 | 0.9999          |
|  |  |
| 2025-07-25 | 0.9999          |
|  |  |
| 2025-07-28 | 0.9999          |
|  |  |
| 2025-07-29 | 0.9999          |
|  |  |
| 2025-07-30 | 0.9999          |
|  |  |
| 2025-07-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $43168273.03              | $7259.72                |
| 2025-07-02 | $7162813.61               | $3032382.64             |
| 2025-07-03 | $5553636.37               | $0.00                   |
| 2025-07-07 | $361890.05                | $464354.59              |
| 2025-07-08 | $61041746.82              | $0.00                   |
| 2025-07-09 | $178896.77                | $1081225.74             |
| 2025-07-10 | $29073.82                 | $379210.90              |
| 2025-07-11 | $36506.57                 | $408000.00              |
| 2025-07-14 | $768026.88                | $29602097.84            |
| 2025-07-15 | $0.00                     | $12401917.65            |
| 2025-07-16 | $8654144.63               | $790167.03              |
| 2025-07-17 | $833226.49                | $2458620.36             |
| 2025-07-18 | $3571953.67               | $13266.72               |
| 2025-07-21 | $1862.74                  | $187944.71              |
| 2025-07-22 | $250227.40                | $260600.00              |
| 2025-07-23 | $15722.61                 | $0.00                   |
| 2025-07-24 | $970883.96                | $39600.53               |
| 2025-07-25 | $339431.97                | $77528.47               |
| 2025-07-28 | $985584.28                | $1141777.15             |
| 2025-07-30 | $6440426.88               | $0.00                   |
| 2025-07-31 | $817973.51                | $0.00                   |

**Total Gross Subscriptions (Month):** $141182302.06

**Total Gross Redemptions (Month):** $52345954.05

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.0900%           |
| 2025-07-02 | 4.1000%           |
| 2025-07-03 | 4.0900%           |
| 2025-07-07 | 4.0900%           |
| 2025-07-08 | 4.0800%           |
| 2025-07-09 | 4.0700%           |
| 2025-07-10 | 4.0700%           |
| 2025-07-11 | 4.0500%           |
| 2025-07-14 | 4.0500%           |
| 2025-07-15 | 4.0500%           |
| 2025-07-16 | 4.0500%           |
| 2025-07-17 | 4.0500%           |
| 2025-07-18 | 4.0600%           |
| 2025-07-21 | 4.0600%           |
| 2025-07-22 | 4.0600%           |
| 2025-07-23 | 4.0500%           |
| 2025-07-24 | 4.0500%           |
| 2025-07-25 | 4.0500%           |
| 2025-07-28 | 4.0600%           |
| 2025-07-29 | 4.0600%           |
| 2025-07-30 | 4.0700%           |
| 2025-07-31 | 4.0700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 94.0100%         | 0.0000%              |

### Class: Advisory Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3910799838.02

- **Number of Shares Outstanding:** 3911201403.8500

- **Expense Reimbursement/Waiver:** 180937.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 0.9999          |
|  |  |
| 2025-07-07 | 0.9999          |
|  |  |
| 2025-07-08 | 0.9999          |
|  |  |
| 2025-07-09 | 0.9999          |
|  |  |
| 2025-07-10 | 0.9999          |
|  |  |
| 2025-07-11 | 0.9999          |
|  |  |
| 2025-07-14 | 0.9999          |
|  |  |
| 2025-07-15 | 0.9999          |
|  |  |
| 2025-07-16 | 0.9999          |
|  |  |
| 2025-07-17 | 0.9999          |
|  |  |
| 2025-07-18 | 0.9999          |
|  |  |
| 2025-07-21 | 0.9999          |
|  |  |
| 2025-07-22 | 0.9999          |
|  |  |
| 2025-07-23 | 0.9999          |
|  |  |
| 2025-07-24 | 0.9999          |
|  |  |
| 2025-07-25 | 0.9999          |
|  |  |
| 2025-07-28 | 0.9999          |
|  |  |
| 2025-07-29 | 0.9999          |
|  |  |
| 2025-07-30 | 0.9999          |
|  |  |
| 2025-07-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $83386031.59              | $1363207699.54          |
| 2025-07-02 | $27443231.40              | $5625993.78             |
| 2025-07-03 | $14038504.43              | $55175751.27            |
| 2025-07-07 | $17945918.58              | $13650486.77            |
| 2025-07-08 | $17120556.86              | $40231395.46            |
| 2025-07-09 | $42464803.63              | $9330753.02             |
| 2025-07-10 | $17342894.90              | $22445653.67            |
| 2025-07-11 | $14780458.44              | $51297341.29            |
| 2025-07-14 | $26171261.48              | $15706690.39            |
| 2025-07-15 | $23623904.84              | $14369528.21            |
| 2025-07-16 | $10954945.99              | $19584414.90            |
| 2025-07-17 | $37025432.48              | $3865988.89             |
| 2025-07-18 | $19268176.15              | $37119594.30            |
| 2025-07-21 | $107538562.51             | $76428276.46            |
| 2025-07-22 | $27745157.07              | $2311085.22             |
| 2025-07-23 | $5168626.33               | $105027203.05           |
| 2025-07-24 | $53678269.41              | $8351287.75             |
| 2025-07-25 | $18483473.90              | $29250699.69            |
| 2025-07-28 | $20497751.20              | $4345517.40             |
| 2025-07-29 | $9827130.88               | $14856442.58            |
| 2025-07-30 | $34227180.42              | $34433263.33            |
| 2025-07-31 | $65644355.26              | $18492.66               |

**Total Gross Subscriptions (Month):** $694376627.75

**Total Gross Redemptions (Month):** $1926633559.63

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.9900%           |
| 2025-07-02 | 4.0000%           |
| 2025-07-03 | 3.9900%           |
| 2025-07-07 | 3.9900%           |
| 2025-07-08 | 3.9800%           |
| 2025-07-09 | 3.9700%           |
| 2025-07-10 | 3.9700%           |
| 2025-07-11 | 3.9500%           |
| 2025-07-14 | 3.9500%           |
| 2025-07-15 | 3.9500%           |
| 2025-07-16 | 3.9500%           |
| 2025-07-17 | 3.9500%           |
| 2025-07-18 | 3.9600%           |
| 2025-07-21 | 3.9600%           |
| 2025-07-22 | 3.9600%           |
| 2025-07-23 | 3.9500%           |
| 2025-07-24 | 3.9500%           |
| 2025-07-25 | 3.9500%           |
| 2025-07-28 | 3.9600%           |
| 2025-07-29 | 3.9600%           |
| 2025-07-30 | 3.9700%           |
| 2025-07-31 | 3.9700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 9.6400%          | 0.0000%              |
| Depository institution or other banking institution |  | 25.7600%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.4700%         | 0.0000%              |
| Non-financial corporation                           |  | 37.0200%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $144857664355.86

- **Number of Shares Outstanding:** 144885974317.9350

- **Expense Reimbursement/Waiver:** 6576836.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9999          |
|  |  |
| 2025-07-02 | 0.9999          |
|  |  |
| 2025-07-03 | 0.9998          |
|  |  |
| 2025-07-07 | 0.9998          |
|  |  |
| 2025-07-08 | 0.9998          |
|  |  |
| 2025-07-09 | 0.9998          |
|  |  |
| 2025-07-10 | 0.9998          |
|  |  |
| 2025-07-11 | 0.9998          |
|  |  |
| 2025-07-14 | 0.9998          |
|  |  |
| 2025-07-15 | 0.9998          |
|  |  |
| 2025-07-16 | 0.9998          |
|  |  |
| 2025-07-17 | 0.9998          |
|  |  |
| 2025-07-18 | 0.9998          |
|  |  |
| 2025-07-21 | 0.9998          |
|  |  |
| 2025-07-22 | 0.9999          |
|  |  |
| 2025-07-23 | 0.9998          |
|  |  |
| 2025-07-24 | 0.9998          |
|  |  |
| 2025-07-25 | 0.9998          |
|  |  |
| 2025-07-28 | 0.9998          |
|  |  |
| 2025-07-29 | 0.9998          |
|  |  |
| 2025-07-30 | 0.9998          |
|  |  |
| 2025-07-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $9501109919.06            | $4572279574.46          |
| 2025-07-02 | $2368845188.96            | $7255494826.55          |
| 2025-07-03 | $2201453815.04            | $5046086320.03          |
| 2025-07-07 | $6095307873.53            | $3330401339.29          |
| 2025-07-08 | $2635027608.61            | $3183027766.00          |
| 2025-07-09 | $2875422972.27            | $3592312929.73          |
| 2025-07-10 | $3978901125.91            | $2477543911.43          |
| 2025-07-11 | $2911427258.70            | $3034222752.35          |
| 2025-07-14 | $2946558223.74            | $4133738362.42          |
| 2025-07-15 | $3733042987.07            | $4661325166.37          |
| 2025-07-16 | $2493408705.69            | $3193130738.07          |
| 2025-07-17 | $4249715857.04            | $2770126251.33          |
| 2025-07-18 | $2034356824.14            | $3322565156.99          |
| 2025-07-21 | $3650345240.97            | $1886541087.19          |
| 2025-07-22 | $4506308453.15            | $2318428430.34          |
| 2025-07-23 | $3865199335.82            | $3887299485.69          |
| 2025-07-24 | $3745641685.83            | $4316560246.13          |
| 2025-07-25 | $5182305082.41            | $5130055456.77          |
| 2025-07-28 | $3233372554.65            | $2447913447.16          |
| 2025-07-29 | $3277495554.65            | $3937713602.04          |
| 2025-07-30 | $4255699572.56            | $4067880556.99          |
| 2025-07-31 | $8527546699.85            | $4905193930.75          |

**Total Gross Subscriptions (Month):** $88268492539.65

**Total Gross Redemptions (Month):** $83469841338.08

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

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 26.0800%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.2200%          | 0.0000%              |
| Depository institution or other banking institution |  | 13.3100%         | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $6779800818.62

- **Number of Shares Outstanding:** 6780560786.1100

- **Expense Reimbursement/Waiver:** 316776.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 0.9999          |
|  |  |
| 2025-07-07 | 0.9999          |
|  |  |
| 2025-07-08 | 0.9999          |
|  |  |
| 2025-07-09 | 0.9999          |
|  |  |
| 2025-07-10 | 0.9999          |
|  |  |
| 2025-07-11 | 0.9999          |
|  |  |
| 2025-07-14 | 0.9999          |
|  |  |
| 2025-07-15 | 0.9999          |
|  |  |
| 2025-07-16 | 0.9999          |
|  |  |
| 2025-07-17 | 0.9999          |
|  |  |
| 2025-07-18 | 0.9999          |
|  |  |
| 2025-07-21 | 0.9999          |
|  |  |
| 2025-07-22 | 0.9999          |
|  |  |
| 2025-07-23 | 0.9999          |
|  |  |
| 2025-07-24 | 0.9999          |
|  |  |
| 2025-07-25 | 0.9999          |
|  |  |
| 2025-07-28 | 0.9999          |
|  |  |
| 2025-07-29 | 0.9999          |
|  |  |
| 2025-07-30 | 0.9999          |
|  |  |
| 2025-07-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $6347.38                  | $81532381.91            |
| 2025-07-02 | $157633409.34             | $0.00                   |
| 2025-07-03 | $15000000.00              | $2467619.56             |
| 2025-07-07 | $1563140.56               | $113000000.00           |
| 2025-07-08 | $61772923.41              | $0.00                   |
| 2025-07-09 | $77463725.26              | $0.00                   |
| 2025-07-10 | $19470651.59              | $0.00                   |
| 2025-07-11 | $4849207.11               | $6000000.00             |
| 2025-07-14 | $1354762.17               | $23000000.00            |
| 2025-07-15 | $0.00                     | $80865184.71            |
| 2025-07-16 | $101853324.15             | $0.00                   |
| 2025-07-17 | $236191820.58             | $0.00                   |
| 2025-07-18 | $0.00                     | $72220034.16            |
| 2025-07-21 | $0.00                     | $318542583.28           |
| 2025-07-22 | $3242827.70               | $23000000.00            |
| 2025-07-23 | $319002876.28             | $0.00                   |
| 2025-07-24 | $2000000.00               | $166873203.09           |
| 2025-07-25 | $0.00                     | $37939991.83            |
| 2025-07-28 | $4884799.08               | $97000000.00            |
| 2025-07-29 | $46000000.00              | $35806513.45            |
| 2025-07-30 | $5164244.80               | $68000000.00            |
| 2025-07-31 | $218710189.65             | $0.00                   |

**Total Gross Subscriptions (Month):** $1276164249.06

**Total Gross Redemptions (Month):** $1126247511.99

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.1400%           |
| 2025-07-02 | 4.1500%           |
| 2025-07-03 | 4.1400%           |
| 2025-07-07 | 4.1400%           |
| 2025-07-08 | 4.1300%           |
| 2025-07-09 | 4.1200%           |
| 2025-07-10 | 4.1200%           |
| 2025-07-11 | 4.1000%           |
| 2025-07-14 | 4.1000%           |
| 2025-07-15 | 4.1000%           |
| 2025-07-16 | 4.1000%           |
| 2025-07-17 | 4.1000%           |
| 2025-07-18 | 4.1100%           |
| 2025-07-21 | 4.1100%           |
| 2025-07-22 | 4.1100%           |
| 2025-07-23 | 4.1000%           |
| 2025-07-24 | 4.1000%           |
| 2025-07-25 | 4.1000%           |
| 2025-07-28 | 4.1100%           |
| 2025-07-29 | 4.1100%           |
| 2025-07-30 | 4.1200%           |
| 2025-07-31 | 4.1200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.9500%          | 0.0000%              |
| Depository institution or other banking institution |  | 93.0100%         | 0.0000%              |

### Class: Participant Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3139187116.53

- **Number of Shares Outstanding:** 3139695361.2700

- **Expense Reimbursement/Waiver:** 145941.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9999          |
|  |  |
| 2025-07-02 | 0.9999          |
|  |  |
| 2025-07-03 | 0.9998          |
|  |  |
| 2025-07-07 | 0.9998          |
|  |  |
| 2025-07-08 | 0.9999          |
|  |  |
| 2025-07-09 | 0.9999          |
|  |  |
| 2025-07-10 | 0.9999          |
|  |  |
| 2025-07-11 | 0.9999          |
|  |  |
| 2025-07-14 | 0.9999          |
|  |  |
| 2025-07-15 | 0.9998          |
|  |  |
| 2025-07-16 | 0.9999          |
|  |  |
| 2025-07-17 | 0.9999          |
|  |  |
| 2025-07-18 | 0.9999          |
|  |  |
| 2025-07-21 | 0.9999          |
|  |  |
| 2025-07-22 | 0.9999          |
|  |  |
| 2025-07-23 | 0.9999          |
|  |  |
| 2025-07-24 | 0.9999          |
|  |  |
| 2025-07-25 | 0.9999          |
|  |  |
| 2025-07-28 | 0.9999          |
|  |  |
| 2025-07-29 | 0.9999          |
|  |  |
| 2025-07-30 | 0.9999          |
|  |  |
| 2025-07-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $930.25                   | $95750704.66            |
| 2025-07-02 | $0.00                     | $65434537.77            |
| 2025-07-03 | $64193159.37              | $0.00                   |
| 2025-07-07 | $558.16                   | $7036045.47             |
| 2025-07-08 | $0.00                     | $46342029.97            |
| 2025-07-09 | $14539054.94              | $0.00                   |
| 2025-07-10 | $69212777.10              | $0.00                   |
| 2025-07-11 | $35324858.57              | $0.00                   |
| 2025-07-14 | $3723.46                  | $22056404.33            |
| 2025-07-15 | $0.00                     | $151870937.14           |
| 2025-07-16 | $0.00                     | $82608394.71            |
| 2025-07-17 | $0.00                     | $9260417.49             |
| 2025-07-18 | $13985900.04              | $0.00                   |
| 2025-07-21 | $0.00                     | $57788926.31            |
| 2025-07-22 | $18672834.11              | $0.00                   |
| 2025-07-23 | $8923028.11               | $0.00                   |
| 2025-07-24 | $0.00                     | $6231741.40             |
| 2025-07-25 | $5406856.18               | $0.00                   |
| 2025-07-28 | $22309508.57              | $0.00                   |
| 2025-07-29 | $32234411.91              | $0.00                   |
| 2025-07-30 | $17192344.98              | $0.00                   |
| 2025-07-31 | $83762275.85              | $0.00                   |

**Total Gross Subscriptions (Month):** $385762221.60

**Total Gross Redemptions (Month):** $544380139.25

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.7400%           |
| 2025-07-02 | 3.7500%           |
| 2025-07-03 | 3.7400%           |
| 2025-07-07 | 3.7400%           |
| 2025-07-08 | 3.7300%           |
| 2025-07-09 | 3.7200%           |
| 2025-07-10 | 3.7200%           |
| 2025-07-11 | 3.7000%           |
| 2025-07-14 | 3.7000%           |
| 2025-07-15 | 3.7000%           |
| 2025-07-16 | 3.7000%           |
| 2025-07-17 | 3.7000%           |
| 2025-07-18 | 3.7100%           |
| 2025-07-21 | 3.7100%           |
| 2025-07-22 | 3.7100%           |
| 2025-07-23 | 3.7000%           |
| 2025-07-24 | 3.7000%           |
| 2025-07-25 | 3.7000%           |
| 2025-07-28 | 3.7100%           |
| 2025-07-29 | 3.7100%           |
| 2025-07-30 | 3.7200%           |
| 2025-07-31 | 3.7200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9900%         | 0.0000%              |

### Class: Institutional Select Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $6347486245.47

- **Number of Shares Outstanding:** 6351741362.6800

- **Expense Reimbursement/Waiver:** 298069.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9994          |
|  |  |
| 2025-07-02 | 0.9994          |
|  |  |
| 2025-07-03 | 0.9993          |
|  |  |
| 2025-07-07 | 0.9993          |
|  |  |
| 2025-07-08 | 0.9993          |
|  |  |
| 2025-07-09 | 0.9994          |
|  |  |
| 2025-07-10 | 0.9994          |
|  |  |
| 2025-07-11 | 0.9994          |
|  |  |
| 2025-07-14 | 0.9993          |
|  |  |
| 2025-07-15 | 0.9993          |
|  |  |
| 2025-07-16 | 0.9994          |
|  |  |
| 2025-07-17 | 0.9994          |
|  |  |
| 2025-07-18 | 0.9994          |
|  |  |
| 2025-07-21 | 0.9994          |
|  |  |
| 2025-07-22 | 0.9994          |
|  |  |
| 2025-07-23 | 0.9994          |
|  |  |
| 2025-07-24 | 0.9994          |
|  |  |
| 2025-07-25 | 0.9994          |
|  |  |
| 2025-07-28 | 0.9994          |
|  |  |
| 2025-07-29 | 0.9994          |
|  |  |
| 2025-07-30 | 0.9994          |
|  |  |
| 2025-07-31 | 0.9994          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $119718526.66             | $198160976.87           |
| 2025-07-02 | $295599.84                | $58158670.18            |
| 2025-07-03 | $19004241.48              | $0.00                   |
| 2025-07-07 | $60056661.16              | $0.00                   |
| 2025-07-08 | $36486827.14              | $100000000.00           |
| 2025-07-09 | $655373761.41             | $30281.03               |
| 2025-07-10 | $39182658.50              | $31318507.32            |
| 2025-07-11 | $202274734.95             | $45910426.00            |
| 2025-07-14 | $8995.50                  | $546254594.55           |
| 2025-07-15 | $150494388.08             | $81432999.97            |
| 2025-07-16 | $270683686.93             | $150002643.54           |
| 2025-07-17 | $487927.21                | $16457840.30            |
| 2025-07-18 | $83151651.11              | $0.00                   |
| 2025-07-21 | $32801822.42              | $0.00                   |
| 2025-07-22 | $1492480.49               | $12553617.82            |
| 2025-07-23 | $112853852.81             | $2619.31                |
| 2025-07-24 | $1168529.36               | $49942740.73            |
| 2025-07-25 | $20152829.63              | $107000000.00           |
| 2025-07-28 | $37298714.55              | $901483.84              |
| 2025-07-29 | $53662185.99              | $73287177.27            |
| 2025-07-30 | $28459.65                 | $80727960.52            |
| 2025-07-31 | $75997968.37              | $110083892.59           |

**Total Gross Subscriptions (Month):** $1972676503.24

**Total Gross Redemptions (Month):** $1662226431.84

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.1900%           |
| 2025-07-02 | 4.2000%           |
| 2025-07-03 | 4.1900%           |
| 2025-07-07 | 4.1800%           |
| 2025-07-08 | 4.1800%           |
| 2025-07-09 | 4.1700%           |
| 2025-07-10 | 4.1600%           |
| 2025-07-11 | 4.1500%           |
| 2025-07-14 | 4.1500%           |
| 2025-07-15 | 4.1500%           |
| 2025-07-16 | 4.1500%           |
| 2025-07-17 | 4.1500%           |
| 2025-07-18 | 4.1600%           |
| 2025-07-21 | 4.1600%           |
| 2025-07-22 | 4.1500%           |
| 2025-07-23 | 4.1500%           |
| 2025-07-24 | 4.1500%           |
| 2025-07-25 | 4.1500%           |
| 2025-07-28 | 4.1500%           |
| 2025-07-29 | 4.1600%           |
| 2025-07-30 | 4.1600%           |
| 2025-07-31 | 4.1700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 95.6500%         | 0.0000%              |

### Class: Cash Management Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $201029.09

- **Number of Shares Outstanding:** 201025.9300

- **Expense Reimbursement/Waiver:** 10.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0001          |
|  |  |
| 2025-07-02 | 1.0001          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0001          |
|  |  |
| 2025-07-10 | 1.0001          |
|  |  |
| 2025-07-11 | 1.0001          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0001          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0001          |
|  |  |
| 2025-07-21 | 1.0001          |
|  |  |
| 2025-07-22 | 1.0001          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0001          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $667.51                   | $0.00                   |

**Total Gross Subscriptions (Month):** $667.51

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.0900%           |
| 2025-07-02 | 4.1000%           |
| 2025-07-03 | 4.0900%           |
| 2025-07-07 | 4.0900%           |
| 2025-07-08 | 4.0800%           |
| 2025-07-09 | 4.0700%           |
| 2025-07-10 | 4.0700%           |
| 2025-07-11 | 4.0500%           |
| 2025-07-14 | 4.0500%           |
| 2025-07-15 | 4.0500%           |
| 2025-07-16 | 4.0500%           |
| 2025-07-17 | 4.0600%           |
| 2025-07-18 | 4.0600%           |
| 2025-07-21 | 4.0600%           |
| 2025-07-22 | 4.0600%           |
| 2025-07-23 | 4.0500%           |
| 2025-07-24 | 4.0500%           |
| 2025-07-25 | 4.0500%           |
| 2025-07-28 | 4.0600%           |
| 2025-07-29 | 4.0600%           |
| 2025-07-30 | 4.0700%           |
| 2025-07-31 | 4.0700%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 71.0900%         | 0.0000%              |
| Non-financial corporation |  | 28.9000%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $56528.26

- **Number of Shares Outstanding:** 56541.3700

- **Expense Reimbursement/Waiver:** 3.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9998          |
|  |  |
| 2025-07-02 | 0.9998          |
|  |  |
| 2025-07-03 | 0.9998          |
|  |  |
| 2025-07-07 | 0.9998          |
|  |  |
| 2025-07-08 | 0.9998          |
|  |  |
| 2025-07-09 | 0.9998          |
|  |  |
| 2025-07-10 | 0.9998          |
|  |  |
| 2025-07-11 | 0.9998          |
|  |  |
| 2025-07-14 | 0.9998          |
|  |  |
| 2025-07-15 | 0.9998          |
|  |  |
| 2025-07-16 | 0.9998          |
|  |  |
| 2025-07-17 | 0.9998          |
|  |  |
| 2025-07-18 | 0.9998          |
|  |  |
| 2025-07-21 | 0.9998          |
|  |  |
| 2025-07-22 | 0.9998          |
|  |  |
| 2025-07-23 | 0.9998          |
|  |  |
| 2025-07-24 | 0.9998          |
|  |  |
| 2025-07-25 | 0.9998          |
|  |  |
| 2025-07-28 | 0.9998          |
|  |  |
| 2025-07-29 | 0.9998          |
|  |  |
| 2025-07-30 | 0.9998          |
|  |  |
| 2025-07-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $157.65                   | $0.00                   |

**Total Gross Subscriptions (Month):** $157.65

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.4400%           |
| 2025-07-02 | 3.4500%           |
| 2025-07-03 | 3.4400%           |
| 2025-07-07 | 3.4400%           |
| 2025-07-08 | 3.4300%           |
| 2025-07-09 | 3.4200%           |
| 2025-07-10 | 3.4100%           |
| 2025-07-11 | 3.4000%           |
| 2025-07-14 | 3.4000%           |
| 2025-07-15 | 3.4000%           |
| 2025-07-16 | 3.4000%           |
| 2025-07-17 | 3.4000%           |
| 2025-07-18 | 3.4100%           |
| 2025-07-21 | 3.4100%           |
| 2025-07-22 | 3.4000%           |
| 2025-07-23 | 3.4000%           |
| 2025-07-24 | 3.4000%           |
| 2025-07-25 | 3.4000%           |
| 2025-07-28 | 3.4000%           |
| 2025-07-29 | 3.4100%           |
| 2025-07-30 | 3.4100%           |
| 2025-07-31 | 3.4200%           |

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

### Class: CastleOak Share Class

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $2594950319.77

- **Number of Shares Outstanding:** 2595130655.5600

- **Expense Reimbursement/Waiver:** 108572.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 0.9999          |
|  |  |
| 2025-07-07 | 0.9999          |
|  |  |
| 2025-07-08 | 0.9999          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 0.9999          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 0.9999          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0000          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0000          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $110393348.78             | $620400000.00           |
| 2025-07-02 | $0.00                     | $277532553.78           |
| 2025-07-03 | $135227628.00             | $30000000.00            |
| 2025-07-07 | $287361205.00             | $0.00                   |
| 2025-07-08 | $2702237.00               | $51399987.18            |
| 2025-07-09 | $88037946.00              | $10005000.00            |
| 2025-07-10 | $72784955.00              | $577000.00              |
| 2025-07-11 | $1779117.00               | $20168000.00            |
| 2025-07-14 | $320522797.00             | $107900000.00           |
| 2025-07-15 | $54637494.00              | $130300000.00           |
| 2025-07-16 | $15000000.00              | $349504188.00           |
| 2025-07-17 | $0.00                     | $3018565.00             |
| 2025-07-18 | $0.00                     | $49927436.00            |
| 2025-07-21 | $5000002.25               | $7209808.00             |
| 2025-07-22 | $26500441.00              | $227000000.00           |
| 2025-07-23 | $452566027.00             | $0.00                   |
| 2025-07-24 | $51312214.00              | $0.00                   |
| 2025-07-25 | $152569556.00             | $135000000.00           |
| 2025-07-28 | $175000000.00             | $17058996.00            |
| 2025-07-29 | $150000000.00             | $233880000.00           |
| 2025-07-30 | $265000000.00             | $16326427.00            |
| 2025-07-31 | $2875942.00               | $193700000.00           |

**Total Gross Subscriptions (Month):** $2369270910.03

**Total Gross Redemptions (Month):** $2480907960.96

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

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 11.5600%         | 0.0000%              |
| Broker-dealer                                       |  | 9.7900%          | 0.0000%              |
| Depository institution or other banking institution |  | 46.0300%         | 0.0000%              |
| Non-financial corporation                           |  | 11.7500%         | 0.0000%              |
| Non-financial corporation                           |  | 7.1000%          | 0.0000%              |

### Class: Impact Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $1234420353.84

- **Number of Shares Outstanding:** 1234597288.1300

- **Expense Reimbursement/Waiver:** 51431.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9999          |
|  |  |
| 2025-07-02 | 0.9999          |
|  |  |
| 2025-07-03 | 0.9998          |
|  |  |
| 2025-07-07 | 0.9999          |
|  |  |
| 2025-07-08 | 0.9998          |
|  |  |
| 2025-07-09 | 0.9999          |
|  |  |
| 2025-07-10 | 0.9999          |
|  |  |
| 2025-07-11 | 0.9999          |
|  |  |
| 2025-07-14 | 0.9999          |
|  |  |
| 2025-07-15 | 0.9998          |
|  |  |
| 2025-07-16 | 0.9999          |
|  |  |
| 2025-07-17 | 0.9998          |
|  |  |
| 2025-07-18 | 0.9999          |
|  |  |
| 2025-07-21 | 0.9998          |
|  |  |
| 2025-07-22 | 0.9999          |
|  |  |
| 2025-07-23 | 0.9999          |
|  |  |
| 2025-07-24 | 0.9998          |
|  |  |
| 2025-07-25 | 0.9999          |
|  |  |
| 2025-07-28 | 0.9999          |
|  |  |
| 2025-07-29 | 0.9999          |
|  |  |
| 2025-07-30 | 0.9999          |
|  |  |
| 2025-07-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $508508794.05             | $678000000.00           |
| 2025-07-02 | $517000000.00             | $558860000.00           |
| 2025-07-03 | $549000000.00             | $505000000.00           |
| 2025-07-07 | $516580000.00             | $542100000.00           |
| 2025-07-08 | $425000000.00             | $540720000.00           |
| 2025-07-09 | $475780000.00             | $425000000.00           |
| 2025-07-10 | $516420000.00             | $480000000.00           |
| 2025-07-11 | $425000000.00             | $527950000.00           |
| 2025-07-14 | $401120000.00             | $325000000.00           |
| 2025-07-15 | $392960000.00             | $415000000.00           |
| 2025-07-16 | $426000000.00             | $454520000.00           |
| 2025-07-17 | $442000000.00             | $445660000.00           |
| 2025-07-18 | $542000000.00             | $410580000.00           |
| 2025-07-21 | $232400000.00             | $528030000.00           |
| 2025-07-22 | $481340000.00             | $230000000.00           |
| 2025-07-23 | $493120000.00             | $430000000.00           |
| 2025-07-24 | $285000000.00             | $501780000.00           |
| 2025-07-25 | $558600000.00             | $300100000.00           |
| 2025-07-28 | $504700000.00             | $500000000.00           |
| 2025-07-29 | $402140000.00             | $500000000.00           |
| 2025-07-30 | $421200000.00             | $395200000.00           |
| 2025-07-31 | $522660000.00             | $421000000.00           |

**Total Gross Subscriptions (Month):** $10038528794.05

**Total Gross Redemptions (Month):** $10114500000.00

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

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 8.1600%          | 0.0000%              |
| Non-financial corporation |  | 40.4900%         | 0.0000%              |
| Non-financial corporation |  | 15.5800%         | 0.0000%              |
| Non-financial corporation |  | 22.9700%         | 0.0000%              |

### Class: Impact Partner Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $1175337636.33

- **Number of Shares Outstanding:** 1175320165.2500

- **Expense Reimbursement/Waiver:** 52723.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0001          |
|  |  |
| 2025-07-02 | 1.0001          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0001          |
|  |  |
| 2025-07-10 | 1.0001          |
|  |  |
| 2025-07-11 | 1.0001          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0001          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0001          |
|  |  |
| 2025-07-21 | 1.0001          |
|  |  |
| 2025-07-22 | 1.0001          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0001          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $4770033.62               | $141080426.71           |
| 2025-07-02 | $107000000.00             | $0.00                   |
| 2025-07-03 | $12500000.00              | $155000000.00           |
| 2025-07-07 | $208000000.00             | $0.00                   |
| 2025-07-08 | $0.00                     | $1500000.00             |
| 2025-07-10 | $0.00                     | $25500000.00            |
| 2025-07-11 | $300000.00                | $6400000.00             |
| 2025-07-14 | $2460.21                  | $0.00                   |
| 2025-07-17 | $9040242.19               | $0.00                   |
| 2025-07-18 | $50000000.00              | $0.00                   |
| 2025-07-21 | $50000000.00              | $55006909.19            |
| 2025-07-22 | $4800000.00               | $0.00                   |
| 2025-07-24 | $7200000.00               | $5000000.00             |
| 2025-07-29 | $0.00                     | $4250000.00             |

**Total Gross Subscriptions (Month):** $453612736.02

**Total Gross Redemptions (Month):** $393737335.90

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

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 59.2400%         | 0.0000%              |
| Broker-dealer             |  | 13.1300%         | 0.0000%              |
| Non-financial corporation |  | 21.2400%         | 0.0000%              |

### Class: Advisor Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $62208058.24

- **Number of Shares Outstanding:** 62207639.9590

- **Expense Reimbursement/Waiver:** 2922.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0001          |
|  |  |
| 2025-07-02 | 1.0001          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0001          |
|  |  |
| 2025-07-10 | 1.0001          |
|  |  |
| 2025-07-11 | 1.0000          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0000          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0001          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0001          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $275141.93                | $134881.63              |
| 2025-07-02 | $60186.00                 | $145190.97              |
| 2025-07-03 | $178568.52                | $352115.19              |
| 2025-07-07 | $106428.00                | $1079526.83             |
| 2025-07-08 | $369000.00                | $145574.99              |
| 2025-07-09 | $84207.00                 | $399518.96              |
| 2025-07-10 | $999859.00                | $153825.11              |
| 2025-07-11 | $440249.39                | $222488.34              |
| 2025-07-14 | $61029.00                 | $50544.68               |
| 2025-07-15 | $129216.00                | $73146.50               |
| 2025-07-16 | $207739.00                | $88315.80               |
| 2025-07-17 | $64707.00                 | $43321.70               |
| 2025-07-18 | $71387.00                 | $294643.81              |
| 2025-07-21 | $150774.79                | $451245.56              |
| 2025-07-22 | $29932.00                 | $352385.06              |
| 2025-07-23 | $77087.00                 | $369680.21              |
| 2025-07-24 | $156196.65                | $180081.47              |
| 2025-07-25 | $377202.00                | $141728.73              |
| 2025-07-28 | $162546.00                | $333138.47              |
| 2025-07-29 | $500207.00                | $73351.00               |
| 2025-07-30 | $107729.00                | $10025.26               |
| 2025-07-31 | $208394.00                | $22164.00               |

**Total Gross Subscriptions (Month):** $4817786.28

**Total Gross Redemptions (Month):** $5116894.27

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

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9100%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2FT7, C.4 - ISIN: US3130B2FT70, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $83005761.86
- **C.18.a - Value (excl. sponsor support):** $83005761.86
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: 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: 3130B2HG3, C.4 - ISIN: US3130B2HG32, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $575042078.50
- **C.18.a - Value (excl. sponsor support):** $575042078.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-20
- **C.13 - Final Legal Maturity Date:** 2026-08-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2RU1, C.4 - ISIN: US3130B2RU16, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $240039199.20
- **C.18.a - Value (excl. sponsor support):** $240039199.20
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2VU6, C.4 - ISIN: US3130B2VU69, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $480096614.40
- **C.18.a - Value (excl. sponsor support):** $480096614.40
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3TX1, C.4 - ISIN: US3130B3TX10, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $200073832.00
- **C.18.a - Value (excl. sponsor support):** $200073832.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-25
- **C.13 - Final Legal Maturity Date:** 2026-11-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3Y72, C.4 - ISIN: US3130B3Y728, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $732346931.40
- **C.18.a - Value (excl. sponsor support):** $732346931.40
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3YQ0, C.4 - ISIN: US3130B3YQ04, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $341141146.72
- **C.18.a - Value (excl. sponsor support):** $341141146.72
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.510000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4AV3, C.4 - ISIN: US3130B4AV38, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $488243370.48
- **C.18.a - Value (excl. sponsor support):** $488243370.48
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4WB3, C.4 - ISIN: US3130B4WB36, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $337999374.70
- **C.18.a - Value (excl. sponsor support):** $337999374.70
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-10
- **C.13 - Final Legal Maturity Date:** 2025-09-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B56W3, C.4 - ISIN: US3130B56W35, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $241000537.43
- **C.18.a - Value (excl. sponsor support):** $241000537.43
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-22
- **C.13 - Final Legal Maturity Date:** 2025-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5MG0, C.4 - ISIN: US3130B5MG08, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $308007225.68
- **C.18.a - Value (excl. sponsor support):** $308007225.68
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-20
- **C.13 - Final Legal Maturity Date:** 2025-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5UX4, C.4 - ISIN: US3130B5UX49, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $385009305.45
- **C.18.a - Value (excl. sponsor support):** $385009305.45
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B64U7, C.4 - ISIN: US3130B64U78, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $482000106.04
- **C.18.a - Value (excl. sponsor support):** $482000106.04
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-09
- **C.13 - Final Legal Maturity Date:** 2025-09-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6NM4, C.4 - ISIN: US3130B6NM40, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $962018566.60
- **C.18.a - Value (excl. sponsor support):** $962018566.60
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6R73, C.4 - ISIN: US3130B6R733, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $482009562.88
- **C.18.a - Value (excl. sponsor support):** $482009562.88
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.330000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TL0, C.4 - ISIN: US3130B6TL03, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $482029146.54
- **C.18.a - Value (excl. sponsor support):** $482029146.54
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6TW6, C.4 - ISIN: US3130B6TW67, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $481010529.09
- **C.18.a - Value (excl. sponsor support):** $481010529.09
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.470000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B72L7, C.4 - ISIN: US3130B72L79, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $197996198.40
- **C.18.a - Value (excl. sponsor support):** $197996198.40
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73A0, C.4 - ISIN: US3130B73A06, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $1446011090.82
- **C.18.a - Value (excl. sponsor support):** $1446011090.82
- **C.19 - Percentage of Net Assets:** 0.8500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-10
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.325000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7A95, C.4 - ISIN: US3130B7A950, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $496020827.04
- **C.18.a - Value (excl. sponsor support):** $496020827.04
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-27
- **C.13 - Final Legal Maturity Date:** 2025-10-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.325000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7BY9, C.4 - ISIN: US3130B7BY98, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $963041071.95
- **C.18.a - Value (excl. sponsor support):** $963041071.95
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313LT3, C.4 - ISIN: US313313LT37, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $192953909.32
- **C.18.a - Value (excl. sponsor support):** $192953909.32
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-09-15
- **C.12 - Maturity Date (WAL):** 2025-09-15
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313313NQ7, C.3 - LEI: 254900C5LP6D, C.5 - Other ID: 313313NQ7
- **C.18 - Value (incl. sponsor support):** $21764486.92
- **C.18.a - Value (excl. sponsor support):** $21764486.92
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KC9, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385KC9
- **C.18 - Value (incl. sponsor support):** $192841257.50
- **C.18.a - Value (excl. sponsor support):** $192841257.50
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KH8, C.4 - ISIN: US313385KH84, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $239661600.00
- **C.18.a - Value (excl. sponsor support):** $239661600.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385KL9, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385KL9
- **C.18 - Value (incl. sponsor support):** $453199825.00
- **C.18.a - Value (excl. sponsor support):** $453199825.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385LP9, C.4 - ISIN: US313385LP91, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $304493461.02
- **C.18.a - Value (excl. sponsor support):** $304493461.02
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385ML7, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385ML7
- **C.18 - Value (incl. sponsor support):** $623345735.00
- **C.18.a - Value (excl. sponsor support):** $623345735.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MQ6, C.4 - ISIN: US313385MQ65, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $716309333.18
- **C.18.a - Value (excl. sponsor support):** $716309333.18
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-06
- **C.12 - Maturity Date (WAL):** 2025-10-06
- **C.13 - Final Legal Maturity Date:** 2025-10-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MT0, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385MT0
- **C.18 - Value (incl. sponsor support):** $239015432.48
- **C.18.a - Value (excl. sponsor support):** $239015432.48
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385MY9, C.4 - ISIN: US313385MY99, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $236891322.12
- **C.18.a - Value (excl. sponsor support):** $236891322.12
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NE2, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $284265248.75
- **C.18.a - Value (excl. sponsor support):** $284265248.75
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-20
- **C.12 - Maturity Date (WAL):** 2025-10-20
- **C.13 - Final Legal Maturity Date:** 2025-10-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Agency; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NF9, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385NF9
- **C.18 - Value (incl. sponsor support):** $188167185.90
- **C.18.a - Value (excl. sponsor support):** $188167185.90
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Agency; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NQ5, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385NQ5
- **C.18 - Value (incl. sponsor support):** $476840122.52
- **C.18.a - Value (excl. sponsor support):** $476840122.52
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385NX0, C.4 - ISIN: US313385NX08, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $986630285.00
- **C.18.a - Value (excl. sponsor support):** $986630285.00
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PB6, C.4 - ISIN: US313385PB69, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $94861680.00
- **C.18.a - Value (excl. sponsor support):** $94861680.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-10
- **C.12 - Maturity Date (WAL):** 2025-11-10
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PD2, C.4 - ISIN: US313385PD26, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $40504310.00
- **C.18.a - Value (excl. sponsor support):** $40504310.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385PF7, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $3950710.00
- **C.18.a - Value (excl. sponsor support):** $3950710.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-11-14
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QZ2, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385QZ2
- **C.18 - Value (incl. sponsor support):** $879730306.55
- **C.18.a - Value (excl. sponsor support):** $879730306.55
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385RG3
- **C.18 - Value (incl. sponsor support):** $483283058.88
- **C.18.a - Value (excl. sponsor support):** $483283058.88
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPD44, C.4 - ISIN: US3133EPD443, C.3 - LEI: 254900C5LP6D, C.5 - Other ID: 3133EPD44
- **C.18 - Value (incl. sponsor support):** $192092194.56
- **C.18.a - Value (excl. sponsor support):** $192092194.56
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-14
- **C.13 - Final Legal Maturity Date:** 2025-11-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Farm Credit Bank

- **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: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $249188470.59
- **C.18.a - Value (excl. sponsor support):** $249188470.59
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Bank

- **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: 3133ERFH9, C.4 - ISIN: US3133ERFH94, C.3 - LEI: 254900C5LP6D, C.5 - Other ID: 3133ERFH9
- **C.18 - Value (incl. sponsor support):** $166002104.88
- **C.18.a - Value (excl. sponsor support):** $166002104.88
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Bank

- **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: 3133ERFN6, C.4 - ISIN: US3133ERFN62, C.3 - LEI: 254900C5LP6D, C.5 - Other ID: 3133ERFN6
- **C.18 - Value (incl. sponsor support):** $74983344.75
- **C.18.a - Value (excl. sponsor support):** $74983344.75
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Bank

- **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: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $248192266.96
- **C.18.a - Value (excl. sponsor support):** $248192266.96
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $237241147.50
- **C.18.a - Value (excl. sponsor support):** $237241147.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $233246453.42
- **C.18.a - Value (excl. sponsor support):** $233246453.42
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal 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: 3133ERVV0, C.4 - ISIN: US3133ERVV05, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $48005340.48
- **C.18.a - Value (excl. sponsor support):** $48005340.48
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal 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: 3133ERYC9, C.4 - ISIN: US3133ERYC96, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $99074476.71
- **C.18.a - Value (excl. sponsor support):** $99074476.71
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal 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: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $240251390.40
- **C.18.a - Value (excl. sponsor support):** $240251390.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: 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: 3133ERZX2, C.4 - ISIN: US3133ERZX25, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $482350370.62
- **C.18.a - Value (excl. sponsor support):** $482350370.62
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-13
- **C.13 - Final Legal Maturity Date:** 2026-11-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAN7, C.4 - ISIN: US3133ETAN73, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $96010092.48
- **C.18.a - Value (excl. sponsor support):** $96010092.48
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-24
- **C.13 - Final Legal Maturity Date:** 2026-11-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLU9, C.4 - ISIN: US3133ETLU97, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $147015233.61
- **C.18.a - Value (excl. sponsor support):** $147015233.61
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMF1, C.4 - ISIN: US3133ETMF12, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $193024875.77
- **C.18.a - Value (excl. sponsor support):** $193024875.77
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.450000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMH7, C.4 - ISIN: US3133ETMH77, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $97014746.91
- **C.18.a - Value (excl. sponsor support):** $97014746.91
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETPL5, C.4 - ISIN: US3133ETPL52, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $92015819.40
- **C.18.a - Value (excl. sponsor support):** $92015819.40
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-09
- **C.13 - Final Legal Maturity Date:** 2027-07-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.435000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $203076847.68
- **C.18.a - Value (excl. sponsor support):** $203076847.68
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBXW6, C.4 - ISIN: US3134HBXW63, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $247996297.36
- **C.18.a - Value (excl. sponsor support):** $247996297.36
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-08
- **C.13 - Final Legal Maturity Date:** 2027-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $318317103.24
- **C.18.a - Value (excl. sponsor support):** $318317103.24
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $695134398.52
- **C.18.a - Value (excl. sponsor support):** $695134398.52
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $730886132.40
- **C.18.a - Value (excl. sponsor support):** $730886132.40
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1715369616.00
- **C.18.a - Value (excl. sponsor support):** $1715369616.00
- **C.19 - Percentage of Net Assets:** 1.0000%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1917483847.50
- **C.18.a - Value (excl. sponsor support):** $1917483847.50
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2937566042.28
- **C.18.a - Value (excl. sponsor support):** $2937566042.28
- **C.19 - Percentage of Net Assets:** 1.7200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1785066927.92
- **C.18.a - Value (excl. sponsor support):** $1785066927.92
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $477271999.68
- **C.18.a - Value (excl. sponsor support):** $477271999.68
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $299986103.01
- **C.18.a - Value (excl. sponsor support):** $299986103.01
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $376411776.38
- **C.18.a - Value (excl. sponsor support):** $376411776.38
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PY7, C.4 - ISIN: US912797PY71, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1035362084.11
- **C.18.a - Value (excl. sponsor support):** $1035362084.11
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-25
- **C.12 - Maturity Date (WAL):** 2025-09-25
- **C.13 - Final Legal Maturity Date:** 2025-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $857603798.59
- **C.18.a - Value (excl. sponsor support):** $857603798.59
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $665002776.46
- **C.18.a - Value (excl. sponsor support):** $665002776.46
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QG5, C.4 - ISIN: US912797QG56, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1552685485.12
- **C.18.a - Value (excl. sponsor support):** $1552685485.12
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-23
- **C.12 - Maturity Date (WAL):** 2025-10-23
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $575127069.66
- **C.18.a - Value (excl. sponsor support):** $575127069.66
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1421040933.76
- **C.18.a - Value (excl. sponsor support):** $1421040933.76
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $523224044.70
- **C.18.a - Value (excl. sponsor support):** $523224044.70
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1426945741.83
- **C.18.a - Value (excl. sponsor support):** $1426945741.83
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1999043727.45
- **C.18.a - Value (excl. sponsor support):** $1999043727.45
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RB5, C.4 - ISIN: US912797RB50, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $674628108.80
- **C.18.a - Value (excl. sponsor support):** $674628108.80
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-07
- **C.12 - Maturity Date (WAL):** 2025-10-07
- **C.13 - Final Legal Maturity Date:** 2025-10-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2007384828.75
- **C.18.a - Value (excl. sponsor support):** $2007384828.75
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RE9, C.4 - ISIN: US912797RE99, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1469639650.05
- **C.18.a - Value (excl. sponsor support):** $1469639650.05
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-28
- **C.12 - Maturity Date (WAL):** 2025-10-28
- **C.13 - Final Legal Maturity Date:** 2025-10-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $399483303.55
- **C.18.a - Value (excl. sponsor support):** $399483303.55
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $910945420.16
- **C.18.a - Value (excl. sponsor support):** $910945420.16
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2544118571.16
- **C.18.a - Value (excl. sponsor support):** $2544118571.16
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RM1, C.4 - ISIN: US912797RM16, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $737707963.82
- **C.18.a - Value (excl. sponsor support):** $737707963.82
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-11-04
- **C.12 - Maturity Date (WAL):** 2025-11-04
- **C.13 - Final Legal Maturity Date:** 2025-11-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1063968170.76
- **C.18.a - Value (excl. sponsor support):** $1063968170.76
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RQ2, C.4 - ISIN: US912797RQ20, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1021891834.88
- **C.18.a - Value (excl. sponsor support):** $1021891834.88
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-11-25
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $123256320.00
- **C.18.a - Value (excl. sponsor support):** $123256320.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128282A7, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $289036818.18
- **C.18.a - Value (excl. sponsor support):** $289036818.18
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $313842130.80
- **C.18.a - Value (excl. sponsor support):** $313842130.80
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828M56, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $157047174.68
- **C.18.a - Value (excl. sponsor support):** $157047174.68
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $430850094.63
- **C.18.a - Value (excl. sponsor support):** $430850094.63
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $280381203.96
- **C.18.a - Value (excl. sponsor support):** $280381203.96
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $343363587.18
- **C.18.a - Value (excl. sponsor support):** $343363587.18
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $779554072.20
- **C.18.a - Value (excl. sponsor support):** $779554072.20
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $302929647.10
- **C.18.a - Value (excl. sponsor support):** $302929647.10
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $285778868.40
- **C.18.a - Value (excl. sponsor support):** $285778868.40
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFE6, C.4 - ISIN: US91282CFE66, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $117936724.86
- **C.18.a - Value (excl. sponsor support):** $117936724.86
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-15
- **C.12 - Maturity Date (WAL):** 2025-08-15
- **C.13 - Final Legal Maturity Date:** 2025-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CFW6, C.4 - ISIN: US91282CFW64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $177051429.12
- **C.18.a - Value (excl. sponsor support):** $177051429.12
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-15
- **C.12 - Maturity Date (WAL):** 2025-11-15
- **C.13 - Final Legal Maturity Date:** 2025-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGA3, C.4 - ISIN: US91282CGA36, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $76950679.19
- **C.18.a - Value (excl. sponsor support):** $76950679.19
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $558031560.45
- **C.18.a - Value (excl. sponsor support):** $558031560.45
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $314941557.26
- **C.18.a - Value (excl. sponsor support):** $314941557.26
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $283114255.12
- **C.18.a - Value (excl. sponsor support):** $283114255.12
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $299811564.00
- **C.18.a - Value (excl. sponsor support):** $299811564.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $362068560.00
- **C.18.a - Value (excl. sponsor support):** $362068560.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJB8, C.4 - ISIN: US91282CJB81, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $217200555.74
- **C.18.a - Value (excl. sponsor support):** $217200555.74
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-30
- **C.12 - Maturity Date (WAL):** 2025-09-30
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 5.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJE2, C.4 - ISIN: US91282CJE21, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $300421728.00
- **C.18.a - Value (excl. sponsor support):** $300421728.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-10-31
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $429638570.79
- **C.18.a - Value (excl. sponsor support):** $429638570.79
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFW, C.5 - Other ID: 91282CJS1_4.25_1231
- **C.18 - Value (incl. sponsor support):** $759777517.60
- **C.18.a - Value (excl. sponsor support):** $759777517.60
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $474778744.08
- **C.18.a - Value (excl. sponsor support):** $474778744.08
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $303355158.56
- **C.18.a - Value (excl. sponsor support):** $303355158.56
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.435900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.4 - ISIN: US91282CKM28, C.3 - LEI: 254900HROIFW, C.5 - Other ID: 91282CKM2
- **C.18 - Value (incl. sponsor support):** $739597237.63
- **C.18.a - Value (excl. sponsor support):** $739597237.63
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $302517693.17
- **C.18.a - Value (excl. sponsor support):** $302517693.17
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $305110052.96
- **C.18.a - Value (excl. sponsor support):** $305110052.96
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 114: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.467900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2751894571.28
- **C.18.a - Value (excl. sponsor support):** $2751894571.28
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $294733907.36
- **C.18.a - Value (excl. sponsor support):** $294733907.36
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.490900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $3219706118.40
- **C.18.a - Value (excl. sponsor support):** $3219706118.40
- **C.19 - Percentage of Net Assets:** 1.8800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.383900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2686669848.31
- **C.18.a - Value (excl. sponsor support):** $2686669848.31
- **C.19 - Percentage of Net Assets:** 1.5700%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.445900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2393613858.48
- **C.18.a - Value (excl. sponsor support):** $2393613858.48
- **C.19 - Percentage of Net Assets:** 1.4000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 4.444900%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $967309548.24
- **C.18.a - Value (excl. sponsor support):** $967309548.24
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.530000%
- **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: ARP0MUE81, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP0MUE81_4.53_0904
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $1091.00           | $852.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 2.7700%  | 0.0000% | $634121.00         | $485646.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 4.0200%  | 0.0000% | $194499.00         | $187373.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 3.8300%  | 0.0000% | $228178.00         | $189463.31         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $754396.00         | $41.53             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-10-25      | 0.8500%  | 0.0000% | $62712570.00       | $2572373.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 1.8500%  | 0.0000% | $44058832.00       | $2229310.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 1.2000%  | 0.0000% | $146179.00         | $4761.17           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.0100%  | 0.0000% | $681317.00         | $39930.53          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 18.8499% | 0.0000% | $1107625.00        | $1027397.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.7500%  | 0.0000% | $494552.00         | $29318.02          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 11.9166% | 0.0000% | $1102786.00        | $1200019.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.8000%  | 0.0000% | $26477230.00       | $2089217.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $399995.00         | $48146.86          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $2099996.00        | $264224.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $100000.00         | $8384.95           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 2.5000%  | 0.0000% | $5329748.00        | $692905.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $100000.00         | $10108.77          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 2.0000%  | 0.0000% | $903370.00         | $94115.47          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $100000.00         | $9002.17           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 4.0000%  | 0.0000% | $20142311.00       | $2346287.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-05-25      | 2.5000%  | 0.0000% | $100112.00         | $12758.59          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.5000%  | 0.0000% | $16380003.00       | $1766111.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $100000.00         | $9077.32           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 2.5000%  | 0.0000% | $100000.00         | $13777.81          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | N/A      | 0.0000% | $3000000.00        | $1612533.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-08-15      | 4.2959%  | 0.0000% | $126445.00         | $9.88              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-02-15      | 2.6530%  | 0.0000% | $2800000.00        | $524589.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-08-15      | 2.1459%  | 0.0000% | $100000000.00      | $258799.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 4.0000%  | 0.0000% | $665982.00         | $287724.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-02-15      | 2.1959%  | 0.0000% | $174598969.00      | $1568533.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-11-25      | 0.0211%  | 0.0000% | $142886800.00      | $491701.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 2.3400%  | 0.0000% | $2988.00           | $636.13            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.1083%  | 0.0000% | $5000000.00        | $198282.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.4144%  | 0.0000% | $4096300.00        | $228469.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.2501%  | 0.0000% | $1694529.00        | $17099.24          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 2.0966%  | 0.0000% | $100000000.00      | $4468530.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 1.6855%  | 0.0000% | $69174285.00       | $929833.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 1.9973%  | 0.0000% | $82543545.00       | $1010626.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.0355%  | 0.0000% | $3635376.00        | $30444.32          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 1.4544%  | 0.0000% | $166409000.00      | $5630896.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-06-25      | 2.0749%  | 0.0000% | $50000000.00       | $622701.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-07-25      | 1.9761%  | 0.0000% | $100033.00         | $806.88            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5500%  | 0.0000% | $9270437.00        | $574378.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 1.6355%  | 0.0000% | $146920181.00      | $5311088.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-04-25      | 0.2660%  | 0.0000% | $12686333.00       | $38977.84          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-05-25      | 1.6355%  | 0.0000% | $414842126.00      | $27588.27          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 1.4555%  | 0.0000% | $83979859.00       | $1165884.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-06-25      | 1.4355%  | 0.0000% | $100000000.00      | $810765.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-08-25      | 4.9070%  | 0.0000% | $2200625.00        | $114263.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-11-25      | 1.7093%  | 0.0000% | $100157.00         | $1222.21           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-07-25      | 1.5855%  | 0.0000% | $313178044.00      | $4629451.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 1.6355%  | 0.0000% | $23002239.00       | $601476.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 2.2398%  | 0.0000% | $18409200.00       | $500513.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 1.5855%  | 0.0000% | $32564675.00       | $294584.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 21.4499% | 0.0000% | $1320262.00        | $1264099.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 17.5499% | 0.0000% | $1221110.00        | $1580019.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-04-25      | 2.1855%  | 0.0000% | $49999885.00       | $21415.53          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.0000%  | 0.0000% | $1000000.00        | $108990.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 6.0000%  | 0.0000% | $10620166.00       | $1555344.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.5000%  | 0.0000% | $1468110.00        | $218094.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-06-25      | 3.0000%  | 0.0000% | $224235.00         | $11293.32          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-12-25      | 2.5000%  | 0.0000% | $655480.00         | $75912.53          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $3033154.00        | $1725910.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $299999.00         | $37061.91          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.5000%  | 0.0000% | $791790.00         | $96344.70          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | N/A      | 0.0000% | $1440377.00        | $944964.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-05-25      | 5.5000%  | 0.0000% | $7124683.00        | $121011.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $100000.00         | $12867.88          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-05-25      | 5.0000%  | 0.0000% | $6648208.00        | $6556483.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $100020.00         | $11607.25          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 4.0000%  | 0.0000% | $321227.00         | $24886.05          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 2.5000%  | 0.0000% | $6071983.00        | $493294.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.7520%  | 0.0000% | $605376.00         | $47738.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3480%  | 0.0000% | $43089086.00       | $21289682.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.3480%  | 0.0000% | $1000.00           | $663.62            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.3520%  | 0.0000% | $11292541.00       | $425163.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.7480%  | 0.0000% | $1001.00           | $401.96            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.2480%  | 0.0000% | $23820228.00       | $10165439.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8480%  | 0.0000% | $1839954.00        | $783522.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5980%  | 0.0000% | $239680.00         | $130420.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.6453%  | 0.0000% | $17331217.00       | $1006399.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.5724%  | 0.0000% | $65178829.00       | $4579641.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.5603%  | 0.0000% | $914581.00         | $59668.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.4480%  | 0.0000% | $1024.00           | $524.86            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5480%  | 0.0000% | $129480.00         | $66647.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $35081296.00       | $38310.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4520%  | 0.0000% | $34070534.00       | $954394.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.8520%  | 0.0000% | $261650.00         | $11357.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.3780%  | 0.0000% | $1024.00           | $748.05            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.9220%  | 0.0000% | $54279073.00       | $4060793.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4480%  | 0.0000% | $1000.00           | $863.33            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4580%  | 0.0000% | $21102651.00       | $17148032.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4080%  | 0.0000% | $19406152.00       | $16821995.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.4020%  | 0.0000% | $4488970.00        | $196856.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.7910%  | 0.0000% | $19289517.00       | $1429150.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1520%  | 0.0000% | $937765.00         | $46960.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.2020%  | 0.0000% | $20436086.00       | $1081055.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0500%  | 0.0000% | $13875699.00       | $24241.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-10-20      | 0.8289%  | 0.0000% | $8488800.00        | $635981.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-11-20      | 0.7603%  | 0.0000% | $5221347.00        | $358119.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.9520%  | 0.0000% | $7218700.00        | $324848.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.7120%  | 0.0000% | $227968.00         | $14124.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.0720%  | 0.0000% | $67929951.00       | $3695545.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.3000%  | 0.0000% | $40000000.00       | $344239.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.7820%  | 0.0000% | $4795457.00        | $185420.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $55887630.00       | $9418.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-06-20      | 5.0000%  | 0.0000% | $12817033.00       | $137708.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 7.0000%  | 0.0000% | $100100.00         | $1026.77           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 6.0000%  | 0.0000% | $5017156.00        | $72093.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 5.5000%  | 0.0000% | $45617045.00       | $864553.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $100117.00         | $894.11            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-16      | 5.0000%  | 0.0000% | $7885348.00        | $185262.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 4.0000%  | 0.0000% | $4178375.00        | $170616.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $100000.00         | $9878.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $22500000.00       | $1886960.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $5694954.00        | $440855.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $3200000.00        | $299966.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $100000.00         | $8632.30           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | N/A      | 0.0000% | $100001.00         | $57819.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | N/A      | 0.0000% | $286730.00         | $160202.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $8960087.00        | $4420380.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | N/A      | 0.0000% | $11964345.00       | $8008667.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $5287678.00        | $2952655.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.0000%  | 0.0000% | $1152430.00        | $718277.96         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 2.5000%  | 0.0000% | $1000.00           | $250.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $5544.00           | $3560.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-10-01      | 3.5000%  | 0.0000% | $1900000.00        | $335891.80         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 3.5000%  | 0.0000% | $1048998.00        | $277044.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $1173617.00        | $198405.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $16158314.00       | $3178592.60        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 4.5000%  | 0.0000% | $268578.00         | $254183.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 4.7050%  | 0.0000% | $54457.00          | $45094.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $477000.00         | $368931.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $1867640.00        | $1478630.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $7120806.00        | $6689490.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.2350%  | 0.0000% | $1492522.00        | $1498276.21        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $400000.00         | $347754.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $8136519.00        | $6600506.93        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $231607.00         | $229251.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1172513.00        | $1184246.09        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-02      | 6.0000%  | 0.0000% | $4246213.00        | $4066688.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1747897.00        | $1841148.91        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $176295.00         | $146903.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $800448.00         | $95348.97          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $200007.00         | $23427.21          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $100000.00         | $9498.24           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 2.0000%  | 0.0000% | $199998.00         | $22528.66          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-05-01      | 5.5000%  | 0.0000% | $322060.00         | $670.49            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-01-01      | 5.5000%  | 0.0000% | $230521.00         | $657.40            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $78058.00          | $17628.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $3447218.00        | $680532.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 1.6349%  | 0.0000% | $56643908.00       | $1889981.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | N/A      | 0.0000% | $21754923.00       | $137251.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | N/A      | 0.0000% | $200000000.00      | $424289.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 1.6349%  | 0.0000% | $15622528.00       | $662575.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $81594413.00       | $20858.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $1000.00           | $780.77            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $14070469.00       | $10818722.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.3480%  | 0.0000% | $8343347.00        | $5683970.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.4480%  | 0.0000% | $1024.00           | $783.11            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.6480%  | 0.0000% | $12351299.00       | $9538161.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 1.9220%  | 0.0000% | $100007.00         | $5766.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.2480%  | 0.0000% | $1040.00           | $716.51            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.2580%  | 0.0000% | $1275809.00        | $934564.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.3520%  | 0.0000% | $2213420.00        | $45399.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.2280%  | 0.0000% | $27329823.00       | $19929151.17       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.2480%  | 0.0000% | $1001.00           | $773.16            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.3480%  | 0.0000% | $16118855.00       | $7610767.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-02-20      | 0.9798%  | 0.0000% | $16752845.00       | $1289417.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3480%  | 0.0000% | $1024.00           | $636.05            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-01      | 3.0000%  | 0.0000% | $1000.00           | $631.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2458869.00        | $2146892.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $384011.00         | $71722.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-08-01      | 3.5000%  | 0.0000% | $59000.00          | $17316.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 3.5000%  | 0.0000% | $695490.00         | $165543.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $7323511.00        | $5426541.22        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $593860.00         | $279554.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $181941.00         | $14409.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $1358856.00        | $166518.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $215237.00         | $206413.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 5.0000%  | 0.0000% | $3351795.00        | $638018.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $3300676.00        | $3241935.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 5.5000%  | 0.0000% | $1077484.00        | $1101952.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $301473.00         | $211731.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $223898.00         | $178443.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 5.5000%  | 0.0000% | $609246.00         | $607143.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $3128830.00        | $3220873.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $744.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $4703698.00        | $4320564.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $3136109.00        | $2636082.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $97920.00          | $84065.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 6.5000%  | 0.0000% | $1155.00           | $12.83             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 6.5260%  | 0.0000% | $1024.00           | $1000.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.8320%  | 0.0000% | $573396.00         | $582121.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 6.8470%  | 0.0000% | $1028858.00        | $1032731.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $1696035.00        | $1865635.11        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1000.00           | $99.56             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1195960.00        | $896074.35         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $2114.00           | $1776.56           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $5907233.00        | $5687215.98        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $14822649.00       | $14481803.46       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $9995987.00        | $6852711.02        | Agency Mortgage-Backed Securities         |
| U.S. Treasury Note                       | 2028-07-15      | 3.8750%  | 0.0000% | $200.00            | $200.28            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-11-15      | 4.1250%  | 0.0000% | $100.00            | $101.30            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-04-30      | 4.8750%  | 0.0000% | $55400.00          | $56333.91          | U.S. Treasuries (including strips)        |

### Security 121: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.530000%
- **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: ARP0O4QY7, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP0O4QY7_4.53_0904
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2049-05-01      | 3.8300%  | 0.0000% | $1146822.00        | $952242.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-01      | 1.7500%  | 0.0000% | $3346388.00        | $2868304.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-03-01      | 4.4700%  | 0.0000% | $52762.00          | $52184.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.1300%  | 0.0000% | $392584.00         | $381839.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.7500%  | 0.0000% | $22798176.00       | $1351521.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.8000%  | 0.0000% | $9332398.00        | $736383.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-25      | 4.0000%  | 0.0000% | $4504800.00        | $192815.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $3700021.00        | $445366.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $200000.00         | $20686.68          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $1035990.00        | $84996.65          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-08-25      | 2.5000%  | 0.0000% | $26853568.00       | $2648127.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $13825857.00       | $1244627.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $2619574.00        | $226240.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 2.5000%  | 0.0000% | $3946000.00        | $543672.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.0000%  | 0.0000% | $799997.00         | $86367.77          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | N/A      | 0.0000% | $259128.00         | $149104.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | N/A      | 0.0000% | $809314.00         | $458791.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $117243.00         | $63900.71          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.5000%  | 0.0000% | $751584.00         | $84719.80          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | N/A      | 0.0000% | $204441.00         | $120646.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-11-15      | 2.1459%  | 0.0000% | $68564196.00       | $399226.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-01-15      | 2.1959%  | 0.0000% | $20278726.00       | $4048.62           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 5.0000%  | 0.0000% | $7101848.00        | $113876.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-11-25      | 0.0211%  | 0.0000% | $48727640.00       | $167681.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 2.3400%  | 0.0000% | $1348.00           | $286.98            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 2.1792%  | 0.0000% | $100001.00         | $866.29            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 2.0966%  | 0.0000% | $2940725.00        | $131407.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-03-25      | 4.7270%  | 0.0000% | $8629757.00        | $271758.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.4900%  | 0.0000% | $15060743.00       | $904422.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-03-25      | 1.9449%  | 0.0000% | $385837405.00      | $13380578.89       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 2.1049%  | 0.0000% | $8238666.00        | $207809.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-06-25      | 2.1155%  | 0.0000% | $285232406.00      | $573542.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 2.7500%  | 0.0000% | $5637789.00        | $452720.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 2.2398%  | 0.0000% | $75388158.00       | $2049671.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.5000%  | 0.0000% | $5000000.00        | $545544.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $1164160.00        | $662424.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-10-25      | 2.5000%  | 0.0000% | $899986.00         | $108788.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 2.5000%  | 0.0000% | $600000.00         | $62669.11          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $200000.00         | $25735.75          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-05-25      | 5.0000%  | 0.0000% | $1859792.00        | $1834132.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $100000.00         | $11604.93          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $100000.00         | $11713.20          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.5000%  | 0.0000% | $2428130.00        | $202693.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-12-16      | 1.6455%  | 0.0000% | $5700586.00        | $37889.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | N/A      | 0.0000% | $164540993.00      | $1162317.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 0.0349%  | 0.0000% | $20000000.00       | $185944.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $3437736.00        | $776394.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 1.8349%  | 0.0000% | $6327192.00        | $597334.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $7179775.00        | $557483.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.3480%  | 0.0000% | $551135.00         | $375465.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 1.9220%  | 0.0000% | $100000.00         | $5766.26           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3480%  | 0.0000% | $12235.00          | $9592.93           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3480%  | 0.0000% | $29587.00          | $14618.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.4520%  | 0.0000% | $17389408.00       | $691325.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.4580%  | 0.0000% | $1000.00           | $529.73            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.7520%  | 0.0000% | $24667980.00       | $1983342.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.2480%  | 0.0000% | $1023.00           | $436.58            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5980%  | 0.0000% | $256575.00         | $139613.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.7020%  | 0.0000% | $17363600.00       | $693177.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.5724%  | 0.0000% | $60155325.00       | $4226676.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-01-20      | 0.6328%  | 0.0000% | $114548400.00      | $7432448.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.1020%  | 0.0000% | $7106557.00        | $290974.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.7910%  | 0.0000% | $35991745.00       | $2666610.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.2020%  | 0.0000% | $102389.00         | $5416.30           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-10-20      | 0.8289%  | 0.0000% | $34511200.00       | $2585581.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.7020%  | 0.0000% | $30599181.00       | $2116727.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | N/A      | 0.0000% | $8154756.00        | $74648.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.0720%  | 0.0000% | $12271149.00       | $771664.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.5000%  | 0.0000% | $24545218.00       | $942501.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.5000%  | 0.0000% | $23356444.00       | $2071472.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $617072.00         | $35406.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | N/A      | 0.0000% | $661040.00         | $369337.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $5730575.00        | $2827128.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | N/A      | 0.0000% | $4301536.00        | $2879352.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $2783755.00        | $1690407.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $83996.00          | $63650.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $320826.00         | $210037.80         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 3.5000%  | 0.0000% | $24000.00          | $20368.73          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $14450.00          | $2842.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 4.5000%  | 0.0000% | $1002.00           | $273.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $43770.00          | $32161.96          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $66609.00          | $54853.38          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $2656595.00        | $1838894.78        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $2115383.00        | $2118373.44        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $100000.00         | $83669.42          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $946492.00         | $896509.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $19069.00          | $19521.08          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $188696.00         | $193320.53         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.5000%  | 0.0000% | $4674956.00        | $3499167.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.5000%  | 0.0000% | $1337609.00        | $1040176.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $687912.00         | $702414.45         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $734478.00         | $648400.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $5523.00           | $5906.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 1.5000%  | 0.0000% | $374761.00         | $214731.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $472130.00         | $290574.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-08-01      | 2.0000%  | 0.0000% | $800000.00         | $603082.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $2711.00           | $1235.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.5000%  | 0.0000% | $800000.00         | $449602.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1575720.00        | $1085234.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1132484.00        | $943678.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $230000.00         | $162552.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1346718.00        | $909724.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-09-01      | 3.4600%  | 0.0000% | $3800000.00        | $3373158.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-12-01      | 3.5000%  | 0.0000% | $1865000.00        | $228630.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 3.5000%  | 0.0000% | $350000.00         | $48143.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $8000.00           | $6107.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $1368118.00        | $1156130.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $657976.00         | $499418.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 3.5000%  | 0.0000% | $67300.00          | $34546.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $17000.00          | $14777.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 4.0000%  | 0.0000% | $1500938.00        | $351727.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $11823.00          | $10346.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $587827.00         | $446664.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $224165.00         | $160286.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $131805.00         | $101468.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1637441.00        | $100917.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 4.5000%  | 0.0000% | $2185749.00        | $130479.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-12-01      | 4.5000%  | 0.0000% | $1080000.00        | $236581.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $290060.00         | $57569.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $26398.00          | $22546.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 4.5000%  | 0.0000% | $272479.00         | $259650.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-01-01      | 5.0000%  | 0.0000% | $841246.00         | $179806.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $800000.00         | $579851.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1010.00           | $1004.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $437581.00         | $439569.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $703936.00         | $705381.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $7706.00           | $2009.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $58237.00          | $57793.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $744.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-08-01      | 6.5000%  | 0.0000% | $15041338.00       | $632477.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.8320%  | 0.0000% | $503826.00         | $511493.15         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $1863075.00        | $1201450.19        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $973752.00         | $951360.66         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1151408.00        | $1136970.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-25      | 0.0500%  | 0.0000% | $39912583.00       | $62339.30          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.7000%  | 0.0000% | $18685956.00       | $1261655.15        | Agency Collateralized Mortgage Obligation |

### Security 122: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.530000%
- **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: ARP0PQQK7, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP0PQQK7_4.53_0929
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2034-06-01      | 3.3700%  | 0.0000% | $8688.00           | $7935.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.3500%  | 0.0000% | $7541172.00        | $261458.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $198140953.00      | $10908.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.6000%  | 0.0000% | $2061335.00        | $123629.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.7500%  | 0.0000% | $100038.00         | $5930.45           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.7500%  | 0.0000% | $21276670.00       | $599766.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.8000%  | 0.0000% | $15314606.00       | $1208417.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.0000%  | 0.0000% | $100000.00         | $5269.31           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $999810.00         | $90983.33          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $100000.00         | $12036.87          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $100000.00         | $10343.33          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $1037010.00        | $85080.33          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $616964.00         | $56851.15          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $3484810.00        | $335666.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-05-25      | 2.5000%  | 0.0000% | $100000.00         | $11731.82          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-01-25      | 2.5000%  | 0.0000% | $300000.00         | $36193.14          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 2.0000%  | 0.0000% | $599010.00         | $62406.44          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 2.5000%  | 0.0000% | $646000.00         | $89004.65          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.5000%  | 0.0000% | $751000.00         | $84653.97          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | N/A      | 0.0000% | $6309550.00        | $3723447.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 5.0000%  | 0.0000% | $26421375.00       | $423662.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.2501%  | 0.0000% | $49730902.00       | $501827.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 1.9218%  | 0.0000% | $471641.00         | $4304.40           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 2.6500%  | 0.0000% | $6951518.00        | $454757.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.7500%  | 0.0000% | $4945761.00        | $383816.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.0355%  | 0.0000% | $109656.00         | $918.31            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 2.6500%  | 0.0000% | $65891400.00       | $2847357.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.6000%  | 0.0000% | $27129725.00       | $1914918.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-08-25      | 1.9250%  | 0.0000% | $52871645.00       | $642148.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 2.2140%  | 0.0000% | $19033821.00       | $453175.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.7000%  | 0.0000% | $7353050.00        | $496469.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-10-25      | 2.1355%  | 0.0000% | $78142947.00       | $143484.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | N/A      | 0.0000% | $133155744.00      | $10622.54          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.5500%  | 0.0000% | $84906499.00       | $5838341.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 17.5499% | 0.0000% | $622233.00         | $805120.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 4.0000%  | 0.0000% | $100006.00         | $13185.72          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-05-25      | 5.0000%  | 0.0000% | $100096.00         | $11798.04          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-09-25      | 5.5000%  | 0.0000% | $3308994.00        | $504896.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $3503392.00        | $1993483.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 2.5000%  | 0.0000% | $2622802.00        | $273947.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-05-25      | 5.0000%  | 0.0000% | $1000.00           | $986.20            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $1699996.00        | $197283.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $28180898.00       | $2888623.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 2.5000%  | 0.0000% | $862872.00         | $70100.70          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $4499544.00        | $535983.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $199999.00         | $23426.28          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.5000%  | 0.0000% | $2211870.00        | $184640.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $29019525.00       | $2756343.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 2.5000%  | 0.0000% | $701104.00         | $72928.64          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 2.0000%  | 0.0000% | $999999.00         | $112644.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.6349%  | 0.0000% | $20000000.00       | $468277.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | N/A      | 0.0000% | $35459007.00       | $250482.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $28777.00          | $5681.01           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | N/A      | 0.0000% | $105356031.00      | $1027557.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $100148.00         | $6110.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 1.8349%  | 0.0000% | $100000.00         | $9440.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.6480%  | 0.0000% | $796848.00         | $615357.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 1.9020%  | 0.0000% | $31098064.00       | $1810228.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 0.9009%  | 0.0000% | $12259486.00       | $979081.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 5.2480%  | 0.0000% | $92624.00          | $55793.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3480%  | 0.0000% | $2440115.00        | $1123101.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.6520%  | 0.0000% | $42264000.00       | $2554931.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5980%  | 0.0000% | $5818210.00        | $3165939.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.7020%  | 0.0000% | $1865260.00        | $74463.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.6453%  | 0.0000% | $6033256.00        | $350342.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.5603%  | 0.0000% | $980703.00         | $63982.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.4480%  | 0.0000% | $9861370.00        | $5054611.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.7520%  | 0.0000% | $23356308.00       | $2071143.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5480%  | 0.0000% | $489059.00         | $251735.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4520%  | 0.0000% | $4986327.00        | $139678.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.0520%  | 0.0000% | $87144393.00       | $4805875.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.8520%  | 0.0000% | $77837599.00       | $3378659.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-05-20      | 0.7322%  | 0.0000% | $3717738.00        | $253374.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.9020%  | 0.0000% | $100000.00         | $4210.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1067840.00        | $1095322.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3220%  | 0.0000% | $100000.00         | $6286.23           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4480%  | 0.0000% | $16137.00          | $13931.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4580%  | 0.0000% | $3421183.00        | $2780056.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.4020%  | 0.0000% | $628621.00         | $27567.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.5520%  | 0.0000% | $49899982.00       | $998850.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.2020%  | 0.0000% | $435742.00         | $23050.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 1.5820%  | 0.0000% | $37185299.00       | $2885377.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.1020%  | 0.0000% | $49578608.00       | $1957629.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.5420%  | 0.0000% | $2571186.00        | $145460.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.7220%  | 0.0000% | $295178.00         | $21934.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.6480%  | 0.0000% | $629502.00         | $622875.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.0720%  | 0.0000% | $4807702.00        | $261550.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-06-20      | 5.0000%  | 0.0000% | $4064417.00        | $43668.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $2585511.00        | $23090.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $600000.00         | $66082.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | N/A      | 0.0000% | $32972200.00       | $19064164.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5000%  | 0.0000% | $1033984.00        | $187659.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $8015.00           | $4867.03           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $4069956.00        | $1932642.03        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-01-01      | 3.5000%  | 0.0000% | $6002449.00        | $1056438.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 4.7050%  | 0.0000% | $6721.00           | $5565.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1690910.00        | $1392486.29        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $826.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.2350%  | 0.0000% | $316623.00         | $317843.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $668674.00         | $515787.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $464999.00         | $451298.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $744.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $6471821.00        | $6409062.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1483087.00        | $1505883.95        | Agency Mortgage-Backed Securities         |
| U.S. Treasury Bond                       | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $86.81             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2032-02-15      | 1.8750%  | 0.0000% | $200.00            | $176.04            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-04-15      | 3.7500%  | 0.0000% | $978100.00         | $985651.04         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $102.04            | U.S. Treasuries (including strips)        |
| Federal National Mortgage Association    | 2027-11-01      | 5.2500%  | 0.0000% | $228000.00         | $228322.58         | Agency Mortgage-Backed Securities         |

### Security 123: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 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: ARP0QZ5G8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0QZ5G8_4.48_1030
- **C.18 - Value (incl. sponsor support):** $1125000000.00
- **C.18.a - Value (excl. sponsor support):** $1125000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2046-10-16      | 3.0000%  | 0.0000% | $11224848.00       | $9591988.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $17994000.00       | $5123630.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $10165000.00       | $8981141.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-16      | 6.0000%  | 0.0000% | $16765696.00       | $577136.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $35104999.00       | $1382468.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $15661680.00       | $37063.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 5.0000%  | 0.0000% | $15067800.00       | $327350.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 3.0000%  | 0.0000% | $2000000.00        | $181313.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 5.5000%  | 0.0000% | $63392448.00       | $1525201.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 4.5000%  | 0.0000% | $6880000.00        | $166041.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $41239936.00       | $4426046.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $45857360.00       | $3828700.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $16368380.00       | $41534.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $2295000.00        | $123056.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $4858500.00        | $604915.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $4519840.00        | $2753876.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $6794632.00        | $3586985.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $33114048.00       | $12234981.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $9178560.00        | $646425.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $1158000.00        | $756159.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-20      | 5.0000%  | 0.0000% | $7500000.00        | $989771.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | N/A      | 0.0000% | $1170000.00        | $662826.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $11543456.00       | $13237800.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $17100192.00       | $4027865.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $1427110.00        | $1317998.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $3082072.00        | $2745250.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $16545280.00       | $15677540.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 5.0000%  | 0.0000% | $11164016.00       | $11113125.81       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-25      | 2.0791%  | 0.0000% | $11388000.00       | $319197.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 1.5000%  | 0.0000% | $11262448.00       | $1312484.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $37910272.00       | $47483.26          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $24997888.00       | $24255.44          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $24997888.00       | $24507.73          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.7000%  | 0.0000% | $50000000.00       | $1110409.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.1500%  | 0.0000% | $58676000.00       | $2865941.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.5000%  | 0.0000% | $186150000.00      | $8118549.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.7500%  | 0.0000% | $25000000.00       | $567182.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.0100%  | 0.0000% | $599998461.00      | $179455.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 5.0000%  | 0.0000% | $362624.00         | $351831.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-12-25      | 2.5000%  | 0.0000% | $1064576.00        | $668423.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-12-25      | 2.5000%  | 0.0000% | $2948000.00        | $989043.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 1.0000%  | 0.0000% | $4000000.00        | $1279984.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 1.2500%  | 0.0000% | $266667.00         | $132747.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-03-25      | 2.0000%  | 0.0000% | $3000000.00        | $1719777.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-11-25      | 2.5000%  | 0.0000% | $20400000.00       | $1321252.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 6.0000%  | 0.0000% | $5023152.00        | $4615206.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 6.0000%  | 0.0000% | $12722048.00       | $1821372.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 5.0000%  | 0.0000% | $3108712.00        | $2954978.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 6.5000%  | 0.0000% | $9821760.00        | $2067588.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 4.5000%  | 0.0000% | $6300000.00        | $5998685.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 5.0000%  | 0.0000% | $15038624.00       | $13725025.26       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-08-15      | 5.5000%  | 0.0000% | $22500000.00       | $1888779.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-08-15      | 4.9459%  | 0.0000% | $16586060.00       | $4550413.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-07-15      | 6.5836%  | 0.0000% | $1899718.00        | $38204.75          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-06-15      | 7.8683%  | 0.0000% | $9681000.00        | $160085.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-01-15      | 5.0000%  | 0.0000% | $6000000.00        | $1060641.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-01-15      | 5.0000%  | 0.0000% | $7000000.00        | $1126051.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-11-15      | 4.0000%  | 0.0000% | $1921346.00        | $301101.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-12-15      | 2.1459%  | 0.0000% | $37142848.00       | $142618.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-03-15      | 1.9959%  | 0.0000% | $26508896.00       | $225081.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-06-15      | N/A      | 0.0000% | $12660592.00       | $1892499.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-05-15      | 3.5000%  | 0.0000% | $1600000.00        | $2234255.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-10-15      | 2.5000%  | 0.0000% | $1000000.00        | $1154180.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-05-15      | 3.0000%  | 0.0000% | $1107000.00        | $1087405.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-05-15      | 3.0000%  | 0.0000% | $8662832.00        | $10057386.77       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-06-15      | 1.5459%  | 0.0000% | $3000000.00        | $34828.41          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-02-15      | 1.6459%  | 0.0000% | $131500000.00      | $978810.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-06-15      | 1.5459%  | 0.0000% | $108854272.00      | $1248616.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-02-15      | 3.5000%  | 0.0000% | $2500000.00        | $3119636.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-03-15      | 3.5000%  | 0.0000% | $2088451.00        | $2110152.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-02-15      | 3.5000%  | 0.0000% | $1300000.00        | $973451.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-05-15      | 1.6459%  | 0.0000% | $30000000.00       | $318893.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-15      | 1.6459%  | 0.0000% | $614344704.00      | $8678004.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-10-15      | N/A      | 0.0000% | $753845.00         | $206322.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 3.5000%  | 0.0000% | $2700000.00        | $1910946.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 3.0000%  | 0.0000% | $31293000.00       | $24240811.82       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-15      | 0.2616%  | 0.0000% | $12073280.00       | $16737.52          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-01-15      | 4.0000%  | 0.0000% | $21661216.00       | $2637403.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-12-15      | 0.1500%  | 0.0000% | $7463960.00        | $12860.68          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-01-15      | 0.5412%  | 0.0000% | $24906720.00       | $167279.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-15      | 1.5459%  | 0.0000% | $114609024.00      | $7865582.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 3.5000%  | 0.0000% | $2300000.00        | $218418.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-15      | 2.2500%  | 0.0000% | $32366000.00       | $1570472.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-02-15      | 3.5000%  | 0.0000% | $15199904.00       | $130128.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-25      | 1.8908%  | 0.0000% | $16038000.00       | $1139045.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.6265%  | 0.0000% | $32364000.00       | $3823604.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 4.3805%  | 0.0000% | $20180000.00       | $4950183.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-04-25      | 2.7380%  | 0.0000% | $10891000.00       | $1040642.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-25      | 0.8920%  | 0.0000% | $160520448.00      | $2568622.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2060-04-26      | 4.7500%  | 0.0000% | $340000.00         | $113584.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2060-04-26      | 6.5000%  | 0.0000% | $100425088.00      | $85131920.46       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-10-25      | 0.1000%  | 0.0000% | $255243008.00      | $868166.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-02-25      | 0.1000%  | 0.0000% | $235683328.00      | $340640.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-10-25      | 0.1000%  | 0.0000% | $226049024.00      | $432959.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 0.1000%  | 0.0000% | $275055104.00      | $827732.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 0.1000%  | 0.0000% | $262379520.00      | $810840.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 0.1000%  | 0.0000% | $234310912.00      | $807044.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 0.1000%  | 0.0000% | $202808320.00      | $674608.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-08-25      | N/A      | 0.0000% | $40810000.00       | $32027769.62       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-05-25      | 0.1000%  | 0.0000% | $121286400.00      | $506653.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | N/A      | 0.0000% | $44593200.00       | $30574346.53       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-11-25      | 5.6810%  | 0.0000% | $5000000.00        | $1219004.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-03-25      | 0.5936%  | 0.0000% | $6022664.00        | $183491.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.7500%  | 0.0000% | $155315968.00      | $9047276.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 1.6855%  | 0.0000% | $7500000.00        | $206807.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-25      | 2.1355%  | 0.0000% | $49987584.00       | $13175.98          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 0.8500%  | 0.0000% | $50000000.00       | $2046293.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-05-25      | 6.7420%  | 0.0000% | $51100000.00       | $782387.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 1.5500%  | 0.0000% | $106385408.00      | $5160176.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.8000%  | 0.0000% | $137591040.00      | $3540796.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.9000%  | 0.0000% | $66098048.00       | $2638616.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-12-25      | 1.6355%  | 0.0000% | $54672000.00       | $1731331.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-10-25      | 1.5355%  | 0.0000% | $23365792.00       | $489143.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.1855%  | 0.0000% | $8333328.00        | $132692.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5000%  | 0.0000% | $94911488.00       | $5852238.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-01-25      | 1.6355%  | 0.0000% | $59090000.00       | $1063799.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-01-25      | 1.5355%  | 0.0000% | $39259968.00       | $905121.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 5.2803%  | 0.0000% | $1481000.00        | $166109.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-12-25      | 2.1355%  | 0.0000% | $134593788.00      | $243543.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 1.6355%  | 0.0000% | $21600000.00       | $282128.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-06-25      | N/A      | 0.0000% | $4113936.00        | $12941.73          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-07-25      | 2.0855%  | 0.0000% | $330000000.00      | $906277.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-25      | 4.0000%  | 0.0000% | $9366750.00        | $33003.50          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $144902000.00      | $18858458.01       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 5.5000%  | 0.0000% | $7352960.00        | $7185882.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 3.5000%  | 0.0000% | $5680000.00        | $4037060.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 5.5000%  | 0.0000% | $65493632.00       | $1704676.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-25      | 3.0000%  | 0.0000% | $2000000.00        | $1451210.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 3.0000%  | 0.0000% | $1600000.00        | $2153673.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-05-25      | 2.5000%  | 0.0000% | $25000000.00       | $1581264.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-25      | 3.5000%  | 0.0000% | $2000000.00        | $1684806.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 4.5000%  | 0.0000% | $7061984.00        | $6788273.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 5.2500%  | 0.0000% | $3953504.00        | $3701697.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-08-25      | 4.0000%  | 0.0000% | $8432000.00        | $7822017.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 4.0000%  | 0.0000% | $15096000.00       | $12427240.20       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-06-25      | 3.5000%  | 0.0000% | $24798000.00       | $8886648.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $4637584.00        | $4616094.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 3.5000%  | 0.0000% | $4905000.00        | $3359052.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 5.0000%  | 0.0000% | $10318736.00       | $11082894.70       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-12-25      | 6.0000%  | 0.0000% | $4415368.00        | $5287340.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-12-25      | 5.0000%  | 0.0000% | $850000.00         | $30800.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3020%  | 0.0000% | $30100000.00       | $3363935.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3020%  | 0.0000% | $57307584.00       | $3764550.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.9520%  | 0.0000% | $32500000.00       | $550393.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.5520%  | 0.0000% | $100000000.00      | $7610206.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.3520%  | 0.0000% | $50000000.00       | $1706719.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.0020%  | 0.0000% | $50000000.00       | $3280105.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.9361%  | 0.0000% | $150000000.00      | $11716048.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 0.9720%  | 0.0000% | $42559296.00       | $519553.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.3520%  | 0.0000% | $150000000.00      | $5190079.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1320%  | 0.0000% | $98816640.00       | $4805355.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-20      | 0.9720%  | 0.0000% | $26326208.00       | $346369.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.4020%  | 0.0000% | $30000000.00       | $1020787.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.5480%  | 0.0000% | $5000000.00        | $4167980.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.3520%  | 0.0000% | $100000000.00      | $2797002.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 0.6520%  | 0.0000% | $53622208.00       | $873962.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.6020%  | 0.0000% | $469099520.00      | $30834434.98       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0020%  | 0.0000% | $220000000.00      | $2896224.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.7520%  | 0.0000% | $20000000.00       | $1321877.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.7320%  | 0.0000% | $100000000.00      | $3505523.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.7520%  | 0.0000% | $50280896.00       | $3051305.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.7020%  | 0.0000% | $20000000.00       | $734148.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.6020%  | 0.0000% | $50000000.00       | $2438016.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 4.5000%  | 0.0000% | $47916800.00       | $44643976.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 1.6520%  | 0.0000% | $41785088.00       | $4864834.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.9020%  | 0.0000% | $40000000.00       | $1188269.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6520%  | 0.0000% | $30000000.00       | $1097587.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6020%  | 0.0000% | $56367120.00       | $2490845.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.0020%  | 0.0000% | $139664128.00      | $3971745.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | N/A      | 0.0000% | $320000000.00      | $3999135.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 2.8520%  | 0.0000% | $37067904.00       | $5716028.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.8520%  | 0.0000% | $50000000.00       | $3218471.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0020%  | 0.0000% | $156250000.00      | $2007061.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.6020%  | 0.0000% | $109452960.00      | $5352520.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.6020%  | 0.0000% | $67507456.00       | $4459449.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $27826000.00       | $25005831.17       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 2.7020%  | 0.0000% | $175000000.00      | $20438192.99       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.7520%  | 0.0000% | $135000000.00      | $4505139.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $32305664.00       | $28373261.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-16      | 5.0000%  | 0.0000% | $5000000.00        | $4642490.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $3137364.00        | $2954317.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $20367392.00       | $13262223.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | N/A      | 0.0000% | $390000000.00      | $5298930.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8444%  | 0.0000% | $140050688.00      | $6644144.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-09-16      | 6.0000%  | 0.0000% | $229294078.00      | $43737.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-16      | 3.0000%  | 0.0000% | $9564000.00        | $7631716.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 5.5000%  | 0.0000% | $5471470.00        | $7240.44           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $1000000.00        | $942737.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 4.7500%  | 0.0000% | $51993088.00       | $8430092.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.5000%  | 0.0000% | $25617792.00       | $10007432.95       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.5000%  | 0.0000% | $33566720.00       | $3817931.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-11-16      | 4.5000%  | 0.0000% | $50000000.00       | $17297942.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-01-20      | 1.6349%  | 0.0000% | $13613296.00       | $82090.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-05-16      | 2.1455%  | 0.0000% | $20000000.00       | $708964.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-16      | 0.3501%  | 0.0000% | $5760896.00        | $9136.79           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-06-16      | 2.5000%  | 0.0000% | $29338944.00       | $4973539.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-16      | 0.6810%  | 0.0000% | $6855000.00        | $21347.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 2.8504%  | 0.0000% | $1700000.00        | $1674803.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.0510%  | 0.0000% | $158089216.00      | $38992.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 3.0000%  | 0.0000% | $15463000.00       | $13328233.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-16      | 0.4108%  | 0.0000% | $135524352.00      | $135341.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.1523%  | 0.0000% | $101285888.00      | $48724.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-16      | 0.3607%  | 0.0000% | $139558912.00      | $100636.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.2250%  | 0.0000% | $125943808.00      | $63693.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-16      | 1.3936%  | 0.0000% | $41423000.00       | $69207.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.6124%  | 0.0000% | $205095424.00      | $704991.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-12-16      | 0.4735%  | 0.0000% | $86996608.00       | $149917.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 2.1349%  | 0.0000% | $27887040.00       | $136614.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $2500000.00        | $2218388.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 1.6849%  | 0.0000% | $17510080.00       | $412574.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.7864%  | 0.0000% | $104310144.00      | $851056.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.8948%  | 0.0000% | $85872384.00       | $698048.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.6815%  | 0.0000% | $75000000.00       | $771631.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-07-16      | 1.7955%  | 0.0000% | $52958656.00       | $1094519.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.6608%  | 0.0000% | $61467328.00       | $833416.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.5443%  | 0.0000% | $72000000.00       | $800521.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-02-16      | 0.7004%  | 0.0000% | $74070000.00       | $1038820.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-12-16      | 0.3767%  | 0.0000% | $113007488.00      | $895113.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6085%  | 0.0000% | $62400000.00       | $653267.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.2483%  | 0.0000% | $195172352.00      | $1525606.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.2642%  | 0.0000% | $161174528.00      | $1057073.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 1.7849%  | 0.0000% | $77205000.00       | $805551.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 1.7349%  | 0.0000% | $47757504.00       | $858864.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.6349%  | 0.0000% | $25000000.00       | $445891.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $66411904.00       | $311968.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7325%  | 0.0000% | $133131008.00      | $3936814.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 1.5849%  | 0.0000% | $43600000.00       | $667838.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.5849%  | 0.0000% | $56361920.00       | $1281133.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 1.6649%  | 0.0000% | $64086528.00       | $781068.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-16      | 0.3671%  | 0.0000% | $30793376.00       | $97063.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-16      | 0.7351%  | 0.0000% | $127549440.00      | $1750360.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.5849%  | 0.0000% | $25609312.00       | $405919.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $150000000.00      | $237587.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 0.1000%  | 0.0000% | $14208624.00       | $21627.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 1.6349%  | 0.0000% | $44539776.00       | $1115284.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 0.8703%  | 0.0000% | $245000000.00      | $11593663.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.7440%  | 0.0000% | $297500000.00      | $11982684.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.8930%  | 0.0000% | $11700000.00       | $538677.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.6934%  | 0.0000% | $285230080.00      | $11424337.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 1.0512%  | 0.0000% | $17500000.00       | $1185076.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.8155%  | 0.0000% | $26286112.00       | $1369697.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $51312256.00       | $60308.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.9656%  | 0.0000% | $300000000.00      | $17581720.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.8750%  | 0.0000% | $16300000.00       | $1004924.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 1.8349%  | 0.0000% | $14875000.00       | $1368533.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $73814272.00       | $663049.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $105848832.00      | $61925.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $60000000.00       | $241081.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $73110400.00       | $104978.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $334389248.00      | $113356.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 1.4520%  | 0.0000% | $74330752.00       | $3782165.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.7559%  | 0.0000% | $215806000.00      | $10558466.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $30000000.00       | $35711.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 0.8785%  | 0.0000% | $93704800.00       | $7041574.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | N/A      | 0.0000% | $49999872.00       | $38600.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 1.7020%  | 0.0000% | $50000000.00       | $3344908.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.3164%  | 0.0000% | $225298000.00      | $6856041.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 1.0520%  | 0.0000% | $85500000.00       | $2738377.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.6993%  | 0.0000% | $200000000.00      | $10721256.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0500%  | 0.0000% | $112956160.00      | $162947.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.9969%  | 0.0000% | $200000000.00      | $13722324.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.1520%  | 0.0000% | $400000000.00      | $6993597.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-16      | 0.9045%  | 0.0000% | $150000000.00      | $10495300.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-16      | 0.6440%  | 0.0000% | $50000000.00       | $2650880.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-16      | 0.6252%  | 0.0000% | $144291584.00      | $8773864.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.0020%  | 0.0000% | $19863392.00       | $1133043.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.7420%  | 0.0000% | $150000000.00      | $3975813.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3520%  | 0.0000% | $73207936.00       | $3214218.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3020%  | 0.0000% | $25000000.00       | $1132363.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.8020%  | 0.0000% | $30870944.00       | $1787782.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $8642960.00        | $9815788.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.2520%  | 0.0000% | $91762048.00       | $1455371.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.2020%  | 0.0000% | $20000000.00       | $769396.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.3020%  | 0.0000% | $50000000.00       | $4789425.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.5480%  | 0.0000% | $36500000.00       | $25366182.18       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.6980%  | 0.0000% | $4500000.00        | $2483010.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.9020%  | 0.0000% | $71627520.00       | $3312557.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.8020%  | 0.0000% | $45370112.00       | $2001476.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.2020%  | 0.0000% | $30000000.00       | $1107545.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.9720%  | 0.0000% | $100000000.00      | $1975328.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.8520%  | 0.0000% | $100000000.00      | $1210440.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 1.0526%  | 0.0000% | $50000000.00       | $3622303.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6520%  | 0.0000% | $75000000.00       | $4771999.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | N/A      | 0.0000% | $16000000.00       | $2344436.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-09-25      | 5.0000%  | 0.0000% | $6256250.00        | $24187.87          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-03-25      | 4.0000%  | 0.0000% | $971411.00         | $213394.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | 5.5000%  | 0.0000% | $1000000.00        | $166463.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-10-25      | 3.0000%  | 0.0000% | $5822000.00        | $1179650.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2057-07-25      | 1.2500%  | 0.0000% | $3000000.00        | $1021144.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-11-25      | 4.0000%  | 0.0000% | $10270000.00       | $325559.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-05-25      | 1.2500%  | 0.0000% | $17500000.00       | $5931293.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-07-25      | 2.0000%  | 0.0000% | $5000000.00        | $3072528.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-12-25      | 1.2083%  | 0.0000% | $7000000.00        | $5953553.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-06-20      | 1.6849%  | 0.0000% | $33566720.00       | $33248.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-06-20      | 2.3349%  | 0.0000% | $43569152.00       | $30125.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-16      | 1.2500%  | 0.0000% | $166658046.00      | $7379.39           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-02-20      | 5.5000%  | 0.0000% | $40000000.00       | $2785053.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-16      | 5.5000%  | 0.0000% | $46553040.00       | $7504821.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-16      | 0.1875%  | 0.0000% | $155100000.00      | $284833.77         | Agency Collateralized Mortgage Obligation |

### Security 124: Natixis SA

- **C.1 - Title:** Natixis SA 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0RWG15, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP0RWG15_4.37_0807
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2029-07-01      | 3.8300%  | 0.0000% | $1008.00           | $980.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-07-01      | 3.8300%  | 0.0000% | $1008.00           | $980.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-07-01      | 4.7650%  | 0.0000% | $20299834.00       | $20610154.17       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-25      | 1.9855%  | 0.0000% | $21315952.00       | $188888.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-07-25      | 4.4982%  | 0.0000% | $4570.00           | $1044.32           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 1.7349%  | 0.0000% | $57142857.00       | $1409536.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-20      | 1.7349%  | 0.0000% | $57377220.00       | $1564954.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 1.5849%  | 0.0000% | $33762395.00       | $786041.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.5849%  | 0.0000% | $15711883.00       | $387643.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.6349%  | 0.0000% | $36321538.00       | $1157406.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.0000%  | 0.0000% | $100000.00         | $1337.09           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $758.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-02-01      | 6.5000%  | 0.0000% | $1000.00           | $907.90            | Agency Mortgage-Backed Securities         |
| U.S. Treasury Bond                       | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $63.32             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2050-11-15      | 1.6250%  | 0.0000% | $200.00            | $103.93            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2051-02-15      | 1.8750%  | 0.0000% | $200.00            | $111.89            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2044-11-15      | 3.0000%  | 0.0000% | $100.00            | $76.46             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2052-11-15      | 4.0000%  | 0.0000% | $27249800.00       | $23616654.06       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-12-31      | 1.7500%  | 0.0000% | $6085800.00        | $5902868.07        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-05-15      | 2.8750%  | 0.0000% | $600.00            | $587.49            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2033-02-15      | 3.5000%  | 0.0000% | $3834100.00        | $3721913.18        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $99.65             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-07-31      | 3.8750%  | 0.0000% | $600.00            | $599.30            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2032-07-31      | 4.0000%  | 0.0000% | $17669000.00       | $17503441.47       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2025-11-15      | 4.5000%  | 0.0000% | $100.00            | $100.94            | U.S. Treasuries (including strips)        |

### Security 125: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 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: ARP0T1OC8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0T1OC8_4.48_1030
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2038-02-25      | 2.2355%  | 0.0000% | $19216992.00       | $989662.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 0.8500%  | 0.0000% | $73500000.00       | $3051303.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 7.8900%  | 0.0000% | $11000000.00       | $10831961.61       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | N/A      | 0.0000% | $28851776.00       | $15854352.34       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | N/A      | 0.0000% | $34498688.00       | $19411703.71       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-25      | 6.5000%  | 0.0000% | $19558912.00       | $2235249.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 5.5000%  | 0.0000% | $21504416.00       | $9297468.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-08-25      | 0.1000%  | 0.0000% | $489726000.00      | $1446445.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | N/A      | 0.0000% | $200000000.00      | $1738525.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-04-25      | 0.4827%  | 0.0000% | $108516095.00      | $352781.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 3.0000%  | 0.0000% | $11000000.00       | $1361156.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-16      | 3.5000%  | 0.0000% | $18249600.00       | $21524977.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $100000000.00      | $22584461.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.8788%  | 0.0000% | $450000000.00      | $24138728.49       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8759%  | 0.0000% | $662500000.00      | $36188326.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4997%  | 0.0000% | $224695998.00      | $9918724.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 0.0500%  | 0.0000% | $101780300.00      | $118180.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 1.3520%  | 0.0000% | $71201536.00       | $2520509.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 2.5000%  | 0.0000% | $5178296.00        | $3362404.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.9020%  | 0.0000% | $81793536.00       | $5609533.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.3020%  | 0.0000% | $45988544.00       | $1894279.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.3980%  | 0.0000% | $26720416.00       | $26352587.18       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $73200999.00       | $73309954.85       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.6480%  | 0.0000% | $5000000.00        | $4983571.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.0000%  | 0.0000% | $15000000.00       | $1816177.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $10608960.00       | $574792.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $58030500.00       | $4720557.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $30000000.00       | $3469430.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $23158240.00       | $1757524.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-09-25      | 4.6141%  | 0.0000% | $4800000.00        | $4805554.15        | Agency Mortgage-Backed Securities         |

### Security 126: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.530000%
- **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: ARP0T4BW2, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP0T4BW2_4.53_0929
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $796894.00         | $737698.51         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $2083690.00        | $2084935.34        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1212923.00        | $1213005.25        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $45000.00          | $42309.78          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $2769752.00        | $2803625.96        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $411150.00         | $389437.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $451139.00         | $428296.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $2280960.00        | $2313018.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2040-07-01      | 6.0000%  | 0.0000% | $1662919.00        | $1716258.78        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 6.3650%  | 0.0000% | $2094182.00        | $29059.31          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.5000%  | 0.0000% | $400000.00         | $273347.00         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-09-01      | 7.1880%  | 0.0000% | $2000000.00        | $41014.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-08-01      | 7.5000%  | 0.0000% | $1095808.00        | $4976.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 1.5000%  | 0.0000% | $2438200.00        | $1465757.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 1.5000%  | 0.0000% | $365000.00         | $227228.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 1.5000%  | 0.0000% | $410043.00         | $224189.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $899999.00         | $568780.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 2.0000%  | 0.0000% | $38860.00          | $28639.33          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1871000.00        | $1137343.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $362000.00         | $215721.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $63131.00          | $28766.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $1511.00           | $813.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $95000.00          | $62210.89          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $134877.00         | $93127.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $163000.00         | $116719.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $9243.00           | $5361.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $33000.00          | $20151.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $17000.00          | $11125.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $104000.00         | $71714.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 3.0000%  | 0.0000% | $32000.00          | $6113.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.0000%  | 0.0000% | $666969.00         | $126251.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1577492.00        | $995706.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $50000.00          | $11668.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $3538832.00        | $1505451.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $27999.00          | $15213.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 3.0000%  | 0.0000% | $71915.00          | $33099.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $151392.00         | $102267.12         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $20000.00          | $15412.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $33000.00          | $5764.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-11-01      | 3.5000%  | 0.0000% | $600000.00         | $44556.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $2870000.00        | $419475.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-12-01      | 3.5000%  | 0.0000% | $1000000.00        | $119761.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $7001.00           | $5100.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $232895.00         | $202497.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $494011.00         | $67917.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $18000.00          | $7101.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $16994.00          | $13101.37          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 4.0000%  | 0.0000% | $1967.00           | $62.34             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.0000%  | 0.0000% | $1730592.00        | $180253.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 4.0000%  | 0.0000% | $919123.00         | $149581.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 4.0000%  | 0.0000% | $100000.00         | $12504.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $9207842.00        | $1597026.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $1382552.00        | $1319576.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1199300.00        | $1030749.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 4.0000%  | 0.0000% | $2441000.00        | $254566.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1377669.00        | $146103.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $259323363.00      | $19436738.69       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $719702.00         | $514615.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $1249417.00        | $970346.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 4.0000%  | 0.0000% | $44000.00          | $36588.41          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.1840%  | 0.0000% | $123308.00         | $113211.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-09-01      | 4.5000%  | 0.0000% | $1216128.00        | $154047.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-01-01      | 4.5000%  | 0.0000% | $1104037.00        | $59888.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | 0.0000% | $200000.00         | $31783.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $8135295.00        | $601530.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1953366.00        | $1801442.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $6555374.00        | $5982558.86        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $3726390.00        | $1754164.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 4.5000%  | 0.0000% | $7000.00           | $6391.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 4.5000%  | 0.0000% | $331757.00         | $316137.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-11-01      | 4.5000%  | 0.0000% | $135000.00         | $14123.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 4.5420%  | 0.0000% | $2446980.00        | $272685.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 4.8450%  | 0.0000% | $2263720.00        | $1912176.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 5.0000%  | 0.0000% | $2375710.00        | $578860.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 5.0000%  | 0.0000% | $2200000.00        | $252117.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1578153.00        | $1314329.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $21912626.00       | $3976796.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $9735281.00        | $7094644.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 5.0000%  | 0.0000% | $948966.00         | $232532.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1819920.00        | $1465079.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $175000.00         | $166849.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $176201.00         | $12195.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $181000.00         | $133804.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $86206.00          | $86597.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $78506244.00       | $20477001.11       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $14207.00          | $10998.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 5.6150%  | 0.0000% | $1322239.00        | $6616.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 5.9150%  | 0.0000% | $2249983.00        | $82663.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1078004.00        | $1069798.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $340584.00         | $345884.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1397.00           | $1419.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $744.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 6.0000%  | 0.0000% | $4237208.00        | $41062.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.0000%  | 0.0000% | $1064949.00        | $44280.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $1079745.00        | $849429.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $7985.00           | $5924.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 6.0030%  | 0.0000% | $10000000.00       | $109981.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 6.1190%  | 0.0000% | $68017058.00       | $311371.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 6.1520%  | 0.0000% | $1500000.00        | $14978.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 6.1750%  | 0.0000% | $25065000.00       | $264387.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 6.4340%  | 0.0000% | $398000.00         | $47033.95          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5000%  | 0.0000% | $5792676.00        | $67731.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1516824.00        | $1371653.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1812085.00        | $1885481.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $2418121.00        | $2131113.65        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1399139.00        | $1494877.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 6.5340%  | 0.0000% | $7001016.00        | $688646.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5750%  | 0.0000% | $5590605.00        | $76486.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.8320%  | 0.0000% | $206847.00         | $209994.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 6.8650%  | 0.0000% | $115000.00         | $22857.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 7.1930%  | 0.0000% | $1500000.00        | $25355.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 7.5000%  | 0.0000% | $143932.00         | $153434.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $1106382.00        | $847880.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $170452.00         | $182516.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 7.6520%  | 0.0000% | $5093886.00        | $82997.70          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $344958.00         | $131573.71         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 0.0171%  | 0.0000% | $145040096.00      | $92466.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-09-20      | 0.7973%  | 0.0000% | $800000.00         | $59353.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 6.3750%  | 0.0000% | $2982624.00        | $24039.18          | Agency Mortgage-Backed Securities         |
| U.S. Treasury Bond                       | 2047-02-15      | 0.8750%  | 0.0000% | $400.00            | $383.39            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-05-15      | 1.6250%  | 0.0000% | $1000.00           | $983.75            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-05-15      | 3.6250%  | 0.0000% | $2509000.00        | $2517517.85        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2033-08-15      | 3.8750%  | 0.0000% | $1000.00           | $992.76            | U.S. Treasuries (including strips)        |
| Federal Farm Credit Bank                 | 2042-02-24      | 3.4400%  | 0.0000% | $402000.00         | $316471.37         | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2042-03-24      | 3.7000%  | 0.0000% | $3619000.00        | $2989962.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $988484.00         | $772673.89         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 4.9000%  | 0.0000% | $149855.00         | $151963.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 5.3100%  | 0.0000% | $137420.00         | $142353.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 5.2800%  | 0.0000% | $150000.00         | $154417.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-06-01      | 4.3900%  | 0.0000% | $3410949.00        | $3416486.11        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2073-12-20      | 0.5603%  | 0.0000% | $42106880.00       | $2747115.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.1520%  | 0.0000% | $49500000.00       | $2755929.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.6520%  | 0.0000% | $16903501.00       | $959540.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5480%  | 0.0000% | $11882221.00       | $6116176.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.1000%  | 0.0000% | $17121353.00       | $29842.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.4520%  | 0.0000% | $534262.00         | $14965.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.6520%  | 0.0000% | $50000000.00       | $1322354.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 2.0520%  | 0.0000% | $903507.00         | $42003.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.1020%  | 0.0000% | $89844999.00       | $3678663.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.6981%  | 0.0000% | $69848516.00       | $3345703.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.6220%  | 0.0000% | $26521534.00       | $1098649.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.9020%  | 0.0000% | $50000000.00       | $2183793.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4480%  | 0.0000% | $10143699.00       | $8757403.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4580%  | 0.0000% | $12352.00          | $10037.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.3520%  | 0.0000% | $368213.00         | $28292.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.7910%  | 0.0000% | $2866458.00        | $212374.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $1219393.00        | $1151658.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $345075.00         | $301964.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 2.4750%  | 0.0000% | $360283.00         | $325723.80         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 4.5200%  | 0.0000% | $134900.00         | $134379.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.3500%  | 0.0000% | $42358498.00       | $1468604.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 3.0000%  | 0.0000% | $817836.00         | $171490.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 28.6999% | 0.0000% | $1231288.00        | $1460079.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.0100%  | 0.0000% | $100000.00         | $5860.78           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 1.6500%  | 0.0000% | $15000000.00       | $819181.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.1500%  | 0.0000% | $59243969.00       | $1760330.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.5500%  | 0.0000% | $41591340.00       | $2612113.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.6000%  | 0.0000% | $39259107.00       | $2354581.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.7500%  | 0.0000% | $28974766.00       | $2156604.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.0000%  | 0.0000% | $26597226.00       | $1298132.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.8000%  | 0.0000% | $18177024.00       | $1434279.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.0000%  | 0.0000% | $200001.00         | $10538.67          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-25      | 4.0000%  | 0.0000% | $14678200.00       | $628259.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-06-25      | 2.5000%  | 0.0000% | $75454016.00       | $3739343.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $50000045.00       | $4607335.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 2.0000%  | 0.0000% | $499995.00         | $52090.79          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $11342126.00       | $1021037.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $2039876.00        | $176174.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.5000%  | 0.0000% | $799997.00         | $86256.63          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $3038880.00        | $275848.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-08-25      | N/A      | 0.0000% | $8257096.00        | $4518437.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | N/A      | 0.0000% | $4760704.00        | $2698792.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | N/A      | 0.0000% | $110000.00         | $54641.55          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $4187534.00        | $2282323.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.5000%  | 0.0000% | $2700000.00        | $304348.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.5000%  | 0.0000% | $670662.00         | $80684.74          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | N/A      | 0.0000% | $14659898.00       | $8651229.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-09-15      | 3.5000%  | 0.0000% | $2842944.00        | $1820022.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-08-15      | 4.2959%  | 0.0000% | $514.00            | $0.04              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | 6.5000%  | 0.0000% | $30.00             | $1.08              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-02-15      | 2.1959%  | 0.0000% | $200831.00         | $1804.19           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-05-15      | 1.6459%  | 0.0000% | $92000000.00       | $1279266.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.2501%  | 0.0000% | $51069984.00       | $515339.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-01-25      | 1.1824%  | 0.0000% | $134069.00         | $7619.59           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 2.1264%  | 0.0000% | $119267492.00      | $524386.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 2.1792%  | 0.0000% | $1945615.00        | $16854.54          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 2.0966%  | 0.0000% | $58019200.00       | $2592605.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 1.9218%  | 0.0000% | $329134.00         | $3003.82           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-02-25      | 2.1000%  | 0.0000% | $52129171.00       | $2781661.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 2.2078%  | 0.0000% | $137608095.00      | $4133620.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-02-25      | 1.6905%  | 0.0000% | $21158243.00       | $201434.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 2.6500%  | 0.0000% | $3741000.00        | $244730.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 2.0271%  | 0.0000% | $129096691.00      | $641664.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.7500%  | 0.0000% | $12909029.00       | $1001807.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.0355%  | 0.0000% | $2489032.00        | $20844.31          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-03-25      | 1.9449%  | 0.0000% | $75671138.00       | $2624223.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 2.6500%  | 0.0000% | $10455000.00       | $1135306.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5500%  | 0.0000% | $29995103.00       | $1858439.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 2.1049%  | 0.0000% | $100070.00         | $2524.14           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-06-25      | 5.0345%  | 0.0000% | $1325.00           | $34.83             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 2.7500%  | 0.0000% | $6766906.00        | $543389.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.1000%  | 0.0000% | $100019.00         | $267.37            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.7000%  | 0.0000% | $41562471.00       | $2806252.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 2.2398%  | 0.0000% | $178492945.00      | $4852909.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.7300%  | 0.0000% | $132602843.00      | $4310947.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.7000%  | 0.0000% | $200000000.00      | $5478023.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 1.5500%  | 0.0000% | $100000.00         | $7085.24           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 1.5500%  | 0.0000% | $50515583.00       | $2814662.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-11-25      | 3.7224%  | 0.0000% | $15100.00          | $13178.23          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 6.0000%  | 0.0000% | $4934166.00        | $1054585.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $1958924.00        | $254946.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.5000%  | 0.0000% | $1980765.00        | $294251.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $3231808.00        | $1838947.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.5000%  | 0.0000% | $991192.00         | $120607.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 2.5000%  | 0.0000% | $1277109.00        | $133392.13         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.5000%  | 0.0000% | $14720915.00       | $1505646.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 3.0000%  | 0.0000% | $94760.00          | $31896.37          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $378169.00         | $43886.23          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $3814102.00        | $390956.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 2.5000%  | 0.0000% | $5647585.00        | $743534.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-10-25      | 1.7500%  | 0.0000% | $2906.00           | $186.10            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $100000.00         | $11911.96          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $1484840.00        | $173922.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-12-01      | 5.5000%  | 0.0000% | $63822712.00       | $182969.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 1.8957%  | 0.0000% | $475897.00         | $24477.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-16      | 1.0955%  | 0.0000% | $32895914.00       | $302763.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $1000.00           | $1087.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 1.6349%  | 0.0000% | $4617800.00        | $68304.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 1.7349%  | 0.0000% | $34848257.00       | $1489458.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 1.6349%  | 0.0000% | $3160500.00        | $105453.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 0.0349%  | 0.0000% | $187684679.00      | $1513177.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | N/A      | 0.0000% | $200001.00         | $1261.81           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | N/A      | 0.0000% | $100251.00         | $977.77            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $12844115.00       | $39190.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $41460153.00       | $2529761.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $1358410.00        | $347.26            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 1.8349%  | 0.0000% | $26736996.00       | $2524171.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | N/A      | 0.0000% | $10871049.00       | $103285.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $14829551.00       | $10539416.81       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.4480%  | 0.0000% | $4523159.00        | $3459138.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.2280%  | 0.0000% | $17872691.00       | $13032926.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.4020%  | 0.0000% | $50000000.00       | $2047271.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.3480%  | 0.0000% | $43246365.00       | $20419441.09       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 0.9009%  | 0.0000% | $22208484.00       | $1773640.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3480%  | 0.0000% | $93303.00          | $73154.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3480%  | 0.0000% | $9219234.00        | $5726386.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.1520%  | 0.0000% | $100000000.00      | $2839151.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.7520%  | 0.0000% | $3317878.00        | $261640.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3480%  | 0.0000% | $5260947.00        | $2599356.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3680%  | 0.0000% | $738051.00         | $630823.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-04-20      | 0.8104%  | 0.0000% | $40176915.00       | $2774223.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.3520%  | 0.0000% | $29900000.00       | $908053.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.4520%  | 0.0000% | $82510592.00       | $3280252.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.7020%  | 0.0000% | $15315100.00       | $740979.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.0520%  | 0.0000% | $128832.00         | $5389.21           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.3520%  | 0.0000% | $13850939.00       | $521486.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.6520%  | 0.0000% | $30417194.00       | $2111098.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.0100%  | 0.0000% | $99893346.00       | $9931.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.7520%  | 0.0000% | $4632564.00        | $372465.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8480%  | 0.0000% | $41175469.00       | $17534089.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5980%  | 0.0000% | $879524.00         | $478587.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.7020%  | 0.0000% | $5404417.00        | $215751.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.5724%  | 0.0000% | $11513757.00       | $808987.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.0000%  | 0.0000% | $790000.00         | $387256.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-05-01      | 3.5000%  | 0.0000% | $2130000.00        | $233191.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 3.5000%  | 0.0000% | $95000.00          | $11315.10          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $7000.00           | $5163.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.0000%  | 0.0000% | $555000.00         | $56979.93          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 4.0000%  | 0.0000% | $1475000.00        | $242116.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $23019114.00       | $3331065.68        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 4.5000%  | 0.0000% | $600000.00         | $66989.08          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.5000%  | 0.0000% | $106000.00         | $24102.40          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $139983.00         | $119823.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 4.7050%  | 0.0000% | $81670.00          | $67628.93          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 5.0000%  | 0.0000% | $164446.00         | $11788.61          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $7000.00           | $5150.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1327482.00        | $1093198.63        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $101000.00         | $92473.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $296000.00         | $219951.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $8142199.00        | $6092691.81        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $22000.00          | $17749.52          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $29000.00          | $23656.39          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 1.2020%  | 0.0000% | $31506001.00       | $1666646.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 22.1263% | 0.0000% | $2070867.00        | $2910424.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.2220%  | 0.0000% | $16274976.00       | $1221897.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | N/A      | 0.0000% | $152184681.00      | $1854847.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.9520%  | 0.0000% | $100000.00         | $4500.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.7220%  | 0.0000% | $66274492.00       | $4924778.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.7120%  | 0.0000% | $199330220.00      | $12350480.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0020%  | 0.0000% | $173333333.00      | $2275976.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.0720%  | 0.0000% | $80729759.00       | $5076644.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.7820%  | 0.0000% | $44392407.00       | $1716466.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $17088939.00       | $762188.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $3287355.00        | $361818.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $99900000.00       | $8650197.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $31116000.00       | $2095823.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $126161.00         | $9766.32           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $68732386.00       | $3943713.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $2184237.00        | $269587.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | N/A      | 0.0000% | $5302230.00        | $2962475.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $89151.00          | $88896.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | N/A      | 0.0000% | $1865456.00        | $1147574.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $1217271.00        | $600529.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $1901186.00        | $1154476.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 2.0000%  | 0.0000% | $100000.00         | $49182.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $280465.00         | $176137.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $52000.00          | $33974.41          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $99000.00          | $64339.83          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 2.5970%  | 0.0000% | $2000000.00        | $339938.68         | Agency Mortgage-Backed Securities         |

### Security 127: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 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: ARP0T8XV1, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0T8XV1_4.48_1030
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2047-11-25      | 6.5000%  | 0.0000% | $22956736.00       | $1109051.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2060-03-25      | 4.0000%  | 0.0000% | $15293872.00       | $1047842.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 3.0000%  | 0.0000% | $17056096.00       | $1326936.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-16      | 5.0000%  | 0.0000% | $19435616.00       | $4002595.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | N/A      | 0.0000% | $214466553.00      | $40517.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-02-16      | 4.5000%  | 0.0000% | $20000000.00       | $5274157.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-01-20      | 2.1849%  | 0.0000% | $42925000.00       | $686525.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-02-20      | 3.5000%  | 0.0000% | $8444576.00        | $2623079.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-20      | 1.7349%  | 0.0000% | $215529728.00      | $1014718.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-05-20      | 1.7349%  | 0.0000% | $27092256.00       | $172195.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-16      | 0.4745%  | 0.0000% | $100000000.00      | $120033.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 1.7349%  | 0.0000% | $41322624.00       | $219839.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 1.7349%  | 0.0000% | $32229952.00       | $374231.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.7253%  | 0.0000% | $185404480.00      | $1807401.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 1.2149%  | 0.0000% | $44885440.00       | $399916.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-16      | 0.9920%  | 0.0000% | $104827008.00      | $1314525.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.7444%  | 0.0000% | $170005504.00      | $2592703.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 1.5349%  | 0.0000% | $36853056.00       | $372327.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6928%  | 0.0000% | $117551616.00      | $1258907.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-08-16      | 0.7733%  | 0.0000% | $150000000.00      | $2288517.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.6389%  | 0.0000% | $88723072.00       | $1183005.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.5442%  | 0.0000% | $89989504.00       | $1370153.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.4256%  | 0.0000% | $100152704.00      | $1397248.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-16      | 0.6554%  | 0.0000% | $90340096.00       | $995511.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.6993%  | 0.0000% | $85128960.00       | $853354.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 0.6849%  | 0.0000% | $50000000.00       | $826597.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 1.7349%  | 0.0000% | $39736704.00       | $777136.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 1.7349%  | 0.0000% | $38751424.00       | $727744.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.7187%  | 0.0000% | $90056832.00       | $1021454.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 1.7349%  | 0.0000% | $8721200.00        | $271545.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.5849%  | 0.0000% | $39560000.00       | $665078.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.5849%  | 0.0000% | $21565152.00       | $506517.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | N/A      | 0.0000% | $170000000.00      | $215790.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 1.0482%  | 0.0000% | $65512064.00       | $2065769.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.8035%  | 0.0000% | $312500000.00      | $13097824.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 1.8349%  | 0.0000% | $130398720.00      | $9591024.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 0.5832%  | 0.0000% | $113438000.00      | $3808562.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $60146684.00       | $242825.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $61568640.00       | $108010.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8648%  | 0.0000% | $303501000.00      | $15909952.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 1.8349%  | 0.0000% | $10440192.00       | $992202.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $100000000.00      | $988982.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $28000000.00       | $380023.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $44955000.00       | $56296.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.7478%  | 0.0000% | $237500000.00      | $11633142.18       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.5603%  | 0.0000% | $125000000.00      | $5569544.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4318%  | 0.0000% | $175000000.00      | $6482175.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $84992000.00       | $48383.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4494%  | 0.0000% | $150000000.00      | $7087039.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 0.0500%  | 0.0000% | $49999872.00       | $45273.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.6349%  | 0.0000% | $54609408.00       | $4157797.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 0.1000%  | 0.0000% | $24997888.00       | $23495.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.7355%  | 0.0000% | $150000000.00      | $8436910.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.1100%  | 0.0000% | $5000000.00        | $8965.58           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3520%  | 0.0000% | $10000000.00       | $268233.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.2620%  | 0.0000% | $50396544.00       | $2956049.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.4520%  | 0.0000% | $50466480.00       | $3557369.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.7520%  | 0.0000% | $30749952.00       | $1638161.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.6520%  | 0.0000% | $25000000.00       | $1985665.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.6520%  | 0.0000% | $32781440.00       | $1569056.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-01-20      | 1.9020%  | 0.0000% | $138083584.00      | $1533639.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.7020%  | 0.0000% | $50209152.00       | $1488293.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.8520%  | 0.0000% | $25955520.00       | $2533939.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $14287695.00       | $18887.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.0020%  | 0.0000% | $100000000.00      | $4662966.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 0.8152%  | 0.0000% | $75000000.00       | $4325795.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 1.5520%  | 0.0000% | $120000000.00      | $2517182.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.4520%  | 0.0000% | $200000000.00      | $5868296.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.6520%  | 0.0000% | $101984896.00      | $4466907.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.4020%  | 0.0000% | $149632000.00      | $1561577.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.4520%  | 0.0000% | $100000000.00      | $3602318.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.0020%  | 0.0000% | $126362000.00      | $6389308.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.6020%  | 0.0000% | $83339136.00       | $3919844.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 0.6520%  | 0.0000% | $37044800.00       | $342790.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.1020%  | 0.0000% | $121094656.00      | $3043670.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.9020%  | 0.0000% | $100000000.00      | $4542608.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-16      | 0.5093%  | 0.0000% | $150000000.00      | $9384573.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 1.6520%  | 0.0000% | $30178304.00       | $3502668.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | N/A      | 0.0000% | $500000000.00      | $5676760.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $18879360.00       | $14191829.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.0520%  | 0.0000% | $100970112.00      | $6454210.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.4520%  | 0.0000% | $100000000.00      | $6267809.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 3.5000%  | 0.0000% | $1893434.00        | $1399541.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 4.5000%  | 0.0000% | $17715744.00       | $508942.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-16      | 5.5000%  | 0.0000% | $20049824.00       | $659085.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $555000.00         | $603112.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 3.5000%  | 0.0000% | $1055000.00        | $922528.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-04-20      | 3.5000%  | 0.0000% | $22360416.00       | $171842.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $30557472.00       | $40244.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $44701056.00       | $4051172.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $64143200.00       | $5777618.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $28716032.00       | $1492354.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $67833216.00       | $6066191.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $70666624.00       | $7321740.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $185198336.00      | $16835172.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $78000000.00       | $5596155.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $14083328.00       | $1565053.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $8815504.00        | $9668268.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $9000000.00        | $10220619.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 2.5000%  | 0.0000% | $61975104.00       | $49788066.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $2251032.00        | $2061469.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 5.0000%  | 0.0000% | $581531.00         | $571905.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-15      | N/A      | 0.0000% | $4340000.00        | $1464769.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-09-25      | 2.7274%  | 0.0000% | $28000000.00       | $3415436.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-05-25      | 3.0000%  | 0.0000% | $6500000.00        | $3533286.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-10-25      | 3.5949%  | 0.0000% | $24188000.00       | $22214566.92       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-05-25      | 0.0955%  | 0.0000% | $484999168.00      | $434908.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 1.6855%  | 0.0000% | $37500000.00       | $958786.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 2.6500%  | 0.0000% | $150000000.00      | $17655386.55       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.5274%  | 0.0000% | $68632064.00       | $5850990.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-08-25      | 1.7355%  | 0.0000% | $34494080.00       | $506882.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 1.6355%  | 0.0000% | $35357248.00       | $394739.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 0.1000%  | 0.0000% | $56775200.00       | $105939.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 0.0500%  | 0.0000% | $64999424.00       | $60624.20          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 1.2500%  | 0.0000% | $16055392.00       | $7705841.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 4.0000%  | 0.0000% | $33843456.00       | $1043598.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-06-25      | 4.0000%  | 0.0000% | $5400000.00        | $3466379.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 5.5000%  | 0.0000% | $1823077.00        | $1917861.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 4.0000%  | 0.0000% | $72732416.00       | $5034078.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 3.5000%  | 0.0000% | $9117872.00        | $9622658.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-10-25      | 3.5000%  | 0.0000% | $2581000.00        | $839149.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 4.0000%  | 0.0000% | $18413000.00       | $5442262.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-12-25      | 5.5000%  | 0.0000% | $6000000.00        | $6731123.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 1.2500%  | 0.0000% | $50000000.00       | $1313632.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 2.1000%  | 0.0000% | $15000000.00       | $466502.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.6000%  | 0.0000% | $70000000.00       | $2614336.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.4500%  | 0.0000% | $104634880.00      | $5869482.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.6500%  | 0.0000% | $45821120.00       | $2804206.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.8500%  | 0.0000% | $50000000.00       | $2978492.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-08-15      | 4.7541%  | 0.0000% | $1500000.00        | $132783.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-07-15      | 3.5000%  | 0.0000% | $15598576.00       | $12287671.23       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 1.6459%  | 0.0000% | $185693952.00      | $2127571.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 3.0000%  | 0.0000% | $31890000.00       | $14257218.94       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-15      | 1.5959%  | 0.0000% | $26666656.00       | $289472.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-05-15      | 1.6459%  | 0.0000% | $130080960.00      | $1808784.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-03-15      | 4.0000%  | 0.0000% | $5082000.00        | $4470989.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-15      | 1.5959%  | 0.0000% | $13558848.00       | $148837.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-10-15      | 1.5459%  | 0.0000% | $74866304.00       | $1791792.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 0.3731%  | 0.0000% | $39666304.00       | $220540.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 0.0800%  | 0.0000% | $459177984.00      | $310988.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-09-15      | 5.5000%  | 0.0000% | $3902000.00        | $752901.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-05-15      | 4.0000%  | 0.0000% | $17760256.00       | $15796.67          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-10-15      | 1.7500%  | 0.0000% | $12588080.00       | $950098.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-12-15      | 1.7500%  | 0.0000% | $50000000.00       | $3809051.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-07-15      | 6.0000%  | 0.0000% | $39759104.00       | $568562.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 0.1500%  | 0.0000% | $163796992.00      | $439410.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.5000%  | 0.0000% | $5000000.00        | $5023553.48        | Agency Collateralized Mortgage Obligation |

### Security 128: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 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: ARP0TBOK8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0TBOK8_4.48_1030
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $424846000.00      | $1792850.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-06-25      | 1.3692%  | 0.0000% | $72083000.00       | $1000832.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-02-25      | 5.0000%  | 0.0000% | $2000000.00        | $351276.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 0.3097%  | 0.0000% | $13473856.00       | $19931.98          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-10-25      | 1.5855%  | 0.0000% | $78461952.00       | $2484910.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-06-25      | 1.5355%  | 0.0000% | $49314688.00       | $1221731.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.4000%  | 0.0000% | $50000000.00       | $2402812.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 5.5000%  | 0.0000% | $162996224.00      | $147369.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 2.0355%  | 0.0000% | $40000000.00       | $299568.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.0000%  | 0.0000% | $3924464.00        | $3550654.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.1000%  | 0.0000% | $50000000.00       | $3206523.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-10-25      | 0.4672%  | 0.0000% | $27424224.00       | $112858.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-02-25      | 0.2830%  | 0.0000% | $9983392.00        | $30094.77          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-03-25      | 0.2738%  | 0.0000% | $39165952.00       | $28253.60          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-25      | N/A      | 0.0000% | $35000000.00       | $82921.88          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-05-25      | 4.0000%  | 0.0000% | $5000000.00        | $4694006.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-10-25      | 5.0000%  | 0.0000% | $6999999.00        | $7360129.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 6.0000%  | 0.0000% | $6500000.00        | $4600667.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 1.4500%  | 0.0000% | $65696896.00       | $2859644.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.5500%  | 0.0000% | $50000000.00       | $1901847.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.7500%  | 0.0000% | $49689400.00       | $3308679.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.8000%  | 0.0000% | $168074752.00      | $6019000.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.8000%  | 0.0000% | $140664576.00      | $5210412.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.8000%  | 0.0000% | $40000000.00       | $1640071.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.8500%  | 0.0000% | $68734080.00       | $2510499.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.8500%  | 0.0000% | $82000000.00       | $2877023.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.7000%  | 0.0000% | $73699584.00       | $3945496.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.6500%  | 0.0000% | $40000000.00       | $2888006.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.1500%  | 0.0000% | $100000000.00      | $3509472.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.8000%  | 0.0000% | $94243840.00       | $2660500.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.7300%  | 0.0000% | $81417344.00       | $5941738.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.8000%  | 0.0000% | $154768640.00      | $5614878.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0100%  | 0.0000% | $1094238208.00     | $312435.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 5.2500%  | 0.0000% | $7318820.00        | $6861545.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.9500%  | 0.0000% | $114158080.00      | $4067798.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-06-25      | 5.5000%  | 0.0000% | $1236152.00        | $1153557.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.7000%  | 0.0000% | $160028928.00      | $8988776.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 0.7500%  | 0.0000% | $150202112.00      | $9271525.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.5500%  | 0.0000% | $161878528.00      | $10337292.78       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 4.0000%  | 0.0000% | $19000000.00       | $1593084.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 6.5000%  | 0.0000% | $29064896.00       | $6177408.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.5000%  | 0.0000% | $60444992.00       | $9138415.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 5.0000%  | 0.0000% | $11090800.00       | $10919188.36       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-10-15      | 3.0000%  | 0.0000% | $13364912.00       | $4070760.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 3.0000%  | 0.0000% | $200000.00         | $118359.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-12-15      | 3.0000%  | 0.0000% | $1091578.00        | $1055404.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 3.2959%  | 0.0000% | $163946496.00      | $90094.83          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-07-15      | 6.0000%  | 0.0000% | $12085000.00       | $2658322.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-08-15      | N/A      | 0.0000% | $31527000.00       | $8750790.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-09-15      | 4.0000%  | 0.0000% | $562500.00         | $6604.76           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-05-25      | 2.2286%  | 0.0000% | $32193792.00       | $1820371.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.6194%  | 0.0000% | $29818000.00       | $3554120.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 4.4352%  | 0.0000% | $30607000.00       | $7619825.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2058-03-25      | 3.5000%  | 0.0000% | $8000000.00        | $6440029.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0520%  | 0.0000% | $4999989.00        | $9846.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $100000000.00      | $100334233.06      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | N/A      | 0.0000% | $231419000.00      | $2993425.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.8920%  | 0.0000% | $50000000.00       | $2985251.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-20      | 5.0000%  | 0.0000% | $85000000.00       | $504256.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-09-16      | 5.5000%  | 0.0000% | $19473888.00       | $560065.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 5.0000%  | 0.0000% | $30000000.00       | $530459.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-16      | 3.0000%  | 0.0000% | $10650000.00       | $4038147.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 3.5000%  | 0.0000% | $17265000.00       | $1815612.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $11533856.00       | $340730.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2030-03-16      | 0.5000%  | 0.0000% | $244516000.00      | $1364240.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $54750000.00       | $5148464.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $27651000.00       | $1713435.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 4.5000%  | 0.0000% | $12596688.00       | $97390.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $14897216.00       | $1600865.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-20      | 4.5000%  | 0.0000% | $2236344.00        | $358645.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $89090560.00       | $34896786.49       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $33333312.00       | $4666631.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.5000%  | 0.0000% | $2139000.00        | $2021533.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-25      | 2.2655%  | 0.0000% | $186379264.00      | $290411.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-04-25      | 1.5855%  | 0.0000% | $116892288.00      | $3263747.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 0.2500%  | 0.0000% | $20000000.00       | $546046.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.0500%  | 0.0000% | $80910336.00       | $5891768.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 1.6355%  | 0.0000% | $67082240.00       | $356279.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 1.6355%  | 0.0000% | $147449856.00      | $2708321.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 1.7500%  | 0.0000% | $15000000.00       | $885208.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 1.6855%  | 0.0000% | $26615872.00       | $283493.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 3.5000%  | 0.0000% | $2314000.00        | $2664117.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 3.0000%  | 0.0000% | $1944000.00        | $1064913.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | N/A      | 0.0000% | $190000.00         | $5299.47           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-03-25      | 3.0000%  | 0.0000% | $15450420.00       | $155879.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 6.5000%  | 0.0000% | $14601376.00       | $3013736.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-05-25      | 4.5000%  | 0.0000% | $12166656.00       | $329609.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-25      | 3.0000%  | 0.0000% | $4100000.00        | $4694184.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 2.5000%  | 0.0000% | $31544440.00       | $7154613.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-06-25      | 3.0000%  | 0.0000% | $35666624.00       | $351731.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 3.0000%  | 0.0000% | $15224096.00       | $1369974.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-11-25      | 3.5000%  | 0.0000% | $6500000.00        | $4327696.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 5.5000%  | 0.0000% | $4656000.00        | $4613163.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | N/A      | 0.0000% | $2675000.00        | $284559.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-09-25      | 3.5000%  | 0.0000% | $24500000.00       | $2057736.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-05-25      | 3.5000%  | 0.0000% | $7393224.00        | $109298.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 1.7500%  | 0.0000% | $40450000.00       | $24072634.32       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 3.0000%  | 0.0000% | $19870000.00       | $674728.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-04-25      | 0.0364%  | 0.0000% | $440751000.00      | $1689839.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-02-25      | 0.4854%  | 0.0000% | $543958016.00      | $5180812.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 0.6172%  | 0.0000% | $26992640.00       | $12699.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-04-20      | 2.1349%  | 0.0000% | $25000000.00       | $90475.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-16      | 1.6455%  | 0.0000% | $25000000.00       | $229152.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 1.7649%  | 0.0000% | $37714240.00       | $232576.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-16      | 1.0214%  | 0.0000% | $21000000.00       | $74730.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.4072%  | 0.0000% | $138044672.00      | $181965.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.5917%  | 0.0000% | $186330000.00      | $944966.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 1.7349%  | 0.0000% | $29461760.00       | $220710.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.6830%  | 0.0000% | $128725000.00      | $1355810.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 4.9151%  | 0.0000% | $24415160.00       | $6157353.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $2825000.00        | $1660059.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.8931%  | 0.0000% | $151204000.00      | $1680692.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-07-16      | 0.5623%  | 0.0000% | $105112704.00      | $1717140.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-20      | 1.4567%  | 0.0000% | $14301500.00       | $174113.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 1.7567%  | 0.0000% | $34400000.00       | $888789.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 1.7349%  | 0.0000% | $10613104.00       | $158349.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 1.7349%  | 0.0000% | $52186688.00       | $1427063.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.7267%  | 0.0000% | $100809728.00      | $1418960.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.7285%  | 0.0000% | $110000000.00      | $1776764.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-11-16      | 0.6449%  | 0.0000% | $137614336.00      | $1140265.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-16      | 1.5955%  | 0.0000% | $43921728.00       | $1066994.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-16      | 0.2521%  | 0.0000% | $35232384.00       | $66259.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.6349%  | 0.0000% | $62000000.00       | $470233.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.8035%  | 0.0000% | $11670000.00       | $221427.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 1.6349%  | 0.0000% | $7225312.00        | $150455.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 1.2008%  | 0.0000% | $63829952.00       | $2696034.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-16      | 1.8672%  | 0.0000% | $57656896.00       | $5780115.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-16      | 0.8356%  | 0.0000% | $11800000.00       | $566798.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.8482%  | 0.0000% | $12200000.00       | $602041.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $110000000.00      | $898580.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-09-16      | 1.2712%  | 0.0000% | $118610432.00      | $9428640.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $22500000.00       | $317962.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9865%  | 0.0000% | $13500000.00       | $820752.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.7985%  | 0.0000% | $30000000.00       | $1597260.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.7899%  | 0.0000% | $12200000.00       | $629021.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-05-16      | 0.8401%  | 0.0000% | $15400000.00       | $720226.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.8461%  | 0.0000% | $20750000.00       | $1084264.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | 0.1000%  | 0.0000% | $120230528.00      | $550954.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.0500%  | 0.0000% | $139997184.00      | $128982.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.0500%  | 0.0000% | $14224160.00       | $15171.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.2520%  | 0.0000% | $115921152.00      | $4407723.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.8520%  | 0.0000% | $56000000.00       | $2328628.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.9720%  | 0.0000% | $75000000.00       | $883314.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.8520%  | 0.0000% | $170000000.00      | $8182269.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 2.8020%  | 0.0000% | $47100928.00       | $4347605.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.0020%  | 0.0000% | $50000000.00       | $2356990.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.8520%  | 0.0000% | $50471440.00       | $3380817.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.9520%  | 0.0000% | $39628160.00       | $2483341.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.3520%  | 0.0000% | $75000000.00       | $2500196.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1020%  | 0.0000% | $100000000.00      | $3465450.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.4020%  | 0.0000% | $100000000.00      | $3365612.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.2520%  | 0.0000% | $70000000.00       | $2049467.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 2.7520%  | 0.0000% | $33871600.00       | $1588865.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1020%  | 0.0000% | $50000000.00       | $696563.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.9520%  | 0.0000% | $82806528.00       | $2342945.62        | Agency Collateralized Mortgage Obligation |

### Security 129: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 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: ARP14XYN8, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP14XYN8_4.40_0807
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2050-07-20      | 1.7349%  | 0.0000% | $3037000.00        | $217593.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 1.7349%  | 0.0000% | $46200000.00       | $3778627.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 1.6349%  | 0.0000% | $8144000.00        | $282450.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 1.7349%  | 0.0000% | $66473586.00       | $2520732.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 1.7349%  | 0.0000% | $2722000.00        | $155366.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 1.7349%  | 0.0000% | $49592185.00       | $2971534.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 1.7349%  | 0.0000% | $75209809.00       | $4037395.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 1.7849%  | 0.0000% | $10863366.00       | $607123.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 1.8349%  | 0.0000% | $506950.00         | $37286.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 1.7849%  | 0.0000% | $36932087.00       | $2732778.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 1.7349%  | 0.0000% | $3823000.00        | $213693.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 1.7349%  | 0.0000% | $10000000.00       | $636190.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 1.8349%  | 0.0000% | $41488602.00       | $3054957.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 1.8349%  | 0.0000% | $8000000.00        | $641286.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 1.8349%  | 0.0000% | $10000000.00       | $739614.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 1.8349%  | 0.0000% | $10000000.00       | $942750.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 1.8349%  | 0.0000% | $7396000.00        | $688696.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 1.8349%  | 0.0000% | $7559000.00        | $614081.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 1.8349%  | 0.0000% | $17121830.00       | $1719912.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 1.8349%  | 0.0000% | $2848000.00        | $241143.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 1.5849%  | 0.0000% | $31002000.00       | $952210.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 1.8349%  | 0.0000% | $27390980.00       | $2668722.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 1.0512%  | 0.0000% | $71213976.00       | $4822513.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 1.0381%  | 0.0000% | $93000000.00       | $5074742.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.9404%  | 0.0000% | $127685000.00      | $8076806.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 1.8849%  | 0.0000% | $4137000.00        | $371684.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 1.0120%  | 0.0000% | $159582259.00      | $9013856.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.8155%  | 0.0000% | $78800000.00       | $4106052.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 1.8349%  | 0.0000% | $50000000.00       | $2660945.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-02-16      | 0.8327%  | 0.0000% | $110800000.00      | $5926008.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 1.8349%  | 0.0000% | $31827550.00       | $2988411.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9897%  | 0.0000% | $61000000.00       | $3347380.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 1.8349%  | 0.0000% | $45853393.00       | $3122868.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 1.8349%  | 0.0000% | $126622035.00      | $9076239.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 1.8349%  | 0.0000% | $50197327.00       | $4677726.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $11679366.00       | $1701256.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.5849%  | 0.0000% | $54720340.00       | $4258511.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $30000000.00       | $543726.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $20000000.00       | $326325.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 1.7020%  | 0.0000% | $30018231.00       | $1692058.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 1.6320%  | 0.0000% | $30000000.00       | $1993511.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 1.6349%  | 0.0000% | $16980859.00       | $1462830.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.9020%  | 0.0000% | $200000000.00      | $8331402.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $40010996.00       | $2276726.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $122499999.00      | $9729422.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $110803000.00      | $9227534.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $50000000.00       | $4160666.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $3100000.00        | $352350.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $33000000.00       | $4134768.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $23005161.00       | $2716141.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $30220000.00       | $2187780.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $19235093.00       | $2344703.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $23000000.00       | $1582120.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $5292123.00        | $653175.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $37846775.00       | $4642325.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 4.5000%  | 0.0000% | $80849019.00       | $8854257.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $44710131.00       | $3652159.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $14841590.00       | $1144611.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $34505500.00       | $2496847.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $25400000.00       | $1656881.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $44820000.00       | $3401300.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $3125000.00        | $389957.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $31242552.00       | $2154556.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $64957500.00       | $5091960.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $9825019.00        | $952504.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $133333333.00      | $7672501.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $62219008.00       | $7212060.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $30811165.00       | $3418259.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $29775000.00       | $3490095.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $21552516.00       | $1849349.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $56718489.00       | $9130060.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $45264805.00       | $7947552.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 4.5000%  | 0.0000% | $21179037.00       | $3675018.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $35549830.00       | $4451376.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $27674541.00       | $4061077.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $27300757.00       | $3375248.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $68463353.00       | $5932453.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $50030784.00       | $7253377.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $23484380.00       | $3259685.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $74872830.00       | $7261253.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $57515471.00       | $7886779.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | N/A      | 0.0000% | $23196930.00       | $16102883.74       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-12-25      | 1.5855%  | 0.0000% | $345612857.00      | $10629056.48       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 1.6855%  | 0.0000% | $99019090.00       | $5714377.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 1.8500%  | 0.0000% | $141356296.00      | $4828227.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.2000%  | 0.0000% | $50000000.00       | $1510663.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 1.5500%  | 0.0000% | $23405076.00       | $917158.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.7500%  | 0.0000% | $45841134.00       | $4620496.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.0500%  | 0.0000% | $135326134.00      | $6166266.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.0500%  | 0.0000% | $100000000.00      | $4888276.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.3500%  | 0.0000% | $174753955.00      | $4773005.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.7500%  | 0.0000% | $310000000.00      | $7051450.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.7000%  | 0.0000% | $200000000.00      | $4674225.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.7000%  | 0.0000% | $156000000.00      | $4034854.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 0.8000%  | 0.0000% | $99180488.00       | $2464676.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.7000%  | 0.0000% | $124999999.00      | $4019778.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.5000%  | 0.0000% | $72995812.00       | $4979219.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.5000%  | 0.0000% | $100000.00         | $6765.62           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.9000%  | 0.0000% | $100000000.00      | $4961968.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.9000%  | 0.0000% | $204158667.00      | $8214145.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.5000%  | 0.0000% | $75816552.00       | $5224855.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.2500%  | 0.0000% | $200000000.00      | $6913792.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 4.0000%  | 0.0000% | $88600000.00       | $7788381.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 3.0000%  | 0.0000% | $50042183.00       | $4804824.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 4.0000%  | 0.0000% | $79857336.00       | $6087924.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 3.0000%  | 0.0000% | $98339966.00       | $7405034.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.5000%  | 0.0000% | $48440000.00       | $4450793.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.5000%  | 0.0000% | $55000000.00       | $5851356.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-25      | 3.0000%  | 0.0000% | $119166666.00      | $11316290.68       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $88532400.00       | $8888619.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 3.5000%  | 0.0000% | $53698571.00       | $5522058.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-08-25      | 4.0000%  | 0.0000% | $61584249.00       | $5249097.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-05-25      | 4.0000%  | 0.0000% | $57947062.00       | $4583013.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 3.5000%  | 0.0000% | $98370798.00       | $8783694.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-05-25      | 3.5000%  | 0.0000% | $75076104.00       | $7333604.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 3.0000%  | 0.0000% | $75593750.00       | $8401282.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 3.0000%  | 0.0000% | $64890986.00       | $6603737.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | N/A      | 0.0000% | $1637000.00        | $928388.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | N/A      | 0.0000% | $50000000.00       | $624934.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.8220%  | 0.0000% | $58536982.00       | $3736436.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 1.1349%  | 0.0000% | $20573726.00       | $1434523.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-20      | 1.5520%  | 0.0000% | $30000000.00       | $825130.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.4320%  | 0.0000% | $187840029.00      | $8128148.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.5420%  | 0.0000% | $30000000.00       | $770606.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 1.5849%  | 0.0000% | $33283888.00       | $2849020.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3520%  | 0.0000% | $75000000.00       | $2594682.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.0020%  | 0.0000% | $93000000.00       | $5025830.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.8520%  | 0.0000% | $91390760.00       | $6860556.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.9520%  | 0.0000% | $100000000.00      | $5333914.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0520%  | 0.0000% | $292500000.00      | $4261160.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.8520%  | 0.0000% | $70000000.00       | $1920913.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.9020%  | 0.0000% | $50000000.00       | $2331518.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1020%  | 0.0000% | $50000000.00       | $716465.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.8020%  | 0.0000% | $60000000.00       | $3492969.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.6020%  | 0.0000% | $100000000.00      | $7185505.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.9020%  | 0.0000% | $70000000.00       | $2877395.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-16      | 0.8454%  | 0.0000% | $143417941.00      | $10152278.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $30000000.00       | $44473.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.7520%  | 0.0000% | $170000000.00      | $8449282.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.0520%  | 0.0000% | $71492130.00       | $6475319.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.8020%  | 0.0000% | $106176411.00      | $4299264.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.0000%  | 0.0000% | $6424805.00        | $236151.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.7520%  | 0.0000% | $165039690.00      | $7365229.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.0000%  | 0.0000% | $6251985.00        | $207777.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 4.0000%  | 0.0000% | $611990.00         | $126985.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.5849%  | 0.0000% | $60176659.00       | $7067689.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8900%  | 0.0000% | $59564767.00       | $3139238.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-20      | 4.0000%  | 0.0000% | $17684560.00       | $308244.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 3.5000%  | 0.0000% | $85714285.00       | $2010448.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-04-20      | 4.0000%  | 0.0000% | $35165143.00       | $932169.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $46727316.00       | $1115650.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $77028571.00       | $526568.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 4.0000%  | 0.0000% | $20431000.00       | $482114.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 3.5000%  | 0.0000% | $16818861.00       | $514765.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $11455473.00       | $369310.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $8370000.00        | $337134.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $7500000.00        | $214388.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $25312449.00       | $163818.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $60441000.00       | $480301.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $50860570.00       | $554313.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 4.5000%  | 0.0000% | $17217275.00       | $800333.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $8400000.00        | $343984.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $8400000.00        | $413565.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $9882721.00        | $395490.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.0000%  | 0.0000% | $6021688.00        | $448182.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $147929142.00      | $9615282.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $99902625.00       | $6120058.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 3.5000%  | 0.0000% | $30926454.00       | $833257.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.5000%  | 0.0000% | $39141711.00       | $2891753.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $29290500.00       | $2345150.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $21377446.00       | $1458482.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $113088094.00      | $8052412.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $37916667.00       | $3625732.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $66784000.00       | $6641737.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $27698155.00       | $1865957.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $95597556.00       | $8651306.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $8366886.00        | $604375.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $27715031.00       | $1715398.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $16906400.00       | $1149388.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $19285714.00       | $1966091.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $30000000.00       | $3256518.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $44016000.00       | $3171363.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $2200000.00        | $175135.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 5.0000%  | 0.0000% | $97454478.00       | $8211694.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $2330000.00        | $191234.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $37247719.00       | $2741947.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $22557207.00       | $1901827.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $55729944.00       | $4765638.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $71997207.00       | $6702130.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $92753749.00       | $7873479.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $21065270.00       | $1752263.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.2520%  | 0.0000% | $134019143.00      | $1851378.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 1.9020%  | 0.0000% | $33162715.00       | $3699932.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 1.9020%  | 0.0000% | $21391519.00       | $2381155.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 1.5849%  | 0.0000% | $87954727.00       | $8602481.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 1.5849%  | 0.0000% | $97582703.00       | $8775242.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.0020%  | 0.0000% | $138461541.00      | $7552867.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 0.7920%  | 0.0000% | $50000000.00       | $558426.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.1520%  | 0.0000% | $30000000.00       | $411519.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 0.8020%  | 0.0000% | $31000000.00       | $1420441.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.0320%  | 0.0000% | $80000000.00       | $4462155.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.0520%  | 0.0000% | $44850000.00       | $1064516.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3520%  | 0.0000% | $100000000.00      | $1515852.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.7020%  | 0.0000% | $50000000.00       | $1307651.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.7020%  | 0.0000% | $30000000.00       | $1256214.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.5020%  | 0.0000% | $50000000.00       | $2178525.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.6020%  | 0.0000% | $136017000.00      | $6652906.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.5420%  | 0.0000% | $46010169.00       | $1805306.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.6520%  | 0.0000% | $75000000.00       | $4891874.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.2020%  | 0.0000% | $100000000.00      | $2356366.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.5849%  | 0.0000% | $73151725.00       | $7027675.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 1.5849%  | 0.0000% | $87633904.00       | $8779582.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.6020%  | 0.0000% | $50000000.00       | $2386998.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.8020%  | 0.0000% | $110000000.00      | $4126438.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.6520%  | 0.0000% | $92914366.00       | $4080981.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.1020%  | 0.0000% | $221996288.00      | $9089538.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.9720%  | 0.0000% | $30000000.00       | $1049549.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.1020%  | 0.0000% | $64958117.00       | $3035251.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.7520%  | 0.0000% | $26962927.00       | $4068025.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.1520%  | 0.0000% | $51000000.00       | $2369881.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.4020%  | 0.0000% | $47000000.00       | $1864016.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.6520%  | 0.0000% | $50000000.00       | $1887128.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.3520%  | 0.0000% | $30000000.00       | $721698.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.1020%  | 0.0000% | $150000000.00      | $6692470.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6520%  | 0.0000% | $137833334.00      | $6936902.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.3020%  | 0.0000% | $21555943.00       | $1534209.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.8520%  | 0.0000% | $100000000.00      | $3668496.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6520%  | 0.0000% | $27900000.00       | $1090951.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.9020%  | 0.0000% | $300000000.00      | $5582885.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6020%  | 0.0000% | $100000000.00      | $6222749.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 1.5520%  | 0.0000% | $265000000.00      | $5077578.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.9420%  | 0.0000% | $80000000.00       | $2468449.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3020%  | 0.0000% | $44894518.00       | $4536955.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 1.3020%  | 0.0000% | $30000000.00       | $1571342.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.9220%  | 0.0000% | $90000000.00       | $3900166.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.8520%  | 0.0000% | $45000000.00       | $1215394.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.9520%  | 0.0000% | $85000000.00       | $2296180.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 1.8520%  | 0.0000% | $27284020.00       | $3203774.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 1.0520%  | 0.0000% | $20000000.00       | $640297.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 1.6020%  | 0.0000% | $81995768.00       | $4472404.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.9020%  | 0.0000% | $39000000.00       | $1229977.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.8820%  | 0.0000% | $40000000.00       | $1731965.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.3520%  | 0.0000% | $66820527.00       | $7138214.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.5520%  | 0.0000% | $97022434.00       | $5556593.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.1020%  | 0.0000% | $100000000.00      | $4387971.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.3520%  | 0.0000% | $80000000.00       | $3340578.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.9820%  | 0.0000% | $195000000.00      | $8171862.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.0520%  | 0.0000% | $30000000.00       | $963517.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1520%  | 0.0000% | $129491602.00      | $4838600.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.5520%  | 0.0000% | $200000000.00      | $6763719.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1520%  | 0.0000% | $46837432.00       | $1303581.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.5785%  | 0.0000% | $170000000.00      | $3677199.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 1.8849%  | 0.0000% | $54503825.00       | $6272321.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.5849%  | 0.0000% | $39009497.00       | $4146832.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.2099%  | 0.0000% | $21566888.00       | $3011064.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.6720%  | 0.0000% | $84347826.00       | $7001882.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.0520%  | 0.0000% | $65000000.00       | $2688546.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.8520%  | 0.0000% | $268702694.00      | $7705528.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.6520%  | 0.0000% | $100000000.00      | $5227051.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.9320%  | 0.0000% | $320000000.00      | $7954397.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.0520%  | 0.0000% | $100000000.00      | $2652271.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.3020%  | 0.0000% | $42300000.00       | $3613323.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.5520%  | 0.0000% | $100000000.00      | $6610380.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.8720%  | 0.0000% | $100000000.00      | $2387287.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0020%  | 0.0000% | $100000000.00      | $2481897.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0520%  | 0.0000% | $100000000.00      | $1858960.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 1.6520%  | 0.0000% | $13438826.00       | $1567270.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.5420%  | 0.0000% | $100000000.00      | $7046657.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | N/A      | 0.0000% | $200000000.00      | $2681292.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.8520%  | 0.0000% | $250000000.00      | $4741647.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6020%  | 0.0000% | $210000000.00      | $8920718.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.9020%  | 0.0000% | $138298580.00      | $2735672.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-16      | 0.6520%  | 0.0000% | $90088340.00       | $5799674.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.9520%  | 0.0000% | $75000000.00       | $3648308.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.0020%  | 0.0000% | $30000000.00       | $1244482.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.6020%  | 0.0000% | $37000000.00       | $2585303.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 3.5000%  | 0.0000% | $26716189.00       | $4637527.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 4.5000%  | 0.0000% | $37026969.00       | $7460308.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $39919303.00       | $5669968.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 3.5000%  | 0.0000% | $51351294.00       | $9341972.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 3.5000%  | 0.0000% | $54472151.00       | $10124190.86       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 1.5459%  | 0.0000% | $60897500.00       | $5433545.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | N/A      | 0.0000% | $10999905.00       | $7297127.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.5500%  | 0.0000% | $96663731.00       | $5920774.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.6500%  | 0.0000% | $114721404.00      | $4368676.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.4500%  | 0.0000% | $100000000.00      | $5455187.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 1.5000%  | 0.0000% | $75870163.00       | $4928675.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.9800%  | 0.0000% | $125000000.00      | $4353824.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-07-25      | 1.5355%  | 0.0000% | $59157758.00       | $6211596.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.0500%  | 0.0000% | $200018224.00      | $6805831.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.6500%  | 0.0000% | $139195380.00      | $8185411.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.8000%  | 0.0000% | $50000000.00       | $1351590.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 3.0000%  | 0.0000% | $112609464.00      | $11792411.77       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | N/A      | 0.0000% | $2840000.00        | $1764858.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-12-25      | 4.0000%  | 0.0000% | $37889063.00       | $4608184.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 3.0000%  | 0.0000% | $75425232.00       | $8233868.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 4.0000%  | 0.0000% | $90846523.00       | $10141497.28       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 4.0000%  | 0.0000% | $81500000.00       | $6414974.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $72276520.00       | $7312912.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 3.5000%  | 0.0000% | $33691833.00       | $4160797.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-04-25      | 3.0000%  | 0.0000% | $40084736.00       | $4169829.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $14971561.00       | $1664025.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-01      | 2.0000%  | 0.0000% | $100000.00         | $4364.11           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $92313100.00       | $16000340.99       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-08-20      | 2.2349%  | 0.0000% | $258300000.00      | $459355.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-20      | 1.2849%  | 0.0000% | $473125000.00      | $1562428.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-10-20      | 1.6349%  | 0.0000% | $54019000.00       | $528067.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-11-16      | 1.6455%  | 0.0000% | $54000000.00       | $1145990.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-20      | 1.5849%  | 0.0000% | $50655000.00       | $735742.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 1.7349%  | 0.0000% | $22237939.00       | $254242.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 1.2749%  | 0.0000% | $161020746.00      | $1557854.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.1849%  | 0.0000% | $18160000.00       | $126517.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-20      | 1.7349%  | 0.0000% | $47506714.00       | $780917.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.5849%  | 0.0000% | $9000000.00        | $312907.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 1.6349%  | 0.0000% | $28666666.00       | $589802.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 1.6349%  | 0.0000% | $66122517.00       | $1577652.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-07-20      | 1.7349%  | 0.0000% | $17800000.00       | $508645.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 1.7349%  | 0.0000% | $50000000.00       | $1141633.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 1.7349%  | 0.0000% | $64759000.00       | $1335745.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 1.1349%  | 0.0000% | $56774729.00       | $1166029.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 1.6349%  | 0.0000% | $100224619.00      | $2723738.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 1.7349%  | 0.0000% | $22045674.00       | $385772.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 1.6349%  | 0.0000% | $230000.00         | $5919.39           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 1.6349%  | 0.0000% | $24689850.00       | $989887.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 1.7349%  | 0.0000% | $63301674.00       | $1742159.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 1.6349%  | 0.0000% | $8149158.00        | $195838.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 1.7349%  | 0.0000% | $50000000.00       | $1165052.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.5849%  | 0.0000% | $33304063.00       | $702784.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 1.6849%  | 0.0000% | $30597675.00       | $728777.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 1.6349%  | 0.0000% | $7639999.00        | $186575.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 1.6349%  | 0.0000% | $96097941.00       | $2602919.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 1.6349%  | 0.0000% | $19160664.00       | $504377.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 1.6349%  | 0.0000% | $34167000.00       | $978187.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 1.5849%  | 0.0000% | $12656000.00       | $380827.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 1.5849%  | 0.0000% | $74202080.00       | $3054485.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 1.6049%  | 0.0000% | $9390125.00        | $298902.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 1.5849%  | 0.0000% | $61643345.00       | $2288998.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 1.6349%  | 0.0000% | $7598875.00        | $166835.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.5849%  | 0.0000% | $3356000.00        | $88152.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-02-20      | 1.1349%  | 0.0000% | $27000000.00       | $732905.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 1.5349%  | 0.0000% | $15292399.00       | $544591.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 1.5849%  | 0.0000% | $43490980.00       | $865053.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 1.0749%  | 0.0000% | $50000000.00       | $1094119.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.6849%  | 0.0000% | $38251837.00       | $628517.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.6349%  | 0.0000% | $8141610.00        | $231303.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 1.6349%  | 0.0000% | $29690784.00       | $853398.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.6349%  | 0.0000% | $2254000.00        | $65404.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 1.5849%  | 0.0000% | $41545861.00       | $1633939.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 1.5849%  | 0.0000% | $10560142.00       | $623533.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 1.6349%  | 0.0000% | $47654869.00       | $2299593.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 1.6349%  | 0.0000% | $36250000.00       | $2707878.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 1.6349%  | 0.0000% | $32204571.00       | $1798570.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 1.0257%  | 0.0000% | $123000000.00      | $4460576.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.2988%  | 0.0000% | $27400000.00       | $1814053.41        | Agency Collateralized Mortgage Obligation |

### Security 130: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.365000%
- **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: ARP166VG3, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP166VG3_4.36_0804
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2045-09-01      | 2.0000%  | 0.0000% | $108235173.00      | $53809163.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $121898645.00      | $68957494.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $111081218.00      | $68907031.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $152685773.00      | $65826310.70       | Agency Mortgage-Backed Securities |

### Security 131: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.260000%
- **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: ARP168A15, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP168A15_4.26_0807
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $6144715.00        | $5777054.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $170394166.00      | $92990397.33       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $221724928.00      | $115752650.75      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $206403490.00      | $114861202.16      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $17438498.00       | $9846771.54        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2025-08-19      | N/A      | 0.0000% | $55546400.00       | $55427863.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2025-09-23      | N/A      | 0.0000% | $4961400.00        | $4930148.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-08-15      | 3.6250%  | 0.0000% | $9362100.00        | $8134877.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2031-02-15      | 5.3750%  | 0.0000% | $233866300.00      | $255438078.45      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-31      | 3.7500%  | 0.0000% | $247178200.00      | $249997275.57      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-10-31      | 4.1250%  | 0.0000% | $32590400.00       | $33039218.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-15      | 4.5000%  | 0.0000% | $75697700.00       | $77097937.96       | U.S. Treasuries (including strips) |

### Security 132: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.260000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP168XM4, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP168XM4_4.26_0804
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2036-05-15      | N/A      | 0.0000% | $220513382.70      | $133775546.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $248258150.40      | $121224454.80      | U.S. Treasuries (including strips) |

### Security 133: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP169L37, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP169L37_4.42_0807
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2025-11-25      | N/A      | 0.0000% | $52500000.00       | $51779700.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-15      | 0.1250%  | 0.0000% | $90415900.00       | $105314119.76      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-01-15      | 1.7500%  | 0.0000% | $100.00            | $103.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-31      | 2.1250%  | 0.0000% | $878900.00         | $867084.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-08-31      | 2.7500%  | 0.0000% | $196200.00         | $198100.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-11-30      | 2.8750%  | 0.0000% | $200.00            | $199.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-07-31      | 3.8750%  | 0.0000% | $423419300.00      | $422923899.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-01-31      | 4.0000%  | 0.0000% | $1100.00           | $1103.27           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-30      | 4.8750%  | 0.0000% | $4568800.00        | $4645818.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $48.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $1905600.00        | $493982.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $100043700.00      | $25486032.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $31.40             | $22.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $2.56              | $1.71              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $445659.15         | $289455.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $119.16            | $73.29             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $47.18             | $28.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $63.79             | $50.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $399.30            | $225.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $28.56             | $14.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-05-15      | N/A      | 0.0000% | $5.61              | $2.86              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $0.08              | $0.03              | U.S. Treasuries (including strips) |

### Security 134: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16DDA1, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16DDA1_4.42_0807
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2026-02-28      | 4.6250%  | 0.0000% | $100.00            | $102.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-04-30      | 4.6250%  | 0.0000% | $6944400.00        | $7229207.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $7995300.00        | $3403695.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $637200.00         | $249546.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $300.00            | $111.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $3398300.00        | $1229460.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $200.00            | $66.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $10695400.00       | $2689358.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $2584300.00        | $640906.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $23336000.00       | $5649388.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-08-15      | N/A      | 0.0000% | $88.20             | $65.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $1427996.15        | $952770.46         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $3.66              | $2.38              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-08-15      | N/A      | 0.0000% | $66.97             | $42.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $281331.24         | $173023.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $2.26              | $1.35              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $35186985.26       | $27642684.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-05-15      | N/A      | 0.0000% | $1537960.59        | $1152024.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $28.46             | $19.76             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $34.10             | $21.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-05-15      | N/A      | 0.0000% | $94.78             | $57.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $1.75              | $1.03              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $106.65            | $61.18             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $122.88            | $68.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $31.66             | $16.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-05-15      | N/A      | 0.0000% | $531274.49         | $270902.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $284380.17         | $140865.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $22.89             | $11.18             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-05-15      | N/A      | 0.0000% | $1689124.98        | $678589.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $81.92             | $29.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $52.46             | $18.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $4.48              | $1.46              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $3.61              | $1.15              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $16.44             | $5.17              | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-09-25      | N/A      | 0.0000% | $1914900.00        | $1902204.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-12-11      | N/A      | 0.0000% | $2694000.00        | $2652350.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-12-18      | N/A      | 0.0000% | $3300.00           | $3246.34           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-10-28      | N/A      | 0.0000% | $485000.00         | $479912.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 0.7500%  | 0.0000% | $3000.00           | $3305.02           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2026-01-15      | 2.0000%  | 0.0000% | $200.00            | $324.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2032-04-15      | 3.3750%  | 0.0000% | $8400.00           | $17060.59          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-09-30      | 1.2500%  | 0.0000% | $39572400.00       | $36639597.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-31      | 1.6250%  | 0.0000% | $60503200.00       | $58936983.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-04-15      | 2.1250%  | 0.0000% | $83920000.00       | $90160196.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-03-31      | 2.2500%  | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-11-30      | 2.8750%  | 0.0000% | $100.00            | $99.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-12-15      | 4.0000%  | 0.0000% | $647800.00         | $650571.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-08-31      | 4.1250%  | 0.0000% | $11186400.00       | $11450926.32       | U.S. Treasuries (including strips) |

### Security 135: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.400000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP16G4Z9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP16G4Z9_4.40_0812
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-12
- **C.12 - Maturity Date (WAL):** 2025-08-12
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2030-03-01      | 4.2900%  | 0.0000% | $1383.00           | $1378.19           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note               | 2027-10-15      | 1.6250%  | 0.0000% | $150331900.00      | $165842456.32      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-15      | 3.3750%  | 0.0000% | $3245100.00        | $3250409.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-15      | 3.7500%  | 0.0000% | $62900.00          | $63755.83          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-30      | 3.8750%  | 0.0000% | $34649600.00       | $34840600.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $100.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-15      | 4.3750%  | 0.0000% | $1300.00           | $1312.69           | U.S. Treasuries (including strips) |

### Security 136: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16H271, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16H271_4.42_0807
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill               | 2025-10-02      | N/A      | 0.0000% | $27000600.00       | $26800390.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-12-26      | N/A      | 0.0000% | $19024400.00       | $18698702.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-09-11      | N/A      | 0.0000% | $291600.00         | $290144.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-09-18      | N/A      | 0.0000% | $69600.00          | $69195.62          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-10-09      | N/A      | 0.0000% | $12375200.00       | $12273104.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-08-19      | N/A      | 0.0000% | $14265700.00       | $14233602.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-11-06      | N/A      | 0.0000% | $497300.00         | $491610.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-09-30      | N/A      | 0.0000% | $1147500.00        | $1139272.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-10-21      | N/A      | 0.0000% | $200000.00         | $198074.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-11-15      | 2.0000%  | 0.0000% | $105305400.00      | $71959685.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2026-02-15      | 6.0000%  | 0.0000% | $35367300.00       | $36654804.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-07-31      | 4.4679%  | 0.0000% | $300.00            | $300.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-05-31      | 0.7500%  | 0.0000% | $200.00            | $194.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-31      | 1.6250%  | 0.0000% | $10495600.00       | $10223905.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-30      | 3.7500%  | 0.0000% | $262075800.00      | $261952353.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-03-15      | 3.8750%  | 0.0000% | $68581600.00       | $69556916.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $7481700.00        | $3715157.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $68400.00          | $25392.47          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $200.00            | $73.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $500.00            | $180.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $100.00            | $48.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-11-15      | N/A      | 0.0000% | $2254900.00        | $605032.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-08-15      | N/A      | 0.0000% | $100.00            | $23.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-02-15      | N/A      | 0.0000% | $24.00             | $17.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $15737572.42       | $11072357.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $110739947.50      | $73886578.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-05-15      | N/A      | 0.0000% | $123718607.40      | $97192595.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-05-15      | N/A      | 0.0000% | $1630546.71        | $1102918.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-05-15      | N/A      | 0.0000% | $3061662.13        | $1857372.64        | U.S. Treasuries (including strips) |

### Security 137: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16NZY3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16NZY3_4.42_0807
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2043-02-15      | 0.6250%  | 0.0000% | $700.00            | $724.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-11-15      | 2.3750%  | 0.0000% | $557000.00         | $354658.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-15      | 0.1250%  | 0.0000% | $180013200.00      | $209674755.35      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-12-31      | 0.3750%  | 0.0000% | $47996600.00       | $47227257.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-12-31      | 1.2500%  | 0.0000% | $494265500.00      | $475835322.63      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-31      | 1.5000%  | 0.0000% | $22291300.00       | $21474190.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-03-31      | 4.5000%  | 0.0000% | $1479800.00        | $1504221.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $179900.00         | $114065.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $1157700.00        | $590114.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $33861800.00       | $17037903.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $24100.00          | $11091.33          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $15313700.00       | $6519225.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $7856900.00        | $2954045.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $600.00            | $222.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $17400.00          | $6295.09           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $400.00            | $142.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $200.00            | $66.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $100.00            | $29.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $300.00            | $146.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $100.00            | $28.08             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $291400.00         | $80945.97          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $1300.00           | $344.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $300.00            | $76.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $100.00            | $25.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $400.00            | $99.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $100.00            | $24.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-08-15      | N/A      | 0.0000% | $876289.92         | $648531.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $82.78             | $59.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $10208.33          | $6991.49           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $155903020.00      | $104019742.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $2958007.13        | $1921225.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $109057.90         | $67072.35          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $24836917.66       | $14858263.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $193.37            | $112.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $154.20            | $107.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $54.73             | $37.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-11-15      | N/A      | 0.0000% | $187.00            | $123.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $271.24            | $169.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $15025164.96       | $13051819.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $19.11             | $15.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $25647.00          | $15132.47          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $349.08            | $197.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $262.31            | $146.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $42538.12          | $22070.56          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $193.88            | $97.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $249.98            | $123.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $55.23             | $22.54             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $0.06              | $0.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $3905.85           | $1464.05           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $916.14            | $326.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $128.91            | $42.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $377.37            | $121.58            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $24.39             | $7.66              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $92.94             | $27.77             | U.S. Treasuries (including strips) |

### Security 138: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.290000%
- **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: ARP16O8O3, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP16O8O3_4.29_0807
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 3.5000%  | 0.0000% | $387745184.00      | $47970596.20       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $91008784.00       | $49666858.81       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $145269417.00      | $81889998.30       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $142357999.00      | $58326748.38       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $138288235.00      | $56120338.65       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $142999163.00      | $61171970.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $523443229.00      | $60501437.56       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $443675582.00      | $34242031.47       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2027-07-15      | 4.3750%  | 0.0000% | $22715000.00       | $22942653.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-12-31      | 4.5000%  | 0.0000% | $40421900.00       | $41535230.73       | U.S. Treasuries (including strips) |

### Security 139: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.280000%
- **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: ARP16PGT0, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP16PGT0_4.28_0807
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2029-10-01      | 8.0000%  | 0.0000% | $28021835.00       | $30436.05          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2027-10-15      | 1.6250%  | 0.0000% | $276400.00         | $304730.55         | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $14079402.00       | $11115879.57       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-03-01      | 5.2100%  | 0.0000% | $635600.00         | $653096.32         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-02-01      | 2.0000%  | 0.0000% | $245000.00         | $159410.17         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-06-01      | 3.0000%  | 0.0000% | $5000.00           | $3474.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 3.5000%  | 0.0000% | $325000.00         | $193712.16         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.5000%  | 0.0000% | $126000.00         | $65688.97          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $63212147.00       | $16951594.30       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-03-01      | 4.0000%  | 0.0000% | $697193.00         | $215434.01         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $10187018.00       | $1124080.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 4.0000%  | 0.0000% | $44000.00          | $35193.87          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.0000%  | 0.0000% | $58568035.00       | $10428860.89       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 4.5000%  | 0.0000% | $3623.00           | $94.47             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $130000.00         | $104136.37         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $1976000.00        | $1636706.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $16244348.00       | $14422621.61       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1322019.00        | $1287869.40        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1213898.00        | $1187541.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $23178643.00       | $17824236.53       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $25868339.00       | $19797923.00       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 6.0000%  | 0.0000% | $1324.00           | $17.94             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 6.0000%  | 0.0000% | $9872.00           | $170.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $49000.00          | $44213.54          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $332789.00         | $299095.62         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1460448.00        | $1476741.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $3228210.00        | $3284504.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.5000%  | 0.0000% | $100000.00         | $87558.46          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $351655.00         | $345179.57         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $2969041.00        | $2943981.65        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 7.0000%  | 0.0000% | $22930.00          | $24162.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $1792.00           | $832.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-02-01      | 2.0000%  | 0.0000% | $1000.00           | $572.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $19284436.00       | $10524229.84       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $130917771.00      | $64371530.99       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $18139444.00       | $9656286.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $5186315.00        | $2698870.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $3258158.00        | $1659920.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $4689617.00        | $2662077.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $18247845.00       | $9287986.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $27474368.00       | $14970819.18       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1054056.00        | $598729.07         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2060-07-01      | 2.5000%  | 0.0000% | $13312.00          | $6303.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-10-01      | 2.5000%  | 0.0000% | $1075000.00        | $325948.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $5065323.00        | $3069567.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $2310819.00        | $1615036.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $75000.00          | $48554.30          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-05-01      | 2.5000%  | 0.0000% | $275572.00         | $180122.72         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $96400.00          | $24959.99          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $18882697.00       | $2324990.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-06-01      | 3.0000%  | 0.0000% | $815213.00         | $62156.80          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $99688192.00       | $26550433.17       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-06-01      | 3.0000%  | 0.0000% | $3901024.00        | $214619.96         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $1305799.00        | $514241.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $125000.00         | $78172.03          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $20000.00          | $1532.93           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $212920.00         | $26771.08          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $68717222.00       | $10638968.71       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-08-01      | 3.5000%  | 0.0000% | $1420.00           | $35.47             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-03-01      | 3.5000%  | 0.0000% | $5973145.00        | $295353.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-09-01      | 3.5000%  | 0.0000% | $3260650.00        | $168352.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $134267136.00      | $36942822.21       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $69990439.00       | $14729893.05       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-09-01      | 3.5000%  | 0.0000% | $1069120.00        | $499785.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $36406311.00       | $10131192.60       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $1405727.00        | $396856.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-05-01      | 3.5000%  | 0.0000% | $37863091.00       | $16623005.04       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-03-01      | 3.5000%  | 0.0000% | $2500000.00        | $363438.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-01-01      | 4.0000%  | 0.0000% | $4153477.00        | $312757.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-08-01      | 4.0000%  | 0.0000% | $1428433.00        | $286005.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1250150.00        | $239461.22         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-07-01      | 4.0000%  | 0.0000% | $2465170.00        | $509227.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $4149680.00        | $1296243.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $1724269.00        | $480346.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-04-01      | 4.0000%  | 0.0000% | $1995850.00        | $283843.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-09-01      | 4.0000%  | 0.0000% | $637999.00         | $40554.16          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $1086939.00        | $316670.92         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $37827211.00       | $10412751.81       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $17549.00          | $13258.79          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $7000.00           | $5558.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $64413.00          | $40058.34          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-09-01      | 4.5000%  | 0.0000% | $5026502.00        | $401478.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $1472527.00        | $310438.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2056-06-01      | 4.5000%  | 0.0000% | $101000.00         | $24224.29          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2058-05-01      | 4.5000%  | 0.0000% | $39675674.00       | $12157844.43       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2058-08-01      | 4.5000%  | 0.0000% | $100000.00         | $28730.31          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $1848108.00        | $317839.68         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-01-01      | 4.5000%  | 0.0000% | $1884300.00        | $513524.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 4.5000%  | 0.0000% | $58877991.00       | $18499722.50       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $27348908.00       | $20202746.40       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 4.9080%  | 0.0000% | $72003.00          | $57634.45          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $5744324.00        | $5519388.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 5.0000%  | 0.0000% | $1887887.00        | $361682.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 5.0000%  | 0.0000% | $1134996.00        | $423146.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $43069.00          | $41232.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $2000000.00        | $305132.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $34807286.00       | $29097557.02       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $1000000.00        | $308712.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $242999.00         | $192686.97         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $3984363.00        | $3193146.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $14307098.00       | $11508366.75       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-11-01      | 5.5000%  | 0.0000% | $31707769.00       | $239867.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-04-01      | 5.5000%  | 0.0000% | $1305517.00        | $29768.06          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-03-01      | 5.5000%  | 0.0000% | $1340309.00        | $119896.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-06-01      | 5.5000%  | 0.0000% | $1765938.00        | $67102.28          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-06-01      | 5.5000%  | 0.0000% | $3507964.00        | $232309.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-05-01      | 5.5000%  | 0.0000% | $1271650.00        | $111179.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-06-01      | 5.5000%  | 0.0000% | $1017079.00        | $79946.99          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-05-01      | 5.5000%  | 0.0000% | $1152776.00        | $68362.29          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-05-01      | 5.5000%  | 0.0000% | $1271590.00        | $62009.47          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-06-01      | 5.5000%  | 0.0000% | $1086893.00        | $86675.63          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-06-01      | 5.5000%  | 0.0000% | $1697570.00        | $116736.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-07-01      | 5.5000%  | 0.0000% | $5713325.00        | $342677.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-06-01      | 5.5000%  | 0.0000% | $26926396.00       | $257764.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-01-01      | 5.5000%  | 0.0000% | $2246434.00        | $93722.96          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-07-01      | 5.5000%  | 0.0000% | $4395739.00        | $60258.45          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $11482730.00       | $11365297.71       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $5349305.00        | $5292901.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $50298.00          | $49834.13          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $50000.00          | $48913.16          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1589952.00        | $1296302.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $6389153.00        | $6092479.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-11-01      | 6.0000%  | 0.0000% | $73198658.00       | $13602.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-04-01      | 6.0000%  | 0.0000% | $5682152.00        | $72030.65          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-02-01      | 6.0000%  | 0.0000% | $12718584.00       | $134456.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-09-01      | 6.0000%  | 0.0000% | $10148118.00       | $68376.72          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-03-01      | 6.0000%  | 0.0000% | $1546312.00        | $64678.43          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-03-01      | 6.0000%  | 0.0000% | $11148103.00       | $136427.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1539500.00        | $1570772.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $21415914.00       | $18627431.92       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $1429119.00        | $1407230.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $462618.00         | $479480.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $257873.00         | $237856.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-09-01      | 7.5000%  | 0.0000% | $2033956.00        | $55434.08          | Agency Mortgage-Backed Securities  |

### Security 140: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.270000%
- **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: ARP16SRC9, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP16SRC9_4.27_0807
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $98145012.00       | $77650587.48       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $397603840.00      | $220320979.86      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $4827183.00        | $2798639.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $416687563.00      | $187954925.07      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $662074748.00      | $51097660.72       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2025-09-18      | N/A      | 0.0000% | $440300.00         | $437802.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2025-10-21      | N/A      | 0.0000% | $121000.00         | $119844.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-05-15      | 3.1250%  | 0.0000% | $9999800.00        | $7580205.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-12-31      | 3.8750%  | 0.0000% | $30024200.00       | $30075339.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-02-28      | 4.0000%  | 0.0000% | $31657200.00       | $32299759.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-10-31      | 4.1250%  | 0.0000% | $81205900.00       | $82324227.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-03-31      | 4.1250%  | 0.0000% | $308608600.00      | $313398822.65      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-06-30      | 4.2500%  | 0.0000% | $18875700.00       | $19181149.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2044-11-15      | N/A      | 0.0000% | $3024.47           | $1128.87           | U.S. Treasuries (including strips) |

### Security 141: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16T6P1, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16T6P1_4.42_0807
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2025-10-02      | N/A      | 0.0000% | $2240000.00        | $2223390.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-09-18      | N/A      | 0.0000% | $250000.00         | $248547.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-08-19      | N/A      | 0.0000% | $505700.00         | $504562.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-11-06      | N/A      | 0.0000% | $4896000.00        | $4839989.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-11-20      | N/A      | 0.0000% | $13851000.00       | $13669828.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-10-14      | N/A      | 0.0000% | $1551900.00        | $1538196.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 2.3750%  | 0.0000% | $99669800.00       | $72582825.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-01-15      | 0.1250%  | 0.0000% | $38998600.00       | $41049877.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 3.7500%  | 0.0000% | $204220000.00      | $205352399.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-11-30      | 4.2500%  | 0.0000% | $78948600.00       | $79680716.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $61700.00          | $21714.02          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $13752200.00       | $6694378.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $19994800.00       | $5093655.31        | U.S. Treasuries (including strips) |

### Security 142: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.270000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16T6Q9, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16T6Q9_4.27_0807
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip              | 2030-08-15      | N/A      | 0.0000% | $1008117.75        | $820578.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-11-15      | N/A      | 0.0000% | $10.98             | $6.48              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-05-15      | N/A      | 0.0000% | $38605058.06       | $22146332.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-08-15      | N/A      | 0.0000% | $152.00            | $86.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-02-15      | N/A      | 0.0000% | $4.60              | $2.53              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-11-15      | N/A      | 0.0000% | $1.68              | $0.94              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-02-15      | N/A      | 0.0000% | $1877176.09        | $973957.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $16.59             | $8.10              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $239.53            | $92.17             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $1.37              | $0.48              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-02-15      | N/A      | 0.0000% | $76.80             | $25.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-08-15      | N/A      | 0.0000% | $86.26             | $26.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-02-15      | 1.3750%  | 0.0000% | $100.00            | $115.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-11-15      | 1.6250%  | 0.0000% | $18763300.00       | $9750069.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $55.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-02-15      | 1.8750%  | 0.0000% | $1411900.00        | $972811.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2026-01-15      | 2.0000%  | 0.0000% | $200.00            | $324.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-05-15      | 3.6250%  | 0.0000% | $1216700.00        | $982595.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-08-15      | 3.8750%  | 0.0000% | $16090100.00       | $14894578.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-08-15      | 4.1250%  | 0.0000% | $11822300.00       | $10897249.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-02-15      | 4.2500%  | 0.0000% | $10100.00          | $9239.89           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-02-15      | 4.5000%  | 0.0000% | $2900.00           | $2821.81           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-05-15      | 5.0000%  | 0.0000% | $1365800.00        | $1396027.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 4.4459%  | 0.0000% | $800.00            | $799.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-07-31      | 4.4679%  | 0.0000% | $887300.00         | $888027.59         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-15      | 0.1250%  | 0.0000% | $5663300.00        | $6492895.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-15      | 0.1250%  | 0.0000% | $2527800.00        | $2822113.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-10-31      | 0.2500%  | 0.0000% | $1413500.00        | $1399668.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 0.5000%  | 0.0000% | $1678800.00        | $1578455.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-31      | 0.6250%  | 0.0000% | $100.00            | $94.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-05-15      | 0.6250%  | 0.0000% | $600.00            | $514.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-15      | 1.2500%  | 0.0000% | $71947400.00       | $77281944.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-31      | 1.5000%  | 0.0000% | $200.00            | $192.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-30      | 1.6250%  | 0.0000% | $100.00            | $97.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-31      | 1.6250%  | 0.0000% | $1668400.00        | $1625210.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-05-15      | 1.6250%  | 0.0000% | $289600.00         | $254553.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 1.8750%  | 0.0000% | $1429800.00        | $1398015.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-15      | 2.2500%  | 0.0000% | $20620900.00       | $20289598.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-05-15      | 2.3750%  | 0.0000% | $1622700.00        | $1543585.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-31      | 2.5000%  | 0.0000% | $163225200.00      | $160692652.15      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 2.6250%  | 0.0000% | $12794100.00       | $12546866.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $98.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 2.7500%  | 0.0000% | $5690200.00        | $5611868.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-31      | 3.6250%  | 0.0000% | $900.00            | $898.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-15      | 3.7500%  | 0.0000% | $2000.00           | $2014.35           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-11-30      | 3.8750%  | 0.0000% | $4779300.00        | $4797649.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-31      | 3.8750%  | 0.0000% | $1000.00           | $1002.52           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-10-14      | N/A      | 0.0000% | $400.00            | $396.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 0.7500%  | 0.0000% | $132000.00         | $145420.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-08-15      | N/A      | 0.0000% | $100.00            | $23.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-11-15      | N/A      | 0.0000% | $22546900.00       | $5345554.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $1031618.56        | $706535.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $1304488.48        | $870365.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-08-15      | N/A      | 0.0000% | $230087.34         | $145384.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $109.83            | $67.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $161360.87         | $96531.40          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-02-15      | N/A      | 0.0000% | $33.31             | $19.39             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-11-15      | N/A      | 0.0000% | $47120.17          | $37916.38          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-05-15      | N/A      | 0.0000% | $8437.80           | $6628.69           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-02-15      | N/A      | 0.0000% | $52.83             | $47.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-11-15      | N/A      | 0.0000% | $2.00              | $1.25              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-02-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-11-15      | N/A      | 0.0000% | $1017610.80        | $856172.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-02-15      | 0.8750%  | 0.0000% | $5946000.00        | $5699097.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-15      | 4.1250%  | 0.0000% | $969600.00         | $982283.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-11-30      | 4.1250%  | 0.0000% | $2964400.00        | $2988011.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-02-28      | 4.2500%  | 0.0000% | $1961100.00        | $2017579.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-15      | 4.3750%  | 0.0000% | $48800.00          | $49276.64          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-03-31      | 4.5000%  | 0.0000% | $600.00            | $609.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-15      | 4.6250%  | 0.0000% | $1667700.00        | $1697102.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-11-15      | N/A      | 0.0000% | $200.00            | $176.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $1647000.00        | $1044278.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $28904100.00       | $14733286.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $20953900.00       | $10543164.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $24738700.00       | $12284397.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $100.00            | $42.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-05-15      | N/A      | 0.0000% | $9174200.00        | $3592891.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $1704100.00        | $640709.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $199000.00         | $73875.76          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $81900.00          | $30009.22          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $1000.00           | $361.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-02-15      | N/A      | 0.0000% | $100.00            | $35.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $20496700.00       | $6835628.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $100.00            | $48.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-02-15      | N/A      | 0.0000% | $200.00            | $55.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-02-15      | N/A      | 0.0000% | $200.00            | $53.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-08-15      | N/A      | 0.0000% | $200.00            | $51.85             | U.S. Treasuries (including strips) |

### Security 143: Bank of America NA

- **C.1 - Title:** Bank of America NA 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: ARP16T6U0, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP16T6U0_4.34_0829
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $34911173.00       | $21210791.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $148573084.00      | $81789208.61       | Agency Mortgage-Backed Securities |

### Security 144: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.180000%
- **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: ARP16WUM4, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP16WUM4_4.18_0807
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2032-06-01      | 5.1100%  | 0.0000% | $3734000.00        | $3831936.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 1.5000%  | 0.0000% | $25573363.00       | $13272530.87       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 1.5000%  | 0.0000% | $250290284.00      | $135960846.52      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $11690695.00       | $6177321.07        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-02-01      | 2.0000%  | 0.0000% | $132298.00         | $75766.61          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $4072148.00        | $2222321.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $24794984.00       | $13494868.93       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $8068127.00        | $4294957.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $251230510.00      | $134896936.74      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $22434460.00       | $13688823.18       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $73695756.00       | $37545477.88       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $123642063.00      | $67821399.03       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $10913370.00       | $6195012.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $367683.00         | $208229.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $23555200.00       | $11989381.75       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $21674240.00       | $11491668.61       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $161778.00         | $91893.78          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $47283216.00       | $26722650.39       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $120507799.00      | $63964456.25       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $18815776.00       | $10707675.35       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $25200906.00       | $14136457.78       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-07-01      | 2.0000%  | 0.0000% | $3000000.00        | $1014996.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-10-01      | 2.5000%  | 0.0000% | $963297.00         | $472486.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $399724.00         | $241970.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $19805924.00       | $14016674.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $150896.00         | $94367.38          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $251997.00         | $182244.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $109998000.00      | $13008216.62       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $60004288.00       | $12280220.48       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $202813151.00      | $32366265.33       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $25000.00          | $18216.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-02-01      | 3.6500%  | 0.0000% | $21290.00          | $18218.29          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $599252.00         | $172332.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $113436541.00      | $12825498.22       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-01-01      | 4.5000%  | 0.0000% | $200000.00         | $25812.13          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-10-01      | 4.5000%  | 0.0000% | $1000.00           | $194.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $3745635.00        | $2711260.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 4.9080%  | 0.0000% | $3354865.00        | $2685385.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1385395.00        | $1296712.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1396171.00        | $1217418.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1210456.00        | $1022956.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $6347853.00        | $4684016.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $2975994.00        | $2422815.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $1460226.00        | $1290388.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $75671723.00       | $60004178.57       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $9372.00           | $7538.66           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $3062610.00        | $2869302.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $3397216.00        | $3362473.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1026100.00        | $1017581.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $1480240.00        | $1486720.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $556490.00         | $549424.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 5.5000%  | 0.0000% | $502778.00         | $133634.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $6085448.00        | $5802876.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1926970.00        | $1521369.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $2075784.00        | $2118255.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1733124.00        | $1763998.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1559039.00        | $1306572.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $11983744.00       | $11552325.44       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $40548258.00       | $39927226.92       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $34245419.00       | $34396052.31       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-06-01      | 6.2050%  | 0.0000% | $22319758.00       | $108432.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1205413.00        | $1237447.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1198620.00        | $1248401.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1465637.00        | $1517856.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 7.5000%  | 0.0000% | $1986499.00        | $1008737.42        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2025-10-02      | N/A      | 0.0000% | $77100.00          | $76536.32          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-02-19      | N/A      | 0.0000% | $595700.00         | $582121.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-04-16      | N/A      | 0.0000% | $2600.00           | $2525.07           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2025-10-16      | N/A      | 0.0000% | $148800.00         | $147469.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2025-08-12      | N/A      | 0.0000% | $547400.00         | $546686.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2025-11-06      | N/A      | 0.0000% | $548000.00         | $541796.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2038-02-15      | 4.3750%  | 0.0000% | $4518000.00        | $4560975.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2028-11-15      | 5.2500%  | 0.0000% | $448000.00         | $471470.74         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-10-15      | 1.6250%  | 0.0000% | $73024500.00       | $76004787.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-11-15      | 2.2500%  | 0.0000% | $8348900.00        | $8335816.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-05-15      | 2.8750%  | 0.0000% | $44500.00          | $41522.98          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-04-15      | 3.7500%  | 0.0000% | $600000.00         | $604675.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-10-15      | 3.8750%  | 0.0000% | $849700.00         | $858881.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-10-31      | 4.0000%  | 0.0000% | $503500.00         | $510226.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-31      | 4.1250%  | 0.0000% | $875700.00         | $884930.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-28      | 4.2500%  | 0.0000% | $356400.00         | $366989.66         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-12-31      | 4.2500%  | 0.0000% | $332800.00         | $334899.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-11-15      | 4.5000%  | 0.0000% | $19885100.00       | $20454902.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-04-30      | 4.6250%  | 0.0000% | $7200.00           | $7507.55           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-04-30      | 4.6250%  | 0.0000% | $247000.00         | $256103.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-15      | 4.6250%  | 0.0000% | $420500.00         | $428021.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-10-31      | 4.8750%  | 0.0000% | $190000.00         | $200437.36         | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2029-01-01      | 1.8000%  | 0.0000% | $500000.00         | $461338.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-12-01      | 3.8100%  | 0.0000% | $222175.00         | $219509.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-01-01      | 2.2600%  | 0.0000% | $299999.00         | $275898.08         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-01-01      | 2.0000%  | 0.0000% | $3370000.00        | $1624949.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $307.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $213.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $92.29             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $134.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 3.5000%  | 0.0000% | $7000.00           | $5940.88           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2044-08-01      | 4.0000%  | 0.0000% | $8597.00           | $1387.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.0000%  | 0.0000% | $175000.00         | $129087.65         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $15317.00          | $581.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $2743769.00        | $2054228.54        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $15000.00          | $14169.91          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $12195424.00       | $11647374.48       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $712709.00         | $624820.64         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.0000%  | 0.0000% | $26928196.00       | $23561987.30       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $327094.00         | $265905.97         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $634875.00         | $622121.07         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1048632.00        | $1066918.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $762211.00         | $768896.33         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 6.5000%  | 0.0000% | $14435009.00       | $11793428.16       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $97195.00          | $81843.90          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $874124.00         | $879720.94         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 7.5000%  | 0.0000% | $7769.00           | $178.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 7.5000%  | 0.0000% | $1360525.00        | $740674.76         | Agency Mortgage-Backed Securities  |

### Security 145: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP172K81, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP172K81_4.20_0807
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $6215153.00        | $3264013.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-10-01      | 2.0000%  | 0.0000% | $4325000.00        | $1930735.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $4002.00           | $2086.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-09-01      | 2.5000%  | 0.0000% | $2750.00           | $86.29             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $200000.00         | $135742.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $47527.00          | $20203.22          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $1000000.00        | $537416.81         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $3082056.00        | $1390220.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $4007.00           | $1881.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $200000.00         | $97575.95          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $12980672.00       | $7357575.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $417426.00         | $289198.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $50147481.00       | $30386366.35       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $1415006.00        | $988950.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $5000.00           | $3418.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1140.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $7133503.00        | $3692258.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $93376214.00       | $50820753.48       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $3448120.00        | $1892967.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $4874729.00        | $2594995.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $3092928.00        | $1705390.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $16777504.00       | $8978463.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $12978967.00       | $6932793.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $2617763.00        | $1363825.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $4781334.00        | $2555574.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $16123777.00       | $9152718.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $11434752.00       | $6142780.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $8547535.00        | $5294812.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $3619075.00        | $1990925.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $14134752.00       | $7688750.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $12446720.00       | $6926458.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $7394.00           | $4199.97           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $9670849.00        | $9557448.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1017.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $2000.00           | $2032.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $3001520.00        | $3051593.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $245061.00         | $250075.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $2659532.00        | $2705937.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $429952.00         | $413869.14         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $684436.00         | $702039.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $2862724.00        | $2448582.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1183148.00        | $1176695.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $7701540.00        | $5725871.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1894018.00        | $1905823.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $33245515.00       | $32736331.65       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $3520.00           | $3052.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $433000.00         | $433311.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $12817867.00       | $12874248.20       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1527632.00        | $1580830.72        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $2002.00           | $2059.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $6744550.00        | $6990246.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1867164.00        | $1670986.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $1301908.00        | $1164392.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $8062018.00        | $7094787.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $3000.00           | $2767.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 7.0000%  | 0.0000% | $7370860.00        | $7884220.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 8.0000%  | 0.0000% | $173886.00         | $155599.24         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2029-10-15      | 1.6250%  | 0.0000% | $266500.00         | $277376.44         | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2037-02-01      | 3.0000%  | 0.0000% | $3000000.00        | $710476.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2027-07-01      | 3.0000%  | 0.0000% | $5000000.00        | $129219.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-10-01      | 3.0000%  | 0.0000% | $2405452.00        | $455464.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $3242584.00        | $667693.97         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $4000592.00        | $840181.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $3177312.00        | $733813.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $4019776.00        | $419327.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $3589564.00        | $554685.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-02-01      | 3.0000%  | 0.0000% | $57190208.00       | $7855319.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-06-01      | 3.0000%  | 0.0000% | $64571306.00       | $9306909.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $46974528.00       | $7679889.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $141306.00         | $28667.65          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $36507706.00       | $7552193.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $26548784.00       | $6096001.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $36003040.00       | $6590360.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-04-01      | 3.0000%  | 0.0000% | $614558.00         | $40279.60          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-10-01      | 3.0000%  | 0.0000% | $3806927.00        | $727172.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $1340868.00        | $828935.38         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $1120717.00        | $807810.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $9242632.00        | $4864094.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $100000.00         | $57369.73          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $688.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $2222.00           | $1449.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $17119291.00       | $13887977.50       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2026-10-01      | 3.0000%  | 0.0000% | $5740.00           | $46.38             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $5502000.00        | $3531465.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-03-01      | 3.2800%  | 0.0000% | $1978447.00        | $1827167.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-10-01      | 3.5000%  | 0.0000% | $10209180.00       | $688437.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $76538890.00       | $7664844.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $47922176.00       | $7034102.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $36149120.00       | $8686022.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $3466019.00        | $267500.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $23961824.00       | $2699161.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $16407065.00       | $3038968.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $1102978.00        | $317277.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $4422872.00        | $467436.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $9351737.00        | $1198551.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $50107968.00       | $8056089.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $76655256.00       | $7647223.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $50487488.00       | $7407506.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $46755328.00       | $7733035.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $1001.00           | $203.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $28498240.00       | $5464426.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $15446947.00       | $2699556.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $37722028.00       | $7604845.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $48252416.00       | $2954323.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $62830720.00       | $7442653.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $58745114.00       | $5193443.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $709.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $2204352.00        | $463918.64         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-11-01      | 3.5000%  | 0.0000% | $475000.00         | $25492.02          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $15101130.00       | $4561431.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $107000.00         | $90698.21          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $11504440.00       | $7709445.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $776812.00         | $219304.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-02-01      | 3.5000%  | 0.0000% | $4124619.00        | $1948072.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $11329602.00       | $4398200.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 3.5000%  | 0.0000% | $1063284.00        | $676542.95         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $72200.00          | $51421.72          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $285000.00         | $208808.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $189003.00         | $24570.06          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 3.5000%  | 0.0000% | $212920.00         | $172661.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $2000000.00        | $202819.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-06-01      | 4.0000%  | 0.0000% | $759387.00         | $103128.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-09-01      | 4.0000%  | 0.0000% | $3564565.00        | $522940.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-04-01      | 4.0000%  | 0.0000% | $3861279.00        | $469230.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $3000000.00        | $624505.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $4745155.00        | $781195.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2063-09-01      | 4.0000%  | 0.0000% | $2016.00           | $1638.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $4618992.00        | $1383338.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $14722286.00       | $3250888.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $94000.00          | $21840.58          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $2625000.00        | $535857.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-12-01      | 4.0000%  | 0.0000% | $810000.00         | $116753.71         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $30531264.00       | $8201621.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $49165726.00       | $13730023.43       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $1790779.00        | $217320.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $13521463.00       | $3874613.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $225000.00         | $167571.19         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $14096160.00       | $3179217.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $1000000.00        | $675013.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 4.0000%  | 0.0000% | $3823316.00        | $2247707.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $300000.00         | $216877.56         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $375000.00         | $240490.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $300000.00         | $230151.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $228000.00         | $175452.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-04-01      | 4.5000%  | 0.0000% | $19000000.00       | $672949.53         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-08-01      | 4.5000%  | 0.0000% | $3200000.00        | $586127.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $34486761.00       | $9377758.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $26378268.00       | $6027998.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $17314566.00       | $3737808.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-03-01      | 4.5000%  | 0.0000% | $571185.00         | $88615.86          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2057-02-01      | 4.5000%  | 0.0000% | $6900128.00        | $1780362.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-03-01      | 4.5000%  | 0.0000% | $21337379.00       | $6638432.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $34189056.00       | $6369025.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $158003.00         | $32746.08          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $1525420.00        | $1211974.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $12739629.00       | $10007543.48       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $9449739.00        | $7968931.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-07-01      | 4.5000%  | 0.0000% | $4312600.00        | $1476697.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $3160290.00        | $2287561.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $4853928.00        | $3530585.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 4.9080%  | 0.0000% | $6885607.00        | $5511549.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-08-01      | 5.0000%  | 0.0000% | $6445000.00        | $650388.42         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1446897.00        | $1114734.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $294790.00         | $286080.37         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $2038702.00        | $1994419.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $1738365.00        | $1696065.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 5.0000%  | 0.0000% | $19800000.00       | $6237915.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 5.0000%  | 0.0000% | $1458131.00        | $570241.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1147831.00        | $754483.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $313684.00         | $209597.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $9153222.00        | $7379816.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-12-01      | 5.0000%  | 0.0000% | $5000000.00        | $619042.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $84786.00          | $63546.64          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $6858915.00        | $5438802.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $6512998.00        | $5219644.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $18164308.00       | $14611035.60       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $220690228.00      | $206760596.67      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-06-01      | 5.5000%  | 0.0000% | $26441261.00       | $253120.05         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 5.5000%  | 0.0000% | $84616.00          | $76215.22          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $2575047.00        | $2563141.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1079393.00        | $946202.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $10361568.00       | $10276040.98       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1290894.00        | $1288102.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1994722.00        | $2008908.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1322412.00        | $1318435.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $7002031.00        | $6012544.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $100000.00         | $77217.32          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $7608025.00        | $6777873.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1115567.00        | $949559.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $100000.00         | $98165.29          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $109766.00         | $100483.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $4147830.00        | $3252128.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $4852605.00        | $3956372.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $2986967.00        | $2848270.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $7943835.00        | $6271765.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $144226.00         | $118117.83         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-11-01      | 6.0000%  | 0.0000% | $2575.00           | $0.48              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $8004540.00        | $6629379.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $3026161.00        | $2672284.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $2130379.00        | $1187716.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $4523372.00        | $4347330.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1938529.00        | $1941319.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1490403.00        | $1174328.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-03-01      | 5.2100%  | 0.0000% | $4119643.00        | $4233045.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-05-01      | 3.0400%  | 0.0000% | $2201000.00        | $2109597.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-05-01      | 4.3700%  | 0.0000% | $41233000.00       | $41281270.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-01-01      | 2.2600%  | 0.0000% | $11523927.00       | $10598133.11       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-01-01      | 2.2100%  | 0.0000% | $1309986.00        | $1092750.59        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2031-06-01      | 1.5000%  | 0.0000% | $60000.00          | $25025.58          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.0000%  | 0.0000% | $5216988.00        | $3463084.65        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 3.0000%  | 0.0000% | $43000.00          | $31891.04          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-08-01      | 3.0000%  | 0.0000% | $9732192.00        | $3865531.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 3.0000%  | 0.0000% | $4000.00           | $2804.83           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $550000.00         | $80492.73          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $29873576.00       | $2772177.57        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 4.5000%  | 0.0000% | $1549.00           | $40.38             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $98000.00          | $73753.48          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $1700000.00        | $1346686.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 4.5000%  | 0.0000% | $79092.00          | $66091.11          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $48911.00          | $36071.32          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-06-01      | 4.5000%  | 0.0000% | $1081905.00        | $1068449.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $8254.00           | $313.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 5.0000%  | 0.0000% | $1546505.00        | $1395060.86        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.0000%  | 0.0000% | $369536.00         | $303815.25         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1574297.00        | $1572982.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $3458560.00        | $3427705.86        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 6.0000%  | 0.0000% | $9513.00           | $128.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $7616.00           | $79.83             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.0000%  | 0.0000% | $26270444.00       | $22986458.81       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $7168.00           | $6032.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $220000.00         | $160582.01         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $1539800.00        | $1564041.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $293468.00         | $263755.70         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $4023844.00        | $3943009.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $133300.00         | $130880.12         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $17187063.00       | $14472515.81       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.5000%  | 0.0000% | $75000.00          | $34565.62          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $110000.00         | $90459.14          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1401260.00        | $1394910.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 7.0000%  | 0.0000% | $1536720.00        | $1637426.38        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 7.5000%  | 0.0000% | $4757336.00        | $3557090.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 7.5000%  | 0.0000% | $1648789.00        | $1572909.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2031-07-01      | 1.9000%  | 0.0000% | $3791358.00        | $3264246.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 1.9860%  | 0.0000% | $9236.00           | $8448.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $7922863.00        | $4186412.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $9270465.00        | $5059235.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $122905.00         | $73070.22          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $3138784.00        | $1547892.91        | Agency Mortgage-Backed Securities  |

### Security 146: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.170000%
- **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: ARP179ZJ6, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP179ZJ6_4.17_0807
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $372889.00         | $38531.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 4.0000%  | 0.0000% | $765000.00         | $38453.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $1038356.00        | $103232.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $25102010.00       | $17879472.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $220000.00         | $175383.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 4.5000%  | 0.0000% | $1966493.00        | $380602.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $10902487.00       | $10634194.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 5.0000%  | 0.0000% | $6624336.00        | $6450734.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $12591285.00       | $9854029.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $1211220.00        | $1005104.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $19283614.00       | $16178271.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.0000%  | 0.0000% | $596032.00         | $526708.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $53019.00          | $42041.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $6834919.00        | $5477637.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $11941304.00       | $9605365.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1837783.00        | $1836466.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $17750621.00       | $15640328.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $169143.00         | $137903.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $20395928.00       | $15788092.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $4035751.00        | $3368599.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $22642745.00       | $21591353.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $444696.00         | $351093.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1046.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $5282962.00        | $5375733.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $10107292.00       | $9927671.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $3446548.00        | $3510467.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1192308.00        | $1213351.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1363907.00        | $1385993.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $4130.00           | $4198.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1634471.00        | $1663507.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1046762.00        | $1073684.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $17475211.00       | $15499072.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $24613598.00       | $18424644.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $22747110.00       | $18167842.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $19794000.00       | $16596957.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $7733761.00        | $7781965.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $42448836.00       | $41798695.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1756200.00        | $1823202.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $3000.00           | $3086.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $566.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-08-01      | 3.5000%  | 0.0000% | $2850000.00        | $744633.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-12-01      | 3.5000%  | 0.0000% | $13000.00          | $3206.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $21896131.00       | $5871882.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $309038.00         | $213486.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-07-01      | 3.5000%  | 0.0000% | $1000.00           | $739.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $4812982.00        | $531085.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $605610.00         | $470063.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $289974.00         | $251485.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1739163.00        | $1732722.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1577710.00        | $1571090.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $14371.00          | $14359.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $5607210.00        | $5469038.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 6.0000%  | 0.0000% | $600620.00         | $456539.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $75921.00          | $68234.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1295494.00        | $1064346.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $1484812.00        | $1507869.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $950046.00         | $982608.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1022.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $215528.00         | $223432.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $550747.00         | $548251.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $5216.00           | $5422.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $621914.00         | $616664.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 7.0000%  | 0.0000% | $11576108.00       | $12198498.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-01      | 5.2100%  | 0.0000% | $453328.00         | $465806.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-01-01      | 2.2600%  | 0.0000% | $2900001.00        | $2667024.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 1.6900%  | 0.0000% | $57703000.00       | $49500826.28       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 7.0000%  | 0.0000% | $1086400.00        | $1151450.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1000000.00        | $442038.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $4627331.00        | $2525305.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $58285659.00       | $31722437.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $6224221.00        | $3313379.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $16900487.00       | $8926621.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $12918416.00       | $7333184.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $27652638.00       | $14208441.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $956998.00         | $498912.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $300000.00         | $160525.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $290993.00         | $136645.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $9097970.00        | $5513336.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $609000.00         | $368812.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $1815797.00        | $1269064.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $598000.00         | $340886.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 3.0000%  | 0.0000% | $30134374.00       | $17570791.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $652.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-01-01      | 3.0000%  | 0.0000% | $1521356.00        | $159199.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $1655016.00        | $1283667.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $18330216.00       | $5174873.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $2314.00           | $1671.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $71480473.00       | $8081810.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 4.0000%  | 0.0000% | $1883849.00        | $162825.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 4.0000%  | 0.0000% | $1339549.00        | $349630.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $48968.00          | $36996.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.0000%  | 0.0000% | $25502244.00       | $19859331.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $560587.00         | $348628.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $201000.00         | $133373.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 1.8200%  | 0.0000% | $18494440.00       | $15072352.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $648.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $435.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $499000.00         | $313736.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $631.44            | Agency Mortgage-Backed Securities |

### Security 147: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.410000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17B5Z8, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17B5Z8_4.41_0807
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2025-09-25      | N/A      | 0.0000% | $4191200.00        | $4163412.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-11-06      | N/A      | 0.0000% | $2232200.00        | $2206663.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-11-20      | N/A      | 0.0000% | $1649800.00        | $1628220.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-06-11      | N/A      | 0.0000% | $100.00            | $96.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-10-14      | N/A      | 0.0000% | $62000.00          | $61452.54          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-10-21      | N/A      | 0.0000% | $365800.00         | $362277.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-02-15      | 1.0000%  | 0.0000% | $600.00            | $571.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-02-15      | 1.5000%  | 0.0000% | $2736600.00        | $2322022.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $74.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $79.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-15      | 0.1250%  | 0.0000% | $110409100.00      | $147009684.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-15      | 0.1250%  | 0.0000% | $454101700.00      | $528926005.65      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-15      | 2.3750%  | 0.0000% | $100.00            | $109.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-08-31      | 2.7500%  | 0.0000% | $300.00            | $302.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-11-30      | 3.8750%  | 0.0000% | $53849200.00       | $54146034.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-30      | 4.8750%  | 0.0000% | $4463800.00        | $4539048.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $727100.00         | $461017.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $9314000.00        | $4686432.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $16341300.00       | $8114533.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $200.00            | $92.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $15579900.00       | $6632550.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $3416300.00        | $1337925.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $18623000.00       | $7001894.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $37400.00          | $13884.19          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $602600.00         | $218012.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $300.00            | $146.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $4399800.00        | $1235380.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-02-15      | N/A      | 0.0000% | $32421500.00       | $9006141.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $251468300.00      | $64061297.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $468900.00         | $117904.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $7378900.00        | $1829967.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $624100.00         | $152424.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $430.75            | $279.77            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $54.72             | $42.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $61.33             | $41.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $3188781.88        | $2742180.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $25149918.77       | $14021809.06       | U.S. Treasuries (including strips) |

### Security 148: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.250000%
- **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: ARP17H4A1, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP17H4A1_4.25_0929
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-29
- **C.12 - Maturity Date (WAL):** 2025-09-29
- **C.13 - Final Legal Maturity Date:** 2025-09-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $87218876.00       | $41234845.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $80076174.00       | $40676576.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $77077858.00       | $40620972.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $339027639.00      | $40747382.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $249975888.00      | $41112888.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $183689944.00      | $41200697.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $176427251.00      | $40631894.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 3.5000%  | 0.0000% | $237463421.00      | $19644332.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $294311106.00      | $41049856.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $228464866.00      | $34039782.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 4.0000%  | 0.0000% | $249707494.00      | $41354126.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 4.0000%  | 0.0000% | $445291340.00      | $41186644.14       | Agency Mortgage-Backed Securities |

### Security 149: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.240000%
- **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: ARP17PVG0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP17PVG0_4.24_1009
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1273893.00        | $1274727.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $6957.00           | $6896.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $456373.00         | $445935.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1204389.00        | $1082031.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1104230.00        | $1101258.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $500967.00         | $495482.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $744363.00         | $736623.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1843138.00        | $1843824.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1012099.00        | $994581.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1082800.00        | $1079571.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $9816748.00        | $8996670.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1370114.00        | $1294168.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $772735.00         | $784487.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $607273.00         | $618261.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1267032.00        | $1236413.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $3708983.00        | $2918355.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1303952.00        | $997931.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $1264136.00        | $1303025.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $5656194.00        | $5420787.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $251736.00         | $236803.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $8602627.00        | $8130223.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $1603873.00        | $1665816.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $1571800.00        | $1595267.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $3204641.00        | $3103904.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $1898592.00        | $1983769.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 7.5000%  | 0.0000% | $1326760.00        | $1420239.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 3.0200%  | 0.0000% | $1137083.00        | $989980.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 3.5560%  | 0.0000% | $2747640.00        | $2542350.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1219807.00        | $1214294.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1015930.00        | $1001505.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1073150.00        | $1070986.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1173355.00        | $1086392.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $32350981.00       | $31139458.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $2045355.00        | $2029421.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $501681.00         | $520743.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $3351180.00        | $3439709.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 7.0000%  | 0.0000% | $1079233.00        | $1164652.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 4.5000%  | 0.0000% | $109859.00         | $102715.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 4.5000%  | 0.0000% | $1000.00           | $935.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 4.5000%  | 0.0000% | $1281199.00        | $1211764.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 4.5000%  | 0.0000% | $1148387.00        | $1089162.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $2628335.00        | $2538394.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $1121982.00        | $1090471.37        | Agency Mortgage-Backed Securities |

### Security 150: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.250000%
- **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: ARP17PW46, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP17PW46_4.25_1009
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $153550930.00      | $84955339.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $30424626.00       | $18044660.64       | Agency Mortgage-Backed Securities |

### Security 151: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP17RSQ8, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP17RSQ8_4.37_0807
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank                 | 2026-09-01      | 0.8700%  | 0.0000% | $13000000.00       | $12583025.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2035-09-10      | 1.7300%  | 0.0000% | $6026000.00        | $4469880.91        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2034-02-01      | 2.4800%  | 0.0000% | $20000000.00       | $17181860.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2032-03-23      | 3.3000%  | 0.0000% | $50000000.00       | $47211366.67       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2039-04-22      | 3.6500%  | 0.0000% | $86000.00          | $73453.33          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2028-07-03      | 3.7500%  | 0.0000% | $30250000.00       | $30162990.92       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2029-06-01      | 3.9300%  | 0.0000% | $20000000.00       | $19870620.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2033-03-03      | 4.3750%  | 0.0000% | $20000000.00       | $20204322.22       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2033-02-09      | 4.0000%  | 0.0000% | $25000000.00       | $24694527.78       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2038-08-23      | 4.0400%  | 0.0000% | $3100000.00        | $2824177.84        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2026-03-09      | 4.7500%  | 0.0000% | $247000.00         | $252344.37         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2025-08-14      | N/A      | 0.0000% | $1400000.00        | $1397522.00        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2026-12-09      | 4.4950%  | 0.0000% | $1500000.00        | $1512216.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-07-29      | 0.9100%  | 0.0000% | $20000000.00       | $19355211.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2033-06-10      | 4.0000%  | 0.0000% | $5585000.00        | $5428824.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2025-08-28      | 4.0000%  | 0.0000% | $50000000.00       | $50820500.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2033-12-21      | 4.0000%  | 0.0000% | $1000000.00        | $956034.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2028-12-04      | 4.7000%  | 0.0000% | $20000000.00       | $20179433.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | 6.2500%  | 0.0000% | $2000.00           | $2247.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-10-08      | 0.7500%  | 0.0000% | $28000.00          | $26202.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-07-15      | N/A      | 0.0000% | $2773000.00        | $1552347.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-01-02      | N/A      | 0.0000% | $33704000.00       | $33108551.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2025-11-03      | N/A      | 0.0000% | $8334000.00        | $8241242.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-09-01      | 2.5000%  | 0.0000% | $1723466.00        | $164821.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-12-01      | 2.5000%  | 0.0000% | $164714.00         | $30293.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $132104.00         | $82729.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-06-01      | 3.0000%  | 0.0000% | $67886848.00       | $9439497.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $38691.00          | $14857.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.0000%  | 0.0000% | $299999.00         | $85516.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-03-01      | 4.0000%  | 0.0000% | $1200000.00        | $80794.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $16000.00          | $11756.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.0000%  | 0.0000% | $14000.00          | $10634.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-07-01      | 4.5000%  | 0.0000% | $400000.00         | $389854.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 4.8350%  | 0.0000% | $5840424.00        | $4653262.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-06-01      | 5.0000%  | 0.0000% | $99999.00          | $1037.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $2069360.00        | $1995076.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $10887472.00       | $10076364.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $299994.00         | $247283.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1446196.00        | $1459379.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $1227662.00        | $1248165.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $1363620.00        | $1387023.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1626562.00        | $1685973.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-09-01      | 6.5000%  | 0.0000% | $10190842.00       | $4600.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-01-01      | 6.5000%  | 0.0000% | $1999999.00        | $14465.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.5000%  | 0.0000% | $2112896.00        | $2164448.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1898200.00        | $1961106.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $1710600.00        | $1730127.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $2110632.00        | $2189512.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $34624576.00       | $30768350.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $380000.00         | $223812.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-07-01      | 2.5000%  | 0.0000% | $1700000.00        | $899713.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-05-01      | 2.5000%  | 0.0000% | $200000.00         | $136715.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $14976400.00       | $3601833.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-12-01      | 3.0000%  | 0.0000% | $187667.00         | $50994.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $1315000.00        | $278288.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $20996.00          | $5215.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 3.5000%  | 0.0000% | $168878.00         | $84463.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $205000.00         | $88825.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $70000.00          | $31241.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | 0.0000% | $82634880.00       | $5145679.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 5.0000%  | 0.0000% | $1798000.00        | $28560.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $107508.00         | $97724.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 5.0000%  | 0.0000% | $1261662.00        | $883081.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $437167.00         | $366327.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $2047728.00        | $1642210.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $700000.00         | $634158.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $8574368.00        | $6661918.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $2946800.00        | $1613850.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $195026.00         | $156308.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $38075584.00       | $33956829.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $40950272.00       | $40397214.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $1234204.00        | $1274001.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.0000%  | 0.0000% | $1042970.00        | $453414.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $492997.00         | $252347.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $5415864.00        | $3211111.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $11220880.00       | $6896019.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $741684.00         | $508753.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 2.5000%  | 0.0000% | $359264.00         | $288023.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $171140600.00      | $115192922.04      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-15      | 3.0000%  | 0.0000% | $9515264.00        | $1542120.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-15      | 3.0000%  | 0.0000% | $497336.00         | $65262.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-15      | 3.0000%  | 0.0000% | $2220756.00        | $151370.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-11-20      | 3.5000%  | 0.0000% | $499976.00         | $61430.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $650745.00         | $440152.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $259548.00         | $68278.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-15      | 3.5000%  | 0.0000% | $49993344.00       | $16281205.19       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-06-20      | 4.0000%  | 0.0000% | $230989.00         | $14110.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $1500000.00        | $146859.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 4.0000%  | 0.0000% | $1799996.00        | $148244.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-15      | 4.0000%  | 0.0000% | $24000.00          | $6130.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 4.5000%  | 0.0000% | $3899.00           | $3493.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 4.5000%  | 0.0000% | $5914736.00        | $5611020.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-15      | 4.5000%  | 0.0000% | $59731000.00       | $972268.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 4.8600%  | 0.0000% | $4600000.00        | $4501109.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 4.8790%  | 0.0000% | $2249196.00        | $2000809.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 4.9420%  | 0.0000% | $1400000.00        | $1150271.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 4.9490%  | 0.0000% | $1550690.00        | $1304369.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 4.9510%  | 0.0000% | $1533564.00        | $1290410.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 5.0000%  | 0.0000% | $2945760.00        | $228917.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $500000.00         | $428156.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.0000%  | 0.0000% | $800000.00         | $715290.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-05-15      | 5.0000%  | 0.0000% | $13716064.00       | $13600553.53       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $3841480.00        | $3762156.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $98882176.00       | $99180272.83       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.2180%  | 0.0000% | $796570.00         | $664390.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $35000000.00       | $28447160.31       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 5.5000%  | 0.0000% | $1099980.00        | $917709.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1318508.00        | $1327721.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-15      | 5.5000%  | 0.0000% | $1238774.00        | $16371.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.8400%  | 0.0000% | $2709112.00        | $2850110.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.8400%  | 0.0000% | $1783518.00        | $1876342.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-07-15      | 5.8500%  | 0.0000% | $2500000.00        | $2611297.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $9993400.00        | $8418051.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $45018.00          | $37839.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-15      | 6.0000%  | 0.0000% | $2565952.00        | $2053496.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2640008.00        | $2718102.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1168134.00        | $1213947.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1793156.00        | $1857646.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1903762.00        | $1970801.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1623834.00        | $1676655.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-06-20      | 6.0790%  | 0.0000% | $11396560.00       | $12235173.96       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1109716.00        | $1159368.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $4466040.00        | $4665871.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $4236768.00        | $4422632.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $4238248.00        | $4446577.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $5280576.00        | $5417172.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1052758.00        | $1113931.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1175446.00        | $1237981.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1854060.00        | $1939861.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $88046.00          | $61907.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $54816512.00       | $54739723.01       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2071-04-20      | 6.5260%  | 0.0000% | $14749200.00       | $3502683.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-20      | 6.7800%  | 0.0000% | $1193240.00        | $93716.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $63658.00          | $24986.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $180607744.00      | $87921187.97       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $1825452.00        | $1927040.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 7.0000%  | 0.0000% | $4827370.00        | $3663937.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $2865228.00        | $3043625.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $2120664.00        | $2205842.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.5000%  | 0.0000% | $1522308.00        | $1619545.28        | Agency Mortgage-Backed Securities |

### Security 152: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.250000%
- **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: ARP17UHD2, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP17UHD2_4.25_1015
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-10-15
- **C.12 - Maturity Date (WAL):** 2025-10-15
- **C.13 - Final Legal Maturity Date:** 2025-10-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $168858484.00      | $90248755.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $7530650.00        | $4166493.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $15594515.00       | $8584751.73        | Agency Mortgage-Backed Securities |

### Security 153: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 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: ARP17WQF3, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP17WQF3_4.35_0807
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-10-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note               | 2027-09-15      | 3.3750%  | 0.0000% | $230397200.00      | $230774187.46      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-15      | 3.7500%  | 0.0000% | $1721400.00        | $1744821.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 3.7500%  | 0.0000% | $8300.00           | $8346.02           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 3.8750%  | 0.0000% | $21770100.00       | $21874995.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-15      | 4.3750%  | 0.0000% | $28902200.00       | $29184492.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-15      | 4.5000%  | 0.0000% | $421300.00         | $428978.51         | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp. | 2030-03-01      | 4.2900%  | 0.0000% | $110586.00         | $110201.38         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note               | 2027-04-15      | 0.1250%  | 0.0000% | $200.00            | $223.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-15      | 1.6250%  | 0.0000% | $204749600.00      | $225874725.19      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-31      | 2.5000%  | 0.0000% | $100.00            | $98.45             | U.S. Treasuries (including strips) |

### Security 154: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17YJZ3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17YJZ3_4.14_0807
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip              | 2035-05-15      | N/A      | 0.0000% | $29.73             | $19.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-11-15      | N/A      | 0.0000% | $3486.65           | $2173.52           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-02-15      | N/A      | 0.0000% | $9.06              | $7.87              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-08-15      | N/A      | 0.0000% | $8.27              | $7.03              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-05-15      | N/A      | 0.0000% | $156.72            | $134.77            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-02-15      | N/A      | 0.0000% | $5.54              | $4.61              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-08-15      | N/A      | 0.0000% | $7.37              | $6.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-11-15      | N/A      | 0.0000% | $522109.26         | $308059.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-05-15      | N/A      | 0.0000% | $136.73            | $78.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-08-15      | N/A      | 0.0000% | $23856409.26       | $13499268.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-02-15      | N/A      | 0.0000% | $47.16             | $25.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-11-15      | N/A      | 0.0000% | $152.43            | $84.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-05-15      | N/A      | 0.0000% | $44.53             | $24.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-08-15      | N/A      | 0.0000% | $3.96              | $2.12              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-02-15      | N/A      | 0.0000% | $1107.64           | $574.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-11-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-05-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-08-15      | N/A      | 0.0000% | $6096.69           | $3069.24           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $7526584.33        | $3675231.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $27476442.57       | $9927266.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $5.15              | $1.98              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $149549.94         | $53255.48          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $34.10             | $12.00             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-02-15      | N/A      | 0.0000% | $121.66            | $40.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $203.53            | $65.57             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-02-15      | N/A      | 0.0000% | $32.24             | $10.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-08-15      | N/A      | 0.0000% | $195.07            | $59.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-02-15      | N/A      | 0.0000% | $265.53            | $79.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-05-15      | N/A      | 0.0000% | $24.77             | $7.30              | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 0.7500%  | 0.0000% | $600.00            | $661.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-08-15      | 1.1250%  | 0.0000% | $11149300.00       | $6840439.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-08-15      | 1.3750%  | 0.0000% | $46267100.00       | $22646368.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2026-01-15      | 2.0000%  | 0.0000% | $31700.00          | $51457.17          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-08-15      | 2.7500%  | 0.0000% | $14481100.00       | $10336254.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-07-31      | 4.4679%  | 0.0000% | $500.00            | $500.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-15      | 0.3750%  | 0.0000% | $400.00            | $525.82            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-31      | 0.5000%  | 0.0000% | $20000000.00       | $18563460.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-31      | 0.6250%  | 0.0000% | $10400.00          | $9862.99           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-01-15      | 1.1250%  | 0.0000% | $23933600.00       | $24687422.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-10-15      | 1.6250%  | 0.0000% | $20502800.00       | $21326683.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-30      | 3.5000%  | 0.0000% | $73331000.00       | $73212790.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-08-15      | 3.8750%  | 0.0000% | $13442400.00       | $13226506.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 3.8750%  | 0.0000% | $25226200.00       | $25347748.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-31      | 4.1250%  | 0.0000% | $141144000.00      | $143198703.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-15      | 4.2500%  | 0.0000% | $12751900.00       | $13106006.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 4.3750%  | 0.0000% | $3078800.00        | $3084588.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-11-15      | N/A      | 0.0000% | $1200.00           | $510.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-05-15      | N/A      | 0.0000% | $100.00            | $39.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $4390000.00        | $1650556.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $800.00            | $296.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $200500.00         | $73465.81          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $200.00            | $72.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $2100.00           | $1022.25           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-11-15      | N/A      | 0.0000% | $2000.00           | $561.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-02-15      | N/A      | 0.0000% | $114500.00         | $31806.15          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-02-15      | N/A      | 0.0000% | $9924700.00        | $2630710.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-08-15      | N/A      | 0.0000% | $100.00            | $25.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-11-15      | N/A      | 0.0000% | $200.00            | $49.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-05-15      | N/A      | 0.0000% | $200.00            | $48.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-08-15      | N/A      | 0.0000% | $100.00            | $23.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2055-02-15      | N/A      | 0.0000% | $100.00            | $23.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-08-15      | N/A      | 0.0000% | $81.63             | $60.41             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-02-15      | N/A      | 0.0000% | $38.18             | $27.55             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $37.07             | $24.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-02-15      | N/A      | 0.0000% | $5300.07           | $3442.40           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-08-15      | N/A      | 0.0000% | $20.74             | $13.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $3753.17           | $2308.26           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $231.37            | $138.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-02-15      | N/A      | 0.0000% | $4.28              | $2.49              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-05-15      | N/A      | 0.0000% | $91.50             | $71.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-05-15      | N/A      | 0.0000% | $9.34              | $7.00              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-11-15      | N/A      | 0.0000% | $208042.78         | $152044.74         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-11-15      | N/A      | 0.0000% | $494149.13         | $343087.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-05-15      | N/A      | 0.0000% | $2.99              | $2.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-11-15      | N/A      | 0.0000% | $48.78             | $32.11             | U.S. Treasuries (including strips) |

### Security 155: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 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: ARP17YQY8, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP17YQY8_4.38_0807
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank                 | 2026-06-15      | 0.9000%  | 0.0000% | $25000000.00       | $24319000.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2027-01-11      | 1.4700%  | 0.0000% | $32227000.00       | $31048028.92       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2031-06-16      | 1.8800%  | 0.0000% | $25000000.00       | $21867000.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2036-07-14      | 2.3100%  | 0.0000% | $2152000.00        | $1670913.58        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2045-04-06      | 3.4300%  | 0.0000% | $4640000.00        | $3589025.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-03-04      | 0.8000%  | 0.0000% | $25000000.00       | $24573891.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2027-02-10      | 0.8300%  | 0.0000% | $18600000.00       | $17733100.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2027-02-26      | 0.9000%  | 0.0000% | $25000000.00       | $23895325.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-08-26      | 1.0000%  | 0.0000% | $20000000.00       | $19410711.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-09-22      | 1.0000%  | 0.0000% | $34165000.00       | $33085807.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-10-22      | 1.1000%  | 0.0000% | $12000000.00       | $11587860.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-09-15      | 1.2000%  | 0.0000% | $25000000.00       | $24274833.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2027-01-28      | 1.7000%  | 0.0000% | $25000000.00       | $24096541.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2027-02-25      | 2.0000%  | 0.0000% | $24500000.00       | $23894523.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2036-02-25      | 2.0000%  | 0.0000% | $1960000.00        | $1503887.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2027-03-25      | 2.7500%  | 0.0000% | $43470000.00       | $42912497.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2042-01-27      | 2.8400%  | 0.0000% | $5760000.00        | $4178750.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2033-11-28      | 4.0000%  | 0.0000% | $3920000.00        | $3725019.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2033-10-24      | 4.1000%  | 0.0000% | $1720000.00        | $1651401.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2038-11-29      | 4.2500%  | 0.0000% | $1220000.00        | $1111290.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-06-05      | 4.3500%  | 0.0000% | $25800000.00       | $26013645.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-07-07      | 4.5800%  | 0.0000% | $157500000.00      | $157928400.00      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2025-11-07      | 0.5000%  | 0.0000% | $25000000.00       | $24763041.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-04-24      | 2.1250%  | 0.0000% | $400000.00         | $396202.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 3.5000%  | 0.0000% | $2000.00           | $170.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 3.5000%  | 0.0000% | $32779584.00       | $1902302.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-08-01      | 4.0000%  | 0.0000% | $660000.00         | $122437.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 4.0000%  | 0.0000% | $26496512.00       | $2705878.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1071046.00        | $1088249.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1198588.00        | $1242408.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.5000%  | 0.0000% | $58248064.00       | $60413358.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $9563070.00        | $9900955.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $3000000.00        | $1724293.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $135000.00         | $82063.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $7000000.00        | $3528832.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1225488.00        | $783731.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $32943.00          | $10330.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $1906000.00        | $582002.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-05-01      | 3.0000%  | 0.0000% | $3000000.00        | $1243497.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $100000.00         | $64586.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-06-01      | 3.0000%  | 0.0000% | $60000000.00       | $8380671.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $2275000.00        | $1751682.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-01-01      | 4.5000%  | 0.0000% | $857000.00         | $150506.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $15058768.00       | $13548664.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $27876.00          | $23965.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-11-01      | 4.5000%  | 0.0000% | $99932.00          | $5027.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1051312.00        | $1057741.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $1800000.00        | $1507713.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $14111060.00       | $9865056.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1636158.00        | $1549271.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-07-01      | 6.5000%  | 0.0000% | $3041344.00        | $3044663.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-04-20      | 2.0000%  | 0.0000% | $231521.00         | $28454.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-20      | 2.5000%  | 0.0000% | $699978.00         | $125472.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 2.5000%  | 0.0000% | $2690250.00        | $351770.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $529059.00         | $67544.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-08-15      | 3.5000%  | 0.0000% | $237862.00         | $36443.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $1000000.00        | $317319.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 3.5000%  | 0.0000% | $1454040.00        | $639135.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 4.0000%  | 0.0000% | $2207544.00        | $109655.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-15      | 4.0000%  | 0.0000% | $302747.00         | $29114.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-15      | 4.0000%  | 0.0000% | $1090616.00        | $105498.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-15      | 4.0000%  | 0.0000% | $449641.00         | $322775.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $7326384.00        | $567410.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $114009088.00      | $112472070.93      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 5.5000%  | 0.0000% | $105000.00         | $67000.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $107350912.00      | $86712441.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1320436.00        | $1361520.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $2184000.00        | $2222982.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 6.0000%  | 0.0000% | $410878.00         | $9472.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $36079104.00       | $30155158.88       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $10040192.00       | $10323112.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $18792800.00       | $19691992.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $3628040.00        | $3805050.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $826939.00         | $862493.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $4378160.00        | $4574054.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2374776.00        | $2322580.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2980568.00        | $3132829.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $25000000.00       | $25024967.10       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 7.0000%  | 0.0000% | $25019040.00       | $20819462.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 7.0000%  | 0.0000% | $27123648.00       | $21133397.44       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1993886.00        | $1713443.68        | Agency Mortgage-Backed Securities |

### Security 156: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.150000%
- **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: ARP17ZGS9, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP17ZGS9_4.15_0807
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $140000.00         | $101584.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-09-01      | 2.5000%  | 0.0000% | $1000.00           | $396.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-07-01      | 3.0000%  | 0.0000% | $2170778.00        | $140960.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.0000%  | 0.0000% | $4121696.00        | $2736019.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 3.0000%  | 0.0000% | $391819.00         | $221779.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-11-01      | 3.5000%  | 0.0000% | $14288430.00       | $2184969.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $32845922.00       | $8808287.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-07-01      | 3.5000%  | 0.0000% | $184916.00         | $136762.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-03-01      | 4.0000%  | 0.0000% | $89253874.00       | $17169444.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 4.0000%  | 0.0000% | $4000.00           | $1021.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $4838865.00        | $956794.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.5000%  | 0.0000% | $2142075.00        | $1147737.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.5000%  | 0.0000% | $21920684.00       | $15874144.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $5163467.00        | $3808000.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-07-01      | 5.0000%  | 0.0000% | $14504.00          | $955.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $949.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $5069857.00        | $3935129.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $819.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.0000%  | 0.0000% | $3432054.00        | $2968924.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $47858740.00       | $40605328.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $20318413.00       | $17977051.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $10852523.00       | $8840689.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $620468.00         | $495303.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $648000.00         | $630945.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $24947.00          | $19335.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $250646.00         | $203032.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $900359.00         | $775832.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $44743.00          | $43897.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 6.0000%  | 0.0000% | $1750.00           | $23.71             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $6197.00           | $64.96             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 6.0000%  | 0.0000% | $9001440.00        | $6842113.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.0000%  | 0.0000% | $34245.00          | $30705.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $238057.00         | $193524.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $1509417.00        | $1390849.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $8754722.00        | $8680830.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 2.0000%  | 0.0000% | $13704098.00       | $7848290.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $323387.00         | $176484.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $21382026.00       | $11067207.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $6720539.00        | $3577587.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $5389068.00        | $2814069.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $8595570.00        | $4845419.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $2130095.00        | $1210136.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $127525.00         | $77024.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $398440.00         | $272384.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $5800000.00        | $1004709.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 3.5000%  | 0.0000% | $828433408.00      | $52595418.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $627271704.00      | $46972678.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.5000%  | 0.0000% | $55241441.00       | $10515290.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $152870560.00      | $30031920.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $62088075.00       | $18288400.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $100096144.00      | $15936670.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $1032230.00        | $943911.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2058-05-01      | 4.0000%  | 0.0000% | $61403169.00       | $18392854.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $1102539.00        | $344402.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $16745122.00       | $3697559.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $54000000.00       | $18272207.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $8209221.00        | $996232.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $683153.00         | $470245.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 4.0000%  | 0.0000% | $3298836.00        | $285125.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 4.5000%  | 0.0000% | $108131034.00      | $21755523.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2063-03-01      | 4.5000%  | 0.0000% | $22592877.00       | $18163803.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $2150000.00        | $1607487.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.9080%  | 0.0000% | $8910795.00        | $7132601.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1682444.00        | $1636029.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $320148.00         | $236233.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $28602561.00       | $22680508.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $3116655.00        | $2497748.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $156007.00         | $125489.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1221730.00        | $1144616.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $529018.00         | $528573.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $287322.00         | $286099.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1792593.00        | $1709355.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1280410.00        | $1286203.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $607424.00         | $602247.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $64952.00          | $54433.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $1574847.00        | $1354605.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $34070766.00       | $33548943.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 7.0000%  | 0.0000% | $814046.00         | $612172.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-01      | 5.2100%  | 0.0000% | $464108.00         | $476883.61         | Agency Mortgage-Backed Securities |

### Security 157: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17ZHK5, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17ZHK5_4.42_0807
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2028-01-15      | 1.7500%  | 0.0000% | $181000.00         | $281296.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2026-08-15      | 6.7500%  | 0.0000% | $54300.00          | $57430.02          | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-01-31      | 4.3839%  | 0.0000% | $200.00            | $199.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-01-15      | 0.1250%  | 0.0000% | $100.00            | $118.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 0.5000%  | 0.0000% | $2095000.00        | $1969778.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-30      | 0.5000%  | 0.0000% | $38000.00          | $35618.21          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-31      | 0.6250%  | 0.0000% | $99200.00          | $94077.75          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-31      | 1.5000%  | 0.0000% | $1203000.00        | $1158902.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-30      | 1.6250%  | 0.0000% | $25000000.00       | $24430816.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-31      | 1.6250%  | 0.0000% | $1279400.00        | $1246280.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-11-30      | 1.6250%  | 0.0000% | $99000.00          | $96171.70          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-15      | 2.7500%  | 0.0000% | $21634800.00       | $21303473.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-03-15      | 3.8750%  | 0.0000% | $255576500.00      | $259211117.32      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-30      | 4.0000%  | 0.0000% | $526566800.00      | $529998206.76      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-15      | 4.3750%  | 0.0000% | $28000.00          | $28270.50          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $1167100.00        | $422241.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $1573900.00        | $766152.49         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-05-15      | N/A      | 0.0000% | $300.00            | $78.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-08-15      | N/A      | 0.0000% | $2900.00           | $751.76            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-05-15      | N/A      | 0.0000% | $100.00            | $25.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $145.15            | $102.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-08-15      | N/A      | 0.0000% | $17.45             | $11.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $22514560.86       | $13846815.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $6568535.97        | $3929514.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-05-15      | N/A      | 0.0000% | $9151905.05        | $7189681.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-02-15      | N/A      | 0.0000% | $113.95            | $94.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-08-15      | N/A      | 0.0000% | $75.10             | $42.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-08-15      | N/A      | 0.0000% | $15.32             | $8.18              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-02-15      | N/A      | 0.0000% | $475301.21         | $246606.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-05-15      | N/A      | 0.0000% | $1.91              | $0.97              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-08-15      | N/A      | 0.0000% | $1349616.54        | $679433.41         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $0.68              | $0.28              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $5.10              | $1.96              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-08-15      | N/A      | 0.0000% | $49.84             | $18.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $18160.21          | $6466.94           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-08-15      | N/A      | 0.0000% | $57.16             | $19.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $385.54            | $124.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-02-15      | N/A      | 0.0000% | $166.46            | $49.74             | U.S. Treasuries (including strips) |

### Security 158: Natixis SA

- **C.1 - Title:** Natixis SA 4.230000%
- **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: ARP180HQ8, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP180HQ8_4.23_1024
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-24
- **C.12 - Maturity Date (WAL):** 2025-10-24
- **C.13 - Final Legal Maturity Date:** 2025-10-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2029-07-01      | 3.8300%  | 0.0000% | $1005.00           | $977.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-07-01      | 3.8300%  | 0.0000% | $1006.00           | $978.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-07-01      | 4.7650%  | 0.0000% | $1000.00           | $1015.29           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.5000%  | 0.0000% | $1003.00           | $410.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $643884.00         | $607927.55         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.29           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.5000%  | 0.0000% | $1208880.00        | $1254469.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $200192.00         | $208801.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $4933296.00        | $5142131.84        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $61.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-08-15      | 1.3750%  | 0.0000% | $300.00            | $146.84            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-11-15      | 2.3750%  | 0.0000% | $555400.00         | $353639.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note      | 2027-01-31      | 4.3839%  | 0.0000% | $100.00            | $99.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-04-15      | 0.1250%  | 0.0000% | $7850400.00        | $9537817.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $86.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-15      | 1.3750%  | 0.0000% | $3209400.00        | $2735968.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-11-30      | 1.5000%  | 0.0000% | $100.00            | $92.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-07-31      | 1.8750%  | 0.0000% | $25200.00          | $24639.80          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-07-15      | 1.8750%  | 0.0000% | $100.00            | $99.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-09-30      | 4.1250%  | 0.0000% | $100.00            | $101.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-15      | 4.1250%  | 0.0000% | $49999900.00       | $50653954.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-06-30      | 4.2500%  | 0.0000% | $19352600.00       | $19607089.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-12-31      | 4.3750%  | 0.0000% | $11692700.00       | $11938544.42       | U.S. Treasuries (including strips) |

### Security 159: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.230000%
- **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: ARP183PK6, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP183PK6_4.23_1030
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $98251569.00       | $46411578.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $42808199.00       | $22690340.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $199993669.00      | $45385257.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $175732564.00      | $46510003.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $193879884.00      | $45924942.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $250081835.00      | $46669765.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $283988083.00      | $46194859.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $75784576.00       | $20688522.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $305840988.00      | $45669311.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $349598958.00      | $45855419.88       | Agency Mortgage-Backed Securities |

### Security 160: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.280000%
- **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: ARP1867A1, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1867A1_4.28_1103
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2800%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $61455279.00       | $32631585.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $118646327.00      | $70368414.95       | Agency Mortgage-Backed Securities |

### Security 161: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.290000%
- **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: ARP186U98, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP186U98_4.29_1105
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **C.11 - Maturity Date (WAM):** 2025-11-05
- **C.12 - Maturity Date (WAL):** 2025-11-05
- **C.13 - Final Legal Maturity Date:** 2025-11-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $6025119.00        | $6104897.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 7.0000%  | 0.0000% | $9984021.00        | $9874712.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $6328110.00        | $5627807.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $480005.00         | $459412.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $25000000.00       | $24715743.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $540000.00         | $503472.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $10000000.00       | $9683323.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $10864.00          | $11198.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $401181.00         | $384484.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $2175000.00        | $2167539.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $34314508.00       | $32962867.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $7075779.00        | $6834568.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $1012939.00        | $976318.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1064883.00        | $975786.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $2885383.00        | $2851084.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1255861.00        | $1138141.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $12842214.00       | $11600126.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $3286407.00        | $3000605.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $21250547.00       | $20261330.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $14706826.00       | $14348680.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $3216918.00        | $2851605.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $941649.00         | $799881.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $3744208.00        | $3698436.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $23750893.00       | $23407060.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $20705504.00       | $19902446.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $2228380.00        | $2188298.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $361380.00         | $359211.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $33564807.00       | $32391274.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $14403885.00       | $13200604.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $3500000.00        | $3185353.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $616226.00         | $582884.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $456890.00         | $449804.94         | Agency Mortgage-Backed Securities |

### Security 162: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 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: ARP18BWZ7, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18BWZ7_4.35_1112
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 4.5000%  | 0.0000% | $1131870.00        | $947558.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.0000%  | 0.0000% | $920000.00         | $873919.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.0000%  | 0.0000% | $96827.00          | $93205.61          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.0000%  | 0.0000% | $234841.00         | $226249.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.0000%  | 0.0000% | $6999686.00        | $6857951.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.0000%  | 0.0000% | $3524454.00        | $3153801.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $217000.00         | $199983.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $56636.00          | $56332.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $1309750.00        | $1171427.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $5319840.00        | $5196818.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $349118.00         | $298616.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $385818.00         | $328254.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $751548.00         | $671966.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $5057013.00        | $4998681.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $1006628.00        | $996522.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $2002100.00        | $1821442.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $10916312.00       | $11003722.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $439078.00         | $413606.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $2544205.00        | $2388652.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $200000.00         | $185181.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $10773811.00       | $10051855.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $4500000.00        | $4389177.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $6891608.00        | $5812702.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $932602.00         | $742069.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $2167401.00        | $1559629.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $1853295.00        | $1425081.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $1086017.00        | $1095598.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $2778072.00        | $2389688.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $911.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $1240191.00        | $1248408.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $31659340.00       | $30797466.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $4784666.00        | $4963139.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $1540029.00        | $1480767.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $2670488.00        | $2248378.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $57000.00          | $53082.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $1513920.00        | $1038310.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $1093152.00        | $939352.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $1079951.00        | $1000092.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $1343128.00        | $1410700.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $1731346.00        | $1798825.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $1554775.00        | $1485563.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $13424463.00       | $12353279.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $2989454.00        | $2674084.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $11888851.00       | $10293307.56       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $8288943.00        | $7474289.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $381538.00         | $333486.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $1022112.00        | $1051866.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $12072576.00       | $11670833.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $11176350.00       | $10252504.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 7.0000%  | 0.0000% | $2641554.00        | $2763458.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 7.0000%  | 0.0000% | $1033661.00        | $1094448.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 7.0000%  | 0.0000% | $2097425.00        | $2025345.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 7.0000%  | 0.0000% | $1420242.00        | $1224530.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 7.0000%  | 0.0000% | $1127190.00        | $1186709.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 7.0000%  | 0.0000% | $1228115.00        | $1296133.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 7.0000%  | 0.0000% | $1590336.00        | $1671685.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 7.0000%  | 0.0000% | $1570617.00        | $1649036.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 7.0000%  | 0.0000% | $1436974.00        | $877627.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 7.0000%  | 0.0000% | $1279746.00        | $1349619.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 8.0000%  | 0.0000% | $1060066.00        | $216488.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 4.5000%  | 0.0000% | $1584745.00        | $1353774.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.0000%  | 0.0000% | $17218671.00       | $16082493.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $8741.00           | $8697.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $1067816.00        | $1057156.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $1101440.00        | $1085370.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $5211192.00        | $5212549.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1651586.00        | $1658212.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $5072041.00        | $4550549.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1569088.00        | $1486426.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $77591.00          | $71532.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $32094412.00       | $28630546.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1441167.00        | $1220226.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $1322475.00        | $1235380.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1349310.00        | $1357354.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1866192.00        | $1771985.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1027689.00        | $941668.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $510000.00         | $502643.12         | Agency Mortgage-Backed Securities |

### Security 163: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.270000%
- **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: ARP18CGD2, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP18CGD2_4.27_0807
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $248782583.00      | $244798655.64      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $50660119.00       | $26077538.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $218469951.00      | $126661571.52      | Agency Mortgage-Backed Securities  |
| U.S. Treasury Floating Rate Note      | 2026-10-31      | 4.4909%  | 0.0000% | $52828400.00       | $52880594.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-30      | 0.6250%  | 0.0000% | $129100.00         | $119927.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-06-30      | 0.8750%  | 0.0000% | $14601100.00       | $14180107.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-31      | 1.6250%  | 0.0000% | $13971500.00       | $13609603.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-02-15      | 1.8750%  | 0.0000% | $1450400.00        | $1279415.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-15      | 2.2500%  | 0.0000% | $317800.00         | $310721.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-01-31      | 2.6250%  | 0.0000% | $300.00            | $297.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-11-30      | 2.8750%  | 0.0000% | $606900.00         | $606734.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-05-15      | 2.8750%  | 0.0000% | $6311400.00        | $5889171.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-04-30      | 3.5000%  | 0.0000% | $972500.00         | $962927.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.7500%  | 0.0000% | $9247700.00        | $9245739.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-10-31      | 4.0000%  | 0.0000% | $8563500.00        | $8677908.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-11-15      | 4.1250%  | 0.0000% | $31500.00          | $31742.14          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-10-31      | 4.1250%  | 0.0000% | $2001600.00        | $2029165.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-12-31      | 4.5000%  | 0.0000% | $6323600.00        | $6497769.41        | U.S. Treasuries (including strips) |

### Security 164: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.420000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18D8S6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP18D8S6_4.42_0807
- **C.18 - Value (incl. sponsor support):** $1950000000.00
- **C.18.a - Value (excl. sponsor support):** $1950000000.00
- **C.19 - Percentage of Net Assets:** 1.1400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip              | 2052-08-15      | N/A      | 0.0000% | $28744700.00       | $7451402.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-11-15      | N/A      | 0.0000% | $115161300.00      | $29713457.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-02-15      | N/A      | 0.0000% | $134360400.00      | $34228177.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-05-15      | N/A      | 0.0000% | $19016000.00       | $4781573.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-11-15      | N/A      | 0.0000% | $74633700.00       | $18509157.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-02-15      | N/A      | 0.0000% | $11592300.00       | $2831199.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-05-15      | N/A      | 0.0000% | $97886500.00       | $23697244.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-08-15      | N/A      | 0.0000% | $7181700.00        | $1720254.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-08-15      | N/A      | 0.0000% | $244000.00         | $180581.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-02-15      | N/A      | 0.0000% | $5194058.20        | $3747819.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $111.41            | $78.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $4375075.31        | $2996405.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $4009133.63        | $2674926.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-02-15      | N/A      | 0.0000% | $8342457.74        | $5418426.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $1518.59           | $933.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $1793.30           | $1072.81           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-02-15      | N/A      | 0.0000% | $14516650.14       | $8451405.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-05-15      | N/A      | 0.0000% | $72.54             | $56.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-11-15      | N/A      | 0.0000% | $1011000.00        | $775416.78         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-05-15      | N/A      | 0.0000% | $25477920.66       | $19084491.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-11-15      | N/A      | 0.0000% | $47340047.42       | $32868147.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-05-15      | N/A      | 0.0000% | $5304085.99        | $3587736.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-11-15      | N/A      | 0.0000% | $40152876.50       | $26430390.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2025-11-15      | N/A      | 0.0000% | $60.35             | $59.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2027-05-15      | N/A      | 0.0000% | $848125.00         | $789581.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-05-15      | N/A      | 0.0000% | $49.52             | $31.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-11-15      | N/A      | 0.0000% | $154.59            | $96.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-08-15      | N/A      | 0.0000% | $14848011.28       | $12628233.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-05-15      | N/A      | 0.0000% | $12255352.30       | $10538941.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-11-15      | N/A      | 0.0000% | $401000.00         | $337383.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-02-15      | N/A      | 0.0000% | $2988155.79        | $2487062.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-08-15      | N/A      | 0.0000% | $5734123.49        | $4667410.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-05-15      | N/A      | 0.0000% | $94000.00          | $57025.57          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-11-15      | N/A      | 0.0000% | $17486059.96       | $10317282.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-05-15      | N/A      | 0.0000% | $3123113.28        | $1791617.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-08-15      | N/A      | 0.0000% | $209.74            | $118.68            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-02-15      | N/A      | 0.0000% | $8706631.92        | $4783745.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-11-15      | N/A      | 0.0000% | $210.63            | $117.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-05-15      | N/A      | 0.0000% | $14026039.80       | $7595970.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-02-15      | N/A      | 0.0000% | $259847.93         | $134820.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-11-15      | N/A      | 0.0000% | $7164609.72        | $3769372.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-08-15      | N/A      | 0.0000% | $8951150.34        | $4506250.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $3335898.58        | $1652414.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $29987341.69       | $14642818.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $8285813.18        | $2993672.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-05-15      | N/A      | 0.0000% | $531286.77         | $226411.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $7001881.70        | $2857663.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $0.06              | $0.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-11-15      | N/A      | 0.0000% | $9655390.00        | $3574869.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $37930.20          | $13507.13          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-08-15      | N/A      | 0.0000% | $40.15             | $13.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-10-21      | N/A      | 0.0000% | $4193300.00        | $4152918.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 0.7500%  | 0.0000% | $45774000.00       | $50428001.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2026-01-15      | 2.0000%  | 0.0000% | $200.00            | $324.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2032-04-15      | 3.3750%  | 0.0000% | $1000.00           | $2031.03           | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-07-31      | 4.4679%  | 0.0000% | $100.00            | $100.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-15      | 0.1250%  | 0.0000% | $326629000.00      | $374475625.85      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-15      | 0.3750%  | 0.0000% | $48139700.00       | $63281126.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 0.5000%  | 0.0000% | $7139500.00        | $6712760.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-01-15      | 1.1250%  | 0.0000% | $42771900.00       | $44119061.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-30      | 1.6250%  | 0.0000% | $13619100.00       | $13309029.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-30      | 3.5000%  | 0.0000% | $500.00            | $502.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-15      | 3.8750%  | 0.0000% | $439870500.00      | $444391731.83      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-03-15      | 3.8750%  | 0.0000% | $343413600.00      | $348297370.68      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-07-15      | 3.8750%  | 0.0000% | $21000.00          | $21028.79          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-15      | 4.2500%  | 0.0000% | $203700000.00      | $205651003.16      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $7056200.00        | $4473976.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $1864800.00        | $950544.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $27440200.00       | $13806811.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $30255900.00       | $15024051.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $100.00            | $46.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-11-15      | N/A      | 0.0000% | $66809000.00       | $28441393.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $8050100.00        | $3382040.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-05-15      | N/A      | 0.0000% | $11323900.00       | $4434778.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $24768500.00       | $9312485.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $1042200.00        | $386901.12         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $9469500.00        | $3469747.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $2717600.00        | $983192.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-02-15      | N/A      | 0.0000% | $28634600.00       | $10210754.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-05-15      | N/A      | 0.0000% | $15889000.00       | $5591799.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $2896400.00        | $965946.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-02-15      | N/A      | 0.0000% | $8015800.00        | $2329495.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $200.00            | $97.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-11-15      | N/A      | 0.0000% | $16075500.00       | $4513694.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-02-15      | N/A      | 0.0000% | $14451921.24       | $4777183.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $667000.00         | $214896.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-11-15      | N/A      | 0.0000% | $368.01            | $117.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-02-15      | N/A      | 0.0000% | $1361024.05        | $427643.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-02-15      | N/A      | 0.0000% | $3155390.94        | $942938.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $1.98              | $0.55              | U.S. Treasuries (including strips) |

### Security 165: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18JFZ9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18JFZ9_4.37_1121
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-21
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2030-03-01      | 4.2900%  | 0.0000% | $9495.00           | $9461.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 4.5000%  | 0.0000% | $1092627.00        | $998358.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.0000%  | 0.0000% | $379053.00         | $347053.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.0000%  | 0.0000% | $220325.00         | $189087.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $950.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $14288429.00       | $13242380.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $81013.00          | $79196.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $321200.00         | $278436.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $6523036.00        | $6118268.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $265463.00         | $220655.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $3015486.00        | $2823875.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $2986973.00        | $3038810.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $522473.00         | $470953.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $2054767.00        | $1749739.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $5730660.00        | $5750720.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $5159347.00        | $4091966.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $482410.00         | $496169.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $4079272.00        | $3110195.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $1595487.00        | $1074801.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $25038086.00       | $23079451.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 7.0000%  | 0.0000% | $14698653.00       | $14278383.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 7.0000%  | 0.0000% | $1520182.00        | $1599385.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 7.0000%  | 0.0000% | $1156961.00        | $1199102.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 7.0000%  | 0.0000% | $1233555.00        | $891395.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 7.0000%  | 0.0000% | $1779143.00        | $531941.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 7.0000%  | 0.0000% | $1513144.00        | $1591116.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $13053437.00       | $11915511.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $2090214.00        | $2000203.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $1682364.00        | $1478753.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $450000.00         | $343671.75         | Agency Mortgage-Backed Securities |

### Security 166: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18KE53, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18KE53_4.36_1118
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-11-18
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $14976978.00       | $13954482.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $35843813.00       | $33900473.15       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $4055422.00        | $3740959.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $110790.00         | $111891.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $2455244.00        | $2064636.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $100000.00         | $104594.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $3183725.00        | $2950607.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 7.0000%  | 0.0000% | $43168518.00       | $41667892.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 7.5000%  | 0.0000% | $7079214.00        | $4391471.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.0000%  | 0.0000% | $1000.00           | $859.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $115543.00         | $108960.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $3323.00           | $3173.17           | Agency Mortgage-Backed Securities |

### Security 167: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18MY65, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18MY65_4.37_1128
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-11-28
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 4.5000%  | 0.0000% | $3002406.00        | $2804343.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $142133.00         | $137287.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $4149.00           | $3999.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $7237051.00        | $6882028.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $9762765.00        | $9460252.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $1135379.00        | $1132724.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $2449172.00        | $2443976.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $1014708.00        | $1013537.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $4742006.00        | $4713551.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $113169.00         | $106866.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $1039085.00        | $995729.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $3918540.00        | $3374148.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $135914.00         | $138175.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $64903.00          | $53809.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1013.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $44066853.00       | $44696656.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $116360.00         | $119788.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 4.5000%  | 0.0000% | $8097594.00        | $7564321.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $17816756.00       | $17357789.06       | Agency Mortgage-Backed Securities |

### Security 168: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP18UHM1, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18UHM1_4.37_1209
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $4779979.00        | $4105519.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $3964509.00        | $3498207.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1649184.00        | $1567314.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $2324294.00        | $2038997.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $5475529.00        | $3962118.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $264941.00         | $176881.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $218768.00         | $217395.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1125750.00        | $1138189.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1859806.00        | $1259650.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $13368244.00       | $13345981.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $4033301.00        | $3797700.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $951837.00         | $706267.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $268421.00         | $261113.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $9323694.00        | $8964913.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $6998024.00        | $6165030.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1143468.00        | $1053848.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $30000000.00       | $23935293.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $500460.00         | $399288.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $1570179.00        | $962889.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $15485376.00       | $13161621.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $1046581.00        | $1078121.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $2840949.00        | $2910282.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $1612637.00        | $1187688.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 7.0000%  | 0.0000% | $1927951.00        | $1811333.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 7.0000%  | 0.0000% | $1384993.00        | $1194988.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 7.0000%  | 0.0000% | $3823776.00        | $3816044.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 7.0000%  | 0.0000% | $2114162.00        | $2221556.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 7.0000%  | 0.0000% | $1205455.00        | $1267659.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 7.5000%  | 0.0000% | $309369.00         | $330594.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 3.5510%  | 0.0000% | $3378057.00        | $3073807.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 4.7420%  | 0.0000% | $1179116.00        | $1148112.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.0000%  | 0.0000% | $1092685.00        | $938742.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.2240%  | 0.0000% | $2760609.00        | $2525294.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $63055.00          | $62201.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $2280498.00        | $2150573.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1069467.00        | $1021246.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $3561000.00        | $3287881.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1064488.00        | $1078987.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1137186.00        | $1151569.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1396413.00        | $1408939.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $8979000.00        | $8218400.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $5102892.00        | $4162429.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $1114294.00        | $1004306.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-06-01      | 4.0000%  | 0.0000% | $26862963.00       | $26408558.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 4.4400%  | 0.0000% | $2959882.00        | $2947719.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 3.6400%  | 0.0000% | $4265379.00        | $3942773.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 3.7280%  | 0.0000% | $3237342.00        | $2990430.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 3.7490%  | 0.0000% | $1573525.00        | $1460735.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 4.1460%  | 0.0000% | $1628417.00        | $1542913.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 4.5000%  | 0.0000% | $128592.00         | $120474.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.0000%  | 0.0000% | $645000.00         | $599311.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.0000%  | 0.0000% | $1381914.00        | $1340248.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.0000%  | 0.0000% | $59351.00          | $57336.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.0000%  | 0.0000% | $154900.00         | $140100.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.0000%  | 0.0000% | $7901.00           | $7605.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.0000%  | 0.0000% | $898779.00         | $867611.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $596401.00         | $586788.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $1218470.00        | $1203099.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $2123772.00        | $2093536.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $4123331.00        | $3066786.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $1478357.00        | $1224601.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $2251797.00        | $1524869.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $2483000.00        | $2404601.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $941.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $2459403.00        | $2377300.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $1830000.00        | $1786631.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $228980.00         | $207674.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $53521147.00       | $46077801.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $15990485.00       | $14750560.96       | Agency Mortgage-Backed Securities |

### Security 169: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 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: ARP18WQK1, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18WQK1_4.33_0807
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-10-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2042-08-15      | 2.7500%  | 0.0000% | $10231500.00       | $7843135.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.0000%  | 0.0000% | $3800.00           | $3013.21           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $82.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | 3.3750%  | 0.0000% | $181400.00         | $152918.48         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 4.0000%  | 0.0000% | $440525400.00      | $399999955.27      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-30      | 4.6250%  | 0.0000% | $800.00            | $828.75            | U.S. Treasuries (including strips) |

### Security 170: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.365000%
- **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: ARP18XC32, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP18XC32_4.36_0807
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2050-06-20      | N/A      | 0.0000% | $102236160.00      | $48595.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 1.8349%  | 0.0000% | $25000000.00       | $2339665.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-02-25      | 0.8500%  | 0.0000% | $11324432.00       | $32878.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-25      | 0.0800%  | 0.0000% | $295837696.00      | $131018.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-12-25      | N/A      | 0.0000% | $89817088.00       | $8349.27           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | N/A      | 0.0000% | $12500000.00       | $13740.46          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.0000%  | 0.0000% | $642919.00         | $306261.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 0.0500%  | 0.0000% | $49999872.00       | $37156.56          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $283005440.00      | $704937.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 0.0500%  | 0.0000% | $189472768.00      | $122155.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.1500%  | 0.0000% | $23000000.00       | $70881.06          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 5.8000%  | 0.0000% | $1059300.00        | $941507.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 1.4000%  | 0.0000% | $32822000.00       | $1588291.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.8000%  | 0.0000% | $86153728.00       | $2322220.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | N/A      | 0.0000% | $140000000.00      | $2271799.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $83500000.00       | $1565374.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $284197000.00      | $5105314.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 5.0000%  | 0.0000% | $20040768.00       | $19447444.43       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-04-25      | 3.0000%  | 0.0000% | $17325500.00       | $257600.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 1.5000%  | 0.0000% | $20000000.00       | $11532005.87       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $75000000.00       | $9194994.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 0.0500%  | 0.0000% | $100000000.00      | $190266.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-11-25      | 5.0000%  | 0.0000% | $1309064.00        | $1305272.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $35712064.00       | $235038.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $55205500.00       | $181450.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $70867584.00       | $441739.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | N/A      | 0.0000% | $218063872.00      | $725741.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | N/A      | 0.0000% | $27994304.00       | $52027.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $25000000.00       | $300878.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | N/A      | 0.0000% | $8691216.00        | $108543.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.9404%  | 0.0000% | $24278016.00       | $1535723.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 1.8849%  | 0.0000% | $3524000.00        | $316610.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | N/A      | 0.0000% | $10998848.00       | $35663.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $18870600.00       | $121470.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $4499040.00        | $89393.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | N/A      | 0.0000% | $9000000.00        | $82019.16          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-08-25      | 6.0000%  | 0.0000% | $97250000.00       | $2356005.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $40346.00          | $21565.90          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-10-25      | 3.0000%  | 0.0000% | $12300000.00       | $329130.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 5.5000%  | 0.0000% | $3912236.00        | $4298593.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-09-25      | 3.0000%  | 0.0000% | $922277.00         | $933787.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-10-25      | 5.0000%  | 0.0000% | $71002624.00       | $345009.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-25      | 3.5000%  | 0.0000% | $881710.00         | $1293869.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-11-20      | 1.6349%  | 0.0000% | $46497792.00       | $8463.13           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-01-16      | 1.6755%  | 0.0000% | $99975167.00       | $10871.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-16      | 0.5720%  | 0.0000% | $144572399.00      | $13111.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.7344%  | 0.0000% | $143884288.00      | $20026.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-16      | 1.6652%  | 0.0000% | $89997312.00       | $88583.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-16      | 1.3005%  | 0.0000% | $470220800.00      | $64201.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 0.7849%  | 0.0000% | $195346432.00      | $103117.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-08-16      | 5.5000%  | 0.0000% | $60320064.00       | $5526992.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-16      | 1.5619%  | 0.0000% | $152254720.00      | $661233.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-16      | 1.8455%  | 0.0000% | $42024960.00       | $18916.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-05-20      | 1.7349%  | 0.0000% | $16790688.00       | $65504.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-16      | 2.3455%  | 0.0000% | $496144640.00      | $1856373.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $130072576.00      | $36237.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 2.1455%  | 0.0000% | $54710960.00       | $418519.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-20      | 0.9349%  | 0.0000% | $106421600.00      | $334449.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | 0.4050%  | 0.0000% | $151298048.00      | $93389.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-11-16      | 4.2500%  | 0.0000% | $12828500.00       | $1158971.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 1.5849%  | 0.0000% | $62417088.00       | $431833.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 0.0909%  | 0.0000% | $320471040.00      | $31030.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-02-20      | 1.6349%  | 0.0000% | $24395776.00       | $8499.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-02-16      | 1.6455%  | 0.0000% | $32671744.00       | $163080.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-09-16      | 3.0000%  | 0.0000% | $27352831.00       | $28509919.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 2.5000%  | 0.0000% | $21603200.00       | $18039574.49       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.2265%  | 0.0000% | $94732288.00       | $30663.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-16      | 2.7197%  | 0.0000% | $375000.00         | $401618.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-16      | 1.0955%  | 0.0000% | $35091584.00       | $159258.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.2651%  | 0.0000% | $107782560.00      | $400874.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2802%  | 0.0000% | $109549056.00      | $256591.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2256%  | 0.0000% | $108551040.00      | $338319.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2468%  | 0.0000% | $94216448.00       | $378835.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.3406%  | 0.0000% | $198667008.00      | $663005.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-20      | 2.3149%  | 0.0000% | $36564096.00       | $109489.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | 0.1396%  | 0.0000% | $155451392.00      | $23195.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-20      | 1.7349%  | 0.0000% | $28603872.00       | $99030.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-16      | 1.1155%  | 0.0000% | $63160320.00       | $605521.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.2617%  | 0.0000% | $109756416.00      | $54008.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-04-16      | 1.7455%  | 0.0000% | $314560960.00      | $2246148.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-04-20      | 1.0849%  | 0.0000% | $18889000.00       | $135264.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.3884%  | 0.0000% | $116967680.00      | $339399.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.5357%  | 0.0000% | $106103035.00      | $169752.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-20      | 2.4281%  | 0.0000% | $22894640.00       | $85119.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.4033%  | 0.0000% | $112730752.00      | $243363.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 1.4567%  | 0.0000% | $16131168.00       | $80821.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-06-16      | 0.4149%  | 0.0000% | $112581376.00      | $197202.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-07-16      | 0.6727%  | 0.0000% | $110895104.00      | $396290.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-04-20      | 1.7349%  | 0.0000% | $22170656.00       | $430533.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.3218%  | 0.0000% | $104944000.00      | $243576.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.2923%  | 0.0000% | $135005000.00      | $381778.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 1.4567%  | 0.0000% | $16748032.00       | $87065.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $54000000.00       | $435524.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.4567%  | 0.0000% | $16006048.00       | $68775.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.2549%  | 0.0000% | $43805824.00       | $277965.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.2349%  | 0.0000% | $54851264.00       | $514070.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 1.2349%  | 0.0000% | $25515744.00       | $485814.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 1.4567%  | 0.0000% | $17141696.00       | $91801.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-08-16      | 0.6697%  | 0.0000% | $114995000.00      | $553300.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.6265%  | 0.0000% | $65773696.00       | $352263.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 1.4567%  | 0.0000% | $17474880.00       | $123714.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-16      | 0.7384%  | 0.0000% | $104532320.00      | $700444.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.8342%  | 0.0000% | $123138048.00      | $1410527.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 1.1749%  | 0.0000% | $30193344.00       | $291659.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.5164%  | 0.0000% | $74964480.00       | $650563.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.5849%  | 0.0000% | $74114560.00       | $731484.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 1.6349%  | 0.0000% | $23156720.00       | $793294.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-07-20      | 1.7349%  | 0.0000% | $39748096.00       | $1663882.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.5988%  | 0.0000% | $114434080.00      | $1173479.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6377%  | 0.0000% | $119626240.00      | $1105983.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6402%  | 0.0000% | $162972416.00      | $1469330.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 1.7349%  | 0.0000% | $23428544.00       | $721181.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-04-20      | 3.3948%  | 0.0000% | $17346912.00       | $148689.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 1.4567%  | 0.0000% | $15679616.00       | $253523.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 1.7349%  | 0.0000% | $28034080.00       | $1060273.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.5681%  | 0.0000% | $134004992.00      | $1890015.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 1.7349%  | 0.0000% | $11563344.00       | $155911.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 1.2349%  | 0.0000% | $15961824.00       | $394076.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 1.7349%  | 0.0000% | $25000000.00       | $364034.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 1.7349%  | 0.0000% | $24520704.00       | $680989.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 1.7849%  | 0.0000% | $63902848.00       | $1381352.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-07-16      | 0.6558%  | 0.0000% | $92958464.00       | $902786.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 1.7567%  | 0.0000% | $41600000.00       | $1170356.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 1.6066%  | 0.0000% | $72000000.00       | $1937031.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 0.1849%  | 0.0000% | $60000000.00       | $370258.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-07-16      | 0.0500%  | 0.0000% | $7999488.00        | $5903.28           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 1.7849%  | 0.0000% | $14500000.00       | $296927.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 1.7567%  | 0.0000% | $22667328.00       | $504399.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-16      | 0.7461%  | 0.0000% | $50049280.00       | $643264.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 1.6349%  | 0.0000% | $45476720.00       | $657977.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 1.5849%  | 0.0000% | $61600000.00       | $638317.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.6849%  | 0.0000% | $30452240.00       | $472713.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7692%  | 0.0000% | $100514048.00      | $1779678.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 0.0400%  | 0.0000% | $49995776.00       | $25211.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | N/A      | 0.0000% | $30000000.00       | $58360.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-07-16      | 0.6971%  | 0.0000% | $38018720.00       | $786639.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | N/A      | 0.0000% | $41711360.00       | $125823.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-16      | 1.5955%  | 0.0000% | $6702112.00        | $451369.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-11-16      | 0.6709%  | 0.0000% | $91023616.00       | $1725612.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 1.5349%  | 0.0000% | $17410848.00       | $388737.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-09-16      | 0.5820%  | 0.0000% | $80012800.00       | $1493914.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-02-20      | 1.4849%  | 0.0000% | $52761280.00       | $317998.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 1.0000%  | 0.0000% | $39756544.00       | $372501.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 0.0200%  | 0.0000% | $99991552.00       | $21602.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 1.5849%  | 0.0000% | $28691328.00       | $632785.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.6155%  | 0.0000% | $90575360.00       | $1722342.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | N/A      | 0.0000% | $100000000.00      | $190936.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-12-16      | 0.7190%  | 0.0000% | $145655552.00      | $3110788.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.7500%  | 0.0000% | $44516000.00       | $1177350.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 0.1276%  | 0.0000% | $149854464.00      | $280257.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 0.2638%  | 0.0000% | $20955104.00       | $72464.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | N/A      | 0.0000% | $36764096.00       | $234519.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $93492320.00       | $639043.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $14500000.00       | $59723.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.1473%  | 0.0000% | $25439080.00       | $969024.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $50000000.00       | $439437.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $6999999.00        | $69552.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $105656576.00      | $334196.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $78537856.00       | $315284.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $26781600.00       | $327919.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $33333312.00       | $338097.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-09-15      | 1.5459%  | 0.0000% | $49000000.00       | $368346.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-02-15      | 2.5459%  | 0.0000% | $50000000.00       | $84033.52          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 4.0000%  | 0.0000% | $10000000.00       | $3410962.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-15      | 1.5459%  | 0.0000% | $37174976.00       | $529610.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 3.0000%  | 0.0000% | $4396000.00        | $1455211.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 3.5000%  | 0.0000% | $200000.00         | $188180.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-12-15      | 2.6959%  | 0.0000% | $47236960.00       | $408630.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-01-15      | 1.6459%  | 0.0000% | $187089664.00      | $2475182.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-01-15      | 1.5959%  | 0.0000% | $46378048.00       | $1022252.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-03-15      | 3.0000%  | 0.0000% | $6105000.00        | $2760190.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-06-15      | 1.7459%  | 0.0000% | $56250000.00       | $685873.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-05-15      | 4.0000%  | 0.0000% | $12296000.00       | $5488518.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-05-15      | 4.0000%  | 0.0000% | $8464000.00        | $5512750.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-02-15      | 0.6500%  | 0.0000% | $10428416.00       | $8427.76           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-15      | N/A      | 0.0000% | $123379712.00      | $74879.29          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-11-15      | N/A      | 0.0000% | $57123264.00       | $101425.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2061-10-15      | N/A      | 0.0000% | $58040320.00       | $19985.85          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-02-15      | 3.5000%  | 0.0000% | $47477440.00       | $546319.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-15      | 3.5000%  | 0.0000% | $2692068.00        | $379198.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-12-15      | 3.0000%  | 0.0000% | $68758656.00       | $535759.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-04-15      | 3.5000%  | 0.0000% | $11058576.00       | $56619.02          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-08-15      | 5.0000%  | 0.0000% | $61727232.00       | $599625.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-09-15      | 5.0000%  | 0.0000% | $12014272.00       | $347094.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-01-15      | 6.0000%  | 0.0000% | $26603424.00       | $1373551.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 6.0000%  | 0.0000% | $10570000.00       | $691134.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-09-15      | N/A      | 0.0000% | $2740488.00        | $1600968.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 1.0000%  | 0.0000% | $6132304.00        | $571467.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-03-25      | 4.1282%  | 0.0000% | $28935328.00       | $591268.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-01-25      | 4.3326%  | 0.0000% | $725000.00         | $717872.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-08-25      | 0.1000%  | 0.0000% | $54414000.00       | $195092.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-06-25      | 0.1000%  | 0.0000% | $549980000.00      | $2022125.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-06-25      | N/A      | 0.0000% | $30000000.00       | $448134.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-10-25      | 4.8445%  | 0.0000% | $247476224.00      | $233738.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-02-25      | 1.4855%  | 0.0000% | $54729152.00       | $388375.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 1.5855%  | 0.0000% | $19844544.00       | $112067.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-02-25      | 1.6355%  | 0.0000% | $64500000.00       | $1650025.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.5500%  | 0.0000% | $78196000.00       | $4899385.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-02-25      | 1.7355%  | 0.0000% | $47510144.00       | $1130069.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 1.6355%  | 0.0000% | $76362880.00       | $1262379.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-03-25      | 0.3355%  | 0.0000% | $28571424.00       | $114044.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | N/A      | 0.0000% | $5378000.00        | $42137.46          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 1.1355%  | 0.0000% | $21854240.00       | $215731.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 1.7355%  | 0.0000% | $185428480.00      | $2935511.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | 0.8083%  | 0.0000% | $15100000.00       | $820566.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $30000000.00       | $217690.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | N/A      | 0.0000% | $53074624.00       | $368141.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $50000000.00       | $408009.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $20000000.00       | $191776.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4322%  | 0.0000% | $175000000.00      | $7118464.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 1.9520%  | 0.0000% | $6617256.00        | $586901.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 1.0520%  | 0.0000% | $2000000.00        | $41135.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0600%  | 0.0000% | $135439616.00      | $136247.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.1520%  | 0.0000% | $60452480.00       | $2233047.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $122572800.00      | $162567.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.7785%  | 0.0000% | $116691712.00      | $7163124.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.0300%  | 0.0000% | $29999104.00       | $15965.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.2520%  | 0.0000% | $32691776.00       | $1422222.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $65921024.00       | $43777.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $53858624.00       | $61832.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3520%  | 0.0000% | $89176832.00       | $5154899.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.1500%  | 0.0000% | $129000000.00      | $163208.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.0500%  | 0.0000% | $49999872.00       | $33984.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-16      | 0.7617%  | 0.0000% | $100000000.00      | $6035080.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 0.8020%  | 0.0000% | $100000000.00      | $1124048.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3520%  | 0.0000% | $27777760.00       | $907211.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3520%  | 0.0000% | $40000000.00       | $606408.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3520%  | 0.0000% | $30000000.00       | $1308103.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.6520%  | 0.0000% | $50000000.00       | $3962369.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.5020%  | 0.0000% | $25000000.00       | $1029157.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.9520%  | 0.0000% | $100000000.00      | $2765289.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.0000%  | 0.0000% | $568977.00         | $499115.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.6020%  | 0.0000% | $55696240.00       | $2922817.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 1.5520%  | 0.0000% | $75000000.00       | $889418.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 2.7020%  | 0.0000% | $53190912.00       | $2090396.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $714286.00         | $76667.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.9520%  | 0.0000% | $95000000.00       | $2646603.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 0.4293%  | 0.0000% | $100000000.00      | $4951396.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 1.6020%  | 0.0000% | $50000000.00       | $712380.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 2.5000%  | 0.0000% | $6068472.00        | $4334901.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $4377904.00        | $2559361.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 1.0520%  | 0.0000% | $65351680.00       | $1444449.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.9020%  | 0.0000% | $100000000.00      | $1247279.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.0520%  | 0.0000% | $50000000.00       | $650328.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.3020%  | 0.0000% | $50000000.00       | $1222997.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 1.7520%  | 0.0000% | $57500736.00       | $1299484.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.0520%  | 0.0000% | $15259632.00       | $694440.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $50000000.00       | $188167.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.3020%  | 0.0000% | $282167296.00      | $6860656.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $42396224.00       | $100079.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.5020%  | 0.0000% | $50000000.00       | $2274119.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.9520%  | 0.0000% | $50000000.00       | $2132783.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3020%  | 0.0000% | $45220096.00       | $2254495.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.8020%  | 0.0000% | $75000000.00       | $876176.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.3520%  | 0.0000% | $50000000.00       | $1768952.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-09-20      | 1.6520%  | 0.0000% | $65730048.00       | $1391354.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.4520%  | 0.0000% | $76260080.00       | $3410202.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.9820%  | 0.0000% | $30000000.00       | $1262432.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 3.5000%  | 0.0000% | $924169.00         | $573278.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1020%  | 0.0000% | $100000000.00      | $4206559.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.4520%  | 0.0000% | $100000000.00      | $3248066.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.7020%  | 0.0000% | $100000000.00      | $2389568.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.2020%  | 0.0000% | $50441600.00       | $1157860.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.1020%  | 0.0000% | $88419328.00       | $3162264.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.7020%  | 0.0000% | $22760960.00       | $1909845.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $389001.00         | $324989.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.0520%  | 0.0000% | $50000000.00       | $1362359.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-02-20      | 0.6520%  | 0.0000% | $60061312.00       | $870420.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.0520%  | 0.0000% | $53773952.00       | $1710934.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $223702528.00      | $684292.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.9520%  | 0.0000% | $50000000.00       | $1166521.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.8020%  | 0.0000% | $44680080.00       | $2303775.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2720%  | 0.0000% | $75000000.00       | $3290453.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.9020%  | 0.0000% | $75000000.00       | $2389352.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.9020%  | 0.0000% | $50000000.00       | $1485337.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.2020%  | 0.0000% | $35000000.00       | $1918987.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 0.7520%  | 0.0000% | $51000000.00       | $2248425.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $56995712.00       | $84674.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | N/A      | 0.0000% | $99999744.00       | $75758.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.0520%  | 0.0000% | $63235968.00       | $2776068.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 0.1500%  | 0.0000% | $104712064.00      | $603452.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 0.1155%  | 0.0000% | $36494912.00       | $178398.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $2587448.00        | $2536850.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.1520%  | 0.0000% | $116666624.00      | $1824901.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $9792040.00        | $8916328.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | N/A      | 0.0000% | $200000000.00      | $2518199.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-16      | 0.5512%  | 0.0000% | $56000000.00       | $3428202.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | N/A      | 0.0000% | $105000000.00      | $1388669.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 2.1020%  | 0.0000% | $103511040.00      | $5712772.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 3.5000%  | 0.0000% | $10579968.00       | $7619344.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.5520%  | 0.0000% | $30000000.00       | $1594944.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 0.7520%  | 0.0000% | $141803264.00      | $5298712.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.4520%  | 0.0000% | $41441984.00       | $2567134.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.4520%  | 0.0000% | $32891328.00       | $1775259.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 0.8520%  | 0.0000% | $55000000.00       | $1199957.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1000%  | 0.0000% | $50000000.00       | $125337.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.8520%  | 0.0000% | $100000000.00      | $4577905.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | N/A      | 0.0000% | $167636224.00      | $2048639.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $8379750.00        | $7516817.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-09-20      | 5.5000%  | 0.0000% | $9000000.00        | $2178930.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-20      | 5.0000%  | 0.0000% | $50000000.00       | $819376.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-09-20      | 4.0000%  | 0.0000% | $93001472.00       | $1416215.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-01-20      | 3.5000%  | 0.0000% | $32761408.00       | $395395.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 3.5000%  | 0.0000% | $28571424.00       | $783977.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-20      | 3.5000%  | 0.0000% | $26153344.00       | $682056.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-06-16      | 2.5000%  | 0.0000% | $1983898.00        | $1709166.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-03-20      | 6.0000%  | 0.0000% | $33925120.00       | $588995.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 3.5000%  | 0.0000% | $25414560.00       | $157109.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-08-16      | 5.5000%  | 0.0000% | $8003232.00        | $26792.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-20      | 5.0000%  | 0.0000% | $16400000.00       | $374572.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-05-16      | N/A      | 0.0000% | $9932752.00        | $1677429.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 4.2500%  | 0.0000% | $20000000.00       | $481987.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $14788848.00       | $548440.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-12-20      | 3.5000%  | 0.0000% | $9769792.00        | $190107.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 3.2500%  | 0.0000% | $2412232.00        | $2607924.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 3.5000%  | 0.0000% | $1516974.00        | $371482.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $17101800.00       | $389062.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $13466576.00       | $794636.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.6500%  | 0.0000% | $223104512.00      | $4283523.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $12153424.00       | $539412.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $22158080.00       | $2481883.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $1750000.00        | $175459.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $98055552.00       | $8521333.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $12941616.00       | $1235203.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $372134.00         | $203524.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 6.0000%  | 0.0000% | $5751856.00        | $699979.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $624491.00         | $574185.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $953201.00         | $1022329.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $5555552.00        | $679371.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $12542384.00       | $9941972.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-01-25      | 1.6355%  | 0.0000% | $29899392.00       | $415978.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | 2.1355%  | 0.0000% | $33433856.00       | $282291.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-01-25      | 1.7855%  | 0.0000% | $55174464.00       | $1180715.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 1.6355%  | 0.0000% | $21200000.00       | $300642.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-03-25      | 1.5355%  | 0.0000% | $13910016.00       | $8857.42           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | N/A      | 0.0000% | $99790000.00       | $572730.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 1.5855%  | 0.0000% | $17306336.00       | $176367.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-25      | 2.0855%  | 0.0000% | $28673024.00       | $241245.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-05-25      | 1.5355%  | 0.0000% | $18511264.00       | $125133.04         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.0355%  | 0.0000% | $38333312.00       | $427384.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-07-25      | 0.0300%  | 0.0000% | $96772096.00       | $33438.35          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-09-25      | 2.2855%  | 0.0000% | $37575296.00       | $159542.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.3500%  | 0.0000% | $73499904.00       | $1919237.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.8000%  | 0.0000% | $150000000.00      | $5298275.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-09-25      | 2.1155%  | 0.0000% | $122239232.00      | $554431.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 4.0000%  | 0.0000% | $15762496.00       | $427914.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 3.0000%  | 0.0000% | $2381000.00        | $849202.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $10000000.00       | $899413.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-02-25      | 5.0000%  | 0.0000% | $2900368.00        | $2849606.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-03-25      | 3.5000%  | 0.0000% | $775000.00         | $966977.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-03-25      | 6.0000%  | 0.0000% | $30796256.00       | $1437279.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-04-25      | 3.5000%  | 0.0000% | $29357696.00       | $850074.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 3.0000%  | 0.0000% | $2000000.00        | $524838.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-03-25      | 5.0000%  | 0.0000% | $1164604.00        | $216523.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 2.5000%  | 0.0000% | $17688896.00       | $1573303.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 4.0000%  | 0.0000% | $62496768.00       | $24903.15          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.0000%  | 0.0000% | $51114496.00       | $1999618.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 4.5000%  | 0.0000% | $7075824.00        | $6081458.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $211708416.00      | $249632.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $249999360.00      | $229664.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $38997824.00       | $490578.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.5000%  | 0.0000% | $23733720.00       | $314304.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $26024864.00       | $3519717.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $143237120.00      | $69101.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $29999104.00       | $7017.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $84082688.00       | $10999.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $50000000.00       | $521589.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | N/A      | 0.0000% | $61177216.00       | $446453.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $29999104.00       | $11161.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | N/A      | 0.0000% | $49999872.00       | $39452.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | N/A      | 0.0000% | $16525696.00       | $212749.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | N/A      | 0.0000% | $123290368.00      | $129773.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | N/A      | 0.0000% | $30000000.00       | $210850.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | N/A      | 0.0000% | $100000000.00      | $2134015.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-06-25      | 4.9645%  | 0.0000% | $25000000.00       | $26041.68          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 0.3801%  | 0.0000% | $26071488.00       | $130421.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 1.5355%  | 0.0000% | $42871488.00       | $1800594.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 1.5855%  | 0.0000% | $14787744.00       | $427432.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 2.0355%  | 0.0000% | $60000000.00       | $1062138.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 0.7000%  | 0.0000% | $105906304.00      | $4603010.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-03-25      | 0.0355%  | 0.0000% | $53751808.00       | $36090.59          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-05-25      | 1.6355%  | 0.0000% | $54965920.00       | $1649451.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 0.3230%  | 0.0000% | $132816128.00      | $244821.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | 1.7355%  | 0.0000% | $23750000.00       | $363207.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-25      | 0.7000%  | 0.0000% | $47816704.00       | $657825.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.5500%  | 0.0000% | $5000000.00        | $66901.22          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.1000%  | 0.0000% | $12000000.00       | $38090.63          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 1.7255%  | 0.0000% | $46035904.00       | $895374.06         | Agency Collateralized Mortgage Obligation |

### Security 171: Bank of America NA

- **C.1 - Title:** Bank of America NA 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: ARP18YH76, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP18YH76_4.35_1212
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2040-08-01      | 2.0000%  | 0.0000% | $112264341.00      | $48798962.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.0000%  | 0.0000% | $247683132.00      | $49398673.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $174995568.00      | $47246305.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $231098636.00      | $50381381.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 3.5000%  | 0.0000% | $363463730.00      | $47612066.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $366457869.00      | $43498970.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $312135863.00      | $47753968.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $249765051.00      | $50783717.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $97167795.00       | $26525952.91       | Agency Mortgage-Backed Securities |

### Security 172: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1973E4, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP1973E4_4.32_0807
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-10-02      | N/A      | 0.0000% | $1016200.00        | $1008770.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $61.80             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-02-15      | 1.8750%  | 0.0000% | $15255000.00       | $10575545.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-08-15      | 2.2500%  | 0.0000% | $24084000.00       | $15880692.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $72.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 3.1250%  | 0.0000% | $172199000.00      | $141894577.91      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $81.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $87.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.8750%  | 0.0000% | $400.00            | $362.06            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 4.0000%  | 0.0000% | $153413000.00      | $140062166.98      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $92.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 4.3750%  | 0.0000% | $400.00            | $385.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 4.5000%  | 0.0000% | $42422300.00       | $41496066.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $915100.00         | $905598.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-05-15      | 4.7500%  | 0.0000% | $800.00            | $793.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-31      | 0.3750%  | 0.0000% | $25962700.00       | $25547761.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.1250%  | 0.0000% | $100.00            | $96.13             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $100.00            | $93.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $1171200.00        | $1031429.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 2.3750%  | 0.0000% | $100.00            | $95.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-15      | 2.7500%  | 0.0000% | $304472300.00      | $282882929.53      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $20648400.00       | $20305589.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-12-31      | 3.7500%  | 0.0000% | $36147000.00       | $35860786.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $200.00            | $201.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 3.8750%  | 0.0000% | $76589000.00       | $76517236.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 4.0000%  | 0.0000% | $200000.00         | $200253.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-04-30      | 4.0000%  | 0.0000% | $24776600.00       | $24877911.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $102.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 4.1250%  | 0.0000% | $500.00            | $509.54            | U.S. Treasuries (including strips) |

### Security 173: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1993J9, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1993J9_4.42_0807
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $12622480.00       | $13110556.54       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $925216.00         | $707609.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $11550561.00       | $9305183.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $12734.00          | $10456.13          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $4825738.00        | $2904361.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $6887042.00        | $7139532.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 6.5260%  | 0.0000% | $12768821.00       | $12469791.75       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 6.5580%  | 0.0000% | $775897.00         | $767294.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 6.6380%  | 0.0000% | $1398981.00        | $59586.02          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-02-01      | 6.8320%  | 0.0000% | $1039.00           | $1054.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-01-01      | 7.0000%  | 0.0000% | $1069.00           | $173.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $980.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $2147.00           | $2273.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1065.41           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $7620551.00        | $7900484.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 7.3480%  | 0.0000% | $3565000.00        | $22273.25          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 7.5000%  | 0.0000% | $4940.00           | $5434.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 2.0000%  | 0.0000% | $25000.00          | $10868.35          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $2000.00           | $931.70            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $14000.00          | $8146.62           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $11199000.00       | $6592677.05        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $2000.00           | $699.74            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $141966.00         | $91550.30          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $100208.00         | $57176.95          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $46000.00          | $26246.80          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $62000.00          | $36101.16          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $5000.00           | $3072.86           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $2000.00           | $744.27            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $190043671.00      | $30364095.98       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 3.0000%  | 0.0000% | $2048.00           | $440.90            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $335000.00         | $81805.63          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $2920291.00        | $917287.90         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $730369.00         | $491603.62         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 3.0000%  | 0.0000% | $231443.00         | $158183.91         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $6000.00           | $4099.39           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $2000.00           | $905.67            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $2000.00           | $1303.93           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 3.0000%  | 0.0000% | $19000.00          | $12483.58          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $50000.00          | $34955.68          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-15      | 3.0000%  | 0.0000% | $1692617.00        | $718784.85         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-15      | 3.5000%  | 0.0000% | $62129.00          | $10449.01          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $1021.00           | $122.96            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $2021.00           | $201.21            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-07-20      | 4.0000%  | 0.0000% | $15093.00          | $1674.16           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 4.0000%  | 0.0000% | $25000.00          | $19239.47          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 4.0000%  | 0.0000% | $10000.00          | $7965.86           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $468536.00         | $102875.97         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 4.0000%  | 0.0000% | $7000.00           | $1252.34           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $7000.00           | $4596.63           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 4.0000%  | 0.0000% | $7000.00           | $4737.37           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-10-15      | 4.0000%  | 0.0000% | $174297.00         | $7440.32           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 4.0000%  | 0.0000% | $2008380.00        | $1961262.07        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-02-20      | 4.0000%  | 0.0000% | $2048.00           | $496.25            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 4.0000%  | 0.0000% | $4071.00           | $2864.40           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $1000.00           | $129.64            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-08-20      | 4.5000%  | 0.0000% | $4998800.00        | $679259.19         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $1002.00           | $741.08            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $70914.00          | $53352.91          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $283262.00         | $221418.24         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 4.5000%  | 0.0000% | $2694588.00        | $2137501.75        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $2000.00           | $1647.67           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $15000.00          | $13963.07          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $6902784.00        | $5913058.12        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-05-15      | 4.5000%  | 0.0000% | $144086.00         | $6312.32           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-09-15      | 4.5000%  | 0.0000% | $2000.00           | $109.75            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $50641.00          | $10359.19          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 4.5000%  | 0.0000% | $1716431.00        | $1582643.95        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $59921953.00       | $55986498.60       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 4.5000%  | 0.0000% | $209302.00         | $198816.20         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-11-20      | 4.5000%  | 0.0000% | $128488.00         | $4681.04           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $1007.00           | $35.79             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-07-20      | 4.5000%  | 0.0000% | $2301.00           | $85.09             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-10-20      | 4.5000%  | 0.0000% | $3676.00           | $168.78            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-20      | 4.5000%  | 0.0000% | $2010.00           | $83.01             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $6342919.00        | $1778472.04        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $2963.00           | $123.34            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2035-07-20      | 4.6250%  | 0.0000% | $596923.00         | $9365.39           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-07-20      | 4.6250%  | 0.0000% | $2500000.00        | $87291.54          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2040-09-20      | 4.6250%  | 0.0000% | $2000000.00        | $54418.13          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 5.0000%  | 0.0000% | $1285874.00        | $120800.97         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 5.0000%  | 0.0000% | $2005.00           | $746.29            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 5.0000%  | 0.0000% | $2000.00           | $691.31            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-20      | 5.0000%  | 0.0000% | $729000.00         | $450422.88         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $3001.00           | $2272.64           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $1610519.00        | $1227432.08        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $2000.00           | $1535.66           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $1056.00           | $828.56            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $321484.00         | $253797.05         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 5.0000%  | 0.0000% | $3000.00           | $2682.34           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $2000.00           | $1764.69           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 5.0000%  | 0.0000% | $35000.00          | $33209.95          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $258827.00         | $248972.63         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $15000.00          | $14427.54          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $29749.00          | $28756.78          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1232278.00        | $1203412.82        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-15      | 5.0000%  | 0.0000% | $1017.00           | $16.80             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $1049.00           | $41.24             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-04-15      | 5.0000%  | 0.0000% | $4643.00           | $80.02             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-07-15      | 5.0000%  | 0.0000% | $2057.00           | $44.98             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-05-20      | 5.5000%  | 0.0000% | $330000.00         | $31789.98          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 5.5000%  | 0.0000% | $2000.00           | $548.60            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 5.5000%  | 0.0000% | $293449.00         | $80249.24          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1345.00           | $1075.83           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $34337.00          | $27465.13          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $1000.00           | $721.95            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $2000.00           | $1447.36           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $1012.00           | $740.75            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $45407.00          | $34021.25          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $154000.00         | $117326.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $1005.00           | $857.08            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $2048.00           | $1838.33           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $2042.00           | $1887.65           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 5.5000%  | 0.0000% | $4210.00           | $1605.78           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 7.0000%  | 0.0000% | $9753.00           | $8873.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $5472788.00        | $5579797.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $1001.00           | $745.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $2016.00           | $1485.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $17000.00          | $16404.61          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $100000.00         | $78465.90          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $5476088.00        | $5360723.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $1004.00           | $69.41             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-04-01      | 6.0000%  | 0.0000% | $1626092.00        | $55170.35          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $11984.00          | $9367.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $32378.00          | $25986.19          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $451004.00         | $360809.05         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $93391.00          | $72560.72          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $5536120.00        | $4752802.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $192173.00         | $188513.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-02-01      | 6.0550%  | 0.0000% | $1692.00           | $11.14             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 6.2350%  | 0.0000% | $2530773.00        | $20404.95          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 6.2700%  | 0.0000% | $112000.00         | $1277.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-12-01      | 6.3420%  | 0.0000% | $4627880.00        | $715678.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 6.3440%  | 0.0000% | $2899870.00        | $23425.48          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-05-01      | 6.4650%  | 0.0000% | $393000.00         | $4763.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-10-01      | 6.5000%  | 0.0000% | $1352.00           | $31.15             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $2000.00           | $2001.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $3008.00           | $3127.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $4924727.00        | $5117168.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-06-01      | 6.5000%  | 0.0000% | $2740.00           | $563.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $4000.00           | $3314.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $6002.00           | $4656.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.02           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-09-01      | 5.6250%  | 0.0000% | $3067.00           | $0.39              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-05-01      | 5.9030%  | 0.0000% | $1004.00           | $256.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-02-01      | 6.0000%  | 0.0000% | $1517.00           | $0.12              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1024.00           | $900.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $6590427.00        | $6710546.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1491149.00        | $1514355.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1015.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1388034.00        | $1419010.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $83656.00          | $85813.74          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $380230.00         | $366171.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $5645.00           | $5749.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $2353144.00        | $2412351.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-03-01      | 3.0000%  | 0.0000% | $1067.00           | $64.34             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $4271366.00        | $2954999.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 3.0000%  | 0.0000% | $1000.00           | $761.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 3.0000%  | 0.0000% | $1000.00           | $807.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $6000.00           | $2439.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $274.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $39000.00          | $26853.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $2000.00           | $1403.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $9120759.00        | $6110363.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $707.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $24000.00          | $18118.42          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2324.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 3.0000%  | 0.0000% | $37000.00          | $29402.29          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $10000.00          | $7706.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $25000.00          | $20062.96          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $65000.00          | $51831.02          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $9000.00           | $1515.25           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-01-01      | 3.0000%  | 0.0000% | $532421.00         | $91421.83          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $181.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $12000.00          | $2980.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $83000.00          | $23569.40          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $30000.00          | $15073.04          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $2134000.00        | $1369710.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $725.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $65771.00          | $46767.03          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $3455000.00        | $2525588.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.0000%  | 0.0000% | $206128.00         | $150460.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 3.0000%  | 0.0000% | $1000.00           | $737.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $2498.00           | $335.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $2000.00           | $1526.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $9000.00           | $984.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $24000.00          | $2784.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $13000.00          | $1293.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $141.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $25000.00          | $18258.53          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $20000.00          | $15783.03          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $7000.00           | $5119.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $3000.00           | $242.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $2000.00           | $305.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $5000.00           | $1630.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 3.5000%  | 0.0000% | $20000.00          | $6741.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $69650000.00       | $37552016.52       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $40000.00          | $32353.90          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 3.5000%  | 0.0000% | $3000.00           | $2492.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $20000.00          | $17171.42          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $45000.00          | $3911.95           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $2000.00           | $241.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $3000.00           | $1183.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $8000.00           | $5523.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $41000.00          | $29426.48          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $46046.00          | $34492.72          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $4000.00           | $3063.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $23000.00          | $17731.64          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 3.5000%  | 0.0000% | $4000.00           | $3128.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 3.5000%  | 0.0000% | $7000.00           | $5490.42           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 3.5000%  | 0.0000% | $37037.00          | $29326.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 3.5000%  | 0.0000% | $5000.00           | $4107.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1685.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 3.5000%  | 0.0000% | $1000.00           | $875.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 3.5000%  | 0.0000% | $1000.00           | $894.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 3.9100%  | 0.0000% | $1000.00           | $642.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-11-01      | 4.0000%  | 0.0000% | $67000.00          | $9238.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $10677.00          | $3252.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $3998.00           | $915.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $740.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $4454535.00        | $4251630.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 4.0000%  | 0.0000% | $7097782.00        | $5315672.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 4.0000%  | 0.0000% | $74467.00          | $54726.70          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $5370790.00        | $4463468.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 4.0000%  | 0.0000% | $13000.00          | $6462.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $4242581.00        | $3151564.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $39000.00          | $30011.63          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $635000.00         | $493166.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 4.0000%  | 0.0000% | $2396000.00        | $1944769.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $7779990.00        | $6414363.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 4.0000%  | 0.0000% | $11000.00          | $9581.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.3660%  | 0.0000% | $100000.00         | $69091.48          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-06-01      | 4.5000%  | 0.0000% | $20734000.00       | $4495316.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 4.5000%  | 0.0000% | $515724.00         | $102357.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $10306885.00       | $2904743.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $3370000.00        | $2519643.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $1200000.00        | $1024928.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $4000.00           | $3342.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 4.5000%  | 0.0000% | $79000.00          | $71742.50          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-12-01      | 4.5000%  | 0.0000% | $23805068.00       | $1956082.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-02-01      | 4.5000%  | 0.0000% | $205000.00         | $21397.29          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1523.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1844.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-11-01      | 4.5000%  | 0.0000% | $504000.00         | $44910.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 4.9050%  | 0.0000% | $1363536.00        | $1369696.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-04-01      | 5.0000%  | 0.0000% | $8999999.00        | $78289.91          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 5.0000%  | 0.0000% | $3900.00           | $18.80             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $4093.00           | $756.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $80000.00          | $76248.07          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $2195384.00        | $1757481.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $45000.00          | $36163.87          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $25000.00          | $21889.22          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $8000.00           | $7183.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $581995.00         | $430239.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $15007.00          | $11420.57          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $39000.00          | $31370.88          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1413344.00        | $1188296.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $908906.00         | $797900.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $39000.00          | $34805.16          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $2503739.00        | $2345706.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $952.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.3220%  | 0.0000% | $32733.00          | $33047.79          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 5.5000%  | 0.0000% | $2988.00           | $4.99              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $95246.00          | $86200.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $23000.00          | $21169.16          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $2379646.00        | $2390727.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1030.00           | $1028.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1412449.00        | $1189885.06        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $15024149.00       | $14795981.21       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1108.00           | $904.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $10000.00          | $9218.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $45000.00          | $35528.11          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $14000.00          | $10996.48          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $22000.00          | $17747.90          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $848.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $25000.00          | $20771.93          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $12000.00          | $10389.49          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $9420628.00        | $8427416.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $172004.00         | $171452.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5070%  | 0.0000% | $12222304.00       | $12256195.92       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2028-05-16      | 3.6700%  | 0.0000% | $1000.00           | $994.61            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2042-03-24      | 3.7000%  | 0.0000% | $67000.00          | $55354.38          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2037-02-18      | 2.9000%  | 0.0000% | $10000.00          | $8243.10           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2038-12-28      | 4.1000%  | 0.0000% | $40000.00          | $35761.65          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $1538.00           | $1202.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-02-01      | 2.1100%  | 0.0000% | $480324.00         | $307074.48         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 3.7500%  | 0.0000% | $890705.00         | $822075.56         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-12-01      | 4.5000%  | 0.0000% | $919747.00         | $919006.41         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-01-01      | 4.7200%  | 0.0000% | $2454897.00        | $2467648.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-05-01      | 4.7300%  | 0.0000% | $1017.00           | $993.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-09-01      | 4.8100%  | 0.0000% | $150000.00         | $152474.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-05-01      | 4.3000%  | 0.0000% | $335224.00         | $332505.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-08-01      | 5.0000%  | 0.0000% | $30000.00          | $30652.40          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-09-01      | 5.2500%  | 0.0000% | $1000.00           | $1031.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5900%  | 0.0000% | $1087.00           | $747.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-01-01      | 4.3000%  | 0.0000% | $10000.00          | $10028.28          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-01-01      | 4.2550%  | 0.0000% | $10000.00          | $10009.61          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-07-01      | 4.4500%  | 0.0000% | $421269.00         | $423803.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-09-01      | 3.7300%  | 0.0000% | $27511177.00       | $26620841.94       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-09-01      | 3.8800%  | 0.0000% | $1890833.00        | $1652970.03        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.2800%  | 0.0000% | $847968.00         | $715187.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $1090.00           | $953.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-06-01      | 2.3800%  | 0.0000% | $375343.00         | $267631.81         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-11-01      | 1.7500%  | 0.0000% | $1350.00           | $1157.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-05-01      | 3.0600%  | 0.0000% | $5847.00           | $5118.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 4.5900%  | 0.0000% | $49994.00          | $49953.16          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-05-01      | 5.6700%  | 0.0000% | $1000.00           | $1066.10           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 1.5000%  | 0.0000% | $43000.00          | $28076.79          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $25000.00          | $17999.72          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $6500005.00        | $3086564.78        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $538.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $5399.00           | $3014.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $12082720.00       | $6902465.72        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1301.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $35000.00          | $20394.73          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2823408.00        | $2942425.38        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1032132.00        | $1082499.21        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1632470.00        | $1706889.03        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2590926.00        | $2708421.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $21620.00          | $22567.52          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $5276598.00        | $5514363.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1398252.00        | $1462945.48        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $82320.00          | $86067.62          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $106941.00         | $113653.11         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $3163242.00        | $3312536.48        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1935178.00        | $2024613.54        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $5734704.00        | $5991307.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $285724.00         | $293416.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1001.00           | $1042.35           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $3000.00           | $3123.26           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-11-15      | 6.5000%  | 0.0000% | $120880.00         | $409.38            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2033-12-15      | 6.5000%  | 0.0000% | $51066.00          | $1501.67           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $57278.00          | $37667.64          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-15      | 7.0000%  | 0.0000% | $1000.00           | $991.45            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $125329.00         | $129711.78         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1035.27           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $294239.00         | $304446.47         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $28664.00          | $29676.28          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $122343.00         | $126657.67         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-03-20      | 7.0000%  | 0.0000% | $1000.00           | $135.27            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $7001.00           | $4077.11           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $8894.00           | $9496.31           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 7.5000%  | 0.0000% | $7002.00           | $2757.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $7000.00           | $3073.02           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $101725.00         | $108972.49         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $1001.00           | $1072.17           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 8.0000%  | 0.0000% | $6000.00           | $2558.99           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $5000.00           | $1349.97           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2054-08-15      | 4.2500%  | 0.0000% | $400.00            | $366.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-01-15      | 0.1250%  | 0.0000% | $300.00            | $354.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-07-15      | 0.1250%  | 0.0000% | $38000.00          | $42034.59          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-02-15      | 2.2500%  | 0.0000% | $37900.00          | $37291.09          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $99.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-01-31      | 4.1250%  | 0.0000% | $7307200.00        | $7316626.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2041-05-15      | N/A      | 0.0000% | $3.06              | $1.39              | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $547709.00         | $381577.93         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 3.5000%  | 0.0000% | $1000.00           | $765.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $3000.00           | $2285.64           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 3.5000%  | 0.0000% | $1000.00           | $848.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $857.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.5000%  | 0.0000% | $54000.00          | $33218.02          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 3.5000%  | 0.0000% | $3000.00           | $1834.70           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1475.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $723.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $6000.00           | $4548.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.5000%  | 0.0000% | $24000.00          | $18298.49          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 3.5000%  | 0.0000% | $21000.00          | $16191.56          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 3.5000%  | 0.0000% | $81000.00          | $64633.01          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 3.5000%  | 0.0000% | $1000.00           | $881.52            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-05-01      | 3.5000%  | 0.0000% | $2600000.00        | $315792.37         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1478.70           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $5000.00           | $3668.74           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $686.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-06-01      | 3.5000%  | 0.0000% | $21000.00          | $11197.64          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-10-01      | 3.5000%  | 0.0000% | $1000.00           | $458.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $133165.00         | $136616.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $147122.00         | $150013.24         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $42771.00          | $42242.98          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.55           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $30983.00          | $31779.52          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1001.00           | $1041.75           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1003.00           | $1032.67           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $510660.00         | $510193.79         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $9632.00           | $9714.77           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1001.00           | $1023.52           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-15      | 6.0000%  | 0.0000% | $220045.00         | $218717.72         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $1000.00           | $259.89            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2036-10-20      | 6.5000%  | 0.0000% | $1000.00           | $178.65            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 6.5000%  | 0.0000% | $73880.00          | $39027.57          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $1060795.00        | $539241.31         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $10000.00          | $6645.01           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-15      | 6.5000%  | 0.0000% | $1000.00           | $1009.98           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-15      | 6.5000%  | 0.0000% | $11777.00          | $11936.01          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $7000.00           | $4004.45           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $55404.00          | $57549.53          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $7014.00           | $7335.24           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $592675.00         | $617626.50         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1066.88           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $950.15            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $68392.00          | $71210.09          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $2520940.00        | $2584660.21        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1548093.00        | $1385452.62        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1295192.00        | $1306219.70        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $154771.00         | $155345.02         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $11804214.00       | $11532777.11       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $179915.00         | $177489.47         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1727814.00        | $1706149.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $18364.00          | $18369.15          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $34465.00          | $34567.09          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-09-20      | 6.0000%  | 0.0000% | $64572.00          | $6858.81           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-08-20      | 6.0000%  | 0.0000% | $1000.00           | $152.62            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-09-20      | 6.0000%  | 0.0000% | $24119.00          | $3226.01           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $3001.00           | $413.96            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $2000.00           | $438.44            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 6.0000%  | 0.0000% | $23000.00          | $4736.80           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 6.0000%  | 0.0000% | $23000.00          | $4650.17           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $1000.00           | $543.62            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $36817655.00       | $24720668.27       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $841563.00         | $565054.99         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $426180.00         | $256373.39         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $5000.00           | $4294.37           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $1000.00           | $685.54            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $1000.00           | $701.82            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 6.0000%  | 0.0000% | $2000.00           | $1337.91           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $35000.00          | $31145.14          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.0860%  | 0.0000% | $1066.00           | $990.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-03-01      | 2.5000%  | 0.0000% | $500000.00         | $20943.76          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 2.5000%  | 0.0000% | $4009.00           | $1002.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $25000.00          | $17619.38          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $94690.00          | $68154.88          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.5000%  | 0.0000% | $1012.00           | $478.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $2000.00           | $940.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $50000.00          | $21522.20          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 2.5000%  | 0.0000% | $64659.00          | $46069.89          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 3.0000%  | 0.0000% | $2000.00           | $301.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $5000000.00        | $746332.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $11000.00          | $1732.87           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-11-01      | 3.0000%  | 0.0000% | $400000.00         | $3450.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-12-01      | 3.0000%  | 0.0000% | $2000.00           | $20.88             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-05-01      | 3.0000%  | 0.0000% | $500000.00         | $3373.37           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-02-01      | 3.0000%  | 0.0000% | $500000.00         | $4990.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $57414.00          | $8918.83           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $12000.00          | $1887.92           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $206.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $147.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-07-01      | 3.0000%  | 0.0000% | $300000.00         | $57288.71          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $9889.00           | $5363.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 3.0000%  | 0.0000% | $2000.00           | $1547.37           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 3.0000%  | 0.0000% | $35000.00          | $9556.39           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $27000.00          | $17615.48          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $8000.00           | $5873.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1341.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $108996.00         | $75620.13          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $6000.00           | $4299.78           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 3.0000%  | 0.0000% | $3000.00           | $2224.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 3.0000%  | 0.0000% | $1000.00           | $750.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 3.0000%  | 0.0000% | $14999.00          | $11783.25          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1481.00           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 3.0000%  | 0.0000% | $1002.00           | $434.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 3.5000%  | 0.0000% | $4000.00           | $513.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-01-01      | 3.5000%  | 0.0000% | $1489.00           | $121.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 3.5000%  | 0.0000% | $9000.00           | $1152.97           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-08-01      | 3.5000%  | 0.0000% | $63175.00          | $6211.03           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-01-01      | 3.5000%  | 0.0000% | $5000.00           | $433.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 3.5000%  | 0.0000% | $1000.00           | $90.93             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-04-01      | 3.5000%  | 0.0000% | $4000.00           | $423.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-01-01      | 3.5000%  | 0.0000% | $19000.00          | $1992.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-02-01      | 3.5000%  | 0.0000% | $530000.00         | $36248.32          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 3.5000%  | 0.0000% | $3000.00           | $2669.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.0000%  | 0.0000% | $47000.00          | $3389.76           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-02-01      | 4.0000%  | 0.0000% | $6000.00           | $267.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-05-01      | 4.0000%  | 0.0000% | $578464.00         | $63654.21          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-11-01      | 4.0000%  | 0.0000% | $141070.00         | $8557.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $82.28             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-02-01      | 4.0000%  | 0.0000% | $86000.00          | $8330.68           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 4.0000%  | 0.0000% | $27408.00          | $3699.74           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-09-01      | 4.0000%  | 0.0000% | $561000.00         | $1439.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.0000%  | 0.0000% | $264999.00         | $19133.80          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 4.0000%  | 0.0000% | $193292.00         | $19114.77          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $642160.00         | $459730.72         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-12-01      | 4.1870%  | 0.0000% | $39610.00          | $149.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 4.2310%  | 0.0000% | $1996636.00        | $46590.90          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-06-01      | 4.2530%  | 0.0000% | $59692.00          | $29.69             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.5000%  | 0.0000% | $26000.00          | $930.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.5000%  | 0.0000% | $26000.00          | $765.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.5000%  | 0.0000% | $3000.00           | $238.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $83.95             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-12-01      | 4.5000%  | 0.0000% | $4000.00           | $305.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.5000%  | 0.0000% | $3000.00           | $183.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 4.5000%  | 0.0000% | $2058.00           | $561.14            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $1148970.00        | $854623.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.5000%  | 0.0000% | $10465.00          | $9516.91           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $32000.00          | $30022.62          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $4000.00           | $3342.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $41000.00          | $35095.42          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 4.5000%  | 0.0000% | $555650.00         | $490355.28         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-08-01      | 4.5000%  | 0.0000% | $1144.00           | $51.00             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $6000.00           | $4719.48           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $75000.00          | $58553.57          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $799.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $38158.00          | $36058.03          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-08-01      | 4.5720%  | 0.0000% | $1861.00           | $1.29              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 4.7050%  | 0.0000% | $1001.00           | $828.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-06-01      | 5.0000%  | 0.0000% | $71000.00          | $5886.63           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-05-01      | 5.0000%  | 0.0000% | $47000.00          | $9790.59           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $1000.00           | $807.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.0000%  | 0.0000% | $390330.00         | $305487.28         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $1649018.00        | $1534721.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.0000%  | 0.0000% | $1433960.00        | $1384547.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $118667.00         | $111101.35         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $2603635.00        | $2536814.86        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $200440.00         | $184819.11         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.0000%  | 0.0000% | $267405.00         | $260110.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.0000%  | 0.0000% | $16435.00          | $16060.06          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.0460%  | 0.0000% | $128508.00         | $129295.63         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.2350%  | 0.0000% | $3459225.00        | $3472561.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.2780%  | 0.0000% | $18346073.00       | $18453128.45       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-11-01      | 5.4500%  | 0.0000% | $1712.00           | $0.25              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 5.5000%  | 0.0000% | $156000.00         | $898.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $55000.00          | $50687.14          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1847.09           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $6965829.00        | $5560642.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $20000.00          | $16751.18          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $9480772.00        | $8128995.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $70053510.00       | $64556586.74       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $15000.00          | $14618.23          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $224754.00         | $219724.66         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $22980.00          | $19155.87          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $8252.00           | $7617.59           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $17952.00          | $17944.72          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $18521.00          | $18514.11          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $2003920.00        | $2000549.40        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $2486550.00        | $2488989.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $2497418.00        | $2519452.66        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $6678712.00        | $6656496.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1194277.00        | $1195550.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $32084704.00       | $31758332.33       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $10820982.00       | $10816462.43       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 6.0000%  | 0.0000% | $672218.00         | $4534.80           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $20270667.00       | $17886453.68       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $53247.00          | $51974.71          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $1724628.00        | $1669889.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $55000.00          | $44581.78          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1007.67           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $18110.00          | $17153.64          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $25000.00          | $18794.05          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $402778.00         | $374237.56         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $2820334.00        | $2855258.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $5223512.00        | $5287617.33        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $781799.00         | $801098.11         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $3535240.00        | $3602286.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1105841.00        | $1128449.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $20800682.00       | $21302768.86       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $78864.00          | $80231.44          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $1001.00           | $1012.77           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $7315388.00        | $7375936.54        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $125285.00         | $127045.83         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 6.0800%  | 0.0000% | $33748.00          | $111.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-06-01      | 6.3900%  | 0.0000% | $7540.00           | $1.84              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 6.4350%  | 0.0000% | $1162.00           | $15.88             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-06-01      | 6.4500%  | 0.0000% | $1000000.00        | $107079.60         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-07-01      | 6.5000%  | 0.0000% | $89786.00          | $1300.15           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $537173.00         | $5469.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 6.5000%  | 0.0000% | $97735.00          | $64886.17          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $896.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1041.33           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1017.00           | $1052.75           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1648792.00        | $1678525.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $141576.00         | $116718.94         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $23336384.00       | $23703577.31       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $5629952.00        | $5839796.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $4098936.00        | $4142052.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $5337105.00        | $5532772.17        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-05-01      | 6.5520%  | 0.0000% | $1000000.00        | $66111.61          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-10-01      | 6.6910%  | 0.0000% | $1236.00           | $54.92             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.7100%  | 0.0000% | $131236.00         | $8869.01           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 6.7500%  | 0.0000% | $2207.00           | $1.30              | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 6.8170%  | 0.0000% | $339999.00         | $162173.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 6.8590%  | 0.0000% | $2891.00           | $16.46             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 6.9190%  | 0.0000% | $19057.00          | $33.82             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-07-01      | 6.9620%  | 0.0000% | $5123.00           | $25.42             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $1420.00           | $1518.52           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1054.32           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-04-01      | 7.0550%  | 0.0000% | $6266.00           | $108.41            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 7.3140%  | 0.0000% | $18407.00          | $471.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 7.3650%  | 0.0000% | $3336.00           | $24.17             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 7.5190%  | 0.0000% | $13621.00          | $61.62             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 1.5000%  | 0.0000% | $30000.00          | $15805.84          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 1.7250%  | 0.0000% | $717917.00         | $217849.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 1.9760%  | 0.0000% | $2999.00           | $2400.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $2098563.00        | $1276088.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $3400000.00        | $1905618.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $350001.00         | $221193.47         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1609268.00        | $961916.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $22903200.00       | $14206285.22       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $529830.00         | $330483.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $69000.00          | $41701.71          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $46000.00          | $28653.61          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1800000.00        | $1006518.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $63686.00          | $37352.94          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $375000.00         | $169615.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 2.5000%  | 0.0000% | $150000.00         | $35262.00          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $25000.00          | $15234.03          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1296.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $255000.00         | $97582.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $3887236.00        | $2341818.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $8181717.00        | $6853311.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $113108.00         | $76422.22          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $107000.00         | $71976.34          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 2.5000%  | 0.0000% | $54000.00          | $41826.60          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $119000.00         | $69022.54          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $295273.00         | $180312.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 2.5000%  | 0.0000% | $160555.00         | $35793.85          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $644.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2025-10-01      | 2.7500%  | 0.0000% | $1000.00           | $270.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-06-01      | 3.0000%  | 0.0000% | $604925.00         | $99403.50          | Agency Mortgage-Backed Securities  |

### Security 174: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BMJ3, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19BMJ3_4.32_0807
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2055-05-15      | 4.7500%  | 0.0000% | $400.00            | $396.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $900.00            | $833.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-04-30      | 4.0000%  | 0.0000% | $382795800.00      | $384361052.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 4.2500%  | 0.0000% | $19845000.00       | $20031549.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-10-31      | 4.8750%  | 0.0000% | $4864100.00        | $5131302.04        | U.S. Treasuries (including strips) |

### Security 175: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities 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: ARP19D6E8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP19D6E8_4.34_0807
- **C.18 - Value (incl. sponsor support):** $3250000000.00
- **C.18.a - Value (excl. sponsor support):** $3250000000.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $19126112.00       | $19472883.95       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.0000%  | 0.0000% | $1885600.00        | $1570022.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1057848.00        | $1092424.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.0000%  | 0.0000% | $354820.00         | $358450.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.0000%  | 0.0000% | $1058542.00        | $850565.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 6.0000%  | 0.0000% | $6019096.00        | $574596.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-07-20      | 6.0000%  | 0.0000% | $1739966.00        | $21151.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-10-20      | 6.0000%  | 0.0000% | $621252.00         | $13078.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $1129238.00        | $927566.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-07-20      | 6.5000%  | 0.0000% | $7296216.00        | $2323052.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1267270.00        | $973816.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-05-20      | 6.5000%  | 0.0000% | $73439.00          | $55388.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $325079.00         | $92788.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $356276.00         | $324011.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $1308750.00        | $1358218.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $22065.00          | $23079.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $3067392.00        | $3187197.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $1211130.00        | $1241201.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $6149832.00        | $6425004.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2853708.00        | $2984973.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1251362.00        | $1307353.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1278012.00        | $1341461.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2197052.00        | $2293501.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $3070328.00        | $3207699.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $4259120.00        | $4449692.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1246596.00        | $1308486.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1116896000.00     | $1157029051.71     | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1093746.00        | $1149496.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2100148.00        | $2190608.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $66695.00          | $68448.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $738793.00         | $758751.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $3364200.00        | $3507931.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-07-15      | 6.5000%  | 0.0000% | $17186624.00       | $30424.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-15      | 6.5000%  | 0.0000% | $2393000.00        | $7303.91           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-03-20      | 6.5000%  | 0.0000% | $24549282.00       | $25581.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $28669184.00       | $12546240.71       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $12773856.00       | $6218407.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1664728.00        | $1720132.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1750742.00        | $1812188.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1283264.00        | $1353111.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1031736.00        | $1094275.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1030868.00        | $1087885.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1467666.00        | $1524636.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $3049900.00        | $3224340.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $27785536.00       | $29636339.80       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $2049524.00        | $2160392.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $3467544.00        | $3575276.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1333922.00        | $553972.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.5000%  | 0.0000% | $5868568.00        | $980040.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-01-20      | 7.5000%  | 0.0000% | $658343.00         | $63315.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 7.5000%  | 0.0000% | $697433.00         | $637848.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 7.5000%  | 0.0000% | $1121124.00        | $535678.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.5000%  | 0.0000% | $2096432.00        | $2250639.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.5000%  | 0.0000% | $10839488.00       | $11636797.38       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $101574.00         | $105838.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-20      | 8.0000%  | 0.0000% | $78287.00          | $6360.52           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2046-08-24      | 2.3500%  | 0.0000% | $2800000.00        | $1751491.31        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2037-01-05      | 2.6800%  | 0.0000% | $15008000.00       | $12062163.06       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2041-12-09      | 2.9000%  | 0.0000% | $20749000.00       | $15576417.24       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2034-07-18      | 2.9900%  | 0.0000% | $9729000.00        | $8588447.17        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2033-09-26      | 4.0000%  | 0.0000% | $5271000.00        | $5086061.11        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2030-11-14      | 4.9000%  | 0.0000% | $18576000.00       | $18752482.32       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2042-06-09      | 4.9800%  | 0.0000% | $4811000.00        | $4558303.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-02-24      | 0.7500%  | 0.0000% | $350000.00         | $344010.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2044-10-21      | 5.8750%  | 0.0000% | $500000.00         | $503889.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2025-12-11      | N/A      | 0.0000% | $9333500.00        | $9188420.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-08-15      | 5.6200%  | 0.0000% | $9890704.00        | $9505681.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-11-15      | 5.6000%  | 0.0000% | $14771504.00       | $15417678.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 1.5000%  | 0.0000% | $33975.00          | $22666.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 2.0000%  | 0.0000% | $52299.00          | $23236.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 2.5000%  | 0.0000% | $22564.00          | $14395.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.5000%  | 0.0000% | $31737.00          | $22977.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $30472.00          | $23135.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $15392000.00       | $12026807.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 4.5000%  | 0.0000% | $26187.00          | $23150.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $26296.00          | $23191.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $716280.00         | $563411.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 4.5000%  | 0.0000% | $24337.00          | $23206.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 4.5000%  | 0.0000% | $23302.00          | $22326.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-05-01      | 5.0000%  | 0.0000% | $819081.00         | $151911.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $28679.00          | $22163.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $31529.00          | $22404.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $27148.00          | $23055.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.0000%  | 0.0000% | $23770.00          | $23199.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $50459.00          | $47765.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $1145742.00        | $1133152.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-10-01      | 5.5000%  | 0.0000% | $1185956.00        | $1158981.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $12113824.00       | $12201133.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $74627328.00       | $72975326.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $24931.00          | $22852.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-01-01      | 6.0000%  | 0.0000% | $23036.00          | $23377.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $22860288.00       | $23329701.15       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $25384.00          | $22710.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $23256.00          | $23176.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-05-01      | 6.5000%  | 0.0000% | $9272976.00        | $8743159.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.5000%  | 0.0000% | $29047.00          | $22101.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.0000%  | 0.0000% | $1017100.00        | $652297.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $140000000.00      | $76394547.21       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 2.0000%  | 0.0000% | $1003182.00        | $666553.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 2.5000%  | 0.0000% | $500000.00         | $65378.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-08-20      | 2.5000%  | 0.0000% | $800000.00         | $227270.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $22147072.00       | $14141779.46       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-05-20      | 2.5000%  | 0.0000% | $1017304.00        | $515169.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $1125656.00        | $877814.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $1032748.00        | $446680.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $650000.00         | $333137.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $15000000.00       | $7743450.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $250000.00         | $127604.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1776000.00        | $1037267.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-15      | 2.5000%  | 0.0000% | $315587.00         | $142008.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-04-15      | 3.0000%  | 0.0000% | $862021.00         | $96685.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 3.0000%  | 0.0000% | $12000000.00       | $575905.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-03-20      | 3.0000%  | 0.0000% | $1039004.00        | $74820.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 3.0000%  | 0.0000% | $24596160.00       | $16810690.20       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $218321152.00      | $87034156.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $24314112.00       | $13063325.03       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $4576272.00        | $3667808.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $310000.00         | $234746.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $713031.00         | $347340.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $86616.00          | $59612.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $2477844.00        | $1043400.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 3.0000%  | 0.0000% | $841922.00         | $519846.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 3.0000%  | 0.0000% | $325000.00         | $225322.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $775000.00         | $376971.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $1527392.00        | $1223660.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-04-20      | 3.5000%  | 0.0000% | $5648808.00        | $380052.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 3.5000%  | 0.0000% | $200000.00         | $154503.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 3.5000%  | 0.0000% | $2188000.00        | $1570598.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $2530852.00        | $259016.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-03-20      | 3.5000%  | 0.0000% | $2342000.00        | $419960.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-06-15      | 3.5000%  | 0.0000% | $50000.00          | $6205.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-11-20      | 3.5000%  | 0.0000% | $5116096.00        | $74518.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 4.0000%  | 0.0000% | $2781864.00        | $229109.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $9046704.00        | $2765741.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $54487360.00       | $40913333.01       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-15      | 4.0000%  | 0.0000% | $2584612.00        | $153030.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $2330228.00        | $1672077.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 4.0000%  | 0.0000% | $1012708.00        | $929584.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.0000%  | 0.0000% | $888509.00         | $806768.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-10-20      | 4.0000%  | 0.0000% | $3368184.00        | $62249.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-11-20      | 4.0000%  | 0.0000% | $110075000.00      | $5875895.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-10-15      | 4.2000%  | 0.0000% | $1057500.00        | $983605.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-15      | 4.5000%  | 0.0000% | $315403.00         | $15881.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 4.5000%  | 0.0000% | $199983.00         | $58290.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 4.5000%  | 0.0000% | $316595.00         | $297358.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 4.5000%  | 0.0000% | $37526016.00       | $34529071.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 4.5000%  | 0.0000% | $1167892.00        | $1103317.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 4.5000%  | 0.0000% | $136164.00         | $128641.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 4.5000%  | 0.0000% | $551950.00         | $520497.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 4.5000%  | 0.0000% | $101797.00         | $96611.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $285449728.00      | $266702435.38      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 4.5000%  | 0.0000% | $384166400.00      | $362804120.31      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-04-20      | 4.5000%  | 0.0000% | $850000.00         | $29212.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $2086436.00        | $102632.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-15      | 4.5000%  | 0.0000% | $8692592.00        | $474408.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-07-20      | 4.6250%  | 0.0000% | $25001982.00       | $7738.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-11-15      | 4.9800%  | 0.0000% | $1006874.00        | $990646.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 5.0000%  | 0.0000% | $5765640.00        | $947608.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $1085568.00        | $851768.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $992031.00         | $748989.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-15      | 5.0000%  | 0.0000% | $1211586.00        | $60109.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $1246698.00        | $1090005.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-08-20      | 5.0000%  | 0.0000% | $1443982.00        | $499589.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-11-15      | 5.0000%  | 0.0000% | $1499294.00        | $1470799.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1066248.00        | $1042072.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $13132256.00       | $12692160.30       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $247027200.00      | $237599633.81      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-20      | 5.0000%  | 0.0000% | $26243936.00       | $784696.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-07-20      | 5.0000%  | 0.0000% | $1600000.00        | $60703.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-01-15      | 5.4900%  | 0.0000% | $3309552.00        | $3386132.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $868912.00         | $770463.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1332804.00        | $1349881.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1491500.00        | $1510611.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1410110.00        | $1429912.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $3444984.00        | $3439189.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $9427008.00        | $9616151.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $4926424.00        | $5076384.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1154390.00        | $1197075.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $346125.00         | $344413.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $330856960.00      | $334880104.86      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1194036.00        | $1208961.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1136160.00        | $1153184.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $3374076.00        | $3401163.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $50087296.00       | $50454820.51       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $8602912.00        | $8664529.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $5784536.00        | $5833420.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $7456576.00        | $7512074.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $18696608.00       | $18697287.30       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1285210.00        | $1299784.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $4882072.00        | $4923639.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $8872912.00        | $8948458.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $3347416.00        | $3385172.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $3964216.00        | $3997968.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $6434776.00        | $6489563.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $28187424.00       | $28167674.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $6439264.00        | $6487602.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $50000000.00       | $50473377.54       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $1700000.00        | $1022654.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1454226.00        | $1485303.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.0000%  | 0.0000% | $1937294.00        | $1849375.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.0000%  | 0.0000% | $1637520.00        | $1203065.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $20527.00          | $21134.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $16919391.00       | $17387509.51       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $3429036.00        | $3541247.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1542744.00        | $1594980.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 6.0000%  | 0.0000% | $4147584.00        | $4197069.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1433062.00        | $1475453.41        | Agency Mortgage-Backed Securities |

### Security 176: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19DT60, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19DT60_4.32_0807
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-10-21      | N/A      | 0.0000% | $100.00            | $99.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-11-25      | N/A      | 0.0000% | $14793000.00       | $14591401.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-08-15      | 2.7500%  | 0.0000% | $139999000.00      | $100595091.04      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-15      | 3.1250%  | 0.0000% | $26872600.00       | $22019320.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $81017300.00       | $66988528.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-05-15      | 4.2500%  | 0.0000% | $17106000.00       | $16662127.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $4984100.00        | $4592837.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-12-31      | 0.3750%  | 0.0000% | $122704000.00      | $120742932.03      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 2.2500%  | 0.0000% | $9173600.00        | $8888006.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-02-15      | 3.5000%  | 0.0000% | $29600.00          | $28806.65          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $41145700.00       | $41334448.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-15      | 4.1250%  | 0.0000% | $12719400.00       | $12980780.44       | U.S. Treasuries (including strips) |

### Security 177: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.335000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ED40, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP19ED40_4.33_0807
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2050-02-15      | 2.0000%  | 0.0000% | $505449600.00      | $298675865.56      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-08-15      | 2.8750%  | 0.0000% | $790943000.00      | $596098701.91      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-02-15      | 3.0000%  | 0.0000% | $20617600.00       | $15464496.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-02-15      | 4.2500%  | 0.0000% | $623368800.00      | $574433071.27      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $399658000.00      | $381129455.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-02-15      | N/A      | 0.0000% | $328000.00         | $309699.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $524243371.30      | $436928540.80      | U.S. Treasuries (including strips) |

### Security 178: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.330000%
- **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: ARP19FYT9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19FYT9_4.33_0807
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note               | 2027-07-15      | 4.3750%  | 0.0000% | $100.00            | $100.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2025-11-15      | N/A      | 0.0000% | $1309863.00        | $1293751.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-05-15      | N/A      | 0.0000% | $12000272.00       | $11618447.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-11-15      | N/A      | 0.0000% | $3565007.00        | $3384332.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2027-05-15      | N/A      | 0.0000% | $159636727.00      | $148617482.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2027-08-15      | N/A      | 0.0000% | $39829326.00       | $36699896.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2027-11-15      | N/A      | 0.0000% | $3190493.00        | $2912782.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-02-15      | N/A      | 0.0000% | $22383041.00       | $20242461.26       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp. | 2030-03-01      | 4.2900%  | 0.0000% | $56778.00          | $56580.52          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note               | 2027-10-15      | 1.6250%  | 0.0000% | $657000.00         | $724786.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-15      | 3.3750%  | 0.0000% | $14200.00          | $14223.24          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-31      | 3.5000%  | 0.0000% | $241402700.00      | $239070508.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-15      | 3.7500%  | 0.0000% | $300.00            | $304.08            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-30      | 3.8750%  | 0.0000% | $36764500.00       | $36967158.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-15      | 4.0000%  | 0.0000% | $514683100.00      | $518397733.67      | U.S. Treasuries (including strips) |

### Security 179: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 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: ARP19GEH5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19GEH5_4.35_1208
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.0000%  | 0.0000% | $640000.00         | $609652.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.0000%  | 0.0000% | $2334240.00        | $2077672.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $23022.00          | $21450.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $55449119.00       | $50507184.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $26207607.00       | $24151161.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $220000.00         | $207879.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $620687.00         | $573376.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $1093583.00        | $1090902.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1500000.00        | $1368057.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $729211.00         | $736458.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $602517.00         | $548992.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $318140.00         | $303989.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $840.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $27282753.00       | $25285068.38       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $9546792.00        | $9449371.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 7.0000%  | 0.0000% | $1752409.00        | $1494635.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 7.0000%  | 0.0000% | $71863946.00       | $75335423.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 7.0000%  | 0.0000% | $5613027.00        | $6032041.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1860458.00        | $1825542.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $3569297.00        | $3247642.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $536855.00         | $529454.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $78745.00          | $78138.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $952904.00         | $525063.77         | Agency Mortgage-Backed Securities |

### Security 180: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19GMM5, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP19GMM5_4.20_0807
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $4549652.00        | $1092218.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $388483.00         | $293510.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $1058448.00        | $377247.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $8580.00           | $2294.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.9080%  | 0.0000% | $1502541.00        | $1202701.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $1405509.00        | $1389921.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $54512.00          | $36423.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $20426773.00       | $15309754.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $99776.00          | $78309.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $23507727.00       | $22023955.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1365399.00        | $1361544.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $2320384.00        | $2287351.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $2499342.00        | $2460783.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $331738.00         | $334738.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $332609.00         | $333096.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $300000.00         | $231651.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $648641.00         | $522611.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.5000%  | 0.0000% | $298911.00         | $251811.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $887.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $287111.00         | $289454.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $328333.00         | $331519.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $621117.00         | $594916.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $469353.00         | $484690.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $321727.00         | $332872.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $530703.00         | $547576.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $998546.00         | $699103.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $6681165.00        | $5687107.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $128656025.00      | $128748450.12      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $323208.00         | $338280.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $624132.00         | $654742.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1952238.00        | $2048049.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1939822.00        | $2035025.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $3228544.00        | $2783969.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 7.0000%  | 0.0000% | $589269.00         | $626109.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 7.0000%  | 0.0000% | $1221135.00        | $1303580.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-01-01      | 2.2600%  | 0.0000% | $3093547.00        | $2845021.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 2.5000%  | 0.0000% | $2000.00           | $1425.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.5000%  | 0.0000% | $51580.00          | $32684.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 3.0000%  | 0.0000% | $717719.00         | $388220.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 3.0000%  | 0.0000% | $485000.00         | $325852.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.0000%  | 0.0000% | $3060000.00        | $1050686.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-04-01      | 3.5000%  | 0.0000% | $1214.00           | $33.20             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-01-01      | 3.5000%  | 0.0000% | $2008160.00        | $392852.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-06-01      | 3.5000%  | 0.0000% | $1152729.00        | $124477.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-02-01      | 3.5000%  | 0.0000% | $2288000.00        | $316379.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-12-01      | 3.5000%  | 0.0000% | $200000.00         | $29660.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $5000.00           | $3657.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 3.5000%  | 0.0000% | $1000.00           | $848.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1516.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 3.5000%  | 0.0000% | $9449611.00        | $1273630.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 3.5000%  | 0.0000% | $4614175.00        | $1264467.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $82.39             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 4.0000%  | 0.0000% | $3655700.00        | $2739754.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-08-01      | 4.0000%  | 0.0000% | $3168688.00        | $436634.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 4.0000%  | 0.0000% | $1973947.00        | $187776.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-05-01      | 4.5000%  | 0.0000% | $1777.00           | $1.38              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1726.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2760.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $2081768.00        | $1926859.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $2675224.00        | $2066029.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $6274299.00        | $5995270.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $16147.00          | $310.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $26131.00          | $992.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $640968.00         | $530909.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.0000%  | 0.0000% | $3000.00           | $2478.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.0000%  | 0.0000% | $41430.00          | $34549.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $205000.00         | $160657.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.0000%  | 0.0000% | $869000.00         | $740613.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $5082839.00        | $4957588.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-12-01      | 5.5000%  | 0.0000% | $22993.00          | $1047.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-03-01      | 5.5000%  | 0.0000% | $9173443.00        | $128355.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $3368.00           | $3052.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $26000.00          | $24187.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $100000.00         | $95215.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $27270132.00       | $27509317.58       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-08-01      | 6.0000%  | 0.0000% | $7335440.00        | $345140.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $2172.00           | $22.77             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $265857.00         | $264652.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.5000%  | 0.0000% | $10847368.00       | $10755813.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 1.9000%  | 0.0000% | $21179384.00       | $18234821.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $103989747.00      | $52929831.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $1575000.00        | $746788.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $3561294.00        | $2347853.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $2026709.00        | $1203285.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $87974797.00       | $48761310.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.5000%  | 0.0000% | $215000.00         | $130037.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $210963.00         | $143171.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $38327647.00       | $25083093.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 3.0000%  | 0.0000% | $2728196.00        | $1497364.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $245000.00         | $151978.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $72683520.00       | $51438206.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $623589.00         | $303270.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $10008920.00       | $1648809.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $5638475.00        | $1538959.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 3.5000%  | 0.0000% | $2524618.00        | $1438156.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.5000%  | 0.0000% | $60601169.00       | $28622146.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $905001.00         | $655940.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $380476.00         | $288271.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $1710997.00        | $222426.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 3.5000%  | 0.0000% | $1097940.00        | $890343.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $13882640.00       | $1653981.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-08-01      | 4.0000%  | 0.0000% | $3183.00           | $186.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2063-09-01      | 4.0000%  | 0.0000% | $10340582.00       | $8403652.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $773885.00         | $171665.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $3538922.00        | $1017723.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 4.0000%  | 0.0000% | $2380407.00        | $814483.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $2800000.00        | $247372.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $1731193.00        | $355393.99         | Agency Mortgage-Backed Securities |

### Security 181: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.320000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19HHA5, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19HHA5_4.32_0807
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2039-05-15      | 4.2500%  | 0.0000% | $5229100.00        | $5093413.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2025-10-31      | 4.4559%  | 0.0000% | $100.00            | $100.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-08-15      | 1.2500%  | 0.0000% | $238289100.00      | $204209480.01      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-07-31      | 4.0000%  | 0.0000% | $199381900.00      | $199823530.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-11-30      | 4.1250%  | 0.0000% | $100.00            | $101.54            | U.S. Treasuries (including strips) |

### Security 182: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 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: ARP19JYB0, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19JYB0_4.40_0807
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 2.7000%  | 0.0000% | $50000000.00       | $2342299.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.2000%  | 0.0000% | $50000000.00       | $1510663.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 1.5500%  | 0.0000% | $50000000.00       | $1959315.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 1.9000%  | 0.0000% | $62000000.00       | $3282651.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.6500%  | 0.0000% | $416958709.00      | $13328412.14       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $156146031.00      | $22040647.67       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 2.0000%  | 0.0000% | $125000000.00      | $11244325.47       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-25      | 1.5000%  | 0.0000% | $13940869.00       | $1083023.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 4.5000%  | 0.0000% | $44006575.00       | $8287209.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-06-25      | 5.0000%  | 0.0000% | $25000000.00       | $5429469.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 4.0000%  | 0.0000% | $19000000.00       | $3838457.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-08-25      | 4.5000%  | 0.0000% | $20000000.00       | $4273459.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 4.0000%  | 0.0000% | $25492143.00       | $5270147.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 3.5000%  | 0.0000% | $44045604.00       | $973567.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 3.0000%  | 0.0000% | $30592000.00       | $957147.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-15      | 4.5000%  | 0.0000% | $55393100.00       | $3085956.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-05-15      | 4.5000%  | 0.0000% | $19469225.00       | $1122639.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-11-15      | 5.0000%  | 0.0000% | $73211702.00       | $13027936.43       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-15      | 2.0000%  | 0.0000% | $10000000.00       | $1164367.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | N/A      | 0.0000% | $41159590.00       | $27304489.97       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-10-25      | N/A      | 0.0000% | $62265384.00       | $37040929.76       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | N/A      | 0.0000% | $46476529.00       | $24487181.79       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-12-25      | 1.2000%  | 0.0000% | $175000000.00      | $7345609.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | 1.3500%  | 0.0000% | $60000000.00       | $2256124.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 2.6500%  | 0.0000% | $48409043.00       | $1707555.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-10-25      | 6.6000%  | 0.0000% | $2423616.00        | $2178828.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-06-25      | 3.0000%  | 0.0000% | $52500000.00       | $3122687.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 2.0000%  | 0.0000% | $195000000.00      | $22147178.47       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-11-01      | 3.0000%  | 0.0000% | $38158552.00       | $973238.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-07-01      | 3.5000%  | 0.0000% | $154054922.00      | $4130599.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 1.5000%  | 0.0000% | $20000000.00       | $1749079.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $17000000.00       | $1764529.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 2.0000%  | 0.0000% | $23640096.00       | $2621789.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-25      | 2.5000%  | 0.0000% | $28642603.00       | $4090062.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $41560342.00       | $7251735.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $200611345.00      | $22754920.51       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-01      | 2.0000%  | 0.0000% | $186781908.00      | $8151360.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $25000000.00       | $2970698.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $11619075.00       | $2074846.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $18513275.00       | $3395557.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $50000000.00       | $5680235.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $183034888.00      | $28719963.16       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $25469583.00       | $4970484.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $38192470.00       | $7258276.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-01-01      | 3.0000%  | 0.0000% | $46752497.00       | $7280375.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $6087343.00        | $591240.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $26034275.00       | $4512439.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-01      | 4.5000%  | 0.0000% | $21447567.00       | $4687675.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 1.5849%  | 0.0000% | $190928873.00      | $4922168.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.2988%  | 0.0000% | $43500000.00       | $2879975.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 1.8349%  | 0.0000% | $52891049.00       | $3890217.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 1.8349%  | 0.0000% | $66696135.00       | $4373358.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 1.8349%  | 0.0000% | $59297822.00       | $4999692.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9897%  | 0.0000% | $50000000.00       | $2743754.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-20      | 1.6349%  | 0.0000% | $50920532.00       | $3987856.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $250000000.00      | $3695974.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.2520%  | 0.0000% | $100000000.00      | $1961027.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 1.5849%  | 0.0000% | $42604540.00       | $4072203.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 1.5549%  | 0.0000% | $50308129.00       | $4706380.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.0520%  | 0.0000% | $49999999.00       | $984384.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.6520%  | 0.0000% | $57420708.00       | $4367282.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.6520%  | 0.0000% | $90000000.00       | $4502841.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3020%  | 0.0000% | $59747227.00       | $4069300.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.5520%  | 0.0000% | $306337.00         | $17544.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.3520%  | 0.0000% | $28736399.00       | $1333773.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 1.5849%  | 0.0000% | $173153683.00      | $18657727.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.5849%  | 0.0000% | $44500075.00       | $4676794.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.5520%  | 0.0000% | $130000000.00      | $4056224.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.3020%  | 0.0000% | $30945335.00       | $2643392.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0931%  | 0.0000% | $253000000.00      | $4304033.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-16      | 0.6520%  | 0.0000% | $110286881.00      | $7100009.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.9020%  | 0.0000% | $102000000.00      | $4005776.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.7520%  | 0.0000% | $46504547.00       | $4728485.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8614%  | 0.0000% | $25658393.00       | $2228513.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $90954488.00       | $4747331.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.0000%  | 0.0000% | $110207694.00      | $5620177.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-12-20      | 5.0000%  | 0.0000% | $250253868.00      | $17269176.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $28613480.00       | $3936112.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $227000000.00      | $16286246.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $56943429.00       | $5213725.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $39920014.00       | $5000551.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $14230627.00       | $732327.04         | Agency Collateralized Mortgage Obligation |

### Security 183: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.300000%
- **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: ARP19M3A9, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP19M3A9_4.30_0115
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $79613166.00       | $39295004.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $162735594.00      | $65418465.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $421118395.00      | $76494850.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $797805386.00      | $76291678.89       | Agency Mortgage-Backed Securities |

### Security 184: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.310000%
- **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: ARP19MVW0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19MVW0_4.31_0116
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.0000%  | 0.0000% | $2670246.00        | $2487284.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $858.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.0000%  | 0.0000% | $94247.00          | $90945.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.0000%  | 0.0000% | $7492569.00        | $7087042.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.0000%  | 0.0000% | $4297000.00        | $4028874.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $175000.00         | $154273.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $604602.00         | $537555.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $1562617.00        | $1336578.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $468313.00         | $457811.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $17236620.00       | $16247892.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $4001000.00        | $3826160.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $1327437.00        | $1336204.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $7938354.00        | $7341910.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $102201.00         | $87815.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $6853108.00        | $6508953.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $482827.00         | $463982.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $665066.00         | $565243.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $434836.00         | $396473.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $19189515.00       | $18249904.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $339902.00         | $311473.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $1007237.00        | $1042264.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $1725214.00        | $1785044.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $1521714.00        | $1419442.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $12965.00          | $13334.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $18042152.00       | $17664214.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $1394101.00        | $1278863.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.5000%  | 0.0000% | $202999.00         | $161426.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 7.0000%  | 0.0000% | $1595448.00        | $1680414.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $1397851.00        | $1390846.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $474737.00         | $406952.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $2460004.00        | $2083978.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $1433865.00        | $1468052.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $1180359.00        | $1087930.47        | Agency Mortgage-Backed Securities |

### Security 185: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19N3N9, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19N3N9_4.19_0807
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $323400.00         | $151215.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $201810223.00      | $185953791.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $159225937.90      | $68894993.40       | U.S. Treasuries (including strips) |

### Security 186: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.330000%
- **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: ARP19QDF8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19QDF8_4.33_0807
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip              | 2041-11-15      | N/A      | 0.0000% | $25846400.00       | $11685958.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-02-15      | N/A      | 0.0000% | $3103900.00        | $1382939.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-05-15      | N/A      | 0.0000% | $15676100.00       | $6877528.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-08-15      | N/A      | 0.0000% | $76221000.00       | $32937228.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $1422000.00        | $702662.81         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $1237000.00        | $602154.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-02-15      | N/A      | 0.0000% | $1362000.00        | $644597.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-05-15      | N/A      | 0.0000% | $742400.00         | $345967.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $6380000.00        | $2924228.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-11-15      | N/A      | 0.0000% | $980000.00         | $442179.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-02-15      | N/A      | 0.0000% | $2286000.00        | $1015610.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-08-15      | N/A      | 0.0000% | $193600.00         | $83692.89          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-08-15      | N/A      | 0.0000% | $1470000.00        | $1141506.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-02-15      | N/A      | 0.0000% | $101470000.00      | $76878745.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-08-15      | N/A      | 0.0000% | $1470000.00        | $1087929.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-02-15      | N/A      | 0.0000% | $1470000.00        | $1060691.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $1336460.00        | $940282.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $1469987.00        | $1006766.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $1470000.00        | $980795.76         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-02-15      | N/A      | 0.0000% | $1470000.00        | $954765.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-08-15      | N/A      | 0.0000% | $18682959.00       | $11805145.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $1470000.00        | $904073.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $13061964.00       | $7814097.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-02-15      | N/A      | 0.0000% | $1470000.00        | $855814.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-11-15      | N/A      | 0.0000% | $11030104.00       | $8875637.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-05-15      | N/A      | 0.0000% | $2622000.00        | $2059827.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-11-15      | N/A      | 0.0000% | $3130500.00        | $2401030.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-05-15      | N/A      | 0.0000% | $29615499.00       | $22183785.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-11-15      | N/A      | 0.0000% | $12084730.00       | $8831931.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-05-15      | N/A      | 0.0000% | $2622000.00        | $1868510.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-11-15      | N/A      | 0.0000% | $6188890.00        | $4296940.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $1185800.00        | $751855.30         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-02-15      | N/A      | 0.0000% | $3055000.00        | $1834188.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-05-15      | N/A      | 0.0000% | $438800.00         | $259809.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-02-15      | N/A      | 0.0000% | $14078300.00       | $7984620.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-05-15      | N/A      | 0.0000% | $7747900.00        | $4354079.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-02-15      | N/A      | 0.0000% | $8228300.00        | $4429647.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-08-15      | N/A      | 0.0000% | $115565700.00      | $59836683.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $465900.00         | $234422.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $704200.00         | $349681.78         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $3081400.00        | $1505609.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-11-15      | N/A      | 0.0000% | $8287300.00        | $3987716.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-02-15      | N/A      | 0.0000% | $101021300.00      | $47960771.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-05-15      | N/A      | 0.0000% | $1672300.00        | $781935.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $285200.00         | $131255.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-05-15      | N/A      | 0.0000% | $8061395.00        | $5452808.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-11-15      | N/A      | 0.0000% | $8315960.00        | $5473930.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-05-15      | N/A      | 0.0000% | $1.00              | $0.97              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-11-15      | N/A      | 0.0000% | $2.00              | $1.90              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2027-05-15      | N/A      | 0.0000% | $141.00            | $131.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2027-08-15      | N/A      | 0.0000% | $7256.00           | $6685.89           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2027-11-15      | N/A      | 0.0000% | $373496.00         | $340985.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-02-15      | N/A      | 0.0000% | $19229233.00       | $17390264.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-08-15      | N/A      | 0.0000% | $48214983.00       | $42758686.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-11-15      | N/A      | 0.0000% | $102622000.00      | $90090622.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-05-15      | N/A      | 0.0000% | $5768999.00        | $3695407.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-11-15      | N/A      | 0.0000% | $10739055.00       | $6694544.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-05-15      | N/A      | 0.0000% | $59040000.00       | $50771211.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-11-15      | N/A      | 0.0000% | $191803159.00      | $161374738.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-05-15      | N/A      | 0.0000% | $6167623.00        | $5076329.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-08-15      | N/A      | 0.0000% | $1470000.00        | $1196537.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-02-15      | N/A      | 0.0000% | $151469061.00      | $120409269.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-05-15      | N/A      | 0.0000% | $2622000.00        | $1590649.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-11-15      | N/A      | 0.0000% | $2622000.00        | $1547056.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-05-15      | N/A      | 0.0000% | $2622000.00        | $1504147.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-08-15      | N/A      | 0.0000% | $58258227.00       | $32965709.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-02-15      | N/A      | 0.0000% | $7720000.00        | $4241653.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-11-15      | N/A      | 0.0000% | $18480099.00       | $10303191.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-05-15      | N/A      | 0.0000% | $21490800.00       | $11638600.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-08-15      | N/A      | 0.0000% | $1469663.00        | $784986.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-02-15      | N/A      | 0.0000% | $1470000.00        | $762697.74         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-11-15      | N/A      | 0.0000% | $2622000.00        | $1379460.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-05-15      | N/A      | 0.0000% | $24045792.00       | $12261213.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-08-15      | N/A      | 0.0000% | $1470000.00        | $740037.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $2622000.00        | $1298789.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $1470000.00        | $717801.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $2622000.00        | $1259910.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $1470000.00        | $695434.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-11-15      | N/A      | 0.0000% | $2622000.00        | $1223097.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-02-15      | N/A      | 0.0000% | $1470000.00        | $676483.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-05-15      | N/A      | 0.0000% | $2622000.00        | $1189278.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $15714451.00       | $7018356.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-11-15      | N/A      | 0.0000% | $2622000.00        | $1151988.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-02-15      | N/A      | 0.0000% | $1470127.00        | $636104.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-05-15      | N/A      | 0.0000% | $15352325.00       | $6542500.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-08-15      | N/A      | 0.0000% | $5075846.00        | $2130637.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-11-15      | N/A      | 0.0000% | $130787045.00      | $54186249.83       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp. | 2030-03-01      | 4.2900%  | 0.0000% | $837520.00         | $834607.10         | Agency Mortgage-Backed Securities  |

### Security 187: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19TAK4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP19TAK4_4.21_0807
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2030-07-15      | 0.1250%  | 0.0000% | $190861900.00      | $225249892.73      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-31      | 1.3750%  | 0.0000% | $137574200.00      | $127562581.51      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-15      | 2.3750%  | 0.0000% | $264886000.00      | $290289212.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 3.5000%  | 0.0000% | $12416600.00       | $12474171.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-08-31      | 4.3750%  | 0.0000% | $229177000.00      | $236470681.35      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-30      | 4.3750%  | 0.0000% | $182675600.00      | $186673394.64      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-12-31      | 4.3750%  | 0.0000% | $281400000.00      | $287316565.01      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $31964600.00       | $16083308.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-08-15      | N/A      | 0.0000% | $3459900.00        | $1412147.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $3759600.00        | $1395695.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $2895900.00        | $965779.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-05-15      | N/A      | 0.0000% | $3210900.00        | $1015527.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-05-15      | N/A      | 0.0000% | $454900.00         | $136893.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-11-15      | N/A      | 0.0000% | $3230000.00        | $950017.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $48.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-05-15      | N/A      | 0.0000% | $3836100.00        | $1005882.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-08-15      | N/A      | 0.0000% | $589974.80         | $436633.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $1314000.00        | $948128.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $104959873.70      | $70030067.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $25217463.16       | $16378742.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $51160548.26       | $31464555.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $183.85            | $109.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $1987222.55        | $1690132.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $617000.00         | $513533.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $14717643.19       | $8442982.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $1044922.34        | $265071.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $38.91             | $19.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $2511000.00        | $1070080.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $3044000.00        | $1242341.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-11-15      | N/A      | 0.0000% | $4690000.00        | $1829456.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $3375000.00        | $1265068.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $3425000.00        | $1252447.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $2815000.00        | $956832.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $828894.00         | $273996.71         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $1075000.00        | $346347.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $229.66            | $72.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $2435000.00        | $736421.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $3205000.01        | $957762.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-05-15      | N/A      | 0.0000% | $2500000.00        | $704495.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $695000.00         | $192904.20         | U.S. Treasuries (including strips) |

### Security 188: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.300000%
- **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: ARP19TPO0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19TPO0_4.30_0126
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 4.5000%  | 0.0000% | $14255769.00       | $13141335.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 4.5000%  | 0.0000% | $487293.00         | $455696.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $1136989.00        | $1001864.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $2842564.00        | $2449876.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $2435746.00        | $2374462.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $5104401.00        | $4712964.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $2344375.00        | $2135431.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $79559289.00       | $73316471.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1031729.00        | $996943.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $3822896.00        | $3502078.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $14676466.00       | $14259988.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $71624.00          | $70966.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1143250.00        | $826148.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1308180.00        | $1296832.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $2028718.00        | $1861405.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $7418403.00        | $7328906.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $4372474.00        | $4264203.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $4940000.00        | $4395643.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $5803153.00        | $5423172.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $278438.00         | $272091.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1637311.00        | $1668367.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $763728.00         | $777276.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1621061.00        | $1460308.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1657241.00        | $1556680.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $19872263.00       | $17557679.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $1054600.00        | $923524.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $1981238.00        | $1863714.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $1224103.00        | $1156882.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 7.0000%  | 0.0000% | $2355729.00        | $2201305.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 7.0000%  | 0.0000% | $1377899.00        | $1288063.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 7.5000%  | 0.0000% | $257695.00         | $162167.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 7.5000%  | 0.0000% | $1590983.00        | $1686693.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 7.5000%  | 0.0000% | $1327410.00        | $1339910.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $134000.00         | $129236.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $981.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $5497160.00        | $5000069.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $22840089.00       | $21086004.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $2083586.00        | $1910566.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1836.00           | $1810.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $79919.00          | $80075.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $112878.00         | $62197.40          | Agency Mortgage-Backed Securities |

### Security 189: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.330000%
- **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: ARP19UET8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19UET8_4.33_0807
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank         | 2026-04-23      | 2.8400%  | 0.0000% | $233000.00         | $232282.62         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2026-05-28      | 4.7500%  | 0.0000% | $41150000.00       | $41650486.88       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2026-05-28      | 4.4600%  | 0.0000% | $56000.00          | $56427.22          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2026-06-03      | 4.4550%  | 0.0000% | $325000.00         | $327375.66         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2026-09-14      | 4.4800%  | 0.0000% | $1269000.00        | $1277338.74        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2025-11-14      | 4.5150%  | 0.0000% | $56000.00          | $56568.38          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2026-10-16      | 4.4750%  | 0.0000% | $845000.00         | $847062.15         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank         | 2025-12-29      | 4.4450%  | 0.0000% | $81000.00          | $81347.85          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp. | 2030-03-01      | 4.2900%  | 0.0000% | $756109.00         | $753479.25         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip              | 2042-05-15      | N/A      | 0.0000% | $100.00            | $43.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-08-15      | N/A      | 0.0000% | $900.00            | $388.92            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-11-15      | N/A      | 0.0000% | $993000.00         | $422732.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $964800.00         | $405335.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-05-15      | N/A      | 0.0000% | $3705700.00        | $1534812.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-08-15      | N/A      | 0.0000% | $1613500.00        | $658545.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-11-15      | N/A      | 0.0000% | $308400.00         | $124111.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $319200.00         | $126670.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-05-15      | N/A      | 0.0000% | $2624900.00        | $1027989.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-08-15      | N/A      | 0.0000% | $31730800.00       | $12241869.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-11-15      | N/A      | 0.0000% | $39141300.00       | $14897491.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $438000.00         | $164679.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $334200.00         | $124066.74         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $536200.00         | $196470.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $398000.00         | $143991.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-02-15      | N/A      | 0.0000% | $716800.00         | $255602.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-05-15      | N/A      | 0.0000% | $6719100.00        | $2364646.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-08-15      | N/A      | 0.0000% | $8069700.00        | $2805455.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-11-15      | N/A      | 0.0000% | $2850700.00        | $977698.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-02-15      | N/A      | 0.0000% | $4000200.00        | $1351831.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $209400.00         | $69834.69          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $922200.00         | $303194.46         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-11-15      | N/A      | 0.0000% | $17878100.00       | $5811812.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-02-15      | N/A      | 0.0000% | $171500.00         | $54917.90          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-05-15      | N/A      | 0.0000% | $294700.00         | $93206.24          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-02-15      | N/A      | 0.0000% | $4848100.00        | $1285071.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-05-15      | N/A      | 0.0000% | $5982100.00        | $1568596.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-08-15      | N/A      | 0.0000% | $17136300.00       | $4442191.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-08-15      | N/A      | 0.0000% | $46400.00          | $20058.63          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-11-15      | N/A      | 0.0000% | $710400.00         | $183294.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-02-15      | N/A      | 0.0000% | $4987600.00        | $1270586.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-05-15      | N/A      | 0.0000% | $51660600.00       | $12990057.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-08-15      | N/A      | 0.0000% | $33467800.00       | $8355169.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-08-15      | N/A      | 0.0000% | $410800.00         | $168259.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-11-15      | N/A      | 0.0000% | $659300.00         | $163506.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-05-15      | N/A      | 0.0000% | $898000.00         | $217395.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-08-15      | N/A      | 0.0000% | $37125600.00       | $8892806.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-08-15      | N/A      | 0.0000% | $730800.00         | $282921.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-11-15      | N/A      | 0.0000% | $153881800.00      | $36483220.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-11-15      | N/A      | 0.0000% | $20223200.00       | $5291016.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-02-15      | N/A      | 0.0000% | $70427767.00       | $18255933.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-05-15      | N/A      | 0.0000% | $28613500.00       | $7311035.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-08-15      | N/A      | 0.0000% | $23502700.00       | $5962070.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-11-15      | N/A      | 0.0000% | $32650500.00       | $8206866.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-02-15      | N/A      | 0.0000% | $137563667.00      | $34398757.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-05-15      | N/A      | 0.0000% | $147639739.00      | $36577154.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-08-15      | N/A      | 0.0000% | $120864000.00      | $29694592.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-11-15      | N/A      | 0.0000% | $79445999.00       | $19276777.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-02-15      | N/A      | 0.0000% | $9903000.00        | $2373877.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $17835367.00       | $6443935.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-05-15      | N/A      | 0.0000% | $73.00             | $31.11             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-08-15      | N/A      | 0.0000% | $2439419.00        | $1023970.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-11-15      | N/A      | 0.0000% | $125014332.00      | $51794562.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $31317333.00       | $12781480.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-05-15      | N/A      | 0.0000% | $29120480.00       | $11698861.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-08-15      | N/A      | 0.0000% | $2464267.00        | $974854.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-11-15      | N/A      | 0.0000% | $33522836.00       | $13076453.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $2186390.00        | $841314.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-05-15      | N/A      | 0.0000% | $21279499.00       | $8084230.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-08-15      | N/A      | 0.0000% | $24872367.00       | $9323033.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-11-15      | N/A      | 0.0000% | $7726299.00        | $2860631.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $4580600.00        | $1675024.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $1573067.00        | $560177.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $14141200.00       | $4975213.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-02-15      | N/A      | 0.0000% | $63827500.00       | $22197736.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-05-15      | N/A      | 0.0000% | $26847366.00       | $9226661.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-08-15      | N/A      | 0.0000% | $2115383.00        | $719029.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-11-15      | N/A      | 0.0000% | $12044206.00       | $4038241.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-02-15      | N/A      | 0.0000% | $37477667.00       | $12388505.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $6606903.00        | $2159142.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $23055900.00       | $7428242.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-11-15      | N/A      | 0.0000% | $14330000.00       | $4564262.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-02-15      | N/A      | 0.0000% | $54936514.00       | $17261437.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-05-15      | N/A      | 0.0000% | $35818500.00       | $11110397.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-08-15      | N/A      | 0.0000% | $11209600.00       | $3433265.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-11-15      | N/A      | 0.0000% | $13583600.00       | $4108115.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-02-15      | N/A      | 0.0000% | $2381733.00        | $711742.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-05-15      | N/A      | 0.0000% | $18153800.00       | $5347637.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-08-15      | N/A      | 0.0000% | $15447700.00       | $4503205.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-11-15      | N/A      | 0.0000% | $19703200.00       | $5669576.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-02-15      | N/A      | 0.0000% | $13205289.00       | $3753907.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-05-15      | N/A      | 0.0000% | $19530667.00       | $5503702.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $2314350.00        | $642370.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-11-15      | N/A      | 0.0000% | $13518500.00       | $3702919.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-02-15      | N/A      | 0.0000% | $26112200.00       | $7070322.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-05-15      | N/A      | 0.0000% | $23298800.00       | $6231147.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-08-15      | N/A      | 0.0000% | $1470000.00        | $388060.89         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-05-15      | N/A      | 0.0000% | $50174000.00       | $11933434.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-08-15      | N/A      | 0.0000% | $95773000.00       | $22726262.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-11-15      | N/A      | 0.0000% | $51914000.00       | $12228446.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-08-15      | N/A      | 0.0000% | $10098000.00       | $3152575.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2048-11-15      | N/A      | 0.0000% | $508900.00         | $156857.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-02-15      | N/A      | 0.0000% | $461300.00         | $140473.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-05-15      | N/A      | 0.0000% | $662200.00         | $199277.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-08-15      | N/A      | 0.0000% | $665800.00         | $198090.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-11-15      | N/A      | 0.0000% | $301600.00         | $88707.50          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-02-15      | N/A      | 0.0000% | $902400.00         | $262249.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-05-15      | N/A      | 0.0000% | $72393900.00       | $21097537.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $240026100.00      | $68332070.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-11-15      | N/A      | 0.0000% | $35965300.00       | $10098372.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-02-15      | N/A      | 0.0000% | $1175900.00        | $326645.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-05-15      | N/A      | 0.0000% | $25002800.00       | $6863918.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-08-15      | N/A      | 0.0000% | $13756000.00       | $3729059.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-11-15      | N/A      | 0.0000% | $331500.00         | $88947.75          | U.S. Treasuries (including strips) |

### Security 190: Citibank NA

- **C.1 - Title:** Citibank NA 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19VVH3, C.3 - LEI: E57ODZWZ7FF3, C.5 - Other ID: ARP19VVH3_4.37_0805
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2034-03-01      | 4.2500%  | 0.0000% | $719586.00         | $700242.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-09-01      | 4.0000%  | 0.0000% | $10282660.00       | $10154263.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-02-01      | 4.4300%  | 0.0000% | $19140600.00       | $19107135.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-04-01      | 4.3200%  | 0.0000% | $364700.00         | $360446.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-07-01      | 4.4700%  | 0.0000% | $1000.00           | $1004.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-06-01      | 4.5600%  | 0.0000% | $75814.00          | $75882.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-07-01      | 4.1000%  | 0.0000% | $210533.00         | $208065.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 2.5000%  | 0.0000% | $6000.00           | $2055.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 2.5000%  | 0.0000% | $5000.00           | $3430.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $8000.00           | $5276.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $689.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-03-01      | 3.0000%  | 0.0000% | $5000000.00        | $739847.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 3.0000%  | 0.0000% | $1000.00           | $92.60             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $187.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-02-01      | 3.0000%  | 0.0000% | $3000.00           | $619.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-09-01      | 3.0000%  | 0.0000% | $6000000.00        | $755579.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $134.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $160.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 3.0000%  | 0.0000% | $3000.00           | $745.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $2450000.00        | $1676306.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1341.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $709.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 3.0000%  | 0.0000% | $1000.00           | $741.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.0000%  | 0.0000% | $1000.00           | $730.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 3.0000%  | 0.0000% | $5000.00           | $3811.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $1921.00           | $1433.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 3.0000%  | 0.0000% | $13000.00          | $1497.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1389.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $701.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 3.0000%  | 0.0000% | $252840.00         | $167523.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-01-01      | 3.5000%  | 0.0000% | $5000.00           | $434.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-08-01      | 3.5000%  | 0.0000% | $12000.00          | $1181.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $4131.00           | $2877.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $57614.00          | $42637.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 3.5000%  | 0.0000% | $3000.00           | $2296.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1576.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 3.5000%  | 0.0000% | $3000.00           | $2522.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.5000%  | 0.0000% | $5000.00           | $1003.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.5000%  | 0.0000% | $8000.00           | $4768.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1223.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $27999.00          | $20251.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 3.5000%  | 0.0000% | $27000.00          | $20575.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 3.5000%  | 0.0000% | $11000.00          | $8648.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $771.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $12000.00          | $2020.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $3000.00           | $543.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $1000.00           | $193.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 3.0000%  | 0.0000% | $1000.00           | $244.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1001.00           | $726.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-12-01      | 3.5000%  | 0.0000% | $200000.00         | $25199.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-04-01      | 3.5000%  | 0.0000% | $1000.00           | $199.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $9000.00           | $1161.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $2000.00           | $216.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $3000.00           | $267.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-03-01      | 3.5000%  | 0.0000% | $5000.00           | $388.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $1000.00           | $86.95             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $847.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $109.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $18000.00          | $2088.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $24000.00          | $2387.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $141.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $4191.00           | $3239.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $5000.00           | $3737.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $787.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $3000.00           | $562.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $38999.00          | $12233.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $10000.00          | $3260.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 3.5000%  | 0.0000% | $7000.00           | $2613.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 3.5000%  | 0.0000% | $1000.00           | $337.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $4000.00           | $3053.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $1000.00           | $762.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $800.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $3000.00           | $2298.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1578.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $1000.00           | $857.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-07-01      | 3.5000%  | 0.0000% | $2000.00           | $243.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-06-01      | 3.5000%  | 0.0000% | $9000.00           | $962.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $2000.00           | $225.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $123.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $120.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $2000.00           | $261.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $128.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-04-01      | 3.5000%  | 0.0000% | $1000.00           | $128.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 3.5000%  | 0.0000% | $10000.00          | $950.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 3.5000%  | 0.0000% | $23000.00          | $1709.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $1000.00           | $76.02             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $6000.00           | $546.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $12000.00          | $1043.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $101.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $4000.00           | $459.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $10000.00          | $1207.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $4000.00           | $553.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.5000%  | 0.0000% | $6000.00           | $831.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $2000.00           | $789.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $12999.00          | $8975.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $5849.00           | $4197.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $12150.00          | $9366.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 3.5000%  | 0.0000% | $3000.00           | $2346.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 3.5000%  | 0.0000% | $9610.00           | $7654.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 3.5000%  | 0.0000% | $1000.00           | $879.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 3.5000%  | 0.0000% | $1000.00           | $875.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1784.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-02-01      | 4.0000%  | 0.0000% | $1820000.00        | $85384.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-02-01      | 4.0000%  | 0.0000% | $5000.00           | $16.34             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $2000.00           | $187.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $93.62             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-06-01      | 4.0000%  | 0.0000% | $1000.00           | $130.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $49.50             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $3000.00           | $173.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $1000.00           | $129.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $16000.00          | $1413.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $122.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 4.0000%  | 0.0000% | $110000.00         | $15633.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $4000.00           | $769.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $785.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $26000.00          | $1817.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $10000.00          | $870.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 4.0000%  | 0.0000% | $20000.00          | $3074.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-09-01      | 4.0000%  | 0.0000% | $3000.00           | $699.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-11-01      | 4.0000%  | 0.0000% | $17000.00          | $5221.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 4.0000%  | 0.0000% | $3000.00           | $728.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-03-01      | 4.0000%  | 0.0000% | $17000.00          | $5644.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 4.0000%  | 0.0000% | $9000.00           | $4084.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $1000.00           | $106.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 4.0000%  | 0.0000% | $10000.00          | $746.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $7000.00           | $551.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-01-01      | 4.0000%  | 0.0000% | $3000.00           | $201.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 4.0000%  | 0.0000% | $8000.00           | $458.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-06-01      | 4.0000%  | 0.0000% | $3000.00           | $315.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $3000.00           | $386.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 4.0000%  | 0.0000% | $1000.00           | $162.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.0000%  | 0.0000% | $2000.00           | $252.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $2000.00           | $1478.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $5000.00           | $3668.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 4.0000%  | 0.0000% | $2000.00           | $202.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-02-01      | 4.0000%  | 0.0000% | $4000.00           | $387.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-04-01      | 4.0000%  | 0.0000% | $69000.00          | $107.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.0000%  | 0.0000% | $17000.00          | $2870.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.0000%  | 0.0000% | $4999.00           | $418.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.0000%  | 0.0000% | $18000.00          | $1500.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 4.0000%  | 0.0000% | $5000.00           | $486.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $1733.00           | $1299.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $102.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 4.0000%  | 0.0000% | $3000.00           | $439.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $5000.00           | $3912.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1562.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $899.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 4.0000%  | 0.0000% | $1000.00           | $901.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-05-01      | 4.0000%  | 0.0000% | $11000.00          | $1212.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 4.0000%  | 0.0000% | $3000.00           | $2388.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $775.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.0000%  | 0.0000% | $6001.00           | $1120.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 4.0000%  | 0.0000% | $7999.00           | $7332.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 4.0000%  | 0.0000% | $1000.00           | $919.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $909.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $5594.00           | $4788.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $863.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 4.5000%  | 0.0000% | $8000.00           | $2144.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.0000%  | 0.0000% | $21000.00          | $18661.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1610.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $5000.00           | $4259.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1804.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $243855.00         | $235542.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.0000%  | 0.0000% | $450683.00         | $440401.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-12-01      | 5.5000%  | 0.0000% | $1000.00           | $602.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $952.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $755636.00         | $617923.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2512.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-02-01      | 6.0000%  | 0.0000% | $1000.00           | $616.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $20000.00          | $16596.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $20000.00          | $14332.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $3760967.00        | $3838194.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $7843451.00        | $7993025.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $130000.00         | $112455.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 1.5000%  | 0.0000% | $28445.00          | $16703.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-11-01      | 2.0000%  | 0.0000% | $10000000.00       | $4622203.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1132.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 2.0000%  | 0.0000% | $53004.00          | $36946.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 2.0000%  | 0.0000% | $164581.00         | $121294.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $352780.00         | $223966.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $25000.00          | $14301.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $750000.00         | $499488.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-01-01      | 2.5000%  | 0.0000% | $11452219.00       | $4697273.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $859987.00         | $592182.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $2000.00           | $1307.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $175000.00         | $109623.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $105000.00         | $65806.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $8000.00           | $5536.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 2.5000%  | 0.0000% | $549000.00         | $397656.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $24931.00          | $19110.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-12-01      | 2.5000%  | 0.0000% | $1804619.00        | $1177947.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $4000.00           | $2442.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $15725000.00       | $9086138.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $5000.00           | $3372.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $294.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 3.0000%  | 0.0000% | $1000.00           | $820.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $3000.00           | $1219.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $2104.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $736.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-06-01      | 3.0000%  | 0.0000% | $90239.00          | $58964.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 3.0000%  | 0.0000% | $101805.00         | $85906.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $2195000.00        | $1470518.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1415.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $219050.00         | $155353.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $679.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $772.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $4000.00           | $3099.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1589.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-03-01      | 3.0000%  | 0.0000% | $5000.00           | $1106.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 3.0000%  | 0.0000% | $1000.00           | $154.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $154.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-03-01      | 4.0000%  | 0.0000% | $1000.00           | $117.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $121.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $18000.00          | $1299.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $3000.00           | $224.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 4.0000%  | 0.0000% | $3000.00           | $319.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 4.0000%  | 0.0000% | $208650.00         | $180308.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-12-01      | 4.0000%  | 0.0000% | $1000.00           | $446.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-08-01      | 4.0000%  | 0.0000% | $1000.00           | $769.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $630999.00         | $485572.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 4.0000%  | 0.0000% | $1000.00           | $819.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 4.0000%  | 0.0000% | $3000.00           | $2583.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 4.0000%  | 0.0000% | $1000.00           | $894.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 4.0000%  | 0.0000% | $1000.00           | $883.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 4.0000%  | 0.0000% | $12000.00          | $10818.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 4.0000%  | 0.0000% | $1000.00           | $903.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 4.0000%  | 0.0000% | $422475.00         | $391567.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-07-01      | 4.0000%  | 0.0000% | $350994.00         | $341950.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 4.0400%  | 0.0000% | $447713.00         | $386319.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-10-01      | 4.5000%  | 0.0000% | $1501000.00        | $154657.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $560000.00         | $92135.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $113758.00         | $105548.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $31356.00          | $29543.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 4.5000%  | 0.0000% | $40393.00          | $38374.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 4.5000%  | 0.0000% | $950000.00         | $278282.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-07-01      | 4.5000%  | 0.0000% | $100000.00         | $16118.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $53653.00          | $49018.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $3940.00           | $3000.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1376088.00        | $1063270.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-07-01      | 4.5000%  | 0.0000% | $2000.00           | $1353.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-01      | 4.5000%  | 0.0000% | $4076.00           | $3811.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 4.5000%  | 0.0000% | $3411757.00        | $3251131.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $446835.00         | $94602.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1213.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1701.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 5.0000%  | 0.0000% | $4000.00           | $3569.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $952.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $148412.00         | $138530.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $289000.00         | $246257.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $2555742.00        | $2586779.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $19989.00          | $16085.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $673645.00         | $624636.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1722.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $73000.00          | $57338.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $304998.00         | $246048.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $671000.00         | $622168.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $470611.00         | $406006.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $395779.00         | $230607.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $143147.00         | $134838.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $234142.00         | $224105.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $629452.00         | $590729.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $489235.00         | $462303.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $1000.00           | $957.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $252526.00         | $254877.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $540906.00         | $547906.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $25000.00          | $25073.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $2552.00           | $2602.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $5446350.00        | $5553180.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $20000.00          | $15381.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1621339.00        | $1595644.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $10000.00          | $8515.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-02-01      | 6.0000%  | 0.0000% | $1000.00           | $564.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $72949.00          | $69204.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $26903944.00       | $27417002.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $459758.00         | $294016.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $710336.00         | $579421.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $299164.00         | $310131.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-06-01      | 7.0000%  | 0.0000% | $5000.00           | $6.75              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $5070976.00        | $3150651.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 2.0000%  | 0.0000% | $7611416.00        | $4885042.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.0000%  | 0.0000% | $1245122.00        | $790610.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $1806386.00        | $1246568.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $393999.00         | $285088.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 2.5000%  | 0.0000% | $1000.00           | $165.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $7000.00           | $4150.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $2541938.00        | $1947985.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $687533.00         | $470192.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $2416549.00        | $1620117.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $10526.00          | $7984.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1072204.00        | $830706.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $1632734.00        | $1267584.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 3.0000%  | 0.0000% | $7000000.00        | $966960.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-20      | 6.5000%  | 0.0000% | $600000.00         | $645.98            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-04-20      | 6.5000%  | 0.0000% | $50000.00          | $58.62             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-01-20      | 6.5000%  | 0.0000% | $440000.00         | $543.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-06-20      | 6.5000%  | 0.0000% | $51711.00          | $152.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 6.5000%  | 0.0000% | $2720.00           | $37.16             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 7.0000%  | 0.0000% | $1495000.00        | $606875.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $14763294.00       | $8520420.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $3000.00           | $1312.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $189276.00         | $95220.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $4096.00           | $2693.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $4096.00           | $3010.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 7.0000%  | 0.0000% | $1066322.00        | $989109.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $2048.00           | $2082.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1024.00           | $1055.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $2047.00           | $2132.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $690918.00         | $714588.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $38550.00          | $39930.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-20      | 7.0000%  | 0.0000% | $9221533.00        | $3021.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-04-20      | 7.0000%  | 0.0000% | $3227094.00        | $707.93            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-20      | 7.5000%  | 0.0000% | $52866.00          | $16.31             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-11-20      | 8.0000%  | 0.0000% | $8524297.00        | $8012.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $1000.00           | $966.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $1000.00           | $975.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1000.00           | $983.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 5.5000%  | 0.0000% | $1000000.00        | $65305.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 5.5000%  | 0.0000% | $1000.00           | $82.13             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 5.5000%  | 0.0000% | $4525800.00        | $417733.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $1000.00           | $607.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $2000.00           | $1707.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $3040.00           | $2894.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $1000.00           | $962.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $21994.00          | $22270.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1000.00           | $1017.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-07-20      | 5.5000%  | 0.0000% | $95000.00          | $1008.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 5.5000%  | 0.0000% | $474915.00         | $15113.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1000.00           | $917.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1029.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $4000.00           | $3866.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $2016.00           | $2006.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1024.00           | $1023.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1000.00           | $1008.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $3000.00           | $3044.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $62562.00          | $64581.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $10100.00          | $6634.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $451680.00         | $473084.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1050.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1048.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1052.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-06-20      | 6.5000%  | 0.0000% | $300000.00         | $209.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-20      | 3.0000%  | 0.0000% | $35985000.00       | $3184420.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.0000%  | 0.0000% | $1000.00           | $106.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $17118238.00       | $1760060.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 3.0000%  | 0.0000% | $24970036.00       | $2247814.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 3.0000%  | 0.0000% | $29590475.00       | $2912107.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 3.0000%  | 0.0000% | $18326782.00       | $2150996.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 3.0000%  | 0.0000% | $4772000.00        | $544369.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $20663391.00       | $2324126.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-08-20      | 3.0000%  | 0.0000% | $29458971.00       | $3631959.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $24396999.00       | $3425495.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $11778384.00       | $1811989.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $8000.00           | $2028.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $3311200.00        | $1779019.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $1006.00           | $659.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $1038044.00        | $748143.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $98000.00          | $58366.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $2052796.00        | $1663363.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $5000000.00        | $3945704.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $3840720.00        | $1721558.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $1000.00           | $611.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $7818724.00        | $4460643.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 3.0000%  | 0.0000% | $1000.00           | $209.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.3750%  | 0.0000% | $2010666.00        | $1467740.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 3.5000%  | 0.0000% | $4210.00           | $316.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 3.5000%  | 0.0000% | $5345290.00        | $397097.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $48653000.00       | $4812402.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $17813208.00       | $1324735.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $24842500.00       | $1988764.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $10000000.00       | $889325.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $19436705.00       | $1823260.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 3.5000%  | 0.0000% | $17047000.00       | $1591732.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $745998.00         | $69448.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.5000%  | 0.0000% | $13923158.00       | $1955795.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $1000.00           | $566.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $400000.00         | $270553.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1172915.00        | $773463.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $1001.00           | $748.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $104569.00         | $77043.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $1195182.00        | $826977.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $4533907.00        | $3537258.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1039351.00        | $813103.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $1004313.00        | $837838.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $2000.00           | $1447.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1048183.00        | $872984.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 3.5000%  | 0.0000% | $1000.00           | $902.18            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-12-20      | 3.5000%  | 0.0000% | $6023671.00        | $373205.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.6250%  | 0.0000% | $2711967.00        | $2331858.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 4.0000%  | 0.0000% | $32365041.00       | $3217323.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 4.0000%  | 0.0000% | $1000.00           | $66.60             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-20      | 4.0000%  | 0.0000% | $52308796.00       | $4088530.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 4.0000%  | 0.0000% | $23893334.00       | $1949933.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 4.0000%  | 0.0000% | $22491451.00       | $1803904.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 4.0000%  | 0.0000% | $1179352.00        | $100311.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $4058990.00        | $382395.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $692998.00         | $67033.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $21443603.00       | $2134917.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $8201355.00        | $762145.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $4180000.00        | $2973930.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 4.0000%  | 0.0000% | $6000000.00        | $2833369.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $3047166.00        | $2079202.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $7338340.00        | $2777605.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 4.0000%  | 0.0000% | $2612568.00        | $2252416.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $5500761.00        | $4622303.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $4373467.00        | $3279327.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $1156520.00        | $103254.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-02-20      | 4.5000%  | 0.0000% | $49998845.00       | $3185614.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 4.5000%  | 0.0000% | $1000.00           | $75.70             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $25647.00          | $19616.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 4.5000%  | 0.0000% | $4000.00           | $3461.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 4.5000%  | 0.0000% | $2000.00           | $717.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1000.00           | $928.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 4.5000%  | 0.0000% | $1373555.00        | $1297334.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 4.5000%  | 0.0000% | $1024.00           | $976.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 4.5000%  | 0.0000% | $306091.00         | $10879.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-20      | 4.5000%  | 0.0000% | $17402904.00       | $667585.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $1010.00           | $35.89             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 5.0000%  | 0.0000% | $4020.00           | $305.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 5.0000%  | 0.0000% | $1000.00           | $81.08             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 5.0000%  | 0.0000% | $5424983.00        | $497971.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $2080.00           | $124.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 5.0000%  | 0.0000% | $2001.00           | $1359.09           | Agency Mortgage-Backed Securities |

### Security 191: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19VVN0, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP19VVN0_4.37_0805
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2025-09-30      | 0.2500%  | 0.0000% | $22000400.00       | $21865236.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 0.5000%  | 0.0000% | $23958200.00       | $22534012.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 0.6250%  | 0.0000% | $23108300.00       | $21396980.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 0.8750%  | 0.0000% | $20801300.00       | $20201538.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 1.3750%  | 0.0000% | $24964100.00       | $23014685.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-31      | 2.1250%  | 0.0000% | $21079100.00       | $20792459.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-31      | 2.6250%  | 0.0000% | $22172500.00       | $21982880.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 2.6250%  | 0.0000% | $22914000.00       | $22478129.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-31      | 3.0000%  | 0.0000% | $20742000.00       | $20821524.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $17421800.00       | $17132558.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $21593100.00       | $20590096.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-15      | 3.6250%  | 0.0000% | $22981700.00       | $23052091.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 3.8750%  | 0.0000% | $19980400.00       | $20078390.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $19995800.00       | $20055772.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-03-31      | 4.1250%  | 0.0000% | $20207400.00       | $20606071.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $20315700.00       | $20590817.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-30      | 4.6250%  | 0.0000% | $19384800.00       | $20110133.99       | U.S. Treasuries (including strips) |

### Security 192: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 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: ARP19VVO8, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP19VVO8_4.38_0805
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-05
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank              | 2038-10-01      | 1.6250%  | 0.0000% | $500000.00         | $343990.33         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-05-22      | 1.0000%  | 0.0000% | $57000.00          | $52742.71          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-04-27      | 1.0200%  | 0.0000% | $133000.00         | $126728.69         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-09-21      | 1.2300%  | 0.0000% | $250000.00         | $225498.17         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-05-11      | 1.2700%  | 0.0000% | $235000.00         | $213833.83         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-28      | 1.3100%  | 0.0000% | $18607000.00       | $15848180.42       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-21      | 1.4400%  | 0.0000% | $100000.00         | $85523.10          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-02-16      | 1.8000%  | 0.0000% | $140000.00         | $136414.04         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-02-19      | 1.8000%  | 0.0000% | $5000.00           | $4576.76           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2036-08-11      | 1.8000%  | 0.0000% | $2250000.00        | $1716707.25        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2034-05-17      | 1.9100%  | 0.0000% | $160000.00         | $130684.18         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-02-05      | 1.9400%  | 0.0000% | $136000.00         | $122867.90         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-08-01      | 2.3750%  | 0.0000% | $100000.00         | $95335.40          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2049-10-15      | 2.6250%  | 0.0000% | $128000.00         | $80757.39          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-12-18      | 2.0000%  | 0.0000% | $10000.00          | $9424.69           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-10-03      | 2.0700%  | 0.0000% | $30000.00          | $26707.89          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-01-03      | 2.3000%  | 0.0000% | $100000.00         | $96385.59          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-06-12      | 2.5000%  | 0.0000% | $150000.00         | $142686.12         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-04-03      | 2.5300%  | 0.0000% | $70000.00          | $65051.19          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-10-13      | 2.5500%  | 0.0000% | $52000.00          | $51463.05          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-04-05      | 2.6000%  | 0.0000% | $350000.00         | $345392.52         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2025-11-25      | 2.7000%  | 0.0000% | $75000.00          | $74971.80          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-07-16      | 2.7500%  | 0.0000% | $52000.00          | $50834.82          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2034-06-12      | 2.7500%  | 0.0000% | $185000.00         | $162138.64         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2025-11-25      | 2.8000%  | 0.0000% | $100000.00         | $100045.33         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-11-28      | 2.8300%  | 0.0000% | $1000.00           | $970.55            | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2032-04-12      | 2.9000%  | 0.0000% | $1860000.00        | $1729987.03        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-06-29      | 2.9500%  | 0.0000% | $120000.00         | $108623.31         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-02-06      | 3.1250%  | 0.0000% | $15000.00          | $14670.25          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-02-02      | 3.8750%  | 0.0000% | $200000.00         | $203441.07         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-12-10      | 3.8750%  | 0.0000% | $120000.00         | $120383.59         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-04-20      | 3.8750%  | 0.0000% | $22827000.00       | $22892905.99       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-24      | 3.0200%  | 0.0000% | $1015000.00        | $953256.76         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2037-03-30      | 3.0800%  | 0.0000% | $1090000.00        | $937795.31         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-08-24      | 3.1000%  | 0.0000% | $325000.00         | $325825.32         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2032-05-19      | 3.3000%  | 0.0000% | $400000.00         | $380130.80         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-12-14      | 3.3500%  | 0.0000% | $27000.00          | $26648.26          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-03-12      | 3.4800%  | 0.0000% | $15000.00          | $14755.72          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-05-17      | 3.5600%  | 0.0000% | $170000.00         | $162072.18         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2041-03-25      | 3.7500%  | 0.0000% | $1000000.00        | $866789.00         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2044-08-01      | 3.9300%  | 0.0000% | $250000.00         | $213484.00         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-06-23      | 4.3750%  | 0.0000% | $225000.00         | $226433.48         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-04-05      | 4.6250%  | 0.0000% | $35000.00          | $36301.02          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-10-09      | 4.0000%  | 0.0000% | $13510000.00       | $13598906.31       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-10-23      | 4.0000%  | 0.0000% | $5620000.00        | $5646404.01        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2034-09-12      | 4.0000%  | 0.0000% | $109000.00         | $106085.60         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-08-01      | 4.1000%  | 0.0000% | $100000.00         | $99979.90          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-06-11      | 4.2500%  | 0.0000% | $1445000.00        | $1468865.29        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-09-23      | 4.3000%  | 0.0000% | $100000.00         | $102620.99         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-07-27      | 4.5000%  | 0.0000% | $100000.00         | $100346.40         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-03-13      | 4.5000%  | 0.0000% | $50000.00          | $50954.15          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-08-08      | 4.5000%  | 0.0000% | $100000.00         | $102602.00         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-01-16      | 4.7500%  | 0.0000% | $11000.00          | $11307.41          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-02-06      | 5.2000%  | 0.0000% | $24000.00          | $24697.32          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-05-01      | 5.2700%  | 0.0000% | $43000.00          | $45624.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 3.5000%  | 0.0000% | $14657784.00       | $2567474.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-01-01      | 3.5000%  | 0.0000% | $38649795.00       | $28945133.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $166635000.00      | $36164891.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.0000%  | 0.0000% | $65430695.00       | $47128394.27       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $3100000.00        | $2590272.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $22007340.00       | $20874196.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $24246483.00       | $21469894.81       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $13885000.00       | $11655521.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $20880000.00       | $19617570.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $6813765.00        | $3113614.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-03-01      | 2.5000%  | 0.0000% | $60755427.00       | $39680636.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $4456102.00        | $2582326.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $39360269.00       | $25317249.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $4635500.00        | $2594240.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $24254037.00       | $15937782.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $28759280.00       | $18568336.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $3679085.00        | $2605165.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $4958400.00        | $3174547.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $19418831.00       | $3313605.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $39535627.00       | $31457192.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $3314450.00        | $2591619.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 4.0000%  | 0.0000% | $15387425.00       | $2571216.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $7862920.00        | $2532875.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $11845406.00       | $2555830.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.0000%  | 0.0000% | $6389802.00        | $2582239.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $11155324.00       | $2488521.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $7199359.00        | $2392631.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 4.0000%  | 0.0000% | $46500000.00       | $17452715.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $27858246.00       | $21160251.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $62073810.00       | $3136431.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-06-01      | 4.5000%  | 0.0000% | $26502317.00       | $19584113.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $11106986.00       | $2563546.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $194288889.00      | $48764899.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $134699307.00      | $26485990.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 4.5000%  | 0.0000% | $30471399.00       | $26830182.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $32460224.00       | $25292895.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 5.0000%  | 0.0000% | $8833899.00        | $2532808.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $29312422.00       | $19795262.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $30822005.00       | $23517467.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $37975619.00       | $29927146.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $18389363.00       | $15139659.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $28229479.00       | $23076107.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43487272.00       | $38217507.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43024348.00       | $38133450.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $25833207.00       | $19238113.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $29700310.00       | $22867056.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $2513363.00        | $2567252.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $42509035.00       | $31950744.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $24070338.00       | $21336873.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $31705627.00       | $25583850.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $25339446.00       | $23720692.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $22410000.00       | $21808625.58       | Agency Mortgage-Backed Securities |

### Security 193: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 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: ARP19VYD9, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19VYD9_4.43_0807
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $500000.00         | $278764.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-07-01      | 4.0000%  | 0.0000% | $4108576.00        | $465614.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $363000.00         | $279942.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.5000%  | 0.0000% | $5480000.00        | $762850.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 4.8010%  | 0.0000% | $14349600.00       | $14304640.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.5000%  | 0.0000% | $9731568.00        | $8717056.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $220150.00         | $228987.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $53389952.00       | $55399702.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.5000%  | 0.0000% | $75157376.00       | $71147458.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $4000000.00        | $1390661.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $499998.00         | $378134.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-08-01      | 3.5000%  | 0.0000% | $2586252.00        | $113379.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $1289000.00        | $259655.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-01-01      | 4.0000%  | 0.0000% | $6295536.00        | $2604330.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $20000.00          | $17065.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $12000.00          | $6976.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1336800.00        | $1344321.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1455184.00        | $1454554.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1873172.00        | $1909527.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $10525488.00       | $9104038.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $100000.00         | $85850.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $300235.00         | $281543.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $195841.00         | $94536.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $477968384.00      | $303847251.21      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-08-01      | 7.0000%  | 0.0000% | $62991.00          | $606.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 4.9090%  | 0.0000% | $2760000.00        | $1868907.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $915590.00         | $921921.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 5.4100%  | 0.0000% | $14070200.00       | $14287434.51       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 5.5000%  | 0.0000% | $1032340.00        | $1025111.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $4326464.00        | $4363300.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-07-15      | 5.6800%  | 0.0000% | $10000000.00       | $10355513.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $4061880.00        | $4245869.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-15      | 6.5000%  | 0.0000% | $1199970.00        | $20854.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 7.0000%  | 0.0000% | $2217500.00        | $2297401.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1206056.00        | $1136235.84        | Agency Mortgage-Backed Securities |

### Security 194: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.410000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19VYE7, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19VYE7_4.41_0807
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2042-05-15      | 3.2500%  | 0.0000% | $8651300.00        | $7113732.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-07-31      | 4.4449%  | 0.0000% | $243468000.00      | $243455339.70      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-11-30      | 4.3750%  | 0.0000% | $11942000.00       | $12238909.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-08-15      | N/A      | 0.0000% | $1100.00           | $1055.17           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-02-15      | N/A      | 0.0000% | $998100.00         | $870094.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2032-02-15      | N/A      | 0.0000% | $190484879.30      | $144320868.80      | U.S. Treasuries (including strips) |

### Security 195: Natixis SA

- **C.1 - Title:** Natixis SA 4.300000%
- **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: ARP19WJO0, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP19WJO0_4.30_0129
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2029-07-01      | 3.8300%  | 0.0000% | $1007.00           | $979.49            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-07-01      | 3.8300%  | 0.0000% | $1008.00           | $980.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-07-01      | 4.7650%  | 0.0000% | $1000.00           | $1015.29           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $50449607.00       | $43465078.00       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $50932352.00       | $48599109.37       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.29           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 7.0000%  | 0.0000% | $1317.00           | $878.61            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $48.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-11-15      | 1.3750%  | 0.0000% | $400.00            | $253.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-11-15      | 1.6250%  | 0.0000% | $4395400.00        | $2284004.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-11-15      | 2.3750%  | 0.0000% | $200.00            | $127.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $72.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $74.35             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-08-15      | 3.0000%  | 0.0000% | $1200.00           | $865.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2028-04-15      | 3.6250%  | 0.0000% | $4632400.00        | $9875118.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-02-15      | 3.6250%  | 0.0000% | $100.00            | $81.78             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-08-15      | 4.1250%  | 0.0000% | $200.00            | $184.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note      | 2027-01-31      | 4.3839%  | 0.0000% | $100.00            | $99.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note      | 2027-07-31      | 4.4449%  | 0.0000% | $75280000.00       | $75276085.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-12-31      | 1.7500%  | 0.0000% | $1000.00           | $969.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-05-15      | 2.8750%  | 0.0000% | $1300.00           | $1272.89           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-05-31      | 3.7500%  | 0.0000% | $1200.00           | $1195.81           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-07-31      | 3.8750%  | 0.0000% | $200.00            | $199.77            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-12-31      | 4.2500%  | 0.0000% | $100.00            | $100.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-01-31      | 4.2500%  | 0.0000% | $14826800.00       | $15010355.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-11-30      | 4.3750%  | 0.0000% | $6398900.00        | $6557993.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-03-31      | 4.5000%  | 0.0000% | $1300.00           | $1321.45           | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2040-07-13      | 2.1500%  | 0.0000% | $5635000.00        | $3813390.45        | Agency Mortgage-Backed Securities  |

### Security 196: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 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: ARP19WXU0, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP19WXU0_4.39_0801
- **C.18 - Value (incl. sponsor support):** $1000949019.60
- **C.18.a - Value (excl. sponsor support):** $1000949019.60
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $400000000.00      | $255280000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $400000000.00      | $253800000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $520000000.00      | $511888000.00      | U.S. Treasuries (including strips) |

### Security 197: Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp. 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XD48, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP19XD48_4.37_0801
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $297664000.00      | $306000000.00      | U.S. Treasuries (including strips) |

### Security 198: Prudential Legacy Insurance Company of New Jersey

- **C.1 - Title:** Prudential Legacy Insurance Co. of New Jersey 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: ARP19XD55, C.3 - LEI: 5493005NCNV4ZW27HH91, C.5 - Other ID: ARP19XD55_4.39_0801
- **C.18 - Value (incl. sponsor support):** $401965000.00
- **C.18.a - Value (excl. sponsor support):** $401965000.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2044-05-15      | 0.0100%  | 0.0000% | $30000000.00       | $11475000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2038-02-15      | N/A      | 0.0000% | $48000000.00       | $26438400.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 0.0100%  | 0.0000% | $50000000.00       | $21420000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 0.0100%  | 0.0000% | $50000000.00       | $22758750.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-08-15      | 0.0100%  | 0.0000% | $130000000.00      | $65637000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 0.0100%  | 0.0000% | $143000000.00      | $53238900.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-02-15      | N/A      | 0.0000% | $190000000.00      | $98838000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-05-15      | 0.0100%  | 0.0000% | $215000000.00      | $110198250.00      | U.S. Treasuries (including strips) |

### Security 199: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XFE4, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP19XFE4_4.37_0807
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2054-12-25      | 0.0500%  | 0.0000% | $20000000.00       | $23474.92          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0500%  | 0.0000% | $98000000.00       | $130937.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 9.5249%  | 0.0000% | $15108965.00       | $16210407.30       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-07-25      | 1.5855%  | 0.0000% | $52594122.00       | $1159729.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-02-25      | 1.5855%  | 0.0000% | $590000.00         | $23703.55          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-25      | N/A      | 0.0000% | $9719789.00        | $84025.17          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | N/A      | 0.0000% | $350000.00         | $5249.78           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | N/A      | 0.0000% | $10000000.00       | $10973.13          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 0.2861%  | 0.0000% | $6259000.00        | $463187.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-10-25      | N/A      | 0.0000% | $7240773.00        | $238523.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | N/A      | 0.0000% | $22038475.00       | $324760.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $240000.00         | $3493.87           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | N/A      | 0.0000% | $10746342.00       | $9.10              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 1.3500%  | 0.0000% | $30769235.00       | $1287044.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.9000%  | 0.0000% | $70118899.00       | $1617525.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.5500%  | 0.0000% | $45319000.00       | $1224670.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.0500%  | 0.0000% | $30000000.00       | $26936.93          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $60000000.00       | $61671.22          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.8000%  | 0.0000% | $290500000.00      | $7361394.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.7000%  | 0.0000% | $50000000.00       | $953080.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1500%  | 0.0000% | $25000000.00       | $79537.68          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $14000000.00       | $14446.19          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $100000000.00      | $107196.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1000%  | 0.0000% | $4000000.00        | $8579.05           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $65193744.00       | $90346.33          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | N/A      | 0.0000% | $3000000.00        | $42258.79          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | N/A      | 0.0000% | $58746045.00       | $860539.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.8000%  | 0.0000% | $40000000.00       | $1230086.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.1000%  | 0.0000% | $10000000.00       | $22420.22          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.0500%  | 0.0000% | $25000000.00       | $25930.94          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.0500%  | 0.0000% | $10000000.00       | $12487.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.1500%  | 0.0000% | $15000000.00       | $74038.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.4000%  | 0.0000% | $123288348.00      | $5890661.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.5500%  | 0.0000% | $101000000.00      | $2489900.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.6500%  | 0.0000% | $25000000.00       | $660956.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.5000%  | 0.0000% | $85227669.00       | $5021537.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.1000%  | 0.0000% | $73288348.00       | $133495.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.4000%  | 0.0000% | $100000000.00      | $712012.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $1000000.00        | $855.95            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.3500%  | 0.0000% | $25000000.00       | $1120229.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.9500%  | 0.0000% | $50666667.00       | $1696454.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.8000%  | 0.0000% | $98716908.00       | $3727738.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.1000%  | 0.0000% | $20000000.00       | $48392.41          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 4.5000%  | 0.0000% | $100000.00         | $7161.35           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.0500%  | 0.0000% | $38000000.00       | $666640.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $34440000.00       | $96428.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $250000000.00      | $556370.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.0500%  | 0.0000% | $140560000.00      | $143314.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $20958000.00       | $41885.34          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $13758000.00       | $27740.49          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.0500%  | 0.0000% | $28158000.00       | $57082.83          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.0500%  | 0.0000% | $51000000.00       | $51345.90          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $13000000.00       | $261059.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 6.0000%  | 0.0000% | $416666.00         | $123283.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 2.0000%  | 0.0000% | $16745500.00       | $946646.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 4.5000%  | 0.0000% | $18231129.00       | $2808590.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 3.5000%  | 0.0000% | $15318176.00       | $2010358.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-01-25      | 2.1355%  | 0.0000% | $45489327.00       | $450340.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 1.6855%  | 0.0000% | $25931200.00       | $27207.75          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 0.0700%  | 0.0000% | $3500000.00        | $6911.04           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-03-25      | 1.5355%  | 0.0000% | $14655000.00       | $2365.88           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-04-25      | 2.0855%  | 0.0000% | $6300000.00        | $221.87            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 1.1500%  | 0.0000% | $200000000.00      | $7094161.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 1.6797%  | 0.0000% | $129352688.00      | $1105194.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | N/A      | 0.0000% | $220148321.00      | $3654301.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | N/A      | 0.0000% | $10000000.00       | $136030.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 7.8750%  | 0.0000% | $1475348.00        | $1375422.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.5500%  | 0.0000% | $2504910.00        | $159681.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-06-25      | 1.5855%  | 0.0000% | $500000.00         | $13437.55          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-07-25      | 2.1355%  | 0.0000% | $100000.00         | $633.28            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.7500%  | 0.0000% | $50000000.00       | $1458616.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.0500%  | 0.0000% | $9650000.00        | $11326.65          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.6500%  | 0.0000% | $31339944.00       | $970796.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.4500%  | 0.0000% | $25000000.00       | $633952.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.1500%  | 0.0000% | $50000000.00       | $143610.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-10-25      | 1.5355%  | 0.0000% | $108035496.00      | $282205.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.1855%  | 0.0000% | $2483600.00        | $23621.31          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0500%  | 0.0000% | $15000000.00       | $20082.72          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-02-25      | 1.4436%  | 0.0000% | $86271611.00       | $34458.48          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-12-25      | 2.7955%  | 0.0000% | $37000000.00       | $14695.41          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-12-25      | 0.3855%  | 0.0000% | $3795000.00        | $74876.35          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-12-25      | 2.7855%  | 0.0000% | $41059127.00       | $480196.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 0.0800%  | 0.0000% | $5000000.00        | $15681.81          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 2.6800%  | 0.0000% | $50000000.00       | $4477343.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 0.1000%  | 0.0000% | $26000000.00       | $96817.91          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-07-25      | 1.5355%  | 0.0000% | $3918472.00        | $1981.77           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 4.5000%  | 0.0000% | $887397.00         | $119621.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.0500%  | 0.0000% | $32358563.00       | $48626.41          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 7.5000%  | 0.0000% | $1499999.00        | $203935.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-10-25      | 0.1800%  | 0.0000% | $82660000.00       | $2150668.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-07-25      | 1.5355%  | 0.0000% | $11332652.00       | $52426.84          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.1000%  | 0.0000% | $35000000.00       | $1600240.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 4.0000%  | 0.0000% | $773716.00         | $126180.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 0.0500%  | 0.0000% | $55425000.00       | $56669.08          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 2.0560%  | 0.0000% | $40188047.00       | $106332.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 1.8500%  | 0.0000% | $17439040.00       | $1099959.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-25      | 1.7931%  | 0.0000% | $23972632.00       | $169846.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.6800%  | 0.0000% | $71726826.00       | $1597120.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.0500%  | 0.0000% | $47000000.00       | $62528.87          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-12-25      | 1.6355%  | 0.0000% | $90636161.00       | $492286.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-01-25      | 1.5855%  | 0.0000% | $107999191.00      | $726163.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-02-20      | 0.6129%  | 0.0000% | $100761583.00      | $3980471.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 0.5927%  | 0.0000% | $299410649.00      | $16491338.09       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | N/A      | 0.0000% | $6105679.00        | $3914092.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-11-20      | 1.8837%  | 0.0000% | $200004241.00      | $4209142.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-03-20      | 0.1138%  | 0.0000% | $122219195.00      | $3786160.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.9520%  | 0.0000% | $175000000.00      | $3672883.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.6112%  | 0.0000% | $100000000.00      | $4069773.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.6020%  | 0.0000% | $110000000.00      | $4735192.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.8020%  | 0.0000% | $150000000.00      | $4512922.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-01-20      | 1.7507%  | 0.0000% | $67881202.00       | $3913252.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-02-20      | 0.5524%  | 0.0000% | $62457148.00       | $3820203.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 2.7520%  | 0.0000% | $77564189.00       | $4468129.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 6.4944%  | 0.0000% | $18181819.00       | $17993757.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-02-20      | 2.4082%  | 0.0000% | $114911184.00      | $4099524.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-16      | 0.9601%  | 0.0000% | $66500000.00       | $4077386.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.9020%  | 0.0000% | $40000000.00       | $3780682.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.9020%  | 0.0000% | $60000000.00       | $4037853.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.3020%  | 0.0000% | $20552631.00       | $948130.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-20      | 1.5520%  | 0.0000% | $230000000.00      | $3718490.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.3020%  | 0.0000% | $50000000.00       | $4263118.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.3020%  | 0.0000% | $42600000.00       | $4620101.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.3020%  | 0.0000% | $85000000.00       | $4621372.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.1020%  | 0.0000% | $160000000.00      | $10165710.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.0020%  | 0.0000% | $100000000.00      | $3690642.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2520%  | 0.0000% | $124053571.00      | $4499742.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.1020%  | 0.0000% | $165833333.00      | $12276381.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 9.0121%  | 0.0000% | $60000000.00       | $59577150.17       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.9982%  | 0.0000% | $60591231.00       | $4313915.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 2.7020%  | 0.0000% | $45801545.00       | $4003091.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.7520%  | 0.0000% | $138965659.00      | $7020629.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-07-16      | 0.7358%  | 0.0000% | $250089269.00      | $17284932.06       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-25      | 1.7570%  | 0.0000% | $6389030.00        | $617873.51         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 5.0000%  | 0.0000% | $4014534.00        | $3498609.52        | Agency Mortgage-Backed Securities         |
| U.S. Treasury Note                       | 2033-08-15      | 3.8750%  | 0.0000% | $3959100.00        | $3930417.65        | U.S. Treasuries (including strips)        |
| Federal National Mortgage Association    | 2040-11-25      | 4.5000%  | 0.0000% | $85388316.00       | $92275.86          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-12-25      | 3.0000%  | 0.0000% | $2095610.00        | $865.81            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-01-25      | 3.0000%  | 0.0000% | $1903513.00        | $1460.34           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 2.0000%  | 0.0000% | $5514000.00        | $219081.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 6.5000%  | 0.0000% | $2307692.00        | $410820.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-02-25      | 6.0000%  | 0.0000% | $5003750.00        | $864143.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.0000%  | 0.0000% | $23485876.00       | $1189499.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 4.0000%  | 0.0000% | $10755965.00       | $1430163.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 1.5000%  | 0.0000% | $9875259.00        | $324723.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.7000%  | 0.0000% | $101300000.00      | $2916790.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 1.3000%  | 0.0000% | $50000000.00       | $2240093.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $28277076.00       | $5571587.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $2599846.00        | $562493.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-12-25      | 6.0000%  | 0.0000% | $1639442.00        | $94317.30          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $317536.00         | $2180.18           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $6640923.00        | $1323966.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 6.0000%  | 0.0000% | $1888374.00        | $445658.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-03-25      | 6.0000%  | 0.0000% | $5014375.00        | $797954.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 6.5000%  | 0.0000% | $465568.00         | $50967.40          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 6.0000%  | 0.0000% | $3333333.00        | $662766.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-11-25      | 5.5000%  | 0.0000% | $1109363.00        | $161074.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-11-25      | 6.0000%  | 0.0000% | $872750.00         | $178209.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-07-15      | 1.0459%  | 0.0000% | $5000000.00        | $23612.01          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-02-15      | 1.9759%  | 0.0000% | $300000.00         | $745.73            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-07-15      | 2.6759%  | 0.0000% | $300000000.00      | $50807.05          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-05-15      | 1.5759%  | 0.0000% | $18300000.00       | $1375.08           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-02-15      | 1.2959%  | 0.0000% | $100000000.00      | $12057.95          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-01-15      | 1.7759%  | 0.0000% | $100000.00         | $243.43            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-08-15      | 2.1959%  | 0.0000% | $34114911.00       | $63936.54          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2056-08-15      | 1.6459%  | 0.0000% | $725000.00         | $42783.13          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-03-15      | 4.5000%  | 0.0000% | $549928.00         | $86808.99          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-07-15      | 7.5000%  | 0.0000% | $610063.00         | $8.14              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-06-15      | 5.5000%  | 0.0000% | $2588780.00        | $1663.71           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-15      | 2.5000%  | 0.0000% | $3000000.00        | $1432.62           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-15      | 3.0000%  | 0.0000% | $1883562.00        | $887.86            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-10-15      | 3.0000%  | 0.0000% | $4594014.00        | $2473.76           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 4.5000%  | 0.0000% | $33732666.00       | $2618.40           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 3.5000%  | 0.0000% | $1400000.00        | $19746.14          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-06-15      | 3.5000%  | 0.0000% | $700000.00         | $101.73            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 4.0000%  | 0.0000% | $100000.00         | $12.61             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-11-15      | 4.5000%  | 0.0000% | $19622220.00       | $7041.44           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-09-15      | 4.0000%  | 0.0000% | $42584000.00       | $390350.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-05-15      | 4.0000%  | 0.0000% | $1526332.00        | $0.78              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | 3.5000%  | 0.0000% | $36552141.00       | $1065.66           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-15      | 4.0000%  | 0.0000% | $41186629.00       | $583343.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-15      | 4.0000%  | 0.0000% | $14160125.00       | $121579.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-06-15      | 5.0000%  | 0.0000% | $3700300.00        | $5789.92           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-04-15      | 4.0000%  | 0.0000% | $38065500.00       | $538647.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-12-15      | 4.5000%  | 0.0000% | $43363802.00       | $394260.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-11-15      | 4.0000%  | 0.0000% | $23334500.00       | $210867.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 4.0000%  | 0.0000% | $16768000.00       | $306011.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-06-15      | 4.0000%  | 0.0000% | $2724812.00        | $48300.55          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 4.0000%  | 0.0000% | $13582636.00       | $28170.10          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-11-15      | 2.1106%  | 0.0000% | $220339174.00      | $483231.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-12-15      | 2.1401%  | 0.0000% | $101180763.00      | $305640.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-01-15      | 2.0022%  | 0.0000% | $2700000.00        | $11750.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-09-15      | 2.1720%  | 0.0000% | $105496846.00      | $936897.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-12-15      | 2.1093%  | 0.0000% | $71407604.00       | $655981.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-08-15      | 2.0625%  | 0.0000% | $73541048.00       | $974766.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 2.0827%  | 0.0000% | $69118725.00       | $807077.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-07-15      | 2.0868%  | 0.0000% | $60881642.00       | $719240.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-04-15      | 2.2720%  | 0.0000% | $46189538.00       | $859380.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-08-15      | 2.5511%  | 0.0000% | $36240765.00       | $717551.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-01-15      | 2.0373%  | 0.0000% | $30143347.00       | $904548.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 1.6428%  | 0.0000% | $22833470.00       | $901487.91         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-25      | 1.3500%  | 0.0000% | $115413355.00      | $819.67            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-01-25      | 0.0625%  | 0.0000% | $100000000.00      | $2813.92           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-25      | 1.4356%  | 0.0000% | $39412051.00       | $1242841.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 1.9256%  | 0.0000% | $53208165.00       | $314181.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-01-25      | 2.7000%  | 0.0000% | $277000000.00      | $1283473.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 1.4000%  | 0.0000% | $160000000.00      | $6583802.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | N/A      | 0.0000% | $105000000.00      | $364667.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.0500%  | 0.0000% | $1000000.00        | $3110.59           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | N/A      | 0.0000% | $12500000.00       | $56033.84          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.2500%  | 0.0000% | $3500000.00        | $29766.67          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | 0.0425%  | 0.0000% | $710330958.00      | $367134.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 1.4855%  | 0.0000% | $67238023.00       | $378501.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 1.4000%  | 0.0000% | $150000.00         | $13014.81          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 3.7500%  | 0.0000% | $26901946.00       | $1746564.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-03-25      | 1.2996%  | 0.0000% | $250997935.00      | $6897.01           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-07-25      | 0.4474%  | 0.0000% | $175000000.00      | $228114.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 3.0561%  | 0.0000% | $83532611.00       | $106482.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-09-25      | 0.0270%  | 0.0000% | $225000000.00      | $21765.82          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.8500%  | 0.0000% | $50000000.00       | $2002260.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | 2.7500%  | 0.0000% | $59438675.00       | $3489410.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | 0.9000%  | 0.0000% | $20000000.00       | $830805.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 1.8854%  | 0.0000% | $2315436.00        | $8088.63           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 1.5855%  | 0.0000% | $640000.00         | $21547.20          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.6000%  | 0.0000% | $47618946.00       | $1686144.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-04-25      | 0.1459%  | 0.0000% | $2181819.00        | $593161.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.1000%  | 0.0000% | $47618946.00       | $145619.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.1000%  | 0.0000% | $60034424.00       | $167832.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-04-25      | 1.9755%  | 0.0000% | $19753086.00       | $1297.32           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-06-25      | 1.5855%  | 0.0000% | $475000.00         | $11851.60          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | N/A      | 0.0000% | $10000000.00       | $4002.49           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-12-25      | 5.2873%  | 0.0000% | $156262.00         | $13889.48          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.2500%  | 0.0000% | $25050000.00       | $959200.38         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.6000%  | 0.0000% | $55043060.00       | $1574029.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 1.9855%  | 0.0000% | $127428571.00      | $960143.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.1500%  | 0.0000% | $25000000.00       | $113651.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 1.9855%  | 0.0000% | $54250000.00       | $278980.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-10-25      | 0.0593%  | 0.0000% | $19252093.00       | $45321.25          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5500%  | 0.0000% | $18831661.00       | $1282225.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.0500%  | 0.0000% | $104766702.00      | $3113034.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 2.1868%  | 0.0000% | $2095000.00        | $6565.86           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | N/A      | 0.0000% | $15000000.00       | $12831.52          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | N/A      | 0.0000% | $15000000.00       | $258045.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $10000000.00       | $727664.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $10617723.00       | $150207.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 1.0000%  | 0.0000% | $40003900.00       | $2023314.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.1000%  | 0.0000% | $15000000.00       | $50888.96          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 1.5500%  | 0.0000% | $90200000.00       | $4630165.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.7500%  | 0.0000% | $55500000.00       | $2396291.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.1000%  | 0.0000% | $5500000.00        | $16767.71          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-25      | 1.9317%  | 0.0000% | $2800000.00        | $12106.01          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-08-25      | 2.0254%  | 0.0000% | $22170021.00       | $75467.12          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | 2.1855%  | 0.0000% | $3050000.00        | $693.13            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.5500%  | 0.0000% | $1841091.00        | $56835.57          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 1.8717%  | 0.0000% | $19404255.00       | $311799.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-06-25      | 0.5389%  | 0.0000% | $141290325.00      | $2270365.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | N/A      | 0.0000% | $120000000.00      | $17743.60          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-01-25      | 1.3514%  | 0.0000% | $19000000.00       | $199747.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-25      | 1.2814%  | 0.0000% | $11140460.00       | $474173.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 1.1316%  | 0.0000% | $4059992.00        | $200379.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | 0.5325%  | 0.0000% | $4051000.00        | $52968.89          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-25      | 0.2615%  | 0.0000% | $45750000.00       | $307287.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-01-25      | 1.5960%  | 0.0000% | $13400000.00       | $685719.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-11-25      | 0.2743%  | 0.0000% | $25000000.00       | $71524.81          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-10-25      | 1.1175%  | 0.0000% | $13940000.00       | $427937.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-08-25      | 1.4192%  | 0.0000% | $10000000.00       | $414749.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-07-25      | 0.4314%  | 0.0000% | $28871368.00       | $267337.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-08-25      | 1.8782%  | 0.0000% | $23867706.00       | $1001521.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-10-25      | 0.6242%  | 0.0000% | $55100000.00       | $140710.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-01-25      | 0.6375%  | 0.0000% | $20000000.00       | $303298.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-03-25      | 1.1442%  | 0.0000% | $7000000.00        | $244061.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-03-25      | 1.2459%  | 0.0000% | $10000000.00       | $251301.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-08-25      | 1.4956%  | 0.0000% | $105056777.00      | $197998.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.5932%  | 0.0000% | $180000000.00      | $4094735.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 0.8194%  | 0.0000% | $102669056.00      | $4431202.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.9935%  | 0.0000% | $67661449.00       | $3885941.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-16      | 0.7521%  | 0.0000% | $89281428.00       | $4532830.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-02-20      | 1.8053%  | 0.0000% | $89030436.00       | $3896283.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.5000%  | 0.0000% | $41217632.00       | $3071249.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 6.0000%  | 0.0000% | $3208976.00        | $667672.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-10-25      | 3.5000%  | 0.0000% | $8567142.00        | $293883.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 1.5000%  | 0.0000% | $1433333.00        | $35883.10          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-25      | 2.0000%  | 0.0000% | $8669750.00        | $195119.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-03-25      | 1.5000%  | 0.0000% | $3386667.00        | $57197.53          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | 1.5000%  | 0.0000% | $3582500.00        | $97030.94          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 1.5000%  | 0.0000% | $7208741.00        | $144494.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 1.5000%  | 0.0000% | $6312704.00        | $126480.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.5000%  | 0.0000% | $1355833.00        | $29577.24          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.5000%  | 0.0000% | $1000000.00        | $21771.22          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.0000%  | 0.0000% | $23225500.00       | $1307218.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $9368625.00        | $378078.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 1.5000%  | 0.0000% | $1941667.00        | $68235.01          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 1.5000%  | 0.0000% | $5582999.00        | $196200.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.0000%  | 0.0000% | $1069375.00        | $40778.57          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $2067500.00        | $91092.87          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.0000%  | 0.0000% | $49115750.00       | $3586846.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.0000%  | 0.0000% | $4544250.00        | $332390.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.0000%  | 0.0000% | $3756000.00        | $188350.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 3.5000%  | 0.0000% | $135714.00         | $10288.57          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-12-25      | 3.0000%  | 0.0000% | $165000.00         | $11033.13          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 3.2500%  | 0.0000% | $3909409.00        | $812466.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 6.0000%  | 0.0000% | $1997638.00        | $265370.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 7.0000%  | 0.0000% | $10168993.00       | $1498611.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $7301500.00        | $1200816.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.1500%  | 0.0000% | $14500000.00       | $61148.73          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.0500%  | 0.0000% | $40000000.00       | $40422.08          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 8.1000%  | 0.0000% | $100000.00         | $95863.94          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.1500%  | 0.0000% | $94600000.00       | $496173.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.1500%  | 0.0000% | $30000000.00       | $127586.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $185000000.00      | $2028397.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $75000000.00       | $142335.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $55000000.00       | $79530.88          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $17000000.00       | $25968.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $126000000.00      | $178341.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.2500%  | 0.0000% | $1000000.00        | $7236.69           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $25000000.00       | $35432.86          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $15000000.00       | $46111.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.2000%  | 0.0000% | $40000000.00       | $224102.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $42000000.00       | $60050.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $78195000.00       | $111576.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.5500%  | 0.0000% | $7602292.00        | $125237.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 1.7500%  | 0.0000% | $25007250.00       | $1829636.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.5500%  | 0.0000% | $2916667.00        | $47667.87          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $150000000.00      | $157587.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.5500%  | 0.0000% | $34173615.00       | $562819.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $395000000.00      | $4094689.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $80000000.00       | $180511.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 2.6500%  | 0.0000% | $16050000.00       | $1510065.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $195000000.00      | $576607.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1000%  | 0.0000% | $178313000.00      | $532745.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $15000000.00       | $51272.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $100000000.00      | $204331.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 0.6500%  | 0.0000% | $102718523.00      | $4057826.63        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | N/A      | 0.0000% | $5911924.00        | $4423800.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-09-25      | 3.0000%  | 0.0000% | $15216884.00       | $6711.77           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-09-25      | 4.0000%  | 0.0000% | $1300000.00        | $0.37              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $6818750.00        | $287274.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.0000%  | 0.0000% | $2562500.00        | $139512.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.0000%  | 0.0000% | $437500.00         | $23728.48          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 6.0000%  | 0.0000% | $1325000.00        | $274498.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-25      | 6.0000%  | 0.0000% | $886250.00         | $117674.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 6.0000%  | 0.0000% | $3149613.00        | $426421.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | N/A      | 0.0000% | $2711668.00        | $2023750.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-02-25      | 3.0000%  | 0.0000% | $2077997.00        | $1107.42           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 5.0000%  | 0.0000% | $30105600.00       | $9797.47           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-01-25      | 0.2897%  | 0.0000% | $345000.00         | $2791.19           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-12-25      | 0.2019%  | 0.0000% | $100000000.00      | $966300.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-02-25      | 0.3189%  | 0.0000% | $121467388.00      | $1054142.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 1.8957%  | 0.0000% | $4075000.00        | $209596.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-08-25      | 0.8982%  | 0.0000% | $12500000.00       | $317358.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-07-25      | 0.8848%  | 0.0000% | $14000000.00       | $412986.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-08-25      | 1.3801%  | 0.0000% | $12800000.00       | $384377.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-12-25      | 0.7634%  | 0.0000% | $86641645.00       | $277385.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-12-25      | 1.7666%  | 0.0000% | $12900000.00       | $464575.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-06-25      | 1.0385%  | 0.0000% | $97117972.00       | $1619172.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 0.8189%  | 0.0000% | $100000000.00      | $1526242.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $4153750.00        | $173108.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $378125.00         | $25832.79          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 3.0000%  | 0.0000% | $574833.00         | $52999.43          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-01-25      | 3.5000%  | 0.0000% | $7142857.00        | $5190.96           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 6.5000%  | 0.0000% | $192308.00         | $13010.93          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | 4.5000%  | 0.0000% | $8456959.00        | $21779.48          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $253750.00         | $17031.02          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-03-25      | 3.0000%  | 0.0000% | $3500000.00        | $3299.11           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 3.5000%  | 0.0000% | $14062714.00       | $52119.84          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 5.0000%  | 0.0000% | $679882.00         | $453.05            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 4.0000%  | 0.0000% | $6950958.00        | $621127.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 7.0000%  | 0.0000% | $357141.00         | $45491.38          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 2.0500%  | 0.0000% | $15000000.00       | $636656.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 1.2997%  | 0.0000% | $29850000.00       | $849660.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 7.5000%  | 0.0000% | $898802.00         | $80545.86          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 1.3500%  | 0.0000% | $59474698.00       | $2183037.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 0.8000%  | 0.0000% | $25000000.00       | $1001237.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 2.6500%  | 0.0000% | $60000000.00       | $2939023.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 2.0000%  | 0.0000% | $30254955.00       | $1186903.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $184615.00         | $21497.35          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $87654791.00       | $54365.77          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $5000000.00        | $3101.12           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.8000%  | 0.0000% | $43000000.00       | $2717244.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $52441115.00       | $51801.66          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.2000%  | 0.0000% | $15000000.00       | $56473.33          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $1000000.00        | $1673.51           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.9500%  | 0.0000% | $60000000.00       | $1857118.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.5500%  | 0.0000% | $20000000.00       | $608889.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.0000%  | 0.0000% | $25000000.00       | $1082410.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.2000%  | 0.0000% | $10000000.00       | $54430.32          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.1000%  | 0.0000% | $10000000.00       | $27149.36          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.0500%  | 0.0000% | $1000000.00        | $1049.53           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.0500%  | 0.0000% | $15000000.00       | $20325.92          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | N/A      | 0.0000% | $50000000.00       | $2882.49           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.1500%  | 0.0000% | $81760575.00       | $186168.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $20000000.00       | $22648.20          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $44000000.00       | $54364.92          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.5500%  | 0.0000% | $75000000.00       | $5280130.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.2000%  | 0.0000% | $10000000.00       | $693788.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.7000%  | 0.0000% | $42760023.00       | $2663141.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.3000%  | 0.0000% | $1000000.00        | $5317.39           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0800%  | 0.0000% | $25000000.00       | $31926.90          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0500%  | 0.0000% | $18000000.00       | $17313.35          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.1000%  | 0.0000% | $25000000.00       | $50861.58          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0500%  | 0.0000% | $2000000.00        | $2894.50           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.0000%  | 0.0000% | $2000000.00        | $261646.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.4500%  | 0.0000% | $10625546.00       | $482535.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.7500%  | 0.0000% | $47400308.00       | $847732.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.1000%  | 0.0000% | $25000000.00       | $22590.91          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $20500308.00       | $9273.98           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $22000308.00       | $9940.14           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.2000%  | 0.0000% | $35000000.00       | $107350.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.0500%  | 0.0000% | $25000000.00       | $19152.58          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.0500%  | 0.0000% | $39000000.00       | $87236.97          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.6000%  | 0.0000% | $92208232.00       | $3802622.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.2500%  | 0.0000% | $26136191.00       | $464355.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.1700%  | 0.0000% | $28433000.00       | $874577.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.0500%  | 0.0000% | $74139548.00       | $1148116.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 6.5000%  | 0.0000% | $23502923.00       | $4825231.46        | Agency Collateralized Mortgage Obligation |

### Security 200: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 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: ARP19XFF1, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP19XFF1_4.36_0801
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2050-08-15      | 1.3750%  | 0.0000% | $815936000.00      | $403509928.85      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-15      | 3.8750%  | 0.0000% | $766714000.00      | $774998768.02      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-05-15      | N/A      | 0.0000% | $2991400.00        | $2894565.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2025-08-15      | N/A      | 0.0000% | $68057824.26       | $67949408.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2025-11-15      | N/A      | 0.0000% | $86065404.67       | $85026939.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-05-15      | N/A      | 0.0000% | $509824000.00      | $493630970.10      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-08-15      | N/A      | 0.0000% | $36243046.40       | $34766867.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $42455040.00       | $40316579.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-05-15      | N/A      | 0.0000% | $125521920.00      | $116901074.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-05-15      | N/A      | 0.0000% | $24568832.00       | $20251965.37       | U.S. Treasuries (including strips) |

### Security 201: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XFG9, C.3 - LEI: NQQ6HPCNCCU6, C.5 - Other ID: ARP19XFG9_4.37_0807
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-05-20      | 2.8520%  | 0.0000% | $50000000.00       | $2553755.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 1.6520%  | 0.0000% | $41666065.00       | $2661285.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.7332%  | 0.0000% | $42998198.00       | $2878588.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.0520%  | 0.0000% | $100000000.00      | $2652271.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.2020%  | 0.0000% | $70000000.00       | $2952475.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.8520%  | 0.0000% | $41396770.00       | $1417768.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.8020%  | 0.0000% | $11031630.00       | $482055.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-16      | 4.2500%  | 0.0000% | $25500000.00       | $2081794.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $38196774.00       | $3252598.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $20579689.00       | $2305785.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-09-25      | 1.5855%  | 0.0000% | $67482958.00       | $2858055.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 1.5855%  | 0.0000% | $61023860.00       | $1398897.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-09-25      | 0.9500%  | 0.0000% | $200000000.00      | $8404217.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.0000%  | 0.0000% | $81760575.00       | $2275600.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 2.6500%  | 0.0000% | $100000000.00      | $6471958.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.3500%  | 0.0000% | $135827942.00      | $4025732.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.8000%  | 0.0000% | $225000000.00      | $5865839.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 0.7000%  | 0.0000% | $305000000.00      | $7105186.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 1.5000%  | 0.0000% | $76849463.00       | $4420248.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.0500%  | 0.0000% | $150000000.00      | $6340239.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.0500%  | 0.0000% | $100000000.00      | $5282752.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.5000%  | 0.0000% | $76870741.00       | $4634232.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | N/A      | 0.0000% | $300350000.00      | $4872235.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 2.7124%  | 0.0000% | $67897666.00       | $7091915.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 1.5307%  | 0.0000% | $150000000.00      | $9788118.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 1.1361%  | 0.0000% | $25000000.00       | $1354633.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $25000000.00       | $1947883.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.5000%  | 0.0000% | $24961538.00       | $4843994.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 6.0000%  | 0.0000% | $3802596.00        | $688247.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-03-15      | 1.5459%  | 0.0000% | $30959344.00       | $2615465.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 1.6000%  | 0.0000% | $109383481.00      | $6266510.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 2.6500%  | 0.0000% | $57048000.00       | $2512773.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 2.6500%  | 0.0000% | $250000000.00      | $12815379.30       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-09-25      | 1.5855%  | 0.0000% | $78844345.00       | $3379917.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-25      | 0.9500%  | 0.0000% | $310000000.00      | $14357407.36       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.5391%  | 0.0000% | $49499688.00       | $2142421.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 0.0624%  | 0.0000% | $50000000.00       | $1200619.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 2.6744%  | 0.0000% | $12600000.00       | $1266548.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.5057%  | 0.0000% | $36067619.00       | $3400922.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 0.2000%  | 0.0000% | $25200000.00       | $252991.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-10-25      | 1.7355%  | 0.0000% | $117305846.00      | $2675731.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5500%  | 0.0000% | $75000000.00       | $3029838.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 6.5000%  | 0.0000% | $29508844.00       | $5355772.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 3.0000%  | 0.0000% | $52605499.00       | $5536326.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 4.0000%  | 0.0000% | $93952418.00       | $11087859.86       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.5000%  | 0.0000% | $35649200.00       | $3935381.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.5000%  | 0.0000% | $40187600.00       | $2814316.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 2.5745%  | 0.0000% | $13000000.00       | $97928.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 1.6349%  | 0.0000% | $182500000.00      | $3405777.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-11-20      | 1.2045%  | 0.0000% | $72500000.00       | $2311200.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 0.9288%  | 0.0000% | $35000000.00       | $854516.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-12-20      | 2.3687%  | 0.0000% | $15068715.00       | $250653.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.6349%  | 0.0000% | $74768000.00       | $1991563.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.7093%  | 0.0000% | $50000000.00       | $1745318.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-11-20      | 2.1122%  | 0.0000% | $21500000.00       | $1090934.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-03-20      | 0.2329%  | 0.0000% | $37155000.00       | $976211.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | N/A      | 0.0000% | $50000000.00       | $31467.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $148687743.00      | $135650.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $100000000.00      | $33614.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-07-20      | 0.0190%  | 0.0000% | $64199705.00       | $1298788.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-07-20      | 0.0118%  | 0.0000% | $74679076.00       | $1962234.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-10-20      | 0.2953%  | 0.0000% | $40000000.00       | $1529086.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $30000000.00       | $3957146.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $50000000.00       | $486236.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $85000000.00       | $461567.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | N/A      | 0.0000% | $100000000.00      | $916981.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 0.4062%  | 0.0000% | $31000000.00       | $1520714.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 1.9220%  | 0.0000% | $50013993.00       | $2201869.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 1.8520%  | 0.0000% | $44444445.00       | $3354450.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.4020%  | 0.0000% | $42550629.00       | $1792993.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.9520%  | 0.0000% | $48016843.00       | $2422849.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.2020%  | 0.0000% | $100000000.00      | $1793797.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.3520%  | 0.0000% | $80000000.00       | $2088413.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.6020%  | 0.0000% | $100000000.00      | $2633561.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.6020%  | 0.0000% | $75000000.00       | $2493294.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3520%  | 0.0000% | $100000000.00      | $2144885.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.6520%  | 0.0000% | $100000000.00      | $2694544.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3520%  | 0.0000% | $100000000.00      | $2145044.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.3520%  | 0.0000% | $100000000.00      | $2145044.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.0520%  | 0.0000% | $100000000.00      | $1331191.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.5520%  | 0.0000% | $75000000.00       | $1983731.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.7020%  | 0.0000% | $60000000.00       | $2604898.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.4933%  | 0.0000% | $64110827.00       | $3608180.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.0020%  | 0.0000% | $122495781.00      | $2449106.90        | Agency Collateralized Mortgage Obligation |

### Security 202: 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: ARP19XFH7, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP19XFH7_4.35_0807
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-06-20      | 4.5000%  | 0.0000% | $2000.00           | $1907.19           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1000.00           | $985.54            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $2513578.00        | $2532304.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1004.85           | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2031-09-01      | 1.3040%  | 0.0000% | $50230000.00       | $43256723.24       | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2031-03-01      | 1.6670%  | 0.0000% | $16000000.00       | $12257505.93       | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2033-01-01      | 2.1300%  | 0.0000% | $175000.00         | $22018.29          | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2036-10-01      | 2.2100%  | 0.0000% | $1925000.00        | $622818.84         | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2036-03-01      | 2.5000%  | 0.0000% | $2861000.00        | $765893.72         | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2044-06-01      | 2.7700%  | 0.0000% | $1732000.00        | $957420.89         | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2034-11-01      | 2.8000%  | 0.0000% | $9256000.00        | $1794909.58        | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2035-09-01      | 2.8200%  | 0.0000% | $2200000.00        | $484592.77         | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2037-03-01      | 3.0400%  | 0.0000% | $2000000.00        | $570910.08         | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2031-03-01      | 4.0900%  | 0.0000% | $375000.00         | $31619.71          | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2032-09-01      | 4.2620%  | 0.0000% | $93370000.00       | $79990403.22       | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2029-05-01      | 4.4300%  | 0.0000% | $1200000.00        | $38696.80          | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2047-12-01      | 4.7100%  | 0.0000% | $24124000.00       | $21243628.69       | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2029-02-01      | 4.7600%  | 0.0000% | $2900000.00        | $103462.27         | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2035-09-25      | 4.9600%  | 0.0000% | $6335000.00        | $6307941.42        | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2035-03-01      | 4.9630%  | 0.0000% | $44400000.00       | $45350721.17       | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2050-06-01      | 5.1000%  | 0.0000% | $22000000.00       | $22288053.33       | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2050-05-01      | 5.1200%  | 0.0000% | $7500000.00        | $7602308.33        | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2033-03-01      | 5.1680%  | 0.0000% | $177515000.00      | $165707956.17      | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2033-09-01      | 5.6880%  | 0.0000% | $70025000.00       | $66200406.92       | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2035-07-25      | 5.8000%  | 0.0000% | $14435000.00       | $14742231.62       | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2028-12-01      | 6.2200%  | 0.0000% | $804000.00         | $16935.12          | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2037-03-25      | 6.2500%  | 0.0000% | $1550000.00        | $340019.59         | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2035-06-25      | 6.5000%  | 0.0000% | $14105000.00       | $14243257.28       | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2049-11-25      | 6.8250%  | 0.0000% | $21770000.00       | $22772115.09       | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2049-03-25      | 7.3250%  | 0.0000% | $105000.00         | $80507.14          | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2042-08-25      | 7.3250%  | 0.0000% | $17000000.00       | $17995490.47       | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2029-07-25      | 7.8250%  | 0.0000% | $16584495.00       | $1288427.65        | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2050-01-25      | 8.0550%  | 0.0000% | $9525000.00        | $10474742.72       | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2031-02-25      | 8.1320%  | 0.0000% | $3856941.00        | $1270743.33        | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2049-07-25      | 8.2610%  | 0.0000% | $26450000.00       | $27682356.00       | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2035-03-25      | 8.2800%  | 0.0000% | $12845000.00       | $13346420.45       | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2031-07-25      | 8.8240%  | 0.0000% | $17360663.00       | $6434015.58        | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2032-02-25      | 8.8490%  | 0.0000% | $13040819.00       | $6367148.95        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2033-08-15      | 3.8750%  | 0.0000% | $2804500.00        | $2784182.35        | U.S. Treasuries (including strips) |

### Security 203: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.340000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: ARP19XFR5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19XFR5_4.34_0202
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 204: Norinchukin Bank (New York Branch)

- **C.1 - Title:** Norinchukin Bank (New York Branch) 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: ARP19XFU8, C.3 - LEI: 549300KQZJBM, C.5 - Other ID: ARP19XFU8_4.36_0807
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2031-11-30      | 4.1250%  | 0.0000% | $505344700.00      | $510000081.90      | U.S. Treasuries (including strips) |

### Security 205: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XFX2, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP19XFX2_4.37_0807
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2053-08-01      | 5.5000%  | 0.0000% | $101797823.00      | $82593981.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2054-06-01      | 6.5000%  | 0.0000% | $188260318.00      | $175124823.09      | Agency Mortgage-Backed Securities |

### Security 206: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XFY0, C.3 - LEI: KB1H1DSPRFMY, C.5 - Other ID: ARP19XFY0_4.37_0807
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $1003.00           | $187.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $65474825.00       | $14612371.63       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.0000%  | 0.0000% | $1134.00           | $247.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.0000%  | 0.0000% | $2031.00           | $472.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $3075000.00        | $2152201.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1245.00           | $337.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $209.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-12-01      | 4.0000%  | 0.0000% | $14036480.00       | $3175659.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $1024.00           | $235.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.0000%  | 0.0000% | $1024.00           | $228.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $1135.00           | $339.57            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2036-10-06      | 2.0800%  | 0.0000% | $1000.00           | $768.20            | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2032-04-12      | 2.9000%  | 0.0000% | $570000.00         | $528282.02         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2037-06-12      | 3.6250%  | 0.0000% | $10000.00          | $8925.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-08-01      | 5.1900%  | 0.0000% | $4000.00           | $4044.41           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.0000%  | 0.0000% | $7230.00           | $3495.89           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.5000%  | 0.0000% | $8076440.00        | $4181325.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $95247458.00       | $63691498.23       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-01-02      | 3.0000%  | 0.0000% | $4781824.00        | $915495.75         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.5000%  | 0.0000% | $73631181.00       | $62813656.53       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-04-01      | 3.5000%  | 0.0000% | $255373.00         | $220796.61         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 3.5000%  | 0.0000% | $5024.00           | $457.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 4.0000%  | 0.0000% | $1022.00           | $116.41            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 4.5000%  | 0.0000% | $32002.00          | $5158.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $88887727.00       | $62177160.50       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $3626984.00        | $3223853.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $4000.00           | $3120.19           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $235307328.00      | $202355144.82      | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $2094.00           | $1535.74           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.5000%  | 0.0000% | $8002.00           | $6898.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $47540037.00       | $42499893.16       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $1076.00           | $870.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $886.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.5000%  | 0.0000% | $4000.00           | $3571.55           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $4000.00           | $3892.13           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 7.0000%  | 0.0000% | $4000.00           | $4033.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $2001.00           | $1294.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $2007.00           | $1273.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $2002.00           | $1321.53           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $635.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $560.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 2.0000%  | 0.0000% | $4797621.00        | $3727779.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $19216747.00       | $14240159.87       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-12-01      | 2.0000%  | 0.0000% | $1000.00           | $627.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-01-01      | 2.0000%  | 0.0000% | $1000.00           | $640.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-02-01      | 2.0000%  | 0.0000% | $1039.00           | $665.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 2.0000%  | 0.0000% | $1046.00           | $679.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1029.00           | $695.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $1021.00           | $669.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $545.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $15874204.00       | $10052432.78       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1020.00           | $274.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1005.00           | $489.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $1002.00           | $616.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 3.0000%  | 0.0000% | $1001.00           | $675.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 3.0000%  | 0.0000% | $3112085.00        | $1662007.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1001.00           | $608.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $621.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $196.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $2002.00           | $981.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1001.00           | $348.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1029.00           | $602.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 3.0000%  | 0.0000% | $2258564.00        | $1349919.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $472806.00         | $323543.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-03-01      | 3.0000%  | 0.0000% | $1002.00           | $671.73            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 3.5000%  | 0.0000% | $3128.00           | $474.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-10-01      | 3.5000%  | 0.0000% | $17294019.00       | $2655547.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 3.5000%  | 0.0000% | $29655901.00       | $8599357.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-07-01      | 3.5000%  | 0.0000% | $12206328.00       | $1627874.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-08-01      | 3.5000%  | 0.0000% | $95278.00          | $18027.81          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $2979264.00        | $1089059.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-06-01      | 3.5000%  | 0.0000% | $1020.00           | $351.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $1000.00           | $309.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $1136.00           | $376.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $1039.00           | $291.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 3.5000%  | 0.0000% | $1054.00           | $452.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $1034.00           | $329.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $13243310.00       | $3140842.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $1462.00           | $650.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $1030.00           | $263.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-10-01      | 3.5000%  | 0.0000% | $1083.00           | $221.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1025.00           | $695.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $69500000.00       | $60875861.19       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $7725778.00        | $6820790.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $2308817.00        | $1244805.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $1000.00           | $621.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 3.5000%  | 0.0000% | $1261.00           | $347.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-11-01      | 3.5000%  | 0.0000% | $98000000.00       | $5664786.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-11-01      | 4.0000%  | 0.0000% | $56930480.00       | $14884477.82       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-04-01      | 4.0000%  | 0.0000% | $1219.00           | $205.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $1230.00           | $298.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $1537.00           | $376.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 4.0000%  | 0.0000% | $1054.00           | $539.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-03-01      | 4.0000%  | 0.0000% | $1204.00           | $1092.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $2194000.00        | $1637173.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-06-01      | 4.5000%  | 0.0000% | $1032.00           | $265.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-06-01      | 4.5000%  | 0.0000% | $1028.00           | $287.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $1029.00           | $269.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $1005.00           | $291.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $1008.00           | $297.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1108.00           | $796.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $1019.00           | $750.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $287.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $1049.00           | $276.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $1019.00           | $241.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $1066.00           | $231.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $1005.00           | $283.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $1034.00           | $280.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $1007.00           | $275.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-02-01      | 4.5000%  | 0.0000% | $3710.00           | $690.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $4317479.00        | $3425161.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $3027574.00        | $2458996.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $9694118.00        | $800370.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $6009448.00        | $4726335.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1008.00           | $691.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1003.00           | $593.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $1027.00           | $766.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $1217.00           | $831.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1021.00           | $708.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $681.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $37632120.00       | $27906750.59       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $82513512.00       | $55160451.63       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 5.0000%  | 0.0000% | $2104.00           | $1959.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $2754050.00        | $2515772.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $1024.00           | $950.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $4400285.00        | $4207805.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $10610066.00       | $8913278.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1001.00           | $804.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $1075.00           | $904.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0920%  | 0.0000% | $3362499.00        | $2940577.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2028-03-01      | 5.5000%  | 0.0000% | $464810.00         | $1659.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1502.00           | $1463.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1491982.00        | $1490999.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $1007.00           | $943.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $2710059.00        | $2124098.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $44332956.00       | $34416046.32       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1022.00           | $745.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $3627241.00        | $3243773.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $2629864.00        | $1860276.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $3132000.00        | $2879134.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $8509312.00        | $6750761.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $37204712.00       | $35707611.89       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $5122464.00        | $4502399.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1070.00           | $974.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1024.00           | $918.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1074598.00        | $1076329.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $1084.00           | $805.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $1280.00           | $1105.36           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $399441.00         | $256702.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $3238537.00        | $3348314.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 6.0000%  | 0.0000% | $7751579.00        | $6475574.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $843.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $1020.00           | $776.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $6250000.00        | $5240526.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $781.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $5257791.00        | $4604960.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $1024.00           | $916.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $63162356.00       | $55139763.54       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $1024.00           | $800.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $1622.00           | $1343.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $6937000.00        | $6086281.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $1107.00           | $794.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $6286693.00        | $4950712.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-01-01      | 6.5000%  | 0.0000% | $36880.00          | $122.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-02-01      | 6.5000%  | 0.0000% | $1721.00           | $79.65             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $1005.00           | $498.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $1019.00           | $746.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $3690138.00        | $3277814.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $1019.00           | $689.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.5000%  | 0.0000% | $3038.00           | $1733.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1001.00           | $805.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $700000.00         | $659836.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $7150428.00        | $7010112.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $3066276.00        | $2555130.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.5000%  | 0.0000% | $1002.00           | $595.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $1001.00           | $506.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $1639765.00        | $1371507.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $1001.00           | $728.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $1040.00           | $907.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $6104.00           | $5206.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $2001.00           | $1360.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-10-01      | 6.5000%  | 0.0000% | $207000.00         | $1953.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $14040201.00       | $8568234.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $4110000.00        | $2908162.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $2038.00           | $1350.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 7.0000%  | 0.0000% | $978688.00         | $683300.36         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $7069162.00        | $3293154.26        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $987378.00         | $626783.88         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-06-20      | 3.0000%  | 0.0000% | $160516000.00      | $18637687.62       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-07-20      | 3.5000%  | 0.0000% | $1000.00           | $123.11            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $8957.00           | $6299.76           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $1004.00           | $100.26            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $5568.00           | $247.84            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $16561918.00       | $12397809.30       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $2013160.00        | $1514622.58        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $32319495.00       | $30085293.68       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-06-15      | 5.0000%  | 0.0000% | $1024.00           | $24.82             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1000.00           | $977.01            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $2965699.00        | $2170785.79        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $9000.00           | $9324.24           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 6.0000%  | 0.0000% | $1390798.00        | $1407352.24        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $22543.00          | $23209.85          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $3718210.00        | $3843777.67        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1024.00           | $1055.30           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1008.00           | $1042.34           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1024.00           | $1054.29           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $3228678.00        | $3308826.70        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $10003.00          | $10298.91          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $22002.00          | $22729.14          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $20002.00          | $20593.68          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $2933600.00        | $2958808.91        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $11210.00          | $11374.59          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-12-20      | 6.0000%  | 0.0000% | $2711866.00        | $2592270.42        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-01-20      | 6.0000%  | 0.0000% | $1004.00           | $971.86            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-09-20      | 6.0000%  | 0.0000% | $2437725.00        | $2259305.71        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-10-20      | 6.0000%  | 0.0000% | $2179626.00        | $1486369.28        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-10-20      | 6.0000%  | 0.0000% | $2170633.00        | $1658327.49        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-10-20      | 6.0000%  | 0.0000% | $2999363.00        | $2139525.72        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $2000.00           | $2062.23           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1010.00           | $1045.15           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $139378.00         | $143500.94         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-06-20      | 6.0000%  | 0.0000% | $1821780.00        | $1843193.50        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $8000.00           | $8377.57           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $8001.00           | $8388.38           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $22184.00          | $23045.10          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $1000.00           | $1036.38           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-01-20      | 7.0000%  | 0.0000% | $1268528.00        | $900234.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 7.0000%  | 0.0000% | $1000.00           | $1034.82           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.5000%  | 0.0000% | $22187.00          | $24062.38          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2025-09-23      | N/A      | 0.0000% | $1914800.00        | $1902564.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-02-15      | 1.0000%  | 0.0000% | $62700.00          | $59719.41          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-02-15      | 1.3750%  | 0.0000% | $100.00            | $115.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-02-15      | 2.0000%  | 0.0000% | $900.00            | $526.99            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-11-15      | 3.0000%  | 0.0000% | $1800.00           | $1361.56           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-08-15      | 3.1250%  | 0.0000% | $300.00            | $237.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-02-15      | 4.2500%  | 0.0000% | $200.00            | $182.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-05-15      | 4.3750%  | 0.0000% | $200.00            | $192.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2037-05-15      | 5.0000%  | 0.0000% | $1801300.00        | $1908677.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-31      | 0.5000%  | 0.0000% | $15100.00          | $14104.27          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $92.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $91.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-02-15      | 1.5000%  | 0.0000% | $200.00            | $181.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-15      | 1.6250%  | 0.0000% | $1394200.00        | $1538047.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-01-31      | 1.7500%  | 0.0000% | $300.00            | $279.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $97.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-15      | 2.0000%  | 0.0000% | $200.00            | $195.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-04-15      | 2.1250%  | 0.0000% | $100.00            | $107.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-02-28      | 2.5000%  | 0.0000% | $2700.00           | $2699.92           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $95.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-08-15      | 4.3750%  | 0.0000% | $600.00            | $613.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-02-28      | 4.6250%  | 0.0000% | $100.00            | $102.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2053-02-15      | N/A      | 0.0000% | $2200000.00        | $560447.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2025-08-15      | N/A      | 0.0000% | $3609799.53        | $3603655.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-08-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2036-11-15      | N/A      | 0.0000% | $248.32            | $146.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2052-02-15      | N/A      | 0.0000% | $3010.57           | $780.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2042-05-15      | N/A      | 0.0000% | $17.50             | $7.46              | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2051-10-01      | 4.0000%  | 0.0000% | $1000.00           | $270.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $5753876.00        | $4333094.70        | Agency Mortgage-Backed Securities  |

### Security 207: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XH44, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP19XH44_4.37_0801
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Bank of New York - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $197.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $1024.00           | $231.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $1024.00           | $146.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $148.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $525.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $285.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $257.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $506.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $234.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $181.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $974.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $812.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1116.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $1000.00           | $396.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $375.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $49762759.00       | $7287058.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $1008.00           | $188.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $786.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 3.5000%  | 0.0000% | $6000.00           | $2528.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 3.5000%  | 0.0000% | $1008.00           | $490.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.5000%  | 0.0000% | $1024.00           | $655.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $670.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $6000.00           | $4638.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $1000.00           | $724.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $6000.00           | $4395.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $748.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $1024.00           | $760.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $86.25             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1008.00           | $237.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $109.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-07-01      | 4.0000%  | 0.0000% | $1007.00           | $144.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $646.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 2.0000%  | 0.0000% | $1024.00           | $630.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 2.0000%  | 0.0000% | $1024.00           | $572.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-09-01      | 2.0000%  | 0.0000% | $1024.00           | $560.10            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 2.0000%  | 0.0000% | $1119.00           | $681.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-08-01      | 2.5000%  | 0.0000% | $1008.00           | $661.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 3.5000%  | 0.0000% | $1000.00           | $775.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $750.53            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.0000%  | 0.0000% | $1000.00           | $766.06            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $834.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1008.00           | $770.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-11-01      | 4.0000%  | 0.0000% | $14049.00          | $290.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $165.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $395.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $188.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $235.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $201.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $1008.00           | $240.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $125.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $264.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $2000.00           | $376.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-03-01      | 4.0000%  | 0.0000% | $1024.00           | $380.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-12-01      | 4.0000%  | 0.0000% | $2000.00           | $569.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 4.0000%  | 0.0000% | $1000.00           | $350.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $4032.00           | $2981.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $731.72            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $617.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.0000%  | 0.0000% | $1024.00           | $789.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.0000%  | 0.0000% | $1024.00           | $757.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $4000.00           | $2955.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 4.0000%  | 0.0000% | $1000.00           | $830.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $875.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $302.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $110.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $2000.00           | $666.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $375.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $377.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $181.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $186.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $615.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $101.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $254.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $438.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $196.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $292.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $381.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $88.23             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $949.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $294.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $301.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $264.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $257.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $468.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $2000.00           | $466.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $219.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $538.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $149.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $922.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $2024.00           | $1508.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1641.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1644.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1260.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1523.61           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1830.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-06-01      | 4.5000%  | 0.0000% | $1000.00           | $273.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1024.00           | $782.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $1280.00           | $987.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $820.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $1008.00           | $825.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $6000.00           | $4961.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $862.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $17076240.00       | $15770946.60       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $940.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $979.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $896.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $980.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $973.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $95.55             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $93.14             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $654.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $711.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $836.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $684.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1761.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $4653.00           | $2283.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1547.90           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1094.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1443.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1548.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $833.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1490.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1615.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $708.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $566.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $794.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $610.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1613.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2002.00           | $1505.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $620.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $370.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1411.71           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1201.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1787.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $660.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $806.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $922.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4175.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $762.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1008.00           | $798.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $781.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $804.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $6000.00           | $4921.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $1024.00           | $904.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $752.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $2106.00           | $1891.72           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $799.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $900.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1024.00           | $919.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1024.00           | $905.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $862.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $900.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-10-01      | 5.0000%  | 0.0000% | $1000.00           | $762.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 5.0000%  | 0.0000% | $1024.00           | $977.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $966.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.5000%  | 0.0000% | $4096.00           | $2904.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.5000%  | 0.0000% | $1024.00           | $649.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $23532288.00       | $19553661.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $743.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $743.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $725.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $866.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $800.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1024.00           | $828.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1024.00           | $848.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $5000.00           | $4178.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1024.00           | $814.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1008.00           | $822.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $806.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $876.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $902.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1037.00           | $892.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1024.00           | $841.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1024.00           | $852.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1008.00           | $902.14            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $846.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1008.00           | $807.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $4000.00           | $3153.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $853.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $1008.00           | $869.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1056.00           | $913.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2038-05-01      | 5.5000%  | 0.0000% | $1000.00           | $750.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $878.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $1024.00           | $907.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $896.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $810.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $26892840.00       | $20700503.58       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $2042.00           | $1513.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $899.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $830.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1008.00           | $895.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $4000.00           | $3421.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $864.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $843.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $1008.00           | $921.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $905.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $85841214.00       | $77791709.34       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2555.14           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $1000.00           | $902.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 5.5000%  | 0.0000% | $1000.00           | $901.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2812.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $933.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $863.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $962.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $18075665.00       | $17741392.38       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $1024.00           | $18.14             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $1024.00           | $7.81              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-02-01      | 6.0000%  | 0.0000% | $1024.00           | $12.86             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-10-01      | 6.0000%  | 0.0000% | $1036.00           | $2.61              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $579.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1116.00           | $988.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1023.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $995.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $927.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $904.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1025.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1018.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1021.67           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1013.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $913.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.57           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1513.39           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1034.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $942.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $795.91            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1453.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $987.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $724.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $457.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1553.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1279.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $563.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $708.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1504.63           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1624.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $700.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $765.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $615.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2008.98           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1024.00           | $623.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $59413830.00       | $36804185.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $3041.00           | $1612.34           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $550.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $3024.00           | $1568.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $556.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $532.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $563.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1040.00           | $605.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1024.00           | $557.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $605.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $562.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $555.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $615.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $578.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $577.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $577.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $568.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $607.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $580.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $562.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $549.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $543.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $563.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $243885588.00      | $139539633.83      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $111090759.00      | $62972420.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $1120.00           | $645.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 2.0000%  | 0.0000% | $237106062.00      | $140300724.79      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-06-01      | 2.0000%  | 0.0000% | $1024.00           | $608.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $8000.00           | $4531.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $1024.00           | $605.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $241454763.00      | $135978178.71      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $250468288.00      | $145692565.84      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $1024.00           | $576.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $1040.00           | $586.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $564.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $1120.00           | $622.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $1024.00           | $592.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $574.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $1024.00           | $602.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $2000.00           | $1097.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-06-01      | 2.0000%  | 0.0000% | $4842.00           | $2681.15           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-09-01      | 2.0000%  | 0.0000% | $1000.00           | $572.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-09-01      | 2.0000%  | 0.0000% | $1024.00           | $589.21            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-09-01      | 2.0000%  | 0.0000% | $2144.00           | $1342.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-07-01      | 2.0000%  | 0.0000% | $1024.00           | $557.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-07-01      | 2.0000%  | 0.0000% | $1120.00           | $632.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-08-01      | 2.0000%  | 0.0000% | $1000.00           | $619.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-08-01      | 2.0000%  | 0.0000% | $1024.00           | $556.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-10-01      | 2.0000%  | 0.0000% | $1024.00           | $583.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $6000.00           | $3938.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $417.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $27584.00          | $12564.20          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $1000.00           | $600.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $582.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $584.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $1024.00           | $567.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $1024.00           | $577.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $1024.00           | $551.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $1024.00           | $540.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $237464751.00      | $135818945.64      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1324.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $580.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $1280.00           | $725.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $56922281.00       | $32511500.78       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-04-01      | 2.5000%  | 0.0000% | $224149338.00      | $141724731.41      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $3000.00           | $1756.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $678.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-05-01      | 2.5000%  | 0.0000% | $1024.00           | $558.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-04-01      | 2.5000%  | 0.0000% | $1000.00           | $578.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $1040.00           | $614.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $1024.00           | $572.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $250450951.00      | $145620470.70      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-05-01      | 2.5000%  | 0.0000% | $1024.00           | $573.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-05-01      | 2.5000%  | 0.0000% | $1120.00           | $637.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $639.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2036-06-01      | 2.5000%  | 0.0000% | $1024.00           | $578.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $4000.00           | $2431.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $646.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $5000.00           | $3276.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $688.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $641.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $135.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $1023.00           | $230.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $1024.00           | $147.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $143.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $853.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $331.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 3.0000%  | 0.0000% | $2000.00           | $697.48            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $667.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $334.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $384.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $2000.00           | $908.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-12-01      | 3.0000%  | 0.0000% | $1004.00           | $207.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $1024.00           | $487.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $1024.00           | $578.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1708.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $1024.00           | $724.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $1024.00           | $733.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $6000.00           | $3864.09           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $1024.00           | $704.27            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1008.00           | $723.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-04-01      | 3.5000%  | 0.0000% | $1023.00           | $239.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $171.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $348.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $1024.00           | $194.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-10-01      | 3.5000%  | 0.0000% | $1008.00           | $214.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2028-11-01      | 3.5000%  | 0.0000% | $1000.00           | $72.07             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $161.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $275.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $767.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $39538240.00       | $36935642.02       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $925.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $850.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.0000%  | 0.0000% | $24290830.00       | $19970786.38       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $38841040.00       | $36935645.26       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $857.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $839.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $54963776.00       | $54863437.50       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $21024640.00       | $21150736.36       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $974.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1000.00           | $994.28            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $2359.00           | $2362.46           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 7.0000%  | 0.0000% | $20096934.00       | $19859661.36       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-12-01      | 1.5000%  | 0.0000% | $1007.00           | $510.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 1.5000%  | 0.0000% | $1000.00           | $519.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-01      | 1.5000%  | 0.0000% | $1008.00           | $548.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 1.5000%  | 0.0000% | $1000.00           | $548.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-04-01      | 1.5000%  | 0.0000% | $1601358.00        | $898052.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $1000.00           | $956.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $865.68            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 5.0000%  | 0.0000% | $1024.00           | $852.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $20921216.00       | $19458114.78       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $20870563.00       | $20187827.86       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $887.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $870.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $973.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $929.52            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $791.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $995.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $787.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $865.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $822.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $599.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1314.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $711.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1942.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $901.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1290.26           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $908.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1068.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1596.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $705.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1849.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1969.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $872.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $900.15            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $700.69            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $869.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $879.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 5.5000%  | 0.0000% | $1000.00           | $756.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1648.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1291.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $722.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1035.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $766.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $720.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $6000.00           | $4823.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 6.0000%  | 0.0000% | $1024.00           | $614.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $1008.00           | $843.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $1001.00           | $901.08            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $900.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $1024.00           | $872.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $22031072.00       | $16873479.74       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $678.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $777.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $854.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $843.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $810.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $788.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $916.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $869.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $71467659.00       | $64986057.11       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $5107.00           | $3942.02           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $858.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $6499797.00        | $5612817.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $3000.00           | $2433.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $1024.00           | $888.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $887.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $890.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $3024.00           | $2587.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $865.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $904.01            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $951.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $2272520.00        | $2013278.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.0000%  | 0.0000% | $59543888.00       | $52479799.40       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $5000.00           | $4095.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 6.0000%  | 0.0000% | $1024.00           | $898.16            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $888.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $20511831.00       | $19597423.17       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $20383168.00       | $19850135.02       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $940.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $778.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $2512.00           | $2267.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $1024.00           | $953.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $746.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.75           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $888.29            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1620.59           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1791.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1034.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $818.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1723.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $676.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1535.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $704.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1028.85           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $829.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2018.00           | $1525.44           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $709.60            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $533.38            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 6.5000%  | 0.0000% | $1008.00           | $791.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $778.50            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-02-01      | 6.5000%  | 0.0000% | $1000.00           | $701.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 6.5000%  | 0.0000% | $1000.00           | $728.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $719.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $738.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $6000.00           | $4543.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1024.00           | $800.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $794.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $2000.00           | $1567.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $875.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $837.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $791.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1008.00           | $889.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1024.00           | $879.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $850.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $3000.00           | $2561.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $877.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $2048.00           | $1623.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $693.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $1034.00           | $857.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $10022.00          | $9367.28           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $3024.00           | $2584.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $1000.00           | $875.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $1024.00           | $792.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $61666631.00       | $54176217.88       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $421.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $76968472.00       | $37963402.54       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $1024.00           | $703.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1008.00           | $610.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $1024.00           | $550.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $219200438.00      | $135547907.40      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $503.98            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $517.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $531.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $138543779.00      | $74003996.95       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $545.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $72821970.00       | $38026259.13       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $497.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $494.64            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $2560.00           | $1514.27           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $547.49            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1024.00           | $526.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $3233.00           | $1688.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1024.00           | $571.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1134.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1068.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $986.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 7.0000%  | 0.0000% | $1008.00           | $867.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $896.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 7.0000%  | 0.0000% | $4000.00           | $3395.69           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-12-01      | 8.5000%  | 0.0000% | $1000.00           | $8.99              | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2027-10-15      | 3.8750%  | 0.0000% | $12195900.00       | $12327683.43       | U.S. Treasuries (including strips) |

### Security 208: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XH51, C.3 - LEI: N/A, C.5 - Other ID: ARP19XH51_4.36_0801
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Northern Trust Co. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $50000000.00       | $51046872.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49291664.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $50982504.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49291664.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $50982504.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $50982504.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49291664.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49291664.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49291664.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49291664.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-01      | 4.1250%  | 0.0000% | $50000000.00       | $50124997.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $26600000.00       | $27156936.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49291664.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49291664.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49291664.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $65499996.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $50982504.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $50982504.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49291664.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49291664.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49291664.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49291664.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $34520500.00       | $34031457.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 4.1250%  | 0.0000% | $48720000.00       | $49677352.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49291664.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $50982504.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 4.1250%  | 0.0000% | $50000000.00       | $50982504.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49291664.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 1.8750%  | 0.0000% | $50000000.00       | $48827273.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $65499996.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $65499996.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 1.8750%  | 0.0000% | $50000000.00       | $48827273.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $50000000.00       | $65499996.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $9610300.00        | $12589492.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 1.8750%  | 0.0000% | $50000000.00       | $48827273.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 1.8750%  | 0.0000% | $4750000.00        | $4638590.99        | U.S. Treasuries (including strips) |

### Security 209: JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XH69, C.3 - LEI: N/A, C.5 - Other ID: ARP19XH69_4.37_0801
- **C.18 - Value (incl. sponsor support):** $5350000000.00
- **C.18.a - Value (excl. sponsor support):** $5350000000.00
- **C.19 - Percentage of Net Assets:** 3.1300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2047-03-20      | 5.5000%  | 0.0000% | $693492.00         | $36045.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 5.5000%  | 0.0000% | $636386.00         | $98726.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 5.5000%  | 0.0000% | $8100000.00        | $710061.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 5.5000%  | 0.0000% | $56699.00          | $16804.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-07-20      | 5.5000%  | 0.0000% | $856160.00         | $555209.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $80018000.00       | $57907465.26       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 5.5000%  | 0.0000% | $1000000.00        | $147887.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-06-20      | 5.5000%  | 0.0000% | $1578369.00        | $1225603.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-02-20      | 5.5000%  | 0.0000% | $906738.00         | $780980.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-04-15      | 5.5000%  | 0.0000% | $22211.00          | $22565.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-20      | 5.5000%  | 0.0000% | $600751.00         | $595261.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $10963318.00       | $10894069.74       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $4250523.00        | $4294287.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1048214.00        | $1056074.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $12897159.00       | $12993712.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $5335337.00        | $5375449.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1549660.00        | $1558879.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $2103481.00        | $2119244.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $2322226.00        | $2339156.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $13726724.00       | $13843597.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $8723644.00        | $8707890.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $8282980.00        | $8344992.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $7370223.00        | $7424793.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $10415432.00       | $10504112.45       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $4932510.00        | $4974507.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $3938084.00        | $3971614.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $10028319.00       | $10113703.45       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-03-15      | 5.6000%  | 0.0000% | $2795589.00        | $2880043.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-15      | 5.7000%  | 0.0000% | $164036.00         | $170199.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-02-15      | 5.7200%  | 0.0000% | $319845.00         | $330805.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-20      | 5.7500%  | 0.0000% | $1969427.00        | $103403.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 5.7500%  | 0.0000% | $203245.00         | $6557.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-03-15      | 5.8200%  | 0.0000% | $2318791.00        | $2428297.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-11-20      | 5.8750%  | 0.0000% | $3030533.00        | $351485.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-01-15      | 5.9200%  | 0.0000% | $257279.00         | $269685.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.0000%  | 0.0000% | $860801.00         | $869976.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-20      | 6.0000%  | 0.0000% | $45528644.00       | $37902342.51       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 6.0000%  | 0.0000% | $600000.00         | $76147.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $62605550.00       | $53770189.35       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 6.0000%  | 0.0000% | $1046802.00        | $387696.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-03-20      | 6.0000%  | 0.0000% | $1713213.00        | $1114629.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.0000%  | 0.0000% | $1301346.00        | $830381.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $783304491.00      | $697032146.38      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-06-20      | 6.0000%  | 0.0000% | $5995243.00        | $3400985.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1789831.00        | $1459552.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $8486456.00        | $8741861.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $59690.00          | $60656.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $5651083.00        | $5780799.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1145909.00        | $1171481.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $2081209.00        | $2131500.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1372896.00        | $1403292.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $2002768.00        | $2042493.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $5378189.00        | $5483003.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $223756.00         | $230430.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-11-20      | 6.0000%  | 0.0000% | $665401.00         | $672127.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $9062602.00        | $9120761.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $3184810.00        | $3230555.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1721106.00        | $1776797.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $359666.00         | $369292.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $2308707.00        | $2351801.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $2453503.00        | $2526082.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-02-15      | 6.3600%  | 0.0000% | $397584.00         | $421954.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-12-20      | 6.3750%  | 0.0000% | $1771470.00        | $305619.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $743540.00         | $600023.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1178290.00        | $1233899.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $762030.00         | $764783.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-15      | 6.5000%  | 0.0000% | $5999577.00        | $44098.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-11-20      | 6.5000%  | 0.0000% | $35940311.00       | $33988.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-20      | 6.5000%  | 0.0000% | $212610.00         | $106107.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $672372.00         | $343851.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $1251673.00        | $649192.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.5000%  | 0.0000% | $1771923.00        | $848387.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $50000000.00       | $37425278.96       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $2265352.00        | $1364599.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-07-20      | 6.5000%  | 0.0000% | $4746861.00        | $1605108.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $5343424.00        | $5225716.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1231416.00        | $1006093.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $1126113.00        | $728528.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 6.5000%  | 0.0000% | $19612.00          | $20091.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $596798.00         | $612320.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1095869.00        | $577093.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-05-20      | 6.5000%  | 0.0000% | $31144.00          | $31877.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $24484061.00       | $21960145.04       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $1032544.00        | $1086360.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 6.5000%  | 0.0000% | $12810.00          | $13121.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-08-20      | 6.5000%  | 0.0000% | $7676.00           | $7864.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $109845.00         | $50331.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1365248.00        | $1436008.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.5000%  | 0.0000% | $1420731.00        | $1132659.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $1675332.00        | $1705838.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $431905.00         | $428624.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $2274229.00        | $2363963.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $68320.00          | $70022.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-11-20      | 6.5000%  | 0.0000% | $375051.00         | $384496.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 6.5000%  | 0.0000% | $52127.00          | $46193.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $656585.00         | $682523.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $974612.00         | $1014016.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1494052.00        | $1568376.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1279107.00        | $1336035.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2887326.00        | $3013998.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2035928.00        | $2125273.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1161864.00        | $1211855.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 6.5000%  | 0.0000% | $821212.00         | $843061.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $7074166.00        | $7480023.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1288580.00        | $1358788.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $2455033.00        | $2521257.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $10102932.00       | $10554984.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1132720.00        | $1200528.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1089288.00        | $1137380.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $167213.00         | $171801.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2370812.00        | $2474658.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $2466469.00        | $2534748.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 6.5000%  | 0.0000% | $1021161.00        | $1065545.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $5313826.00        | $5544734.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $10032168.00       | $10469757.75       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1221790.00        | $1278375.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-04-20      | 6.5000%  | 0.0000% | $120961.00         | $123361.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 6.6250%  | 0.0000% | $637901.00         | $44151.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $2112690.00        | $2187332.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $10447491.00       | $11114984.54       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-20      | 7.0000%  | 0.0000% | $53725.00          | $9417.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 7.0000%  | 0.0000% | $2023266.00        | $2023387.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $1626416.00        | $1384573.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $692226.00         | $511212.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1131066.00        | $1184235.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $1358734.00        | $608935.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $700000.00         | $473795.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-04-15      | 3.4100%  | 0.0000% | $42928.00          | $37809.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 3.5000%  | 0.0000% | $100000.00         | $10017.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-12-15      | 3.5000%  | 0.0000% | $2008650.00        | $742009.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 3.5000%  | 0.0000% | $3554542.00        | $366139.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-09-20      | 3.5000%  | 0.0000% | $51046472.00       | $4461113.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $1260000.00        | $124630.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-20      | 3.5000%  | 0.0000% | $100000.00         | $6433.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $2000000.00        | $65166.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-07-20      | 3.5000%  | 0.0000% | $1050000.00        | $118768.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $68432000.00       | $10309753.06       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 3.5000%  | 0.0000% | $4274865.00        | $1798599.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $1250070.00        | $818311.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-01-20      | 3.5000%  | 0.0000% | $70172.00          | $48305.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-01-20      | 3.5000%  | 0.0000% | $474955.00         | $342129.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $112000.00         | $44283.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $200000.00         | $38730.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-15      | 3.5000%  | 0.0000% | $125000.00         | $19165.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 3.5000%  | 0.0000% | $3000000.00        | $467304.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-20      | 3.5000%  | 0.0000% | $1038856.00        | $913123.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 4.0000%  | 0.0000% | $3000000.00        | $69731.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 4.0000%  | 0.0000% | $26820064.00       | $21619216.82       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 4.0000%  | 0.0000% | $1527254.00        | $1348136.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $3081130.00        | $2610243.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 4.0000%  | 0.0000% | $27129.00          | $7281.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 4.0000%  | 0.0000% | $32000.00          | $16331.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $1131023.00        | $954526.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 4.0000%  | 0.0000% | $5029800.00        | $76439.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.0000%  | 0.0000% | $1703681.00        | $208505.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 4.0000%  | 0.0000% | $3618706.00        | $1731296.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.0000%  | 0.0000% | $230574.00         | $140069.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $800000.00         | $562779.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $1731357.00        | $572512.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 4.0000%  | 0.0000% | $2286596.00        | $206322.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 4.0000%  | 0.0000% | $73000.00          | $7986.30           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 4.0000%  | 0.0000% | $1290340.00        | $1176382.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 4.0000%  | 0.0000% | $649734.00         | $308826.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 4.5000%  | 0.0000% | $1949068.00        | $1920929.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 4.5000%  | 0.0000% | $622054.00         | $413005.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 4.5000%  | 0.0000% | $646198.00         | $608127.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-15      | 4.5000%  | 0.0000% | $659741.00         | $96749.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $11349459.00       | $1500447.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-01-20      | 4.5000%  | 0.0000% | $3000000.00        | $226448.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 4.5000%  | 0.0000% | $2161000.00        | $166374.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 4.5000%  | 0.0000% | $75000.00          | $5187.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 4.5000%  | 0.0000% | $3954386.00        | $396959.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 4.5000%  | 0.0000% | $35000000.00       | $2825551.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-01-20      | 4.5000%  | 0.0000% | $672216.00         | $69068.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-11-20      | 4.5000%  | 0.0000% | $28691.00          | $18256.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $2945901.00        | $2523515.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 4.5000%  | 0.0000% | $167684.00         | $126609.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $3595704.00        | $3143492.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $93222.00          | $9246.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $3508000.00        | $284035.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $1617054.00        | $317841.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-09-20      | 4.5000%  | 0.0000% | $301167.00         | $282700.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 4.5000%  | 0.0000% | $881481.00         | $827793.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-20      | 4.5000%  | 0.0000% | $345733.00         | $325174.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 4.5000%  | 0.0000% | $2929507.00        | $2747421.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-07-20      | 4.5000%  | 0.0000% | $46905.00          | $44166.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 4.5000%  | 0.0000% | $226046.00         | $213022.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 4.5000%  | 0.0000% | $423999.00         | $399222.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-20      | 4.5000%  | 0.0000% | $902875.00         | $851442.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $316986577.00      | $298028690.24      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 4.5000%  | 0.0000% | $602055.00         | $569152.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $12905983.00       | $12226175.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-20      | 4.6250%  | 0.0000% | $660000.00         | $6681.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2058-05-15      | 4.7400%  | 0.0000% | $50000.00          | $48360.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $590179169.00      | $575476354.25      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1867018240.00     | $1823284755.80     | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $582129664.00      | $569700063.63      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-15      | 5.0000%  | 0.0000% | $388491.00         | $25244.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.0000%  | 0.0000% | $365278.00         | $119116.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-07-20      | 5.0000%  | 0.0000% | $201158.00         | $77661.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-11-20      | 5.0000%  | 0.0000% | $425078.00         | $101285.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $3187782.00        | $2707336.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-02-20      | 5.0000%  | 0.0000% | $161318.00         | $99506.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.0000%  | 0.0000% | $2416909.00        | $2202543.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-20      | 5.0000%  | 0.0000% | $1356155.00        | $249276.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-10-20      | 5.0000%  | 0.0000% | $3450469.00        | $1018125.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 5.0000%  | 0.0000% | $1205474.00        | $1048743.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1778412.00        | $1699660.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1212327.00        | $1070388.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $1415068.00        | $951946.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1100850.00        | $1085050.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $6423354.00        | $6312193.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $370105498.00      | $355980761.63      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-05-15      | 5.1600%  | 0.0000% | $5206955.00        | $5214361.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-02-15      | 5.3600%  | 0.0000% | $4546522.00        | $4629085.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-11-15      | 5.4400%  | 0.0000% | $1499295.00        | $1514606.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-07-15      | 5.4500%  | 0.0000% | $169920.00         | $172385.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $1500000.00        | $590307.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $1900000.00        | $1240603.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1208851.00        | $1250222.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $20610040.00       | $21874837.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1830261.00        | $1577229.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $2395477.00        | $2463075.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $3535531.00        | $3680885.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1235679.00        | $1278732.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $3878441.00        | $3590902.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1141638.00        | $1190414.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $2790512.00        | $2891642.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1068495.00        | $1135087.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $2022784.00        | $2139581.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1317394.00        | $1391672.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1368926.00        | $1462200.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $2451663.00        | $2544859.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $2394332.00        | $2551734.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-09-20      | 7.0000%  | 0.0000% | $57108.00          | $57503.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $1011286.00        | $347661.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.5000%  | 0.0000% | $1972870.00        | $1879232.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $27053613.00       | $28383059.26       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.5000%  | 0.0000% | $3609055.00        | $3738547.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.5000%  | 0.0000% | $1332658.00        | $1422595.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $107398.00         | $111151.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.5000%  | 0.0000% | $7142303.00        | $7589969.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.5000%  | 0.0000% | $1158832.00        | $1237773.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-06-15      | 5.5100%  | 0.0000% | $292028.00         | $300372.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-12-15      | 5.4500%  | 0.0000% | $119943.00         | $121649.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $67753833.00       | $37016939.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-04-01      | 2.0000%  | 0.0000% | $88947332.00       | $45727770.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-02-01      | 2.5000%  | 0.0000% | $325000.00         | $217010.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $1117373.00        | $799377.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-12-01      | 3.0000%  | 0.0000% | $7435044.00        | $6787095.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 3.0000%  | 0.0000% | $1385024.00        | $1096163.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $1053881.00        | $714860.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $1354377.00        | $1085967.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.5000%  | 0.0000% | $1119142.00        | $729433.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 3.5000%  | 0.0000% | $733000.00         | $165001.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $3440000.00        | $2376389.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 3.5000%  | 0.0000% | $977000.00         | $266997.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 4.0000%  | 0.0000% | $1161744.00        | $1055982.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 4.5000%  | 0.0000% | $2202033.00        | $1724529.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 4.5000%  | 0.0000% | $7637883.00        | $1027121.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $1679238.00        | $1374415.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $2402500.00        | $2268939.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $2038668.00        | $1988104.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $15179782.00       | $14721228.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-04-01      | 5.5000%  | 0.0000% | $3137124.00        | $2275584.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-07-01      | 5.5000%  | 0.0000% | $1434817.00        | $1470997.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 5.5000%  | 0.0000% | $1325999.00        | $1358303.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $26918899.00       | $27457519.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $31681375.00       | $31809005.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-03-01      | 6.5000%  | 0.0000% | $1899807.00        | $1032020.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.5000%  | 0.0000% | $3300000.00        | $2548820.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.5000%  | 0.0000% | $795417.00         | $669821.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1015364.00        | $877086.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1197800.00        | $1245714.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $26049869.00       | $27061428.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 7.0000%  | 0.0000% | $863959.00         | $921292.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 7.5000%  | 0.0000% | $1147843.00        | $967513.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 1.5000%  | 0.0000% | $189680.00         | $120780.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 1.5000%  | 0.0000% | $212718.00         | $155511.26         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-12-20      | 1.5000%  | 0.0000% | $44681.00          | $36999.03          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 2.0000%  | 0.0000% | $273265.00         | $208332.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-09-20      | 2.0000%  | 0.0000% | $365611.00         | $138448.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 2.0000%  | 0.0000% | $69710096.00       | $44272947.30       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-15      | 2.5000%  | 0.0000% | $568012.00         | $311505.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $60000.00          | $44552.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-20      | 2.5000%  | 0.0000% | $282800.00         | $34512.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-20      | 2.5000%  | 0.0000% | $221116.00         | $21884.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-20      | 2.5000%  | 0.0000% | $716789.00         | $84813.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $735585.00         | $436134.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $298177946.00      | $189282251.28      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-20      | 2.5000%  | 0.0000% | $1467946.00        | $846799.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 2.5000%  | 0.0000% | $664474.00         | $411302.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 2.5000%  | 0.0000% | $70238.00          | $49615.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $200000.00         | $110149.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $1290120.00        | $985136.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-07-20      | 2.5000%  | 0.0000% | $165244.00         | $132045.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 2.5000%  | 0.0000% | $1159274.00        | $962729.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 2.5000%  | 0.0000% | $75809.00          | $65987.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-03-15      | 2.6500%  | 0.0000% | $1147283.00        | $949284.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-15      | 2.7800%  | 0.0000% | $53500.00          | $44944.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-06-15      | 2.9900%  | 0.0000% | $56772.00          | $48408.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-09-20      | 3.0000%  | 0.0000% | $1000.00           | $105.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-05-20      | 3.0000%  | 0.0000% | $223086.00         | $28359.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 3.0000%  | 0.0000% | $51710000.00       | $4654958.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 3.0000%  | 0.0000% | $2798394.00        | $177118.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 3.0000%  | 0.0000% | $925000.00         | $58187.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $3344798.00        | $376208.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 3.0000%  | 0.0000% | $1979906.00        | $310189.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-04-20      | 3.0000%  | 0.0000% | $5000000.00        | $1076425.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 3.0000%  | 0.0000% | $103172.00         | $80220.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 3.0000%  | 0.0000% | $3765551.00        | $2622151.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $452777.00         | $326168.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $12015071.00       | $9533029.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-15      | 3.0000%  | 0.0000% | $1144388.00        | $656460.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $332659.00         | $21841.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-15      | 3.0000%  | 0.0000% | $53457.00          | $45672.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $1071674.00        | $487737.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $879148.00         | $625102.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $694854.00         | $408472.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $406503.00         | $290372.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 3.0000%  | 0.0000% | $75144.00          | $49820.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $75302.00          | $49948.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $134977.00         | $95976.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $3541936.00        | $2731965.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $502084.00         | $405358.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-05-20      | 3.0000%  | 0.0000% | $125000.00         | $40962.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $5104774.00        | $2952400.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $525000.00         | $251250.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $1000000.00        | $691665.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 3.0000%  | 0.0000% | $275000.00         | $195556.90         | Agency Mortgage-Backed Securities |

### Security 210: State Street Bank - Fixed Income Clearing Corp.

- **C.1 - Title:** State Street Bank - Fixed Income Clearing Corp. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XH85, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP19XH85_4.36_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** State Street Bank - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-04-15      | 1.6250%  | 0.0000% | $311729100.00      | $318748497.42      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $189587800.00      | $191251662.35      | U.S. Treasuries (including strips) |

### Security 211: BNP Paribas Securities Corp. - Fixed Income Clearing Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. - Fixed Income Clearing Corp. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XH93, C.3 - LEI: N/A, C.5 - Other ID: ARP19XH93_4.36_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** BNP Paribas Securities Corp. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2052-02-15      | 2.2500%  | 0.0000% | $418199700.00      | $257035856.78      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $75.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-05-15      | 3.0000%  | 0.0000% | $500.00            | $382.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-08-15      | 3.1250%  | 0.0000% | $100.00            | $79.54             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-05-15      | 3.8750%  | 0.0000% | $73183000.00       | $65373423.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-08-15      | 4.2500%  | 0.0000% | $1000.00           | $921.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2025-10-31      | 4.4559%  | 0.0000% | $4752000.00        | $4753406.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-11-15      | 0.8750%  | 0.0000% | $22016700.00       | $18839994.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $98.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $99.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-08-31      | 3.6250%  | 0.0000% | $1000.00           | $1004.59           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-15      | 3.7500%  | 0.0000% | $6337800.00        | $6368313.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-03-31      | 4.0000%  | 0.0000% | $49999400.00       | $50824456.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-05-31      | 4.0000%  | 0.0000% | $105756000.00      | $106801891.64      | U.S. Treasuries (including strips) |

### Security 212: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XHB8, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP19XHB8_4.36_0801
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Bank of New York - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-05-15      | 0.6250%  | 0.0000% | $778518000.00      | $667095526.82      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 1.2500%  | 0.0000% | $500000000.00      | $465891166.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-03-31      | 4.1250%  | 0.0000% | $789845100.00      | $804133397.82      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-28      | 4.2500%  | 0.0000% | $100000000.00      | $102879983.70      | U.S. Treasuries (including strips) |

### Security 213: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 4.370000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XHC6, C.3 - LEI: N/A, C.5 - Other ID: ARP19XHC6_4.37_0801
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-10-30      | N/A      | 0.0000% | $740577300.00      | $732727180.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $200.00            | $126.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $1442100.00        | $925841.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $63.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 2.3750%  | 0.0000% | $500.00            | $366.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-08-15      | 2.7500%  | 0.0000% | $113281400.00      | $81397386.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 3.0000%  | 0.0000% | $2500.00           | $1902.25           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-08-15      | 3.0000%  | 0.0000% | $7704400.00        | $5750162.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-08-15      | 3.0000%  | 0.0000% | $417100.00         | $303393.08         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $290100.00         | $239866.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 3.3750%  | 0.0000% | $110200.00         | $90559.03          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | 3.3750%  | 0.0000% | $200.00            | $169.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.8750%  | 0.0000% | $204686400.00      | $185272987.42      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 4.1250%  | 0.0000% | $488000.00         | $452241.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 4.5000%  | 0.0000% | $900.00            | $880.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $783200.00         | $759553.09         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 4.6250%  | 0.0000% | $10500.00          | $10307.06          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2037-05-15      | 5.0000%  | 0.0000% | $15700.00          | $16703.87          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $92.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-28      | 0.5000%  | 0.0000% | $700.00            | $686.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $91.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $142800.00         | $125965.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 2.7500%  | 0.0000% | $1000.00           | $985.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 3.8750%  | 0.0000% | $100.00            | $100.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $794000.00         | $802935.41         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $11060400.00       | $11118911.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $600.00            | $626.79            | U.S. Treasuries (including strips) |

### Security 214: Northwestern Mutual Life Insurance Co.

- **C.1 - Title:** Northwestern Mutual Life Insurance Co. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XHF9, C.3 - LEI: 1DU7IM20QESY, C.5 - Other ID: ARP19XHF9_4.37_0801
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $18928600.00       | $10687614.34       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $34034600.00       | $18386805.68       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $43621500.00       | $27684553.35       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $8255200.00        | $4923639.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $23998200.00       | $12746669.61       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-01      | 2.0000%  | 0.0000% | $30495100.00       | $18933663.51       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $1631000.00        | $1136486.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $34429300.00       | $22519844.31       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $62836600.00       | $40663048.69       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $51491900.00       | $27842168.26       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $20596900.00       | $10350205.48       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $42149900.00       | $8257578.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $54526200.00       | $8597288.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-08-01      | 3.0000%  | 0.0000% | $53496200.00       | $11557238.27       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-01      | 3.0000%  | 0.0000% | $46474900.00       | $9240678.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-01      | 3.0000%  | 0.0000% | $63882700.00       | $14010291.89       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $58107100.00       | $13099967.36       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $67318000.00       | $14066880.35       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-01      | 3.5000%  | 0.0000% | $45831900.00       | $7771785.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $40860700.00       | $26077078.91       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-12-01      | 4.0000%  | 0.0000% | $6154400.00        | $237067.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $51500000.00       | $37654868.24       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-12-01      | 4.5000%  | 0.0000% | $28483000.00       | $22672943.95       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $37249000.00       | $29941783.58       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-01      | 5.0000%  | 0.0000% | $30225300.00       | $21236749.76       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $15155000.00       | $14548574.65       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $20173000.00       | $16991557.12       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $37782000.00       | $28948756.18       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $47207100.00       | $28330250.11       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.0000%  | 0.0000% | $16120600.00       | $9125688.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $3137300.00        | $1777238.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $40000000.00       | $26199592.40       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.0000%  | 0.0000% | $55518700.00       | $33333206.52       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.0000%  | 0.0000% | $59599700.00       | $35531846.98       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.0000%  | 0.0000% | $57424200.00       | $35342577.79       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $52714000.00       | $30876189.67       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.0000%  | 0.0000% | $21306700.00       | $12295993.66       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.5000%  | 0.0000% | $4001000.00        | $2528632.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $60592600.00       | $29998432.23       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $19542900.00       | $12350720.18       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 3.0000%  | 0.0000% | $53108600.00       | $12816318.71       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 3.0000%  | 0.0000% | $58163600.00       | $10399132.28       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 3.0000%  | 0.0000% | $31560300.00       | $6750173.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $76988900.00       | $14498957.69       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 3.5000%  | 0.0000% | $61580000.00       | $6564637.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-04-01      | 4.0000%  | 0.0000% | $33586300.00       | $3600574.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-12-01      | 4.0000%  | 0.0000% | $60605000.00       | $5604540.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 4.0000%  | 0.0000% | $51365000.00       | $5219924.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 4.0000%  | 0.0000% | $44399200.00       | $4315681.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-10-01      | 4.0000%  | 0.0000% | $56342900.00       | $5507441.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $49852000.00       | $43420755.50       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $1326000.00        | $1295085.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $34332000.00       | $26270814.81       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $16555600.00       | $9301154.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $18767000.00       | $9934409.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $17353200.00       | $9809758.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $31253000.00       | $18985193.97       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $14516400.00       | $9192445.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $7795600.00        | $4238300.50        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1591500.00        | $806150.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $26080600.00       | $14109819.76       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $22737600.00       | $12640379.13       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $45449200.00       | $27412924.95       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $45263300.00       | $28829266.25       | Agency Collateralized Mortgage Obligation |

### Security 215: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 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: ARP19XHG7, C.3 - LEI: 549300H8L46O, C.5 - Other ID: ARP19XHG7_4.36_0801
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note               | 2027-04-30      | 0.5000%  | 0.0000% | $264100.00         | $249158.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-02-28      | 0.5000%  | 0.0000% | $100.00            | $98.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $85.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-04-30      | 0.7500%  | 0.0000% | $829600.00         | $809777.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-05-31      | 0.7500%  | 0.0000% | $300.00            | $291.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $86.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-30      | 1.2500%  | 0.0000% | $400.00            | $371.84            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-15      | 1.6250%  | 0.0000% | $3608000.00        | $3977814.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-10-15      | 1.6250%  | 0.0000% | $10860000.00       | $11303220.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-15      | 1.6250%  | 0.0000% | $9587200.00        | $9808223.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-01-31      | 1.7500%  | 0.0000% | $100.00            | $93.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $97.77             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-10-15      | 2.3750%  | 0.0000% | $21202600.00       | $23233933.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-31      | 2.5000%  | 0.0000% | $100.00            | $98.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-15      | 2.6250%  | 0.0000% | $2999800.00        | $2912302.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $98.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-30      | 2.8750%  | 0.0000% | $19302800.00       | $18761636.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $93.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-08-31      | 3.1250%  | 0.0000% | $11131700.00       | $10951773.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-30      | 3.2500%  | 0.0000% | $100.00            | $99.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-05-15      | 3.3750%  | 0.0000% | $14400.00          | $13731.12          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-01-31      | 3.5000%  | 0.0000% | $2941000.00        | $2890232.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-30      | 3.5000%  | 0.0000% | $3316400.00        | $3331810.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-03-31      | 3.6250%  | 0.0000% | $19600.00          | $19716.02          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-08-31      | 3.6250%  | 0.0000% | $1930200.00        | $1939054.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-04-15      | 3.7500%  | 0.0000% | $1380700.00        | $1391265.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-02-15      | 4.0000%  | 0.0000% | $504300.00         | $504684.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-07-31      | 4.0000%  | 0.0000% | $1250400.00        | $1254876.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-31      | 4.1250%  | 0.0000% | $34832500.00       | $35351556.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-15      | 4.2500%  | 0.0000% | $6000.00           | $6119.90           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-06-30      | 4.2500%  | 0.0000% | $529400.00         | $537329.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-06-30      | 4.2500%  | 0.0000% | $100.00            | $101.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-05-31      | 4.5000%  | 0.0000% | $188300.00         | $193721.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-02-15      | 0.7500%  | 0.0000% | $995200.00         | $991448.11         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-02-15      | 1.0000%  | 0.0000% | $1000.00           | $958.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-11-15      | 2.8750%  | 0.0000% | $5900.00           | $4340.74           | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-01-31      | 4.5309%  | 0.0000% | $1100.00           | $1101.08           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-15      | 0.1250%  | 0.0000% | $50000000.00       | $66513369.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-10-15      | 0.1250%  | 0.0000% | $5698700.00        | $7044422.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-07-15      | 0.1250%  | 0.0000% | $400.00            | $442.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-15      | 0.1250%  | 0.0000% | $100.00            | $111.54            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-15      | 0.3750%  | 0.0000% | $200.00            | $262.59            | U.S. Treasuries (including strips) |

### Security 216: Daiwa Capital Markets America, Inc.

- **C.1 - Title:** Daiwa Capital Markets America, Inc. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XHJ1, C.3 - LEI: M67H5PRC0NQK, C.5 - Other ID: ARP19XHJ1_4.36_0801
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2028-01-15      | 0.5000%  | 0.0000% | $1700400.00        | $2175259.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 0.5000%  | 0.0000% | $2786600.00        | $2628948.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 0.5000%  | 0.0000% | $1571000.00        | $1458805.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2037-05-15      | 5.0000%  | 0.0000% | $6121200.00        | $6512595.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-15      | 0.1250%  | 0.0000% | $110000.00         | $146329.42         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 0.3750%  | 0.0000% | $44600.00          | $41419.04          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-28      | 0.5000%  | 0.0000% | $1200.00           | $1176.27           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 1.1250%  | 0.0000% | $200.00            | $185.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.2500%  | 0.0000% | $63822700.00       | $61456408.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 1.6250%  | 0.0000% | $1798100.00        | $1746732.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-05-15      | 1.6250%  | 0.0000% | $115000.00         | $101275.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $41000.00          | $42673.30          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-15      | 1.8750%  | 0.0000% | $300.00            | $264.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 1.8750%  | 0.0000% | $18488500.00       | $18036003.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2034-07-15      | 1.8750%  | 0.0000% | $50200.00          | $51557.63          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-04-15      | 2.1250%  | 0.0000% | $1413300.00        | $1518476.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 2.3750%  | 0.0000% | $627000.00         | $687070.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $4649900.00        | $4671230.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 4.0000%  | 0.0000% | $339500.00         | $339929.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-30      | 4.1250%  | 0.0000% | $15109200.00       | $15385018.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 4.1250%  | 0.0000% | $1660000.00        | $1695917.42        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 4.2500%  | 0.0000% | $38727700.00       | $38972000.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $11659800.00       | $12039682.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 4.5000%  | 0.0000% | $34119200.00       | $34750328.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-11-30      | 4.8750%  | 0.0000% | $6671800.00        | $6734494.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2025-10-31      | 5.0000%  | 0.0000% | $66455800.00       | $67373687.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $18400000.00       | $10872767.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-02-15      | 2.3750%  | 0.0000% | $22000.00          | $21646.65          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-02-15      | 3.0000%  | 0.0000% | $976000.00         | $732061.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | 3.3750%  | 0.0000% | $183000.00         | $155120.41         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $1944500.00        | $1582595.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.8750%  | 0.0000% | $1500.00           | $1357.73           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 4.1250%  | 0.0000% | $6187400.00        | $5734010.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $6725000.00        | $6197073.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $200.00            | $193.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $1880000.00        | $1879531.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-05-15      | 4.7500%  | 0.0000% | $295800.00         | $293263.76         | U.S. Treasuries (including strips) |

### Security 217: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 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: ARP19XHK8, C.3 - LEI: FOR8UP27PHTH, C.5 - Other ID: ARP19XHK8_4.36_0801
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Floating Rate Note | 2027-07-31      | 4.4449%  | 0.0000% | $805088000.00      | $805046135.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-15      | 2.6250%  | 0.0000% | $45464700.00       | $44106409.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-15      | 2.8750%  | 0.0000% | $92590000.00       | $91096495.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-31      | 3.8750%  | 0.0000% | $4350000.00        | $4344910.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-02-28      | 4.2500%  | 0.0000% | $25904800.00       | $26650854.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-11-15      | N/A      | 0.0000% | $51358019.88       | $48755195.43       | U.S. Treasuries (including strips) |

### Security 218: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XHL6, C.3 - LEI: KB1H1DSPRFMY, C.5 - Other ID: ARP19XHL6_4.37_0801
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2042-01-01      | 2.0000%  | 0.0000% | $1716500.00        | $1400107.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-02-01      | 2.0000%  | 0.0000% | $4486533.00        | $2447729.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-12-01      | 2.0000%  | 0.0000% | $69823000.00       | $43830476.01       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-01-01      | 2.0000%  | 0.0000% | $55999000.00       | $35883177.02       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 2.0000%  | 0.0000% | $38791616.00       | $25190536.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $39996672.00       | $25328127.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $19998800.00       | $5374126.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $5321744.00        | $2591174.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1749000.00        | $344503.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-10-01      | 3.5000%  | 0.0000% | $1166.00           | $179.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-05-01      | 3.5000%  | 0.0000% | $10802518.00       | $2221411.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $2608912.00        | $953679.03         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-06-01      | 3.5000%  | 0.0000% | $7875820.00        | $2711161.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-11-01      | 3.5000%  | 0.0000% | $3399000.00        | $1052549.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.5000%  | 0.0000% | $1008.00           | $239.06            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $3171589.00        | $1412116.79        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $16522820.00       | $4219287.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $3000000.00        | $2608434.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 3.5000%  | 0.0000% | $169041752.00      | $46567435.29       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 4.0000%  | 0.0000% | $25117084.00       | $2371605.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-04-01      | 4.0000%  | 0.0000% | $157795328.00      | $26547005.49       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-04-01      | 4.0000%  | 0.0000% | $113892800.00      | $27660266.49       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-02-01      | 4.0000%  | 0.0000% | $10979000.00       | $2951625.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-10-01      | 4.0000%  | 0.0000% | $17251380.00       | $3608998.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.0000%  | 0.0000% | $1008.00           | $225.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 4.0000%  | 0.0000% | $1321320.00        | $357128.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-03-01      | 4.0000%  | 0.0000% | $5563400.00        | $5049702.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $1087.00           | $80.89             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-11-01      | 4.5000%  | 0.0000% | $2174.00           | $148.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 4.5000%  | 0.0000% | $10235081.00       | $2676172.38        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $11419616.00       | $2986410.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $6852272.00        | $1986917.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $4963920.00        | $1464364.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $2881496.00        | $2603123.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $8375760.00        | $1985457.04        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $7152024.00        | $2016025.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $8510672.00        | $2312482.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $7081640.00        | $1939657.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $462466997.00      | $35477389.19       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $108213155.00      | $8934345.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2962745.00        | $2796469.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $3200000.00        | $2859802.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $1785706.00        | $1337101.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.0000%  | 0.0000% | $38864000.00       | $35501530.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $27580167.00       | $26084578.72       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $8184128.00        | $6875302.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $7980168.00        | $7476360.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $3625064.00        | $2826330.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $3870000.00        | $3151791.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1507627.00        | $1196057.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $30211111.00       | $28995430.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $4073320.00        | $3708830.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $36288512.00       | $33797742.75       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1381571.00        | $1331731.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $1791240.00        | $1565414.68        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $3869000.00        | $3264292.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $3286016.00        | $2501052.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $28555329.00       | $21781820.98       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $816384.00         | $779500.59         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $96414879.00       | $72663113.00       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $15346351.00       | $12856582.27       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $5723000.00        | $5021160.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $11118384.00       | $9767767.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-02-01      | 6.5000%  | 0.0000% | $796121.00         | $36842.40          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $2759630.00        | $2728506.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $28429617.00       | $26370439.58       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $463499.00         | $307203.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 7.0000%  | 0.0000% | $1294291.00        | $1390402.54        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 7.0000%  | 0.0000% | $4740272.00        | $3309562.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 7.5000%  | 0.0000% | $2808108.00        | $3060129.83        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $1024.00           | $477.03            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $1024.00           | $537.86            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $1000.00           | $99.86             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $4281774.00        | $3205221.62        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $1520640.00        | $1144069.86        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $1000.00           | $930.87            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $1017.00           | $45.27             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-06-15      | 5.0000%  | 0.0000% | $1024.00           | $24.82             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-05-20      | 6.0000%  | 0.0000% | $4501358.00        | $4549397.91        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1034.80           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1029.58           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1024.00           | $1054.29           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $15807592.00       | $16039689.58       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-01-20      | 6.0000%  | 0.0000% | $22910912.00       | $22177441.83       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $10516993.00       | $5709044.10        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-06-20      | 6.5000%  | 0.0000% | $6418957.00        | $6596416.11        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1008.00           | $1053.10           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.08           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.04           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1044.99           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1044.75           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2186444.00        | $2284273.52        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $5716248.00        | $5972013.90        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $763838.00         | $784184.48         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-07-20      | 7.0000%  | 0.0000% | $1000.00           | $1036.38           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $3845079.00        | $3978619.19        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $7366326.00        | $7623458.41        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2051-02-15      | 0.1250%  | 0.0000% | $1014400.00        | $670667.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-11-15      | 1.3750%  | 0.0000% | $11704000.00       | $7410903.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-02-15      | 2.1250%  | 0.0000% | $400.00            | $380.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-05-15      | 4.3750%  | 0.0000% | $100.00            | $96.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2037-05-15      | 5.0000%  | 0.0000% | $1416700.00        | $1501150.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-31      | 0.5000%  | 0.0000% | $900.00            | $835.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $85.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $91.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-15      | 1.6250%  | 0.0000% | $1700.00           | $1875.40           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-02-15      | 2.7500%  | 0.0000% | $900.00            | $886.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-08-15      | 2.7500%  | 0.0000% | $900.00            | $834.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $93.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-09-30      | 3.5000%  | 0.0000% | $2554000.00        | $2565842.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-06-30      | 3.8750%  | 0.0000% | $400.00            | $399.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-10-31      | 4.0000%  | 0.0000% | $861600.00         | $872266.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-03-15      | 4.2500%  | 0.0000% | $1591300.00        | $1622891.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-11-15      | 4.2500%  | 0.0000% | $100.00            | $100.14            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2053-02-15      | N/A      | 0.0000% | $23650900.00       | $6025043.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2025-08-15      | N/A      | 0.0000% | $21.59             | $21.55             | U.S. Treasuries (including strips) |
| Tenn Valley Authority                    | 2034-01-15      | N/A      | 0.0000% | $1000.00           | $659.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-03-01      | 2.0000%  | 0.0000% | $13609408.00       | $8920263.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $253700.00         | $170593.33         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.5000%  | 0.0000% | $49152001.00       | $43588535.66       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2037-09-08      | 4.0000%  | 0.0000% | $6674000.00        | $6290838.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2041-12-13      | 2.5000%  | 0.0000% | $10000.00          | $6857.53           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2037-06-12      | 3.6250%  | 0.0000% | $10000.00          | $8925.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-07-15      | 5.6250%  | 0.0000% | $1453000.00        | $1575197.30        | Agency Mortgage-Backed Securities  |

### Security 219: Santander U.S. Capital Markets LLC

- **C.1 - Title:** Santander U.S. Capital Markets 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: ARP19XHP7, C.3 - LEI: 549300LGG2RL, C.5 - Other ID: ARP19XHP7_4.39_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $40812416.00       | $48901.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $25971552.00       | $31119.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $12084544.00       | $11295.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $16966816.00       | $23534.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.0500%  | 0.0000% | $5499990.00        | $5801.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.1000%  | 0.0000% | $25874624.00       | $43753.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.1000%  | 0.0000% | $53703040.00       | $105882.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.0500%  | 0.0000% | $12499968.00       | $12218.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $19140992.00       | $13200.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 0.0500%  | 0.0000% | $36999936.00       | $20515.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 0.1000%  | 0.0000% | $12999900.00       | $16032.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.7020%  | 0.0000% | $68000000.00       | $4848196.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.7020%  | 0.0000% | $26698400.00       | $2498231.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.0400%  | 0.0000% | $55000000.00       | $61043.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.1000%  | 0.0000% | $14000000.00       | $21500.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $37000000.00       | $43674.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-16      | 0.8965%  | 0.0000% | $105932032.00      | $7296157.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.9022%  | 0.0000% | $44000000.00       | $3163583.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $128000000.00      | $161124.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $75000000.00       | $75467.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $75000000.00       | $75519.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $26275744.00       | $39194.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $19999900.00       | $24973.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $49956544.00       | $125988.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $100000000.00      | $234822.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $40000000.00       | $61824.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.0500%  | 0.0000% | $19999999.00       | $26480.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.4495%  | 0.0000% | $13922768.00       | $741083.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.8574%  | 0.0000% | $121737856.00      | $8213201.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.5855%  | 0.0000% | $24999900.00       | $1449341.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0300%  | 0.0000% | $30000000.00       | $31771.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $4995000.00        | $7848.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.7510%  | 0.0000% | $55369344.00       | $3953331.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6020%  | 0.0000% | $16666656.00       | $1256893.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0500%  | 0.0000% | $42560960.00       | $75997.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.6020%  | 0.0000% | $100560896.00      | $8996537.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0700%  | 0.0000% | $175000000.00      | $394970.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $502513.00         | $489099.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.2620%  | 0.0000% | $50000000.00       | $1384173.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $50000000.00       | $80174.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.9020%  | 0.0000% | $51732160.00       | $3041034.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.9520%  | 0.0000% | $80000000.00       | $2854309.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.1520%  | 0.0000% | $95917952.00       | $8235280.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $15000000.00       | $28655.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $4000000.00        | $7823.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 1.0393%  | 0.0000% | $100526720.00      | $8531835.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.4520%  | 0.0000% | $75917952.00       | $6672548.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $25000000.00       | $39903.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $351759.00         | $336434.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.5320%  | 0.0000% | $117142784.00      | $11249373.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.8520%  | 0.0000% | $75000000.00       | $3394440.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1291466.00        | $1243826.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $1551666.00        | $1384779.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $11600880.00       | $10335568.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0300%  | 0.0000% | $70000000.00       | $65951.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.5500%  | 0.0000% | $169486592.00      | $11256047.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8800%  | 0.0000% | $75000000.00       | $4410816.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8800%  | 0.0000% | $78999900.00       | $4365288.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.8500%  | 0.0000% | $170000000.00      | $8526472.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 2.2400%  | 0.0000% | $50000000.00       | $5138972.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-06-16      | N/A      | 0.0000% | $17482784.00       | $445070.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 3.5000%  | 0.0000% | $727878.00         | $21151.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $2999990.00        | $41099.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $21203872.00       | $415145.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $60000000.00       | $429989.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $12475000.00       | $215997.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-11-20      | 4.0000%  | 0.0000% | $21249536.00       | $2760.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $50000000.00       | $578239.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $1386596.00        | $46644.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $430085.00         | $14794.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $15000000.00       | $299899.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $1084000.00        | $85787.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $9198250.00        | $519811.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $4555552.00        | $227508.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $81120128.00       | $1377309.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.5000%  | 0.0000% | $4337376.00        | $1385699.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $2352990.00        | $190037.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $966000.00         | $70116.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $89627904.00       | $5231932.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $53001152.00       | $5250468.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $18254784.00       | $2000844.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $2000000.00        | $487097.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $16242656.00       | $1234507.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $4300000.00        | $412204.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $1500000.00        | $109461.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $11254848.00       | $827070.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $34423000.00       | $3559241.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $12400000.00       | $1252067.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $14480560.00       | $926363.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 5.0000%  | 0.0000% | $11595000.00       | $1105909.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $279999.00         | $39038.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $1259000.00        | $104744.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $1500000.00        | $126266.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $150962.00         | $10645.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $534000.00         | $63491.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $2000000.00        | $147334.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $2000000.00        | $223142.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 4.5000%  | 0.0000% | $14788800.00       | $1813335.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $14750288.00       | $1746384.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $6300000.00        | $704431.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.0004%  | 0.0000% | $265427456.00      | $5008192.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 5.0000%  | 0.0000% | $22361088.00       | $2908758.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $15098528.00       | $8296985.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 4.5000%  | 0.0000% | $7361000.00        | $1046440.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-16      | 0.5000%  | 0.0000% | $3276772.00        | $179857.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.5000%  | 0.0000% | $717590.00         | $45503.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 0.5000%  | 0.0000% | $5287440.00        | $231477.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $2142856.00        | $1023471.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | N/A      | 0.0000% | $7081136.00        | $3681554.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1269546.00        | $196878.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $125000.00         | $18465.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $38583296.00       | $7037396.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $89500000.00       | $15955504.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $51875000.00       | $9493416.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | N/A      | 0.0000% | $5833328.00        | $4199953.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $7457272.00        | $1158609.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1295968.00        | $317164.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 6.0000%  | 0.0000% | $1792930.00        | $263785.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $20782800.00       | $4096314.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | N/A      | 0.0000% | $4846008.00        | $3357540.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $4545440.00        | $3248151.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $2727272.00        | $1952112.26        | Agency Collateralized Mortgage Obligation |
| Small Business Administration            | 2049-12-01      | 4.8200%  | 0.0000% | $15299000.00       | $15031130.42       | Agency Mortgage-Backed Securities         |
| Small Business Administration            | 2050-02-01      | 5.0100%  | 0.0000% | $19784000.00       | $20318942.87       | Agency Mortgage-Backed Securities         |
| Small Business Administration            | 2050-05-01      | 5.1200%  | 0.0000% | $14649000.00       | $14848828.64       | Agency Mortgage-Backed Securities         |
| Small Business Administration            | 2050-01-01      | 5.2400%  | 0.0000% | $16477000.00       | $16575980.11       | Agency Mortgage-Backed Securities         |
| U.S. Treasury Bond                       | 2040-08-15      | 3.8750%  | 0.0000% | $2000.00           | $1861.07           | U.S. Treasuries (including strips)        |
| U.S. Treasury Floating Rate Note         | 2027-01-31      | 4.3839%  | 0.0000% | $536000.00         | $535838.13         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-06-30      | 3.2500%  | 0.0000% | $1812700.00        | $1794922.44        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-05-31      | 3.6250%  | 0.0000% | $593800.00         | $593442.33         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-08-15      | 3.7500%  | 0.0000% | $7509800.00        | $7614397.49        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-12-31      | 3.8750%  | 0.0000% | $866000.00         | $868597.36         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-06-30      | 4.0000%  | 0.0000% | $258000.00         | $259838.91         | U.S. Treasuries (including strips)        |
| Tenn Valley Authority                    | 2034-08-01      | 4.3750%  | 0.0000% | $1093000.00        | $1102030.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-25      | 0.1500%  | 0.0000% | $14000000.00       | $70699.56          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 0.0500%  | 0.0000% | $13461504.00       | $10460.34          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.1500%  | 0.0000% | $21500000.00       | $55378.77          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.0200%  | 0.0000% | $37970688.00       | $10225.03          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 2.7200%  | 0.0000% | $16611008.00       | $1773243.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $28860928.00       | $21462.72          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.2500%  | 0.0000% | $14000000.00       | $66402.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $16071808.00       | $11933.94          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.0500%  | 0.0000% | $5000000.00        | $9969.39           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 5.0000%  | 0.0000% | $3078332.00        | $2843592.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.3000%  | 0.0000% | $40000000.00       | $3745123.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.2000%  | 0.0000% | $15000000.00       | $707294.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.5500%  | 0.0000% | $52568000.00       | $3609996.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 2.2000%  | 0.0000% | $60000000.00       | $5445529.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $87802240.00       | $123103.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $87802240.00       | $123020.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | N/A      | 0.0000% | $105641000.00      | $10035895.00       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | N/A      | 0.0000% | $272855552.00      | $21145213.86       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | N/A      | 0.0000% | $140000000.00      | $10498880.00       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | N/A      | 0.0000% | $34999936.00       | $21734.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | N/A      | 0.0000% | $181903872.00      | $283042.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-03-25      | 3.5000%  | 0.0000% | $310000.00         | $15499.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-09-25      | 3.5000%  | 0.0000% | $32528512.00       | $883750.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 3.0000%  | 0.0000% | $585000.00         | $55215.22          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 3.0000%  | 0.0000% | $43672000.00       | $2518936.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $900000.00         | $90978.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 3.0000%  | 0.0000% | $540000.00         | $63998.38          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-01-25      | 2.5000%  | 0.0000% | $2100000.00        | $253351.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 3.0000%  | 0.0000% | $1335000.00        | $153774.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.5000%  | 0.0000% | $9000000.00        | $1194122.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 3.0000%  | 0.0000% | $830000.00         | $92061.88          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-11-25      | 3.0000%  | 0.0000% | $5000000.00        | $465288.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-06-25      | 3.0000%  | 0.0000% | $4166664.00        | $259618.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 4.0000%  | 0.0000% | $36084320.00       | $5229731.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $6978392.00        | $3679647.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 6.5000%  | 0.0000% | $3104776.00        | $323803.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $2721240.00        | $457292.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $3600836.00        | $614762.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 6.0000%  | 0.0000% | $15928920.00       | $2107001.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $5418904.00        | $781655.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 6.5000%  | 0.0000% | $3769336.00        | $696075.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 6.5000%  | 0.0000% | $3290140.00        | $624838.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.5000%  | 0.0000% | $24961536.00       | $4967576.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 6.0000%  | 0.0000% | $337500.00         | $76072.20          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-25      | 6.0000%  | 0.0000% | $833334.00         | $154804.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 6.0000%  | 0.0000% | $8456384.00        | $1758914.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 6.0000%  | 0.0000% | $3728068.00        | $809911.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-04-15      | 5.1041%  | 0.0000% | $35000000.00       | $1473923.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-03-15      | 3.0000%  | 0.0000% | $2500000.00        | $2796420.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-02-15      | 1.7459%  | 0.0000% | $20000000.00       | $550808.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-08-15      | N/A      | 0.0000% | $100000.00         | $1168.26           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 3.5000%  | 0.0000% | $14720192.00       | $207619.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-15      | N/A      | 0.0000% | $500000.00         | $188463.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 4.0000%  | 0.0000% | $100000.00         | $18445.79          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-09-15      | 4.5000%  | 0.0000% | $61446400.00       | $3143138.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.0700%  | 0.0000% | $30000000.00       | $57707.33          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.1500%  | 0.0000% | $17000000.00       | $51661.72          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.0500%  | 0.0000% | $73060736.00       | $141084.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.0500%  | 0.0000% | $73060736.00       | $140944.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 0.0500%  | 0.0000% | $20000000.00       | $27386.42          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.5500%  | 0.0000% | $14251040.00       | $734105.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 0.0500%  | 0.0000% | $41079168.00       | $29011.84          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 0.0500%  | 0.0000% | $9960064.00        | $8936.50           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 1.5855%  | 0.0000% | $15504700.00       | $437079.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.1300%  | 0.0000% | $10000000.00       | $25866.60          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-07-01      | 2.5000%  | 0.0000% | $5248360.00        | $213257.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-16      | 1.0052%  | 0.0000% | $78619968.00       | $70553.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.4563%  | 0.0000% | $6215304.00        | $16665.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.5849%  | 0.0000% | $7000000.00        | $243372.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 1.6349%  | 0.0000% | $559956.00         | $17950.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 1.6349%  | 0.0000% | $48975936.00       | $187294.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 0.0500%  | 0.0000% | $17021824.00       | $10686.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 1.3000%  | 0.0000% | $92709760.00       | $3784955.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 0.2500%  | 0.0000% | $2275224.00        | $14309.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 1.8349%  | 0.0000% | $6318000.00        | $373692.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 1.0292%  | 0.0000% | $147201792.00      | $7740839.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.1777%  | 0.0000% | $331784192.00      | $6425942.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-16      | 0.7456%  | 0.0000% | $70664064.00       | $4406187.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.4520%  | 0.0000% | $45000000.00       | $1571181.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.4020%  | 0.0000% | $50000000.00       | $1479986.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $3500000.00        | $4358.25           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.9277%  | 0.0000% | $50000000.00       | $3464172.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0300%  | 0.0000% | $67096320.00       | $59625.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0300%  | 0.0000% | $24999808.00       | $18804.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $21413696.00       | $20291.62          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-01-01      | 3.0000%  | 0.0000% | $26000000.00       | $191680.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-01      | 2.0000%  | 0.0000% | $8261648.00        | $357697.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.2500%  | 0.0000% | $13500000.00       | $67017.94          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.0300%  | 0.0000% | $195000000.00      | $233977.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.1000%  | 0.0000% | $8500000.00        | $34021.97          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.0000%  | 0.0000% | $10000000.00       | $731574.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 1.4500%  | 0.0000% | $81175168.00       | $7150008.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 0.1000%  | 0.0000% | $18000000.00       | $75933.36          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-09-25      | 1.7355%  | 0.0000% | $55745280.00       | $458396.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-09-25      | 1.4355%  | 0.0000% | $50000000.00       | $788306.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.5000%  | 0.0000% | $56939584.00       | $4426483.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.5500%  | 0.0000% | $163403520.00      | $10662460.96       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 4.5000%  | 0.0000% | $38253120.00       | $1365356.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $6000000.00        | $674652.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $5117040.00        | $195998.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $4416072.00        | $151660.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 4.0000%  | 0.0000% | $60426752.00       | $4591040.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.0000%  | 0.0000% | $1125000.00        | $105771.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 3.0000%  | 0.0000% | $5375000.00        | $6611080.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-25      | 6.0000%  | 0.0000% | $3306144.00        | $596040.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 4.5000%  | 0.0000% | $66473280.00       | $4496901.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 6.0000%  | 0.0000% | $1219578.00        | $276740.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 3.5000%  | 0.0000% | $5600000.00        | $741595.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.5000%  | 0.0000% | $2000000.00        | $218217.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.5000%  | 0.0000% | $2683012.00        | $502242.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.0000%  | 0.0000% | $14095664.00       | $3205183.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-12-25      | N/A      | 0.0000% | $200000.00         | $1240.78           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | N/A      | 0.0000% | $7692304.00        | $4419241.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $1800000.00        | $222372.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | N/A      | 0.0000% | $13167264.00       | $11605284.14       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $1260000.00        | $137847.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | N/A      | 0.0000% | $20000000.00       | $2789043.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 3.0000%  | 0.0000% | $1362000.00        | $23227.45          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 6.0000%  | 0.0000% | $1065916.00        | $95057.75          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-02-25      | 4.0000%  | 0.0000% | $3329500.00        | $50629.04          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 3.0000%  | 0.0000% | $640000.00         | $14071.17          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 3.0000%  | 0.0000% | $5128896.00        | $306044.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-25      | 6.5000%  | 0.0000% | $5931720.00        | $695378.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $2700000.00        | $321622.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $2752000.00        | $346937.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-01      | 3.5000%  | 0.0000% | $800000.00         | $7451.90           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-11-01      | 4.5000%  | 0.0000% | $700000.00         | $4312.39           | Agency Collateralized Mortgage Obligation |

### Security 220: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 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: ARP19XHQ5, C.3 - LEI: 7TK5RJIZDFRO, C.5 - Other ID: ARP19XHQ5_4.36_0801
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2031-02-28      | 4.2500%  | 0.0000% | $198289400.00      | $204000102.38      | U.S. Treasuries (including strips) |

### Security 221: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 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: ARP19XHR3, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP19XHR3_4.39_0801
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2054-06-25      | 7.8750%  | 0.0000% | $2027089.00        | $1889793.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.4436%  | 0.0000% | $106787.00         | $1590.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.3871%  | 0.0000% | $303269923.00      | $5323666.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.2988%  | 0.0000% | $137015932.00      | $9071321.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 1.0413%  | 0.0000% | $130329474.00      | $6772715.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-12-20      | 1.7469%  | 0.0000% | $76106047.00       | $2906385.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-07-16      | 0.8699%  | 0.0000% | $100000000.00      | $5880554.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-16      | 0.8521%  | 0.0000% | $78000000.00       | $4919913.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.5507%  | 0.0000% | $141057617.00      | $6594760.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-07-20      | 0.5420%  | 0.0000% | $142018722.00      | $8432736.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-08-20      | 0.4906%  | 0.0000% | $125941392.00      | $6893002.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-11-20      | 0.4387%  | 0.0000% | $180000000.00      | $9497156.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-11-20      | 1.5603%  | 0.0000% | $140061917.00      | $4900399.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.9957%  | 0.0000% | $62385450.00       | $5565641.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-10-20      | 0.4183%  | 0.0000% | $110307599.00      | $5711459.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.6520%  | 0.0000% | $50000000.00       | $4908399.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.9020%  | 0.0000% | $250000000.00      | $7094514.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.9520%  | 0.0000% | $150000000.00      | $6592412.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.0020%  | 0.0000% | $90000000.00       | $5323847.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.3020%  | 0.0000% | $75000000.00       | $5098790.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.3020%  | 0.0000% | $75000000.00       | $7282205.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.6320%  | 0.0000% | $100000000.00      | $6887935.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.9520%  | 0.0000% | $200000000.00      | $5706635.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.7020%  | 0.0000% | $75000000.00       | $5117953.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.0720%  | 0.0000% | $250000000.00      | $9222745.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.2020%  | 0.0000% | $115686867.00      | $8873415.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.6020%  | 0.0000% | $100000000.00      | $5464671.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.2020%  | 0.0000% | $122236017.00      | $8123878.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.8020%  | 0.0000% | $250000000.00      | $6220982.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.3020%  | 0.0000% | $200000000.00      | $7278794.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.7520%  | 0.0000% | $51026426.00       | $4823089.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.5020%  | 0.0000% | $80000000.00       | $5042357.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0520%  | 0.0000% | $230000000.00      | $5650352.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.7820%  | 0.0000% | $180000000.00      | $8361107.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | N/A      | 0.0000% | $360000000.00      | $6213231.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.8520%  | 0.0000% | $219850000.00      | $5440230.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | N/A      | 0.0000% | $722500000.00      | $8650876.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.7520%  | 0.0000% | $61034341.00       | $3083491.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 2.7520%  | 0.0000% | $75000000.00       | $8992019.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 3.5000%  | 0.0000% | $147547.00         | $833.85            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $43084023.00       | $6983537.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-07-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1008.00           | $996.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $4618701.00        | $1399946.98        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 4.5000%  | 0.0000% | $1000.00           | $953.60            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1000.00           | $985.54            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1000.00           | $1007.45           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1000.00           | $1004.85           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1000.00           | $999.41            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1000.00           | $656.88            | Agency Mortgage-Backed Securities         |
| U.S. Treasury Note                       | 2033-08-15      | 3.8750%  | 0.0000% | $4151800.00        | $4121721.60        | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2063-03-16      | 1.4370%  | 0.0000% | $85977069.00       | $5258379.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-08-20      | 0.0180%  | 0.0000% | $227388936.00      | $4763416.36        | Agency Collateralized Mortgage Obligation |

### Security 222: 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: ARP19XHS1, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP19XHS1_4.35_0801
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Small Business Administration | 2036-10-01      | 2.2100%  | 0.0000% | $75000.00          | $24265.67          | Agency Mortgage-Backed Securities  |
| Small Business Administration | 2032-09-01      | 4.2620%  | 0.0000% | $180000.00         | $154206.62         | Agency Mortgage-Backed Securities  |
| Small Business Administration | 2035-09-25      | 4.9600%  | 0.0000% | $405000.00         | $403270.13         | Agency Mortgage-Backed Securities  |
| Small Business Administration | 2035-03-01      | 4.9630%  | 0.0000% | $100000.00         | $102141.26         | Agency Mortgage-Backed Securities  |
| Small Business Administration | 2033-03-01      | 5.1680%  | 0.0000% | $105450000.00      | $98436210.92       | Agency Mortgage-Backed Securities  |
| Small Business Administration | 2033-09-01      | 5.6880%  | 0.0000% | $29090000.00       | $27501175.83       | Agency Mortgage-Backed Securities  |
| Small Business Administration | 2050-05-25      | 6.5550%  | 0.0000% | $33275000.00       | $35512674.25       | Agency Mortgage-Backed Securities  |
| Small Business Administration | 2049-03-25      | 7.3250%  | 0.0000% | $110000.00         | $84340.81          | Agency Mortgage-Backed Securities  |
| Small Business Administration | 2050-01-25      | 8.0550%  | 0.0000% | $8230000.00        | $9050617.59        | Agency Mortgage-Backed Securities  |
| Small Business Administration | 2031-02-25      | 8.1320%  | 0.0000% | $3031378.00        | $998745.74         | Agency Mortgage-Backed Securities  |
| Small Business Administration | 2035-03-25      | 8.2800%  | 0.0000% | $1380000.00        | $1433870.00        | Agency Mortgage-Backed Securities  |
| Small Business Administration | 2031-07-25      | 8.8240%  | 0.0000% | $30151898.00       | $11174560.64       | Agency Mortgage-Backed Securities  |
| Small Business Administration | 2032-02-25      | 8.8490%  | 0.0000% | $42817414.00       | $20905500.85       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note            | 2033-08-15      | 3.8750%  | 0.0000% | $217900.00         | $216321.39         | U.S. Treasuries (including strips) |

### Security 223: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XHU6, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP19XHU6_4.39_0801
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $291000.00         | $232014.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-07-01      | 3.5000%  | 0.0000% | $9000.00           | $3281.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.5000%  | 0.0000% | $735000.00         | $383185.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $6743016.00        | $4649799.81        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2041-01-01      | 4.0000%  | 0.0000% | $3993000.00        | $145163.46         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2033-06-01      | 4.0000%  | 0.0000% | $5800000.00        | $472784.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2035-12-01      | 4.0000%  | 0.0000% | $21000.00          | $2870.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2034-03-01      | 4.0000%  | 0.0000% | $25000.00          | $7243.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 4.0000%  | 0.0000% | $1075000.00        | $908516.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-03-01      | 4.0000%  | 0.0000% | $4693264.00        | $3845674.70        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $146.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.0000%  | 0.0000% | $24000.00          | $19049.40          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 4.0000%  | 0.0000% | $1811496.00        | $1533571.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2039-11-01      | 4.5000%  | 0.0000% | $17000.00          | $430.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2043-11-01      | 4.5000%  | 0.0000% | $1093610.00        | $359762.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 4.5000%  | 0.0000% | $69000.00          | $11870.01          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 5.0000%  | 0.0000% | $50000.00          | $47944.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 5.0000%  | 0.0000% | $786020.00         | $111602.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2044-12-01      | 5.0000%  | 0.0000% | $2000.00           | $307.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2031-11-01      | 5.0000%  | 0.0000% | $1280812.00        | $26044.37          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 5.0000%  | 0.0000% | $184000.00         | $135498.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.0000%  | 0.0000% | $411340.00         | $350434.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.0000%  | 0.0000% | $1375000.00        | $1220272.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.0000%  | 0.0000% | $340000.00         | $270390.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.0000%  | 0.0000% | $31663488.00       | $25482939.82       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.0000%  | 0.0000% | $97131.00          | $83402.38          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $155000.00         | $118328.87         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 5.5000%  | 0.0000% | $1386466.00        | $7451.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-11-01      | 5.5000%  | 0.0000% | $131000.00         | $82747.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $266546.00         | $222433.43         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $600000.00         | $538013.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $98000.00          | $90196.06          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $300000.00         | $240901.54         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $500000.00         | $396614.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $300000.00         | $254166.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $53000.00          | $43757.27          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2029-04-01      | 6.0000%  | 0.0000% | $7495679.00        | $5990.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2039-08-01      | 6.0000%  | 0.0000% | $6000.00           | $4197.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 6.0000%  | 0.0000% | $200000.00         | $158030.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.0000%  | 0.0000% | $1800000.00        | $1401618.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $615000.00         | $549694.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $904688.00         | $726964.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $1910244.00        | $1520755.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $246000.00         | $217065.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $80000.00          | $67254.20          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.0000%  | 0.0000% | $100000.00         | $61757.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-05-15      | 3.5000%  | 0.0000% | $22612928.00       | $1484885.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-03-15      | 4.5000%  | 0.0000% | $47851520.00       | $5618936.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-07-25      | 1.4500%  | 0.0000% | $115336160.00      | $5858186.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-12-25      | 2.6500%  | 0.0000% | $16606304.00       | $1327589.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-05-25      | 2.8500%  | 0.0000% | $55928256.00       | $4848648.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-06-25      | 1.4800%  | 0.0000% | $30000000.00       | $2788486.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-09-25      | 0.9000%  | 0.0000% | $67500000.00       | $2752059.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-12-25      | 2.6500%  | 0.0000% | $40458048.00       | $3085035.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-11-25      | 0.6500%  | 0.0000% | $50000000.00       | $1516638.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-12-25      | 2.7500%  | 0.0000% | $17235360.00       | $2295028.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-02-25      | 1.5500%  | 0.0000% | $104121088.00      | $5594587.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-04-25      | 1.5500%  | 0.0000% | $10999060.00       | $609682.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-07-25      | 1.4500%  | 0.0000% | $149627392.00      | $11431021.01       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-04-25      | 3.0000%  | 0.0000% | $21128416.00       | $301381.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-08-25      | 3.5000%  | 0.0000% | $100000000.00      | $5535376.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-12-25      | 4.0000%  | 0.0000% | $32175168.00       | $3874512.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-12-25      | 3.0000%  | 0.0000% | $88843008.00       | $8338054.03        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-12-25      | 4.0000%  | 0.0000% | $49303440.00       | $986204.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2044-09-25      | 4.0000%  | 0.0000% | $50000000.00       | $460593.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-01-25      | 2.0000%  | 0.0000% | $20650000.00       | $1868184.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2043-01-25      | 5.0000%  | 0.0000% | $30000000.00       | $325801.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-06-25      | 3.0000%  | 0.0000% | $35722304.00       | $4176231.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2050-12-01      | 1.5000%  | 0.0000% | $1900000.00        | $1049924.90        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-03-01      | 2.0000%  | 0.0000% | $54600000.00       | $30657294.65       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.0000%  | 0.0000% | $156000.00         | $98214.18          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2043-02-01      | 2.5000%  | 0.0000% | $47212.00          | $8375.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-02-01      | 2.5000%  | 0.0000% | $3220000.00        | $1746004.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-09-01      | 2.5000%  | 0.0000% | $5681000.00        | $3463622.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 2.5000%  | 0.0000% | $10694000.00       | $7893997.02        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 2.5000%  | 0.0000% | $711000.00         | $483441.18         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.5000%  | 0.0000% | $240000.00         | $145426.65         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2038-02-01      | 3.0000%  | 0.0000% | $76000.00          | $11670.93          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2045-12-01      | 3.0000%  | 0.0000% | $45000.00          | $6332.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2046-10-01      | 3.0000%  | 0.0000% | $49999.00          | $7866.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2031-05-01      | 3.0000%  | 0.0000% | $27000.00          | $3427.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2032-03-01      | 3.0000%  | 0.0000% | $1000000.00        | $147804.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $20000.00          | $4692.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.0000%  | 0.0000% | $6112752.00        | $4217689.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.0000%  | 0.0000% | $510000.00         | $91425.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 3.0000%  | 0.0000% | $1134424.00        | $851970.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2032-05-01      | 3.0000%  | 0.0000% | $294432.00         | $183191.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-08-01      | 3.0000%  | 0.0000% | $145913.00         | $87231.18          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2046-04-01      | 3.5000%  | 0.0000% | $15000.00          | $1594.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2044-02-01      | 3.5000%  | 0.0000% | $22638.00          | $1805.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2045-12-01      | 3.5000%  | 0.0000% | $1008216.00        | $108929.04         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.5000%  | 0.0000% | $87000.00          | $12242.40          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 3.5000%  | 0.0000% | $4000000.00        | $454885.80         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2045-01-01      | 3.5000%  | 0.0000% | $91000.00          | $22638.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2037-05-01      | 3.5000%  | 0.0000% | $6000.00           | $3547.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2029-05-01      | 4.9300%  | 0.0000% | $14327999.00       | $14637746.45       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2052-08-25      | 0.8500%  | 0.0000% | $23488448.00       | $975107.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-10-25      | 0.8500%  | 0.0000% | $55660000.00       | $2726224.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-09-25      | 0.8300%  | 0.0000% | $48317696.00       | $2106476.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-04-25      | 1.4000%  | 0.0000% | $50000000.00       | $2387389.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-08-25      | 1.5500%  | 0.0000% | $44342208.00       | $1887824.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-09-25      | 1.3000%  | 0.0000% | $35000000.00       | $1057436.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 2.1500%  | 0.0000% | $105000000.00      | $5771281.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 1.4000%  | 0.0000% | $100000000.00      | $4457272.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 2.8500%  | 0.0000% | $43876352.00       | $3121175.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-12-25      | 2.6500%  | 0.0000% | $44895424.00       | $3453757.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-12-25      | 1.1000%  | 0.0000% | $50557440.00       | $1305015.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-07-25      | 2.7000%  | 0.0000% | $50000000.00       | $3849955.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-05-25      | 1.6500%  | 0.0000% | $57553600.00       | $3557743.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-12-25      | 1.5500%  | 0.0000% | $40685376.00       | $2408813.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-02-25      | 1.4500%  | 0.0000% | $25000000.00       | $1279612.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-03-25      | 1.5500%  | 0.0000% | $76631808.00       | $6433723.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-03-25      | 1.5500%  | 0.0000% | $25000000.00       | $2344249.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-07-25      | 2.0500%  | 0.0000% | $50000000.00       | $5092980.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-09-25      | 1.3000%  | 0.0000% | $100000000.00      | $3732789.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2050-08-25      | 2.5000%  | 0.0000% | $43213440.00       | $3111752.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2035-08-25      | 2.5000%  | 0.0000% | $10000000.00       | $325005.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-09-25      | 3.0000%  | 0.0000% | $83333248.00       | $8733741.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2048-07-25      | 3.5000%  | 0.0000% | $30977120.00       | $3353616.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-10-25      | 3.0000%  | 0.0000% | $97207000.00       | $9160700.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-09-25      | 2.5000%  | 0.0000% | $25564120.00       | $2081868.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-11-25      | 2.5000%  | 0.0000% | $39672128.00       | $3023269.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-01-25      | 3.0000%  | 0.0000% | $39817472.00       | $4641807.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-01-25      | 3.0000%  | 0.0000% | $22384640.00       | $1532686.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-02-25      | 3.5000%  | 0.0000% | $51428544.00       | $7326236.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-03-25      | 3.0000%  | 0.0000% | $59883200.00       | $7760553.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-10-25      | 5.0000%  | 0.0000% | $60000000.00       | $13774548.79       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2042-06-15      | N/A      | 0.0000% | $69362685.00       | $121455.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2043-01-15      | 4.0000%  | 0.0000% | $31514368.00       | $229432.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-09-15      | 4.0000%  | 0.0000% | $31063520.00       | $451332.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-09-15      | 4.0000%  | 0.0000% | $24336416.00       | $353591.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-10-15      | 4.0000%  | 0.0000% | $50000000.00       | $413492.20         | Agency Collateralized Mortgage Obligation |

### Security 224: Natixis SA

- **C.1 - Title:** Natixis SA 4.360000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XJA8, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP19XJA8_4.36_0807
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note                    | 2030-03-31      | 3.6250%  | 0.0000% | $11141200.00       | $11117394.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-05-31      | 3.6250%  | 0.0000% | $14488400.00       | $14471081.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $99.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-12-31      | 3.7500%  | 0.0000% | $1950800.00        | $1932050.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-12-31      | 3.7500%  | 0.0000% | $1097200.00        | $1095203.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-15      | 3.7500%  | 0.0000% | $50682800.00       | $51372396.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-31      | 3.7500%  | 0.0000% | $17899900.00       | $18102724.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.7500%  | 0.0000% | $80039600.00       | $80001898.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-09-30      | 3.8750%  | 0.0000% | $4600000.00        | $4648395.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-12-31      | 3.8750%  | 0.0000% | $32809900.00       | $32892720.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-03-31      | 3.8750%  | 0.0000% | $6310400.00        | $6379856.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-06-15      | 3.8750%  | 0.0000% | $8448300.00        | $8487501.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-02-15      | 4.0000%  | 0.0000% | $300.00            | $305.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-02-29      | 4.0000%  | 0.0000% | $23999700.00       | $24457624.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-02-28      | 4.0000%  | 0.0000% | $999000.00         | $1018031.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-06-30      | 4.0000%  | 0.0000% | $200.00            | $201.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-15      | 4.0000%  | 0.0000% | $300.00            | $300.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-01-31      | 4.0000%  | 0.0000% | $764000.00         | $763136.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-02-15      | 4.0000%  | 0.0000% | $134306600.00      | $134028523.72      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-05-31      | 4.0000%  | 0.0000% | $2999300.00        | $3025143.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $99.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-09-30      | 4.1250%  | 0.0000% | $300.00            | $305.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-06-15      | 4.1250%  | 0.0000% | $2900000.00        | $2913729.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $102.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-30      | 4.1250%  | 0.0000% | $100.00            | $100.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-28      | 4.1250%  | 0.0000% | $29586800.00       | $30146290.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-02-29      | 4.1250%  | 0.0000% | $500.00            | $508.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-12-31      | 4.2500%  | 0.0000% | $34907800.00       | $35024956.26       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-02-28      | 4.2500%  | 0.0000% | $157104000.00      | $161628569.57      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-06-30      | 4.2500%  | 0.0000% | $4999800.00        | $5065548.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-06-30      | 4.2500%  | 0.0000% | $20699000.00       | $21017353.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-11-15      | 4.2500%  | 0.0000% | $1000.00           | $1001.39           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-05-15      | 4.2500%  | 0.0000% | $62000.00          | $61919.20          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-08-15      | 4.3750%  | 0.0000% | $100.00            | $102.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-08-31      | 4.3750%  | 0.0000% | $2705700.00        | $2791810.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-03-31      | 4.5000%  | 0.0000% | $1998300.00        | $2031277.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-02-28      | 4.6250%  | 0.0000% | $166700.00         | $170209.85         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-04-30      | 4.6250%  | 0.0000% | $9847600.00        | $10201488.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-05-31      | 4.6250%  | 0.0000% | $4000000.00        | $4147873.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2029-08-15      | N/A      | 0.0000% | $25998539.80       | $22111758.10       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2037-12-28      | 2.7000%  | 0.0000% | $1000.00           | $790.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-07-01      | 3.8300%  | 0.0000% | $1001.00           | $973.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2029-07-01      | 3.8300%  | 0.0000% | $1008.00           | $980.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-03-01      | 4.6500%  | 0.0000% | $1000.00           | $986.92            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-01-01      | 5.1550%  | 0.0000% | $1048.00           | $1073.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-06-01      | 4.4650%  | 0.0000% | $1000.00           | $998.32            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-07-01      | 4.7650%  | 0.0000% | $1000.00           | $1015.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-06-01      | 5.2150%  | 0.0000% | $1000.00           | $1026.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-06-01      | 5.0800%  | 0.0000% | $3047200.00        | $3127037.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2035-06-01      | 5.0100%  | 0.0000% | $1100.00           | $1117.35           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 2.0000%  | 0.0000% | $80921872.00       | $45699346.96       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 2.0000%  | 0.0000% | $77487032.00       | $46729696.88       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2032-08-01      | 3.0000%  | 0.0000% | $1639.00           | $152.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 3.5000%  | 0.0000% | $91133454.00       | $61352003.50       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $758.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 4.8080%  | 0.0000% | $73616124.00       | $64054304.67       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 5.0000%  | 0.0000% | $1374358.00        | $880048.28         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $2948551.00        | $2783894.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.0000%  | 0.0000% | $39838720.00       | $37814397.31       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $1092.00           | $894.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $1746343.00        | $1779874.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $2030510.00        | $2083251.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.29           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $57971405.00       | $56928970.43       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2040-02-01      | 6.5000%  | 0.0000% | $49329856.00       | $44786551.69       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2039-01-01      | 6.5000%  | 0.0000% | $55000000.00       | $32067310.32       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 7.0000%  | 0.0000% | $2443579.00        | $1630175.81        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 7.0000%  | 0.0000% | $673888.00         | $714797.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2037-02-01      | 2.0000%  | 0.0000% | $75026115.00       | $45964900.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $66633215.00       | $45109573.23       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $172277248.00      | $12867103.06       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $1204.00           | $870.79            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-05-01      | 4.9520%  | 0.0000% | $1024.00           | $847.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $8844091.00        | $8588423.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.0000%  | 0.0000% | $56009354.00       | $52170208.93       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $9969984.00        | $9720762.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $127389.00         | $109033.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $2011590.00        | $2086050.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1326145.00        | $1377862.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-01-01      | 6.5000%  | 0.0000% | $43347890.00       | $37237922.52       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2025-09-04      | N/A      | 0.0000% | $1900.00           | $1892.13           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-01-15      | N/A      | 0.0000% | $100.00            | $98.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-02-15      | 0.6250%  | 0.0000% | $1392000.00        | $1440580.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-02-15      | 0.7500%  | 0.0000% | $200.00            | $220.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-02-15      | 1.0000%  | 0.0000% | $2100.00           | $2000.17           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-02-15      | 1.0000%  | 0.0000% | $16844000.00       | $15487513.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $61.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-05-15      | 1.1250%  | 0.0000% | $300.00            | $185.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-05-15      | 1.2500%  | 0.0000% | $1495600.00        | $708129.95         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $48.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-11-15      | 1.3750%  | 0.0000% | $5000100.00        | $3166033.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-02-15      | 1.5000%  | 0.0000% | $2604900.00        | $2210274.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $51.96             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2041-02-15      | 1.8750%  | 0.0000% | $64997300.00       | $44783728.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2051-11-15      | 1.8750%  | 0.0000% | $100.00            | $54.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-02-15      | 2.0000%  | 0.0000% | $7002800.00        | $4100512.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2040-02-15      | 2.1250%  | 0.0000% | $495800.00         | $731667.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-08-15      | 2.2500%  | 0.0000% | $30700.00          | $20112.14          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-11-15      | 2.3750%  | 0.0000% | $9875400.00        | $6287957.80        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-02-15      | 2.3750%  | 0.0000% | $5000400.00        | $3641455.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-02-15      | 2.5000%  | 0.0000% | $100.00            | $70.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-11-15      | 2.7500%  | 0.0000% | $10000900.00       | $7564151.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-08-15      | 2.7500%  | 0.0000% | $100.00            | $71.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2047-11-15      | 2.7500%  | 0.0000% | $7274300.00        | $5128854.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-05-15      | 2.8750%  | 0.0000% | $2572600.00        | $1968709.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $69.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-05-15      | 3.0000%  | 0.0000% | $300.00            | $228.13            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2049-02-15      | 3.0000%  | 0.0000% | $13811300.00       | $10195044.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-08-15      | 3.1250%  | 0.0000% | $5499700.00        | $4348811.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2042-05-15      | 3.2500%  | 0.0000% | $28503100.00       | $23437337.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2028-04-15      | 3.6250%  | 0.0000% | $1300.00           | $2771.28           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-08-15      | 3.6250%  | 0.0000% | $8330100.00        | $7195439.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-05-15      | 3.6250%  | 0.0000% | $100.00            | $80.76             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-02-15      | 3.8750%  | 0.0000% | $36847100.00       | $33169698.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-05-15      | 3.8750%  | 0.0000% | $200.00            | $177.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-08-15      | 4.1250%  | 0.0000% | $200.00            | $179.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-08-15      | 4.1250%  | 0.0000% | $300.00            | $276.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $96.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $91.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-08-15      | 4.2500%  | 0.0000% | $300.00            | $274.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-02-15      | 4.5000%  | 0.0000% | $9999700.00        | $9730091.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2054-11-15      | 4.5000%  | 0.0000% | $600.00            | $566.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-05-15      | 4.6250%  | 0.0000% | $11000400.00       | $10740452.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-11-15      | 4.6250%  | 0.0000% | $1500.00           | $1461.56           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2053-11-15      | 4.7500%  | 0.0000% | $11574600.00       | $11372725.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2045-02-15      | 4.7500%  | 0.0000% | $4343000.00        | $4350347.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2055-05-15      | 4.7500%  | 0.0000% | $6280400.00        | $6182858.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-07-15      | 0.2500%  | 0.0000% | $2389400.00        | $2889056.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-07-31      | 0.3750%  | 0.0000% | $1200.00           | $1118.48           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-01-15      | 0.5000%  | 0.0000% | $4000000.00        | $5120175.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-30      | 0.5000%  | 0.0000% | $2300.00           | $2169.01           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-31      | 0.5000%  | 0.0000% | $400.00            | $373.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-10-31      | 0.5000%  | 0.0000% | $400.00            | $371.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-02-28      | 0.5000%  | 0.0000% | $100.00            | $98.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-05-15      | 0.6250%  | 0.0000% | $11200100.00       | $9597127.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-30      | 0.6250%  | 0.0000% | $400.00            | $371.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-12-31      | 0.6250%  | 0.0000% | $20597300.00       | $19061925.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $92.54             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-03-31      | 0.7500%  | 0.0000% | $13200000.00       | $12931234.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-09-30      | 0.8750%  | 0.0000% | $1000.00           | $966.23            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $86.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-02-29      | 1.1250%  | 0.0000% | $1500000.00        | $1405536.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-03-31      | 1.2500%  | 0.0000% | $13999700.00       | $13126548.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-15      | 1.3750%  | 0.0000% | $200.00            | $170.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-12-31      | 1.3750%  | 0.0000% | $298916800.00      | $275313817.74      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-05-15      | 1.6250%  | 0.0000% | $2600.00           | $2557.75           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-08-15      | 1.6250%  | 0.0000% | $50000800.00       | $46192471.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-05-15      | 1.6250%  | 0.0000% | $32000.00          | $28127.42          | U.S. Treasuries (including strips) |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $1230.00           | $814.12            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2027-10-15      | 1.6250%  | 0.0000% | $2904300.00        | $3203952.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-04-15      | 1.6250%  | 0.0000% | $4218300.00        | $4313240.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-12-31      | 1.7500%  | 0.0000% | $1200.00           | $1163.93           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-01-31      | 1.7500%  | 0.0000% | $2263200.00        | $2105081.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-01-15      | 1.7500%  | 0.0000% | $100.00            | $103.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-28      | 1.8750%  | 0.0000% | $2000000.00        | $1880863.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $97.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2035-07-15      | 1.8750%  | 0.0000% | $100.00            | $99.37             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-11-15      | 2.2500%  | 0.0000% | $39999900.00       | $38734698.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-05-15      | 2.3750%  | 0.0000% | $76677900.00       | $74947082.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-10-15      | 2.3750%  | 0.0000% | $100.00            | $109.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-07-31      | 2.6250%  | 0.0000% | $400.00            | $380.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-02-15      | 2.7500%  | 0.0000% | $8499900.00        | $8369728.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-30      | 2.7500%  | 0.0000% | $2500.00           | $2465.59           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-08-15      | 2.7500%  | 0.0000% | $200.00            | $185.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-05-15      | 2.8750%  | 0.0000% | $200.00            | $195.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $99.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $98.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.2500%  | 0.0000% | $1300.00           | $1286.96           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-01-31      | 3.5000%  | 0.0000% | $500.00            | $495.17            | U.S. Treasuries (including strips) |

### Security 225: Deutsche Bank Securities, Inc.

- **C.1 - Title:** Deutsche Bank Securities, Inc. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XKF5, C.3 - LEI: 9J6MBOOO7BEC, C.5 - Other ID: ARP19XKF5_4.36_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-03-31      | 3.6250%  | 0.0000% | $122457600.00      | $122195948.86      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $140302500.00      | $140821806.16      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $133359300.00      | $134827141.37      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 4.1250%  | 0.0000% | $109856000.00      | $112155176.20      | U.S. Treasuries (including strips) |

### Security 226: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.440000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: ARP19XKL2, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP19XKL2_4.44_0804
- **C.18 - Value (incl. sponsor support):** $1000070098.03
- **C.18.a - Value (excl. sponsor support):** $1000070098.03
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-04
- **C.12 - Maturity Date (WAL):** 2025-08-04
- **C.13 - Final Legal Maturity Date:** 2025-08-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 227: TD Securities USA LLC

- **C.1 - Title:** TD Securities USA LLC 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: ARP19XW13, C.3 - LEI: SUVUFHICNZMP, C.5 - Other ID: ARP19XW13_4.38_0801
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $25000000.00       | $21700843.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $27043057.00       | $21854277.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $25320000.00       | $23019607.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.5000%  | 0.0000% | $16431809.00       | $13187015.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 7.0000%  | 0.0000% | $29605000.00       | $23283297.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 7.0000%  | 0.0000% | $28834000.00       | $24041796.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 7.0000%  | 0.0000% | $28891822.00       | $23693640.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.0000%  | 0.0000% | $28959000.00       | $22289389.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.0000%  | 0.0000% | $56273000.00       | $24002832.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.5000%  | 0.0000% | $33000000.00       | $25047731.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 4.0000%  | 0.0000% | $96762961.00       | $22594727.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2059-01-01      | 4.5000%  | 0.0000% | $24290848.00       | $8575900.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $84895238.00       | $22241310.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.0000%  | 0.0000% | $21195912.00       | $21350783.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $26442047.00       | $23125948.38       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $27202000.00       | $23661089.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $23534771.00       | $23607265.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 7.5000%  | 0.0000% | $27728408.00       | $22810719.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 2.0000%  | 0.0000% | $26461133.00       | $21911822.68       | Agency Mortgage-Backed Securities |

### Security 228: Daiwa Capital Markets America, Inc.

- **C.1 - Title:** Daiwa Capital Markets America, Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XW47, C.3 - LEI: M67H5PRC0NQK, C.5 - Other ID: ARP19XW47_4.37_0801
- **C.18 - Value (incl. sponsor support):** $1250000000.00
- **C.18.a - Value (excl. sponsor support):** $1250000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $29363106.00       | $28251024.86       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $5835413.00        | $5721318.00        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1079887.00        | $1105701.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1761.00           | $1764.36           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $9682277.00        | $9880502.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $96807.00          | $98663.18          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 6.0000%  | 0.0000% | $2499762.00        | $1636548.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $495648.00         | $469786.07         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $906.45            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $12763700.00       | $12658475.27       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $48676000.00       | $43928251.14       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1309522.00        | $1251243.76        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $625000.00         | $610805.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $847496.00         | $822351.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-11-01      | 6.0000%  | 0.0000% | $9859121.00        | $213857.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $1626.00           | $1206.46           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $74440.00          | $71076.06          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $2009286.00        | $1941654.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-04-01      | 6.0000%  | 0.0000% | $767901.00         | $756408.97         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1837357.00        | $1802369.73        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $40000.00          | $39362.46          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $34330284.00       | $26447820.06       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 7.0000%  | 0.0000% | $53226.00          | $45896.72          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.0000%  | 0.0000% | $758845.00         | $486670.62         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $988053.00         | $602639.76         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $4600000.00        | $2082050.06        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $129376.00         | $83495.23          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $535820.00         | $350764.07         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $15000000.00       | $2106096.50        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $7400000.00        | $1227599.81        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $1194591.00        | $804066.52         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $156534902.00      | $110096393.62      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $40668651.00       | $38236397.60       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-10-15      | 5.0000%  | 0.0000% | $2275.00           | $36.18             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $12669000.00       | $10565756.29       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $2007480.00        | $1930866.37        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $8049687.00        | $6132727.06        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $10010452.00       | $10001312.98       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $592887.00         | $601592.16         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $181006.00         | $184859.62         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $5329904.00        | $1834124.16        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2048-02-15      | 3.0000%  | 0.0000% | $22000000.00       | $16501383.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-05-15      | 3.2500%  | 0.0000% | $20326000.00       | $16806396.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-08-15      | 3.3750%  | 0.0000% | $10650300.00       | $9027753.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-02-15      | 4.7500%  | 0.0000% | $1800.00           | $1813.10           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-04-30      | 2.8750%  | 0.0000% | $3977200.00        | $3865697.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-05-31      | 4.0000%  | 0.0000% | $3433800.00        | $3467759.14        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 2.0000%  | 0.0000% | $1000.00           | $528.17            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.0000%  | 0.0000% | $3324.00           | $1663.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $479.38            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-08-01      | 2.5000%  | 0.0000% | $1357590.00        | $25030.02          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-06-01      | 2.5000%  | 0.0000% | $18026.00          | $12597.22          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $733.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 2.5000%  | 0.0000% | $100000.00         | $33500.48          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $53121429.00       | $46356285.60       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $1188.00           | $1021.63           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $12806900.00       | $11331883.97       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $33025373.00       | $30081967.88       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $3033.00           | $2795.01           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $30331233.00       | $29243039.64       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $59472864.00       | $55862796.44       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $221831.00         | $211884.02         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $683.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $1012.00           | $858.00            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $868.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $1038.00           | $895.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $608364.00         | $590133.54         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $24256.00          | $22121.42          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $232912.00         | $181697.34         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 5.5000%  | 0.0000% | $437139.00         | $422049.48         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $7934126.00        | $7234401.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1553698.00        | $1558796.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $2346538.00        | $2346164.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $3581380.00        | $3594073.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $3103361.00        | $2946480.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $100000000.00      | $99958233.30       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-12-20      | 5.8750%  | 0.0000% | $1991.00           | $219.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-11-01      | 6.0000%  | 0.0000% | $3863751.00        | $52344.86          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-05-01      | 6.0000%  | 0.0000% | $6227.00           | $89.77             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1001.00           | $931.19            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $53436133.00       | $45896245.59       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1820.12           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1129119.00        | $1073608.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $4327839.00        | $3639821.95        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $1045.00           | $879.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $4039.00           | $2787.62           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.0000%  | 0.0000% | $1010.00           | $942.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-03-01      | 6.0000%  | 0.0000% | $345000.00         | $339357.23         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $2486625.00        | $2537533.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1019.43           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $41608.00          | $38211.27          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.86           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $9356687.00        | $9473178.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $825.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.5000%  | 0.0000% | $3027.00           | $2719.64           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1094480.00        | $934936.77         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $1106088.00        | $977656.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-11-01      | 1.5000%  | 0.0000% | $725000.00         | $352386.97         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1034.00           | $582.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $169978.00         | $107307.25         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1058447.00        | $680278.14         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $28273.00          | $17087.43          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $5000.00           | $3039.40           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $2000.00           | $1099.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $2000.00           | $1191.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1071.00           | $701.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $5619000.00        | $3660086.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $39000.00          | $30284.22          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $644.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $674.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000000.00        | $712602.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $360960.00         | $70046.72          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1150.00           | $797.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1036.00           | $880.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $3991214.00        | $2384702.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-11-01      | 3.0000%  | 0.0000% | $170000.00         | $80872.06          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $14000.00          | $10788.72          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-04-01      | 3.0000%  | 0.0000% | $413528.00         | $91826.23          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $731.00            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-09-01      | 3.0000%  | 0.0000% | $7010.00           | $4667.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 3.5000%  | 0.0000% | $125041464.00      | $18618025.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 3.5000%  | 0.0000% | $3099787.00        | $301738.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 3.5000%  | 0.0000% | $8294402.00        | $4152910.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1429.08           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $494395.00         | $319290.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1008.00           | $741.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 3.5000%  | 0.0000% | $543000.00         | $460103.11         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-25      | 3.5000%  | 0.0000% | $7000.00           | $5579.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $6000.00           | $4419.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $3001.00           | $2282.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $72511569.00       | $14784418.05       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $2551486.00        | $1080919.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-09-01      | 4.5000%  | 0.0000% | $3386.00           | $53.68             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 4.5000%  | 0.0000% | $158994.00         | $131614.23         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $52259.00          | $42669.81          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 4.5000%  | 0.0000% | $16099332.00       | $15176469.82       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $5000000.00        | $3989065.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $15364216.00       | $14324208.85       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $157252956.00      | $145197674.74      | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 4.5000%  | 0.0000% | $101461.00         | $95251.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 4.5000%  | 0.0000% | $1625253.00        | $1534734.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $2850163.00        | $2712698.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $35676.00          | $31671.51          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $318233.00         | $311438.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1003.00           | $935.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.0000%  | 0.0000% | $10143.00          | $9843.31           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $875.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 5.0000%  | 0.0000% | $7000.00           | $3521.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $5015.00           | $4219.32           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $4000.00           | $3403.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $2000.00           | $1873.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-05-01      | 5.0000%  | 0.0000% | $66471.00          | $65018.68          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $6728000.00        | $6386386.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $4597000.00        | $4375483.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $3435000.00        | $3189821.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $13749779.00       | $13769206.66       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $4739102.00        | $4744155.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $23682350.00       | $23334241.79       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $3971.00           | $3263.96           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $2814195.00        | $2732087.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $10655000.00       | $9849681.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.5000%  | 0.0000% | $128180.00         | $100045.87         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $2734371.00        | $2524652.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $99806021.00       | $92141069.65       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $4280904.00        | $3993892.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $15635463.00       | $14890957.68       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 2.5000%  | 0.0000% | $9128852.00        | $3792309.33        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $1000.00           | $527.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $1006.00           | $622.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1252.49           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 3.0000%  | 0.0000% | $38673912.00       | $22551316.95       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 3.0000%  | 0.0000% | $1717500.00        | $1001499.07        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 3.0000%  | 0.0000% | $1000.00           | $521.32            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $1000.00           | $564.41            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $614.56            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $65000.00          | $46580.95          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-03-01      | 3.0000%  | 0.0000% | $1000.00           | $104.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-03-01      | 3.0000%  | 0.0000% | $1000.00           | $228.07            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $2000.00           | $1387.21           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2084.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1342.28           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $39000.00          | $29713.35          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1560.61           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 3.5000%  | 0.0000% | $1009.00           | $557.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $831.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.0000%  | 0.0000% | $56605460.00       | $42841687.22       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.0000%  | 0.0000% | $264939.00         | $179900.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 4.0000%  | 0.0000% | $60000.00          | $48393.52          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $711.68            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 4.0000%  | 0.0000% | $1000.00           | $255.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 4.0000%  | 0.0000% | $7350000.00        | $3949369.95        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $216.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $1000.00           | $855.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $863.16            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 4.5000%  | 0.0000% | $3585092.00        | $3348446.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 4.5000%  | 0.0000% | $2219223.00        | $2083143.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.5000%  | 0.0000% | $1000.00           | $759.72            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $6002160.00        | $5451638.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 4.5000%  | 0.0000% | $12996317.00       | $12120770.53       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $30526920.00       | $22719425.66       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $780.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $585416.00         | $550388.45         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-08-20      | 5.0000%  | 0.0000% | $1999.00           | $316.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $2691079.00        | $2233547.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $1018.00           | $982.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $441633.00         | $428796.58         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $1109236.00        | $1077607.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $1672408.00        | $1631005.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $101222.00         | $93459.68          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $949.12            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.0000%  | 0.0000% | $15026370.00       | $14597344.68       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $1051.00           | $958.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $197000.00         | $175912.01         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $2214.00           | $1796.04           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $1031041.00        | $823053.59         | Agency Mortgage-Backed Securities  |

### Security 229: Santander U.S. Capital Markets LLC

- **C.1 - Title:** Santander U.S. Capital Markets LLC 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XW62, C.3 - LEI: 549300LGG2RL, C.5 - Other ID: ARP19XW62_4.37_0801
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2038-11-15      | N/A      | 0.0000% | $2784000.00        | $1448247.94        | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority            | 2048-01-15      | 4.8750%  | 0.0000% | $36079000.00       | $33922510.08       | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority            | 2038-06-15      | 5.5000%  | 0.0000% | $23000.00          | $24493.32          | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority            | 2036-04-01      | 5.8800%  | 0.0000% | $13257000.00       | $14818263.63       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill               | 2025-10-30      | N/A      | 0.0000% | $20081400.00       | $19868537.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-08-28      | N/A      | 0.0000% | $100.00            | $99.68             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2038-05-15      | 4.5000%  | 0.0000% | $5000.00           | $5062.12           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-02-15      | 4.6250%  | 0.0000% | $3000.00           | $3057.02           | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-04-30      | 4.4359%  | 0.0000% | $27000.00          | $27012.77          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-08-15      | 1.2500%  | 0.0000% | $345500.00         | $296087.30         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-10-15      | 1.6250%  | 0.0000% | $100.00            | $104.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-01-15      | 1.7500%  | 0.0000% | $4750000.00        | $4931003.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-30      | 3.5000%  | 0.0000% | $20349300.00       | $20149001.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-12-31      | 3.7500%  | 0.0000% | $37431000.00       | $37384808.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $101.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-08-15      | 3.8750%  | 0.0000% | $4051800.00        | $3998560.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-31      | 3.8750%  | 0.0000% | $1006000.00        | $1017321.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-10-31      | 4.0000%  | 0.0000% | $994800.00         | $1008090.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-01-31      | 4.0000%  | 0.0000% | $1172200.00        | $1176644.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-31      | 4.1250%  | 0.0000% | $1361800.00        | $1382092.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-11-15      | 4.1250%  | 0.0000% | $100.00            | $100.77            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-11-30      | 4.1250%  | 0.0000% | $115400.00         | $117176.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-31      | 4.1250%  | 0.0000% | $56932000.00       | $57014949.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-10-15      | 4.2500%  | 0.0000% | $5808900.00        | $5879918.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-11-30      | 4.2500%  | 0.0000% | $100.00            | $100.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-10-31      | 5.0000%  | 0.0000% | $100.00            | $101.38            | U.S. Treasuries (including strips) |

### Security 230: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XW70, C.3 - LEI: 549300H8L46O, C.5 - Other ID: ARP19XW70_4.37_0801
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $3788594.00        | $1109613.78        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-10-20      | 4.5000%  | 0.0000% | $1452815.00        | $309681.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-02-20      | 4.5000%  | 0.0000% | $1649507.00        | $1023480.02        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-12-20      | 4.5000%  | 0.0000% | $3999892.00        | $1950604.34        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-05-20      | 4.5000%  | 0.0000% | $1282942.00        | $840894.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $37974918.00       | $36156853.77       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-11-20      | 5.0000%  | 0.0000% | $10114531.00       | $6805151.23        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-06-20      | 5.0000%  | 0.0000% | $4213627.00        | $1753940.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 5.0000%  | 0.0000% | $3657595.00        | $2000575.68        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-20      | 5.0000%  | 0.0000% | $3583368.00        | $2024740.48        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $5000.00           | $5257.13           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-15      | 6.5000%  | 0.0000% | $4000.00           | $4244.60           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $3000.00           | $2838.92           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $5000.00           | $2386.05           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1000.00           | $835.78            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $5000.00           | $4587.75           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2073-08-20      | 6.5170%  | 0.0000% | $1001.00           | $409.67            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2073-08-20      | 6.5510%  | 0.0000% | $1001.00           | $461.51            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2073-11-20      | 6.5730%  | 0.0000% | $1000.00           | $630.14            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2072-10-20      | 7.2020%  | 0.0000% | $1125.00           | $1038.55           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 7.3750%  | 0.0000% | $21836.00          | $23535.47          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $6048.00           | $6529.27           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2045-02-15      | 0.7500%  | 0.0000% | $159000.00         | $158400.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-08-15      | 1.3750%  | 0.0000% | $51299800.00       | $25369610.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note         | 2026-01-31      | 4.5309%  | 0.0000% | $1385800.00        | $1387155.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-01-15      | 0.1250%  | 0.0000% | $275100.00         | $315645.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-08-31      | 1.1250%  | 0.0000% | $524800.00         | $485757.14         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-03-31      | 3.6250%  | 0.0000% | $4600.00           | $4627.23           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-06-30      | 4.2500%  | 0.0000% | $1014200.00        | $1029391.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-05-15      | 4.2500%  | 0.0000% | $200.00            | $200.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2026-11-15      | N/A      | 0.0000% | $190900.00         | $182049.69         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2029-05-15      | N/A      | 0.0000% | $0.22              | $0.19              | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1001.00           | $928.74            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $5000.00           | $4817.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $50000000.00       | $49945173.94       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1004.50           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $5001.00           | $3801.80           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $5002.00           | $4895.77           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $6001.00           | $5959.30           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $999.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $917.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1003.00           | $1015.23           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.0000%  | 0.0000% | $6177365.00        | $6045696.24        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $17064524.00       | $17017472.23       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $747.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $2006.00           | $1464.61           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $1847.00           | $1310.06           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $5001.00           | $4810.42           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $5001.00           | $5113.64           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $4001.00           | $3388.80           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $1468996.00        | $1497488.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.0000%  | 0.0000% | $2071.00           | $1723.67           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-30      | 6.0000%  | 0.0000% | $1008.00           | $750.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $798.26            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.5000%  | 0.0000% | $1023.00           | $825.27            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $3001.00           | $2552.90           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1040.61           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $3000.00           | $3097.83           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 7.0000%  | 0.0000% | $1878425.00        | $1464715.31        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 7.0000%  | 0.0000% | $5002.00           | $4323.22           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $1000.00           | $728.96            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $717.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $1011.00           | $458.36            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 7.0000%  | 0.0000% | $3010.00           | $2680.09           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 7.0000%  | 0.0000% | $1000.00           | $897.22            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 7.0000%  | 0.0000% | $4001.00           | $4198.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $494455.00         | $303662.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $2000.00           | $1057.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $9469536.00        | $6229762.88        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $1008.00           | $683.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $2000.00           | $1374.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1008.00           | $707.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-11-01      | 3.0000%  | 0.0000% | $1000.00           | $470.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $893293.00         | $272245.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 4.5000%  | 0.0000% | $6473181.00        | $5920109.42        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1002.00           | $699.85            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $3965733.00        | $3992690.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $606.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $1016.00           | $855.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $2664976.00        | $2101151.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $61146095.00       | $61091146.49       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2061-09-01      | 5.5000%  | 0.0000% | $8149296.00        | $6143306.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 6.0000%  | 0.0000% | $1000.00           | $795.84            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1007.00           | $1034.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $2048.00           | $2090.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1278804.00        | $1288500.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $774.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $894.57            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 6.5000%  | 0.0000% | $1020.00           | $806.44            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $92186.00          | $73646.91          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 6.5000%  | 0.0000% | $4180.00           | $3356.89           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $2239.00           | $2290.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $980.23            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.79           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $3287306.00        | $2891782.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $996.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1093403.00        | $1138499.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $2000.00           | $1698.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 7.0000%  | 0.0000% | $1001.00           | $389.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $715.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 7.0000%  | 0.0000% | $1785869.00        | $1898625.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 7.0000%  | 0.0000% | $1001.00           | $1065.29           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-15      | 2.5000%  | 0.0000% | $4052.00           | $2712.04           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $4997.00           | $1301.82           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $379661.00         | $31145.47          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $3000.00           | $1548.90           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $4195966.00        | $3040471.28        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $1377983.00        | $1150613.80        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $2726279.00        | $2031385.97        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $1703378.00        | $1083615.55        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-10-20      | 3.5000%  | 0.0000% | $1885392.00        | $1331395.21        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $2052147.00        | $969250.14         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $2696181.00        | $1578275.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $15889607.00       | $3462530.57        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $50077478.00       | $11223281.78       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $4000.00           | $3213.47           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $2003.00           | $888.94            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $1236821.00        | $702906.68         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $1110277.00        | $839381.95         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-07-20      | 4.0000%  | 0.0000% | $1181991.00        | $468940.43         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $1711084.00        | $996770.64         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1638207.00        | $973210.21         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 4.0000%  | 0.0000% | $1124391.00        | $667612.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-07-01      | 4.6650%  | 0.0000% | $2317.00           | $2345.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-10-01      | 3.9100%  | 0.0000% | $1487.00           | $1466.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-07-01      | 4.4600%  | 0.0000% | $242790.00         | $243894.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-08-01      | 1.5700%  | 0.0000% | $296180.00         | $198639.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-10-01      | 1.3300%  | 0.0000% | $1037.00           | $847.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-02-01      | 1.2900%  | 0.0000% | $1999.00           | $1539.13           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $3395752.00        | $2317596.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-06-01      | 2.5000%  | 0.0000% | $6350784.00        | $4114914.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $6176.00           | $4306.90           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $2024.00           | $1491.48           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $1515.00           | $1018.61           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $1033.00           | $801.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $747.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $3000.00           | $2811.96           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $178669.00         | $136006.93         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $22949871.00       | $18756054.51       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1005.67           | Agency Mortgage-Backed Securities  |

### Security 231: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XWB1, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP19XWB1_4.37_0801
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank                 | 2034-06-12      | 5.3700%  | 0.0000% | $7800000.00        | $7844796.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2028-04-28      | 4.5000%  | 0.0000% | $7500000.00        | $7497682.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-04-01      | 2.0000%  | 0.0000% | $4620000.00        | $253112.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $504000.00         | $239327.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $500000.00         | $289112.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $3580.00           | $1973.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-05-01      | 2.5000%  | 0.0000% | $7000.00           | $303.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-02-01      | 2.5000%  | 0.0000% | $596000.00         | $185404.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-01-01      | 2.5000%  | 0.0000% | $8000.00           | $2597.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-07-01      | 2.5000%  | 0.0000% | $4987.00           | $1884.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-10-01      | 2.5000%  | 0.0000% | $109000.00         | $42932.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $124946.00         | $72222.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 2.5000%  | 0.0000% | $156117.00         | $112222.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $8531000.00        | $6067368.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.5000%  | 0.0000% | $71000.00          | $28684.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-12-01      | 2.5000%  | 0.0000% | $1077000.00        | $35768.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-06-01      | 3.0000%  | 0.0000% | $3000.00           | $271.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-08-01      | 3.0000%  | 0.0000% | $435000.00         | $63345.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 3.5000%  | 0.0000% | $2825630.00        | $2434257.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.5000%  | 0.0000% | $21000.00          | $12516.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 3.5000%  | 0.0000% | $479533.00         | $251066.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-05-01      | 4.0000%  | 0.0000% | $34000.00          | $107.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-06-01      | 4.0000%  | 0.0000% | $7232.00           | $2.81              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-09-01      | 4.0000%  | 0.0000% | $42000.00          | $259.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-11-01      | 4.0000%  | 0.0000% | $5000.00           | $9.31              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-01-01      | 4.0000%  | 0.0000% | $17000.00          | $114.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-11-01      | 4.0000%  | 0.0000% | $69000.00          | $14647.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.0000%  | 0.0000% | $525000.00         | $65940.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 4.0000%  | 0.0000% | $2000000.00        | $229317.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.0000%  | 0.0000% | $167670.00         | $129975.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.0000%  | 0.0000% | $440000.00         | $19574.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-03-01      | 4.0000%  | 0.0000% | $72000.00          | $146.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-12-01      | 4.0000%  | 0.0000% | $44000.00          | $386.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-05-01      | 4.0000%  | 0.0000% | $150000.00         | $1904.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-02-01      | 4.0000%  | 0.0000% | $41000.00          | $4341.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-12-01      | 4.0000%  | 0.0000% | $1714895.00        | $289617.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-06-01      | 4.0000%  | 0.0000% | $14000.00          | $1212.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-08-01      | 4.0000%  | 0.0000% | $151000.00         | $6390.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-10-01      | 4.0000%  | 0.0000% | $20000.00          | $2246.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.0000%  | 0.0000% | $7000.00           | $586.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-02-01      | 4.0000%  | 0.0000% | $2208.00           | $1.86              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2025-10-01      | 4.0000%  | 0.0000% | $41248.00          | $4.13              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 4.0000%  | 0.0000% | $735000.00         | $101358.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-04-01      | 4.0000%  | 0.0000% | $20000.00          | $1474.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 4.0000%  | 0.0000% | $7000.00           | $4269.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 4.0000%  | 0.0000% | $2000000.00        | $606915.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-05-01      | 4.5000%  | 0.0000% | $5088.00           | $2.92              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-09-01      | 4.5000%  | 0.0000% | $275000.00         | $1223.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-06-01      | 4.5000%  | 0.0000% | $18521.00          | $1.59              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-09-01      | 4.5000%  | 0.0000% | $12321.00          | $1.64              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-07-01      | 4.5000%  | 0.0000% | $21776.00          | $1.03              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-06-01      | 4.5000%  | 0.0000% | $6784.00           | $1.01              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-03-01      | 4.5000%  | 0.0000% | $6464.00           | $1.38              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-09-01      | 4.5000%  | 0.0000% | $4617.00           | $1.48              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-06-01      | 4.5000%  | 0.0000% | $15716.00          | $3.14              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-07-01      | 4.5000%  | 0.0000% | $355000.00         | $86.71             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-11-01      | 4.5000%  | 0.0000% | $7232.00           | $4.90              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $305000.00         | $233167.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-11-01      | 4.5000%  | 0.0000% | $675480.00         | $13061.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-02-01      | 4.5000%  | 0.0000% | $1500000.00        | $95684.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-12-01      | 4.5000%  | 0.0000% | $78000.00          | $6667.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-05-01      | 4.5000%  | 0.0000% | $29000.00          | $862.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-09-01      | 4.5000%  | 0.0000% | $364000.00         | $10456.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-06-01      | 4.5000%  | 0.0000% | $136000.00         | $27127.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-11-01      | 4.5000%  | 0.0000% | $400000.00         | $4712.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-10-01      | 4.5000%  | 0.0000% | $15000.00          | $383.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-06-01      | 4.5000%  | 0.0000% | $955000.00         | $99093.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 4.5000%  | 0.0000% | $6000.00           | $657.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.5000%  | 0.0000% | $167000.00         | $15021.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 4.5000%  | 0.0000% | $10000.00          | $5979.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-01-01      | 4.5000%  | 0.0000% | $4000.00           | $2518.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-10-01      | 4.5000%  | 0.0000% | $2269.00           | $1951.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 4.5000%  | 0.0000% | $10000.00          | $9201.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 4.5000%  | 0.0000% | $2474257.00        | $2200798.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-08-01      | 5.0000%  | 0.0000% | $6585.00           | $5.39              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 5.0000%  | 0.0000% | $3086.00           | $2.76              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 5.0000%  | 0.0000% | $250000.00         | $40122.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $487000.00         | $429338.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $2325.00           | $1963.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-07-01      | 5.0000%  | 0.0000% | $250000.00         | $246979.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-03-01      | 5.0000%  | 0.0000% | $100000.00         | $64077.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 5.0000%  | 0.0000% | $100000.00         | $11703.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2025-09-01      | 5.0000%  | 0.0000% | $11530.00          | $1.15              | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2034-04-24      | 3.1200%  | 0.0000% | $14450000.00       | $13155535.28       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2028-07-28      | 4.2300%  | 0.0000% | $23936000.00       | $23892448.45       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2029-07-10      | 4.6500%  | 0.0000% | $10770000.00       | $10776251.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 4.5000%  | 0.0000% | $2000000.00        | $129985.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $3509.00           | $241.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $200000.00         | $152972.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $1190.00           | $930.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $10000000.00       | $8339850.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $13744680.00       | $11498575.28       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-04-20      | 6.0000%  | 0.0000% | $100000.00         | $10410.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-09-20      | 6.0000%  | 0.0000% | $3900000.00        | $451372.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 6.0000%  | 0.0000% | $88000.00          | $10598.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 6.0000%  | 0.0000% | $25000.00          | $2463.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 6.0000%  | 0.0000% | $93000.00          | $11726.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $1122000.00        | $154770.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-06-20      | 6.0000%  | 0.0000% | $17000.00          | $6119.81           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 6.0000%  | 0.0000% | $3383.00           | $1547.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-20      | 6.0000%  | 0.0000% | $101729.00         | $81370.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-10-20      | 6.0000%  | 0.0000% | $296999.00         | $2847.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.0000%  | 0.0000% | $5278.00           | $3.70              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $1704.00           | $1.53              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 6.0000%  | 0.0000% | $15000.00          | $117.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $2000000.00        | $1875348.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $3287747.00        | $2824692.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-08-20      | 6.0000%  | 0.0000% | $109000.00         | $1199.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-20      | 6.0000%  | 0.0000% | $35000.00          | $114.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-04-20      | 6.0000%  | 0.0000% | $250000.00         | $1910.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-06-20      | 6.0000%  | 0.0000% | $40090.00          | $462.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 6.5000%  | 0.0000% | $261000.00         | $716.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-02-01      | 3.5000%  | 0.0000% | $43000.00          | $3739.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $6169683.00        | $5304797.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2025-09-01      | 3.5000%  | 0.0000% | $11623.00          | $2.47              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-05-01      | 3.5000%  | 0.0000% | $71614.00          | $4391.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 3.5000%  | 0.0000% | $250000.00         | $28164.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 3.5000%  | 0.0000% | $141000.00         | $15343.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-04-01      | 3.5000%  | 0.0000% | $8000.00           | $622.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2025-10-01      | 3.5000%  | 0.0000% | $1080.00           | $0.62              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2025-09-01      | 3.5000%  | 0.0000% | $9232.00           | $3.01              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-01-01      | 4.0000%  | 0.0000% | $3000.00           | $3.15              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-09-01      | 4.0000%  | 0.0000% | $72000.00          | $193.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-02-01      | 4.0000%  | 0.0000% | $1100000.00        | $7279.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-05-01      | 4.0000%  | 0.0000% | $5888.00           | $3.18              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-08-01      | 4.0000%  | 0.0000% | $34000.00          | $199.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-06-01      | 4.0000%  | 0.0000% | $2621.00           | $2.24              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-05-01      | 4.0000%  | 0.0000% | $17000.00          | $453.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $12238.00          | $1806.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-04-01      | 4.0000%  | 0.0000% | $865000.00         | $184274.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $260000.00         | $18179.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 4.0000%  | 0.0000% | $121000.00         | $53763.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-06-01      | 4.0000%  | 0.0000% | $6000.00           | $775.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-03-01      | 4.0000%  | 0.0000% | $33000.00          | $12670.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 4.0000%  | 0.0000% | $39000.00          | $19251.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-09-01      | 4.0000%  | 0.0000% | $4204.00           | $3537.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-01-01      | 4.0000%  | 0.0000% | $5968.00           | $3.56              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2025-09-01      | 4.0000%  | 0.0000% | $1272.00           | $0.85              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-06-01      | 4.0000%  | 0.0000% | $359000.00         | $39498.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 4.0000%  | 0.0000% | $3786328.00        | $566884.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2025-11-01      | 4.0000%  | 0.0000% | $4930.00           | $0.67              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-01-01      | 4.0000%  | 0.0000% | $3968.00           | $3.01              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-01-01      | 5.0000%  | 0.0000% | $5787.00           | $2.39              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 5.0000%  | 0.0000% | $418000.00         | $5684.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-06-01      | 5.0000%  | 0.0000% | $300000.00         | $16783.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 5.0000%  | 0.0000% | $690000.00         | $72519.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 5.0000%  | 0.0000% | $2073557.00        | $193679.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 5.0000%  | 0.0000% | $575000.00         | $46631.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-10-01      | 5.0000%  | 0.0000% | $136000.00         | $92291.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 5.0000%  | 0.0000% | $425000.00         | $295838.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $704000.00         | $596085.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-07-01      | 5.0000%  | 0.0000% | $1630519.00        | $1439325.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 5.0000%  | 0.0000% | $2914421.00        | $2742138.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.0000%  | 0.0000% | $5614280.00        | $4588336.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.0000%  | 0.0000% | $25000.00          | $23504.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.5000%  | 0.0000% | $145000.00         | $130758.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.5000%  | 0.0000% | $3014.00           | $1958.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $111000.00         | $91110.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $39964.00          | $30602.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $237886.00         | $219886.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $2195713.00        | $2085296.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-10-01      | 5.5000%  | 0.0000% | $30125.00          | $104.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-05-01      | 5.5000%  | 0.0000% | $94037.00          | $1242.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-06-01      | 5.5000%  | 0.0000% | $27248.00          | $146.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-06-01      | 5.5000%  | 0.0000% | $173763.00         | $739.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-12-01      | 5.5000%  | 0.0000% | $82000.00          | $499.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 5.5000%  | 0.0000% | $1020000.00        | $10696.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 5.5000%  | 0.0000% | $192280.00         | $4059.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-10-01      | 5.5000%  | 0.0000% | $3109445.00        | $22224.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-02-01      | 5.5000%  | 0.0000% | $1020000.00        | $12296.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 5.5000%  | 0.0000% | $4202970.00        | $22851.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-07-01      | 5.5000%  | 0.0000% | $1214852.00        | $7762.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-07-01      | 5.5000%  | 0.0000% | $131554.00         | $1622.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $4981914.00        | $4805747.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 5.5000%  | 0.0000% | $2340.00           | $2016.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $30000.00          | $23003.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $132924.00         | $107567.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-02-01      | 6.0000%  | 0.0000% | $879868.00         | $1256.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-06-01      | 6.0000%  | 0.0000% | $1122.00           | $0.75              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-01-01      | 6.0000%  | 0.0000% | $1672.00           | $0.85              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-11-01      | 6.0000%  | 0.0000% | $2304.00           | $2.22              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-08-01      | 6.0000%  | 0.0000% | $413984.00         | $290.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-04-01      | 6.0000%  | 0.0000% | $4321.00           | $3.46              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 6.0000%  | 0.0000% | $210126.00         | $1937.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-06-01      | 6.0000%  | 0.0000% | $6447.00           | $0.86              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-02-01      | 6.0000%  | 0.0000% | $23835.00          | $295.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 6.0000%  | 0.0000% | $57576.00          | $45629.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $525000.00         | $409564.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $8144.00           | $6251.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $2794.00           | $2245.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $1497266.00        | $1203743.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $167516.00         | $152449.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $11442371.00       | $10306643.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.5000%  | 0.0000% | $200000.00         | $131378.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-02-01      | 6.5000%  | 0.0000% | $1697.00           | $1.37              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $200000.00         | $137300.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-06-01      | 2.0000%  | 0.0000% | $9000.00           | $4900.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $55000.00          | $32280.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-03-01      | 2.0000%  | 0.0000% | $2013500.00        | $79281.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-08-01      | 2.5000%  | 0.0000% | $10000.00          | $4107.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-09-01      | 2.5000%  | 0.0000% | $28000.00          | $3096.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-10-01      | 2.5000%  | 0.0000% | $55000.00          | $23333.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $8924.00           | $6335.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-12-01      | 2.5000%  | 0.0000% | $9907.00           | $1829.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $2000000.00        | $1100077.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-06-01      | 3.0000%  | 0.0000% | $500000.00         | $68667.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-02-01      | 3.0000%  | 0.0000% | $49000.00          | $6849.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-07-01      | 3.0000%  | 0.0000% | $65000.00          | $10085.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $61000.00          | $9799.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-09-01      | 3.0000%  | 0.0000% | $11000.00          | $2466.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-08-01      | 3.0000%  | 0.0000% | $392769.00         | $35041.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $76000.00          | $15785.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $7888.00           | $5117.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $22000.00          | $15262.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $700000.00         | $489636.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $23000.00          | $17363.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1400000.00        | $1072011.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $835000.00         | $638286.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-05-01      | 3.0000%  | 0.0000% | $5000000.00        | $633991.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-07-01      | 3.0000%  | 0.0000% | $2800000.00        | $356345.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $100000.00         | $5737.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-08-01      | 3.5000%  | 0.0000% | $73000.00          | $10270.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $4990000.00        | $753135.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $62132.00          | $44075.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-11-01      | 3.0000%  | 0.0000% | $225000.00         | $2562.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-07-01      | 3.0000%  | 0.0000% | $2000000.00        | $157870.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $25000.00          | $4808.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-04-01      | 3.0000%  | 0.0000% | $100000.00         | $12232.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-05-01      | 3.0000%  | 0.0000% | $125000.00         | $17701.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-12-01      | 3.0000%  | 0.0000% | $18000.00          | $2051.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 3.0000%  | 0.0000% | $530000.00         | $87567.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-06-01      | 3.0000%  | 0.0000% | $18000.00          | $2647.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $24107.00          | $3744.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 3.0000%  | 0.0000% | $126000.00         | $26900.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2034-07-01      | 3.0000%  | 0.0000% | $300000.00         | $31801.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 3.0000%  | 0.0000% | $894325.00         | $720494.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.0000%  | 0.0000% | $3011000.00        | $872338.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 3.0000%  | 0.0000% | $400000.00         | $137344.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.0000%  | 0.0000% | $105000.00         | $47621.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-06-01      | 3.5000%  | 0.0000% | $100000.00         | $11557.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-07-01      | 3.5000%  | 0.0000% | $11000.00          | $976.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 3.5000%  | 0.0000% | $161000.00         | $43119.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $15000.00          | $10842.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-11-01      | 3.5000%  | 0.0000% | $95000.00          | $5948.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-08-01      | 3.5000%  | 0.0000% | $1250000.00        | $116494.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 3.5000%  | 0.0000% | $75000.00          | $29441.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2025-10-01      | 3.5000%  | 0.0000% | $1426.00           | $0.65              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-07-01      | 3.5000%  | 0.0000% | $234500.00         | $24126.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-06-01      | 3.5000%  | 0.0000% | $128758.00         | $14779.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 3.5000%  | 0.0000% | $42000.00          | $9129.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 3.5000%  | 0.0000% | $10000.00          | $2137.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-09-01      | 3.5000%  | 0.0000% | $1010527.00        | $867346.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2025-09-01      | 4.0000%  | 0.0000% | $9160.00           | $3.79              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $2080.00           | $0.59              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $11784.00          | $1.29              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $8040.00           | $6.40              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $1524500.00        | $265974.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-10-01      | 4.5000%  | 0.0000% | $450000.00         | $100250.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-05-01      | 4.5000%  | 0.0000% | $9000.00           | $2922.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $3136.00           | $2.92              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-05-01      | 4.5000%  | 0.0000% | $101000.00         | $58715.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $115000.00         | $85203.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2027-01-01      | 4.5000%  | 0.0000% | $18419.00          | $1.09              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-02-01      | 4.5000%  | 0.0000% | $133000.00         | $1409.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-04-01      | 4.5000%  | 0.0000% | $12473.00          | $93.96             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-01-01      | 4.5000%  | 0.0000% | $56563.00          | $643.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-09-01      | 4.5000%  | 0.0000% | $722000.00         | $41283.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-01-01      | 4.5000%  | 0.0000% | $1303588.00        | $26322.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-01-01      | 4.5000%  | 0.0000% | $685925.00         | $92228.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-04-01      | 4.5000%  | 0.0000% | $10922552.00       | $1212552.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2025-12-01      | 4.5000%  | 0.0000% | $32000.00          | $59.15             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-10-01      | 4.5000%  | 0.0000% | $69000.00          | $2598.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-06-01      | 5.0000%  | 0.0000% | $3013365.00        | $51098.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-11-01      | 5.0000%  | 0.0000% | $500000.00         | $29266.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-12-01      | 5.0000%  | 0.0000% | $327000.00         | $3269.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-12-01      | 5.0000%  | 0.0000% | $10000.00          | $233.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-11-01      | 5.0000%  | 0.0000% | $890000.00         | $264149.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $2910.00           | $1937.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1908159.00        | $1535882.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-04-01      | 5.0000%  | 0.0000% | $205000.00         | $115347.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $325000.00         | $281327.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-05-01      | 5.5000%  | 0.0000% | $70000.00          | $309.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-04-01      | 5.5000%  | 0.0000% | $707000.00         | $5700.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $55000.00          | $45029.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $35995.00          | $31966.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-10-01      | 5.5000%  | 0.0000% | $25000.00          | $3594.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $40000.00          | $30126.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-06-01      | 5.5000%  | 0.0000% | $548000.00         | $4829.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-04-01      | 5.5000%  | 0.0000% | $25000.00          | $150.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-04-01      | 5.5000%  | 0.0000% | $94000.00          | $65728.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-05-01      | 5.5000%  | 0.0000% | $220000.00         | $148884.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $3416000.00        | $3154002.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-06-01      | 6.0000%  | 0.0000% | $1272.00           | $0.98              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-06-01      | 6.0000%  | 0.0000% | $5000.00           | $4.21              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-07-01      | 6.0000%  | 0.0000% | $5000.00           | $4.46              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-02-01      | 6.0000%  | 0.0000% | $2656.00           | $1.66              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-04-01      | 6.0000%  | 0.0000% | $13851.00          | $5.02              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $4072000.00        | $3143920.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $9250240.00        | $9210526.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-10-01      | 6.0000%  | 0.0000% | $11351822.00       | $8663217.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $2325000.00        | $2135038.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-09-01      | 6.0000%  | 0.0000% | $18000.00          | $422.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-10-01      | 6.0000%  | 0.0000% | $17000.00          | $23.86             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-11-01      | 6.0000%  | 0.0000% | $22001.00          | $234.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-05-01      | 6.0000%  | 0.0000% | $3000.00           | $2148.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $2159.00           | $1930.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-05-01      | 6.0000%  | 0.0000% | $5000.00           | $4783.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-09-01      | 6.0000%  | 0.0000% | $2009065.00        | $37400.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 6.5000%  | 0.0000% | $21798.00          | $1.24              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-08-01      | 6.5000%  | 0.0000% | $4111.00           | $3.66              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-04-01      | 6.5000%  | 0.0000% | $1153.00           | $0.89              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 1.5000%  | 0.0000% | $43923.00          | $25912.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $1000.00           | $465.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $2500000.00        | $1000056.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $563052.00         | $260219.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 3.0000%  | 0.0000% | $106323996.00      | $12345395.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 3.0000%  | 0.0000% | $2000000.00        | $294093.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $350000.00         | $41608.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-09-20      | 3.5000%  | 0.0000% | $74557.00          | $28670.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-12-20      | 3.5000%  | 0.0000% | $1854.00           | $753.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 3.5000%  | 0.0000% | $11972000.00       | $9558455.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $500000.00         | $52219.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $209000.00         | $20462.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-12-20      | 4.0000%  | 0.0000% | $604159.00         | $28747.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $67435.00          | $2070.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $1420682.00        | $47580.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-01-20      | 4.0000%  | 0.0000% | $119953.00         | $22961.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 4.0000%  | 0.0000% | $8987.00           | $1243.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-11-20      | 4.0000%  | 0.0000% | $1097328.00        | $109908.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $4888.00           | $2.61              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $2000000.00        | $1808338.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-20      | 7.5000%  | 0.0000% | $50000.00          | $52.49             | Agency Mortgage-Backed Securities |

### Security 232: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 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: ARP19XWG0, C.3 - LEI: L3I9ZG2KFGXZ, C.5 - Other ID: ARP19XWG0_4.36_0801
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-09-11      | N/A      | 0.0000% | $100.00            | $99.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $68.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-08-15      | 2.7500%  | 0.0000% | $800.00            | $571.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-08-15      | 3.0000%  | 0.0000% | $59793100.00       | $43144722.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $1000.00           | $962.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $44159000.00       | $58048372.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 0.5000%  | 0.0000% | $1577600.00        | $1464285.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 1.1250%  | 0.0000% | $363000.00         | $350927.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 1.7500%  | 0.0000% | $1300.00           | $1209.18           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-06-30      | 4.2500%  | 0.0000% | $99678000.00       | $100988781.99      | U.S. Treasuries (including strips) |

### Security 233: Santander U.S. Capital Markets LLC

- **C.1 - Title:** Santander U.S. Capital Markets LLC 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: ARP19XWH8, C.3 - LEI: 549300LGG2RL, C.5 - Other ID: ARP19XWH8_4.36_0801
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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               | 2026-03-19      | N/A      | 0.0000% | $300.00            | $292.25            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-04-30      | 4.4459%  | 0.0000% | $100.00            | $100.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-10-31      | 0.2500%  | 0.0000% | $1568500.00        | $1553572.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 0.5000%  | 0.0000% | $1156200.00        | $1090787.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-31      | 1.1250%  | 0.0000% | $894000.00         | $827490.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-30      | 1.2500%  | 0.0000% | $1923900.00        | $1799342.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-10-31      | 1.3750%  | 0.0000% | $1148000.00        | $1065218.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-31      | 1.5000%  | 0.0000% | $269600.00         | $259781.98         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-10-15      | 1.6250%  | 0.0000% | $7279800.00        | $7576904.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-07-15      | 1.8750%  | 0.0000% | $459700.00         | $472132.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-01-15      | 2.1250%  | 0.0000% | $2466100.00        | $2554507.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-08-15      | 3.1250%  | 0.0000% | $8947700.00        | $9070087.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-08-15      | 3.8750%  | 0.0000% | $56068300.00       | $55802499.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-30      | 3.8750%  | 0.0000% | $563600.00         | $567879.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-07-31      | 3.8750%  | 0.0000% | $19411200.00       | $19359100.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $102.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-06-30      | 4.0000%  | 0.0000% | $100.00            | $99.67             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-05-31      | 4.8750%  | 0.0000% | $100.00            | $101.30            | U.S. Treasuries (including strips) |

### Security 234: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XWL9, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP19XWL9_4.37_0801
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $732852080.00      | $118060443.75      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $121656574.00      | $96062137.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 6.0000%  | 0.0000% | $152287511.00      | $146092327.83      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $150804954.00      | $53933741.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $64211211.00       | $51813258.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $85308817.00       | $66145892.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $60914376.00       | $50604426.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $41223232.00       | $33938406.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $101252652.00      | $84950195.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $113709198.00      | $107237983.96      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $70994075.00       | $66767463.12       | Agency Mortgage-Backed Securities |

### Security 235: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XWM7, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP19XWM7_4.36_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $179494900.00      | $152713905.93      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-15      | 3.7500%  | 0.0000% | $48916600.00       | $49267484.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 4.0000%  | 0.0000% | $305387200.00      | $308018619.77      | U.S. Treasuries (including strips) |

### Security 236: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XWO3, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP19XWO3_4.36_0801
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-01-31      | 0.7500%  | 0.0000% | $29048400.00       | $26894199.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 0.7500%  | 0.0000% | $28787500.00       | $28099651.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-01-31      | 1.7500%  | 0.0000% | $29997200.00       | $27925053.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 2.6250%  | 0.0000% | $9629100.00        | $9181077.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 2.8750%  | 0.0000% | $29176800.00       | $28725542.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-01-31      | 3.5000%  | 0.0000% | $18029000.00       | $17862718.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 3.8750%  | 0.0000% | $29953300.00       | $30132370.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.8750%  | 0.0000% | $27638800.00       | $27848675.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-29      | 4.0000%  | 0.0000% | $26420800.00       | $26939848.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-10-31      | 4.1250%  | 0.0000% | $27251100.00       | $27626388.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $26950300.00       | $27713153.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 4.3750%  | 0.0000% | $26233700.00       | $27088408.06       | U.S. Treasuries (including strips) |

### Security 237: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XWP0, C.3 - LEI: OXTKY6Q8X53C, C.5 - Other ID: ARP19XWP0_4.37_0801
- **C.18 - Value (incl. sponsor support):** $955000000.00
- **C.18.a - Value (excl. sponsor support):** $955000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Strip                      | 2037-08-15      | N/A      | 0.0000% | $28862788.74       | $16332153.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2037-11-15      | N/A      | 0.0000% | $17049270.00       | $9505462.45        | U.S. Treasuries (including strips) |
| Federal Farm Credit Bank                 | 2029-04-02      | 4.5800%  | 0.0000% | $43000.00          | $43512.11          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2038-04-08      | 5.3700%  | 0.0000% | $18620000.00       | $18698070.56       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2034-06-05      | 5.4000%  | 0.0000% | $14957000.00       | $15083222.12       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2036-07-15      | 5.5000%  | 0.0000% | $34380000.00       | $36992688.98       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | 6.2500%  | 0.0000% | $807000.00         | $906854.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-09-15      | 6.7500%  | 0.0000% | $341000.00         | $385144.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-05-15      | 6.2500%  | 0.0000% | $452000.00         | $493903.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-11-15      | 6.6250%  | 0.0000% | $45299000.00       | $51338358.30       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-01-15      | 7.1250%  | 0.0000% | $570000.00         | $642971.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-05-15      | 7.2500%  | 0.0000% | $1907000.00        | $2203202.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 4.0000%  | 0.0000% | $95400.00          | $72374.72          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.0000%  | 0.0000% | $3306700.00        | $2668455.33        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $100000.00         | $77875.65          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.5000%  | 0.0000% | $25513000.00       | $21003016.82       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $918726.00         | $497884.32         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $174100.00         | $99121.74          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $131000.00         | $75847.24          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 3.5000%  | 0.0000% | $90736000.00       | $75441725.08       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-10-01      | 4.0000%  | 0.0000% | $698999.00         | $77483.37          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $100000.00         | $81357.05          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 4.5000%  | 0.0000% | $89418.00          | $83281.66          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1325000.00        | $1079382.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $43700.00          | $36027.11          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $100000.00         | $82226.98          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $64182.00          | $56202.59          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $13998700.00       | $11409647.42       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $77458.00          | $81286.11          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.0000%  | 0.0000% | $27581200.00       | $23002307.80       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $23920800.00       | $19674558.89       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2053-02-15      | 1.5000%  | 0.0000% | $142789200.00      | $121157540.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-08-15      | 3.3750%  | 0.0000% | $78548000.00       | $66215219.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2026-02-15      | 6.0000%  | 0.0000% | $664300.00         | $688483.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-03-31      | 3.8750%  | 0.0000% | $144675600.00      | $146267996.15      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-12-31      | 4.2500%  | 0.0000% | $38061200.00       | $38188939.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2042-11-15      | N/A      | 0.0000% | $641200.00         | $272966.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2043-08-15      | N/A      | 0.0000% | $24600.00          | $10040.42          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2044-02-15      | N/A      | 0.0000% | $650000.00         | $257944.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2047-02-15      | N/A      | 0.0000% | $34700.00          | $11726.55          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2045-02-15      | N/A      | 0.0000% | $249700.00         | $94264.25          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2036-02-15      | N/A      | 0.0000% | $51797556.99       | $31856326.31       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2033-05-15      | N/A      | 0.0000% | $40268677.04       | $28696586.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2034-05-15      | N/A      | 0.0000% | $75151320.00       | $50833104.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2025-11-15      | N/A      | 0.0000% | $2371755.77        | $2342583.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2026-05-15      | N/A      | 0.0000% | $19322730.00       | $18707919.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-02-15      | N/A      | 0.0000% | $16711860.00       | $15113637.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-08-15      | N/A      | 0.0000% | $86991926.15       | $77147397.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2029-08-15      | N/A      | 0.0000% | $29225680.00       | $24856440.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2029-11-15      | N/A      | 0.0000% | $52163.79          | $43888.32          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2042-08-15      | N/A      | 0.0000% | $17631373.33       | $7400945.27        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2042-11-15      | N/A      | 0.0000% | $3059969.00        | $1267772.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2043-02-15      | N/A      | 0.0000% | $34568368.37       | $14108319.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2043-05-15      | N/A      | 0.0000% | $9620985.98        | $3865134.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2043-11-15      | N/A      | 0.0000% | $34672.55          | $13524.93          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2044-05-15      | N/A      | 0.0000% | $15384415.28       | $5844647.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2044-11-15      | N/A      | 0.0000% | $32739649.76       | $12121724.37       | U.S. Treasuries (including strips) |

### Security 238: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XWR6, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP19XWR6_4.37_0801
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $249765876.00      | $21615689.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $259074321.00      | $21684532.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $86526159.00       | $7771603.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.5000%  | 0.0000% | $150029635.00      | $22939982.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $228411593.00      | $23857610.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $223210297.00      | $21871595.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $217262449.00      | $23212525.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $196370555.00      | $23423879.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $170805251.00      | $25269290.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $190377897.00      | $21630441.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.5000%  | 0.0000% | $179532242.00      | $21148938.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 4.0000%  | 0.0000% | $49292767.00       | $8443208.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $45382566.00       | $23869200.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.0000%  | 0.0000% | $50432734.00       | $21511710.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $155184392.00      | $22572719.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $248594948.00      | $25578275.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $201339366.00      | $22039875.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $255654058.00      | $23483322.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $118668058.00      | $22782977.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 3.0000%  | 0.0000% | $169468874.00      | $25432342.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $169613613.00      | $24241192.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 3.5000%  | 0.0000% | $285732819.00      | $20471690.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 3.5000%  | 0.0000% | $297373955.00      | $20640074.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $165084111.00      | $23228545.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $189375922.00      | $23997164.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $109154670.00      | $23781611.10       | Agency Mortgage-Backed Securities |

### Security 239: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 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: ARP19XWU9, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP19XWU9_4.36_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2040-05-15      | 1.1250%  | 0.0000% | $40818900.00       | $25201341.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 2.2500%  | 0.0000% | $7117800.00        | $5138410.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $159375900.00      | $101479325.82      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 2.5000%  | 0.0000% | $159284000.00      | $112202212.19      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-08-15      | 3.0000%  | 0.0000% | $21716200.00       | $16100475.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 3.1250%  | 0.0000% | $37571400.00       | $30778419.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-05-15      | 3.6250%  | 0.0000% | $596400.00         | $481647.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 3.7500%  | 0.0000% | $9182300.00        | $7971131.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 3.8750%  | 0.0000% | $1686200.00        | $1560912.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 4.1250%  | 0.0000% | $19232300.00       | $17727444.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-11-15      | 4.3750%  | 0.0000% | $535700.00         | $523227.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $147506400.00      | $142042366.16      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2037-05-15      | 5.0000%  | 0.0000% | $41803100.00       | $44295022.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-31      | 4.1250%  | 0.0000% | $4394200.00        | $4498110.25        | U.S. Treasuries (including strips) |

### Security 240: HSBC Securities USA, Inc.

- **C.1 - Title:** HSBC Securities USA, Inc. 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XWV7, C.3 - LEI: CYYGQCGNHMHP, C.5 - Other ID: ARP19XWV7_4.36_0801
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2026-01-15      | 2.0000%  | 0.0000% | $13192100.00       | $21410207.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-31      | 4.1250%  | 0.0000% | $51571800.00       | $51944045.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-15      | 4.5000%  | 0.0000% | $21187500.00       | $21648216.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-02-15      | 4.6250%  | 0.0000% | $16008000.00       | $16722686.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-11-30      | 4.8750%  | 0.0000% | $60900.00          | $61472.27          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $2424700.00        | $1126568.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $10333000.00       | $4080574.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $1050000.00        | $399948.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $4550000.00        | $3171946.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $4620000.00        | $3141285.84        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $102383926.40      | $71347467.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-11-15      | N/A      | 0.0000% | $47862067.20       | $40316133.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-05-15      | N/A      | 0.0000% | $38286172.16       | $19660332.27       | U.S. Treasuries (including strips) |

### Security 241: ING Financial Markets LLC

- **C.1 - Title:** ING Financial Markets LLC 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XWW5, C.3 - LEI: 254900QX5Y2Z, C.5 - Other ID: ARP19XWW5_4.37_0801
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $86670182.00       | $64401504.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $55708740.00       | $38598496.02       | Agency Mortgage-Backed Securities |

### Security 242: MUFG Securities Canada Ltd.

- **C.1 - Title:** MUFG Securities Canada Ltd. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XWX3, C.3 - LEI: 549300Y1PMK3, C.5 - Other ID: ARP19XWX3_4.37_0801
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 7.0000%  | 0.0000% | $1146.00           | $1044.02           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 7.5000%  | 0.0000% | $13968400.00       | $8277788.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 1.5000%  | 0.0000% | $5680222.00        | $3322450.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 1.5000%  | 0.0000% | $41207400.00       | $24772387.67       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 2.0000%  | 0.0000% | $11933993.00       | $4938028.48        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1024.00           | $629.36            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 2.0000%  | 0.0000% | $1001.00           | $569.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $7862256.00        | $4891366.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 2.0000%  | 0.0000% | $14993000.00       | $8861626.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2064-06-01      | 2.5000%  | 0.0000% | $8125260.00        | $6324162.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $9320000.00        | $5187577.33        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $27624672.00       | $15945704.65       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $581.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $14997000.00       | $8707173.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $9466.00           | $5480.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $166900.00         | $106262.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1114.00           | $792.61            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $11204608.00       | $7931326.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-10-01      | 2.5000%  | 0.0000% | $15206013.00       | $7157008.41        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-05-01      | 2.5000%  | 0.0000% | $1000.00           | $599.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-06-01      | 2.5000%  | 0.0000% | $1226920.00        | $613895.73         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $14994000.00       | $8663755.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-05-01      | 2.5000%  | 0.0000% | $1000.00           | $683.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $194.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $16587604.00       | $6592334.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1008.00           | $526.93            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $12451703.00       | $3666461.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $848549.00         | $657618.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $7805100.00        | $6071631.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-12-01      | 3.0300%  | 0.0000% | $25644.00          | $23874.33          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $1097214.00        | $252617.94         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-06-01      | 3.5000%  | 0.0000% | $1000.00           | $344.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2057-01-01      | 3.5000%  | 0.0000% | $50988201.00       | $14853038.02       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2058-01-01      | 3.5000%  | 0.0000% | $1000.00           | $413.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $14395616.00       | $4773589.12        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $5178774.00        | $1702856.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $2024.00           | $1501.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $176.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $25000000.00       | $5760308.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $10392623.00       | $821578.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $976199.00         | $219440.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $197.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $1011.00           | $346.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-03-01      | 4.4830%  | 0.0000% | $1424.00           | $20.22             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 4.5000%  | 0.0000% | $11336443.00       | $954667.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $15000000.00       | $4212020.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $183.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $1000.00           | $552.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $46002856.00       | $35180765.21       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $129930.00         | $105029.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $21419920.00       | $20745727.57       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2465172.00        | $1949924.30        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $542.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2720781.00        | $1054632.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $785.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $2030.00           | $1552.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $3924304.00        | $3128610.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1769700.00        | $1478534.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $66834528.00       | $62191781.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $21747240.00       | $15780246.89       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $2008.00           | $1396.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $1008.00           | $982.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1023.00           | $886.76            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1575552.00        | $1403924.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $72751432.00       | $695706.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $28632117.00       | $23724242.15       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $3713728.00        | $3000517.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $30801568.00       | $23572938.89       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $285328.00         | $229222.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $24302202.00       | $21561255.88       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $40313492.00       | $38417789.56       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $21552263.00       | $18727038.80       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $2304.00           | $1843.23           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $12320.00          | $10778.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $6652622.00        | $5483075.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 7.1520%  | 0.0000% | $83619541.00       | $384146.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-09-01      | 7.4800%  | 0.0000% | $20003606.00       | $567619.27         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 2.5000%  | 0.0000% | $22744876.00       | $4635561.69        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1000.00           | $622.88            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $9994000.00        | $6344154.03        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $48189056.00       | $11767570.91       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $191751000.00      | $48613658.03       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $10413772.00       | $5953126.47        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $6494656.00        | $3995886.56        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1750329.00        | $1113176.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $1000.00           | $750.33            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $29992900.00       | $3608909.71        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $14861074.00       | $10330090.80       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2027-06-01      | 4.0000%  | 0.0000% | $24999000.00       | $25161335.17       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2026-08-26      | 4.0000%  | 0.0000% | $25000000.00       | $25342455.56       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-08-06      | 4.3750%  | 0.0000% | $25000000.00       | $25531684.03       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-11-05      | 4.6200%  | 0.0000% | $20301000.00       | $20578063.54       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 1.5000%  | 0.0000% | $24918638.00       | $11835953.23       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 1.5000%  | 0.0000% | $1001.00           | $538.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 2.0000%  | 0.0000% | $19321332.00       | $11858631.59       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.0000%  | 0.0000% | $19989800.00       | $13908709.21       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 2.5000%  | 0.0000% | $9684514.00        | $4623276.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $36858900.00       | $22949175.64       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.5000%  | 0.0000% | $35930832.00       | $15019204.82       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $506.40            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $3171184.00        | $1585591.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $6642589.00        | $3313231.93        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.5000%  | 0.0000% | $5678252.00        | $3797801.96        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 3.0000%  | 0.0000% | $127957797.00      | $20425123.34       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 3.0000%  | 0.0000% | $12273726.00       | $2094649.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $36793454.00       | $29866557.24       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $63323483.00       | $47896922.73       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $13263828.00       | $7401997.36        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $338773.00         | $242678.11         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 3.0000%  | 0.0000% | $1014.00           | $696.75            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 3.5000%  | 0.0000% | $5476855.00        | $835266.04         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 4.0000%  | 0.0000% | $37394852.00       | $1788959.29        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.0000%  | 0.0000% | $430100.00         | $66873.67          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-06-01      | 4.0000%  | 0.0000% | $165199.00         | $43191.13          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $2000.00           | $1685.35           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 4.0000%  | 0.0000% | $1026.00           | $211.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $9171040.00        | $7090237.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $1000.00           | $857.02            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.5000%  | 0.0000% | $50006515.00       | $1826066.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $33644800.00       | $30449839.70       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $2188152.00        | $1761036.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $4192764.00        | $2664717.43        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $141900.00         | $107519.77         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $857.59            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $5370.00           | $4536.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 5.5000%  | 0.0000% | $21485063.00       | $518059.80         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $17995000.00       | $14005994.49       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $70100.00          | $66163.74          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 5.5000%  | 0.0000% | $3088.00           | $2799.42           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $19999000.00       | $17969756.42       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-02-01      | 5.5000%  | 0.0000% | $1024.00           | $947.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $1026.00           | $811.31            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $853.30            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $24000000.00       | $21331463.37       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $24446792.00       | $23391633.23       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $3817220.00        | $2969199.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $16749760.00       | $15469881.19       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $80589133.00       | $74540404.99       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $340300.00         | $343308.95         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1016.00           | $1052.36           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $27952350.00       | $22985191.38       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $21145027.00       | $15355255.73       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $15713319.00       | $11717033.81       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $18084108.00       | $13578949.93       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $14826720.00       | $11865687.23       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $367465.00         | $278996.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 4.5000%  | 0.0000% | $70210600.00       | $63311317.40       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $2024.00           | $1874.56           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $10166803.00       | $7684091.89        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $3023584.00        | $2304377.64        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $229373207.00      | $197454919.23      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-09-20      | 5.0000%  | 0.0000% | $2131200.00        | $2022201.07        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $43487300.00       | $41369715.88       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $6500.00           | $5184.74           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $203933113.00      | $163119929.55      | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $23128992.00       | $17621032.37       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $48248200.00       | $44771172.34       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $76662.00          | $61923.54          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $16654206.00       | $13995872.55       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $14782477.00       | $13269063.36       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $2893443.00        | $2928807.68        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $1077986.00        | $651676.81         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1601189.00        | $1469219.92        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $6834742.00        | $6788156.45        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $3321884.00        | $2671017.25        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $26292900.00       | $17995560.90       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $5657474.00        | $3071102.98        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1008.00           | $617.51            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $9924526.00        | $10496104.58       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $6504567.00        | $6926921.98        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $9545966.00        | $10155344.45       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $2659750.00        | $2827883.03        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $50000000.00       | $9708427.58        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2043-02-15      | 0.6250%  | 0.0000% | $2331700.00        | $2424622.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $47.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-02-15      | 1.5000%  | 0.0000% | $4999900.00        | $4269230.07        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-02-15      | 1.8750%  | 0.0000% | $400.00            | $277.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-05-15      | 2.3750%  | 0.0000% | $9551800.00        | $6039234.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2046-11-15      | 2.8750%  | 0.0000% | $1300.00           | $956.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2047-05-15      | 3.0000%  | 0.0000% | $100.00            | $74.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-11-15      | 3.7500%  | 0.0000% | $300.00            | $261.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 3.8750%  | 0.0000% | $200.00            | $181.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-08-15      | 4.1250%  | 0.0000% | $200.00            | $185.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-05-15      | 4.6250%  | 0.0000% | $9531600.00        | $9243815.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note         | 2026-07-31      | 4.4679%  | 0.0000% | $2477200.00        | $2479558.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-15      | 0.1250%  | 0.0000% | $20160500.00       | $26818855.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-07-15      | 0.1250%  | 0.0000% | $44623300.00       | $52691760.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-31      | 0.5000%  | 0.0000% | $727800.00         | $680099.84         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-02-28      | 0.5000%  | 0.0000% | $16998000.00       | $16661997.20       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-31      | 0.6250%  | 0.0000% | $500.00            | $482.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-07-15      | 0.6250%  | 0.0000% | $61400.00          | $63504.10          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-10-31      | 1.1250%  | 0.0000% | $2000000.00        | $1933723.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-11-30      | 1.5000%  | 0.0000% | $999900.00         | $928730.12         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-08-15      | 1.6250%  | 0.0000% | $1070000.00        | $989560.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-11-15      | 1.7500%  | 0.0000% | $26600.00          | $24487.63          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-01-15      | 2.1250%  | 0.0000% | $9880200.00        | $10234395.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-05-15      | 2.3750%  | 0.0000% | $17816800.00       | $16963543.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-15      | 2.3750%  | 0.0000% | $42658800.00       | $41708294.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-01-31      | 2.6250%  | 0.0000% | $1100.00           | $1090.59           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-04-30      | 2.7500%  | 0.0000% | $1886200.00        | $1860760.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-04-30      | 3.5000%  | 0.0000% | $200.00            | $199.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-04-15      | 3.7500%  | 0.0000% | $100.00            | $100.77            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-06-30      | 3.7500%  | 0.0000% | $100.00            | $99.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-08-31      | 3.7500%  | 0.0000% | $4267800.00        | $4266545.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-04-15      | 3.7500%  | 0.0000% | $200.00            | $201.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-12-31      | 3.8750%  | 0.0000% | $200.00            | $200.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-02-28      | 4.0000%  | 0.0000% | $66152100.00       | $67494817.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-07-31      | 4.0000%  | 0.0000% | $4944400.00        | $4955351.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $100.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-02-15      | 4.0000%  | 0.0000% | $200.00            | $200.15            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-05-31      | 4.0000%  | 0.0000% | $2154400.00        | $2175706.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-03-31      | 4.1250%  | 0.0000% | $5636000.00        | $5757946.13        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-10-31      | 4.1250%  | 0.0000% | $350200.00         | $353891.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-11-30      | 4.1250%  | 0.0000% | $300.00            | $302.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-07-15      | 4.3750%  | 0.0000% | $814400.00         | $822562.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-01-31      | 4.3750%  | 0.0000% | $1999800.00        | $2032794.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-03-15      | 4.6250%  | 0.0000% | $409900.00         | $418166.35         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-04-30      | 4.8750%  | 0.0000% | $994300.00         | $1010845.65        | U.S. Treasuries (including strips) |

### Security 243: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XX12, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19XX12_4.37_0801
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2030-03-01      | 4.2900%  | 0.0000% | $2158.00           | $2150.49           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note               | 2027-10-15      | 1.6250%  | 0.0000% | $226618500.00      | $249999958.03      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-15      | 3.3750%  | 0.0000% | $4891800.00        | $4899804.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-15      | 3.7500%  | 0.0000% | $94800.00          | $96089.86          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 3.8750%  | 0.0000% | $100.00            | $100.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-15      | 4.3750%  | 0.0000% | $1900.00           | $1918.55           | U.S. Treasuries (including strips) |

### Security 244: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XYA1, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP19XYA1_4.36_0801
- **C.18 - Value (incl. sponsor support):** $80000000.00
- **C.18.a - Value (excl. sponsor support):** $80000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-11-30      | 4.3750%  | 0.0000% | $79852500.00       | $81600045.37       | U.S. Treasuries (including strips) |

### Security 245: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 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: ARP19XYC7, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP19XYC7_4.36_0801
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-10-28      | N/A      | 0.0000% | $100.00            | $98.95             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-15      | 0.1250%  | 0.0000% | $400.00            | $532.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-15      | 0.2500%  | 0.0000% | $4734100.00        | $5724066.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $96741000.00       | $96275353.35       | U.S. Treasuries (including strips) |

### Security 246: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.360000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19XYE3, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP19XYE3_4.36_0801
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $153982700.00      | $154836534.11      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-31      | 4.1250%  | 0.0000% | $148557400.00      | $151163468.19      | U.S. Treasuries (including strips) |

### Security 247: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 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: ARP19XYF0, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP19XYF0_4.36_0801
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2029-10-15      | 1.6250%  | 0.0000% | $28465200.00       | $29609043.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-31      | 4.8750%  | 0.0000% | $29360100.00       | $30582551.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-07-15      | 0.1250%  | 0.0000% | $36030700.00       | $39856201.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $54758178.52       | $47089076.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-08-15      | 3.6250%  | 0.0000% | $58887800.00       | $50866570.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-02-15      | 2.1250%  | 0.0000% | $43886100.00       | $64764049.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-30      | 0.5000%  | 0.0000% | $8749600.00        | $8251284.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-08-15      | N/A      | 0.0000% | $16016237.91       | $8554705.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-02-15      | 1.5000%  | 0.0000% | $12225600.00       | $10373499.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-11-15      | 1.6250%  | 0.0000% | $20744800.00       | $10779726.97       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $22419600.00       | $10913547.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-11-15      | N/A      | 0.0000% | $13808800.00       | $12153981.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2029-01-15      | 2.5000%  | 0.0000% | $8613000.00        | $13433139.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-05-15      | 1.2500%  | 0.0000% | $35999900.00       | $17045070.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-05-15      | 1.1250%  | 0.0000% | $34993900.00       | $21605021.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-02-15      | 2.0000%  | 0.0000% | $41304400.00       | $24185926.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $8460853.17        | $5061561.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-04-30      | 4.0000%  | 0.0000% | $5123400.00        | $5132827.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 0.7500%  | 0.0000% | $5016900.00        | $5526985.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-08-15      | 2.8750%  | 0.0000% | $7533100.00        | $5643811.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-02-15      | N/A      | 0.0000% | $7818123.44        | $5923401.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-04-15      | 4.5000%  | 0.0000% | $5882600.00        | $6009150.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-06-30      | 3.2500%  | 0.0000% | $6555300.00        | $6489522.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2053-02-15      | 3.6250%  | 0.0000% | $8451800.00        | $6912287.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-02-15      | 0.1250%  | 0.0000% | $12374300.00       | $7473969.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $15191600.00       | $7643805.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-31      | 1.5000%  | 0.0000% | $2768000.00        | $2666536.19        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $6561030.66        | $2677740.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-08-15      | 2.0000%  | 0.0000% | $5205300.00        | $2988447.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $9096478.72        | $3367934.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-11-15      | 3.3750%  | 0.0000% | $4649300.00        | $3650192.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-08-15      | N/A      | 0.0000% | $5413098.36        | $3808450.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $14580600.00       | $3864835.90        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-02-15      | 4.1250%  | 0.0000% | $3816200.00        | $3893942.66        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-15      | 1.6250%  | 0.0000% | $4140900.00        | $4568139.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2047-02-15      | 0.8750%  | 0.0000% | $4875000.00        | $4672569.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $536772.34         | $494597.60         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $1226900.00        | $522306.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $2087300.00        | $755158.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-05-15      | 3.3750%  | 0.0000% | $982300.00         | $802479.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-31      | 3.8750%  | 0.0000% | $936200.00         | $940710.92         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-08-31      | 3.1250%  | 0.0000% | $1068200.00        | $1050032.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $2302318.08        | $1264978.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $2670420.01        | $1303966.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $3028339.08        | $1352510.74        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-03-31      | 0.6250%  | 0.0000% | $2143400.00        | $2032724.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2032-04-15      | 3.3750%  | 0.0000% | $4200.00           | $8530.29           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2044-02-15      | 1.3750%  | 0.0000% | $9600.00           | $11106.75          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $23638.29          | $13179.03          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $47600.00          | $24263.15          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $77528.64          | $38403.27          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-06-30      | 0.8750%  | 0.0000% | $105800.00         | $102742.28         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $273100.00         | $135612.17         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-02-15      | N/A      | 0.0000% | $427947.24         | $164672.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-02-15      | N/A      | 0.0000% | $772720.12         | $449867.61         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $1092125.00        | $472548.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2029-04-15      | 3.8750%  | 0.0000% | $100.00            | $215.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $295.96            | $257.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-02-15      | 1.0000%  | 0.0000% | $400.00            | $367.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $567.38            | $388.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-07-15      | 0.6250%  | 0.0000% | $400.00            | $413.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $1400.00           | $466.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2031-02-15      | 5.3750%  | 0.0000% | $1000.00           | $1090.45           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $5700.00           | $1338.34           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $11182.91          | $6877.67           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $25636.32          | $7661.00           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-02-15      | 3.5000%  | 0.0000% | $100.00            | $97.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $1.04              | $0.69              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-11-15      | N/A      | 0.0000% | $1.60              | $0.94              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $2.43              | $1.39              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-05-15      | N/A      | 0.0000% | $17.92             | $9.14              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $50.53             | $16.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-08-15      | N/A      | 0.0000% | $200.00            | $47.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $200.00            | $54.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $93.79             | $63.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $138.31            | $65.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $92.13             | $78.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $84.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2055-02-15      | 2.3750%  | 0.0000% | $100.00            | $97.77             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-08-15      | 3.8750%  | 0.0000% | $200.00            | $196.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $424.67            | $213.79            | U.S. Treasuries (including strips) |

### Security 248: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XYG8, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP19XYG8_4.37_0801
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $2203348.00        | $1479405.33        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-09-01      | 4.9400%  | 0.0000% | $75000.00          | $75940.10          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $91168.00          | $76615.83          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-08-20      | 5.0000%  | 0.0000% | $90000.00          | $77590.86          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $94985.00          | $79885.92          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-12-20      | 4.0000%  | 0.0000% | $1070612.00        | $79993.97          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $157217.00         | $85894.65          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $832695.00         | $189987.35         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $549000.00         | $194272.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $1122960.00        | $203966.16         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $2413261.00        | $2542010.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $2565900.00        | $2572153.43        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-12-20      | 4.5000%  | 0.0000% | $3301412.00        | $2618869.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 3.4680%  | 0.0000% | $3136179.00        | $2935258.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $5198000.00        | $3014950.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $24402043.00       | $24198043.92       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2054-05-15      | 4.6250%  | 0.0000% | $26147000.00       | $25178444.78       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $3000.00           | $2264.80           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-11-15      | 6.5000%  | 0.0000% | $1031061.00        | $3491.87           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 6.0000%  | 0.0000% | $17190.00          | $3540.24           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $3569.00           | $3596.35           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-07-01      | 3.5000%  | 0.0000% | $40762.00          | $3709.58           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $7000.00           | $4407.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $5800.00           | $4984.88           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $6995.00           | $5112.07           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-02-01      | 3.5000%  | 0.0000% | $84999.00          | $5202.30           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 3.5000%  | 0.0000% | $26330.00          | $5828.87           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-09-01      | 6.5000%  | 0.0000% | $898868.00         | $5902.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 3.4000%  | 0.0000% | $6928.00           | $6306.85           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $8000.00           | $6633.88           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-05-20      | 5.0000%  | 0.0000% | $70451.00          | $6668.08           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2034-01-20      | 6.0000%  | 0.0000% | $53000.00          | $7050.91           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.5000%  | 0.0000% | $9000.00           | $7245.49           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-04-01      | 4.0000%  | 0.0000% | $50000.00          | $8463.90           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 2.5000%  | 0.0000% | $36120.00          | $8800.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $15002.00          | $8826.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-12-01      | 2.0000%  | 0.0000% | $15000.00          | $8922.60           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $9709.00           | $9390.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-04-01      | 6.8580%  | 0.0000% | $1000000.00        | $9990.38           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-06-20      | 5.0000%  | 0.0000% | $29004.00          | $10025.40          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $17000.00          | $10381.25          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 6.5000%  | 0.0000% | $194592.00         | $10504.34          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $77061.00          | $11126.45          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-12-01      | 4.0000%  | 0.0000% | $351886.00         | $11151.33          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-07-20      | 6.0000%  | 0.0000% | $136000.00         | $18558.86          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-07-01      | 4.0000%  | 0.0000% | $114815.00         | $18685.45          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $24933.00          | $20114.01          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-03-20      | 5.0000%  | 0.0000% | $55000.00          | $20471.97          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $54000.00          | $21758.74          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $23729.00          | $22633.25          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $30792.00          | $22961.06          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-05-20      | 4.8750%  | 0.0000% | $1000000.00        | $23196.68          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-12-01      | 6.5000%  | 0.0000% | $817553.00         | $24379.50          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-01-01      | 3.7500%  | 0.0000% | $27022.00          | $24939.94          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-11-01      | 7.3650%  | 0.0000% | $3978307.00        | $28823.66          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 4.5000%  | 0.0000% | $425000.00         | $31592.45          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $174000.00         | $31671.20          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 2.7700%  | 0.0000% | $45606.00          | $34927.73          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-03-01      | 4.4700%  | 0.0000% | $43623.00          | $43145.86          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 6.5000%  | 0.0000% | $2298602.00        | $74471.67          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $232316.00         | $173220.30         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $176775.00         | $174391.80         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 4.0000%  | 0.0000% | $249504.00         | $175553.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $189401.00         | $178878.81         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $281757.00         | $181795.08         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $265000.00         | $183838.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $199000.00         | $184052.69         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $185517.00         | $184336.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $725000.00         | $186754.91         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2043-03-20      | 3.5000%  | 0.0000% | $2072849.00        | $187285.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1948922.00        | $1276884.90        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-12-01      | 4.5000%  | 0.0000% | $1281671.00        | $1280638.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $2309743.00        | $1289767.56        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $1732582.00        | $1303526.70        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1397000.00        | $1321714.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $1763096.00        | $1350860.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.0000%  | 0.0000% | $1429206.00        | $1378485.33        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $2140593.00        | $1384994.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1377241.00        | $1407638.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1438100.00        | $1464783.17        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-11-20      | 5.5000%  | 0.0000% | $1000.00           | $70.34             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-07-01      | 6.0000%  | 0.0000% | $1004.00           | $72.50             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $1028.00           | $77.05             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-03-20      | 5.0000%  | 0.0000% | $1022.00           | $77.75             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-10-01      | 4.5000%  | 0.0000% | $1000.00           | $78.81             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-03-20      | 5.5000%  | 0.0000% | $1001.00           | $81.69             | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $86.45             | U.S. Treasuries (including strips) |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $1000.00           | $98.41             | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2026-12-31      | 4.2500%  | 0.0000% | $100.00            | $100.62            | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $126.09            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $1000.00           | $126.29            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $157.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $175.99            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $176.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-07-01      | 3.0000%  | 0.0000% | $1000.00           | $188.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $191.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $193.78            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $1000.00           | $219.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 4.0000%  | 0.0000% | $1000.00           | $224.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $1000.00           | $232.35            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2045-08-20      | 5.5000%  | 0.0000% | $3734.00           | $242.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-06-01      | 5.0000%  | 0.0000% | $1000.00           | $245.04            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $246.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-12-01      | 2.5000%  | 0.0000% | $1002.00           | $250.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $1000.00           | $287.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $297.53            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $325.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $379.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $1048.00           | $390.26            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $426.79            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $1104.00           | $507.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $549.39            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1000.00           | $550.04            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $574.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $580.45            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $1025.00           | $616.60            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $1012.00           | $619.96            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $621.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $629.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $1001.00           | $634.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $645.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $654.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $682.62            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 7.0000%  | 0.0000% | $1001.00           | $683.28            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5900%  | 0.0000% | $1000.00           | $687.85            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.5000%  | 0.0000% | $1002.00           | $713.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $730.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $733.37            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $741.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $744.34            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $1025.00           | $749.86            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $1000.00           | $759.24            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 4.5000%  | 0.0000% | $1008.00           | $763.56            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 3.0000%  | 0.0000% | $1000.00           | $778.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $1002.00           | $783.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1045.00           | $790.05            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $1010.00           | $790.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $796.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $797.20            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $797.33            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $797.33            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $799.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $800.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $805.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $807.93            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $812.31            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $818.98            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $827.87            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1000.00           | $835.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $836.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $1021.00           | $840.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $1001.00           | $844.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $851.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $859.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $859.46            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $1009.00           | $861.92            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $868.62            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $888.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $1073.00           | $896.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $920.43            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $921.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 7.0000%  | 0.0000% | $1017.00           | $937.61            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.0000%  | 0.0000% | $1000.00           | $962.35            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $967.24            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-10-20      | 5.0000%  | 0.0000% | $1086.00           | $971.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1002.00           | $980.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1001.00           | $981.51            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $1024.00           | $985.86            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $1008.00           | $993.46            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1008.00           | $996.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $998.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1001.10           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-10-01      | 5.0180%  | 0.0000% | $1003.00           | $1002.91           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.5000%  | 0.0000% | $1006.00           | $1005.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1008.00           | $1006.31           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.76           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1012.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1003.00           | $1016.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1016.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $1008.00           | $1017.05           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1001.00           | $1019.94           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 7.0000%  | 0.0000% | $1000.00           | $1023.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-08-01      | 1.7546%  | 0.0000% | $1212.00           | $1028.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.5000%  | 0.0000% | $1001.00           | $1035.07           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.37           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1042.99           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1021.00           | $1043.97           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1045.76           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1000.00           | $1047.58           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.52           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $1049.00           | $1064.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1065.41           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1044.00           | $1081.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-05-01      | 4.3000%  | 0.0000% | $1103.00           | $1094.06           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $2008.00           | $1224.69           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1999.00           | $1392.67           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1821.75           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $2298.00           | $1959.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $107000.00         | $86256.39          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $114010.00         | $86661.27          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $103110.00         | $90228.29          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-12-01      | 4.4500%  | 0.0000% | $174000.00         | $170676.14         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-09-01      | 6.7580%  | 0.0000% | $21509541.00       | $273563.05         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-05-01      | 6.0000%  | 0.0000% | $2371496.00        | $281372.02         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $1740300.00        | $283338.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 4.8910%  | 0.0000% | $300000.00         | $285760.21         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.0000%  | 0.0000% | $543000.00         | $293605.69         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-03-01      | 6.9720%  | 0.0000% | $5752000.00        | $307156.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $305198.00         | $310591.85         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $532000.00         | $310915.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-06-01      | 3.0000%  | 0.0000% | $206967.00         | $61289.64          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $75000.00          | $64424.30          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-03-01      | 2.0000%  | 0.0000% | $100000.00         | $64938.09          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-11-20      | 5.8750%  | 0.0000% | $1986578.00        | $65939.74          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-01-01      | 6.6710%  | 0.0000% | $1000000.00        | $66784.30          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $100000.00         | $67141.85          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $92999.00          | $67451.23          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.0000%  | 0.0000% | $84997.00          | $72411.84          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $70674.00          | $73314.54          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $235360.00         | $206615.34         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $319000.00         | $208807.81         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $263125.00         | $209882.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $403000.00         | $214625.34         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-09-01      | 3.0000%  | 0.0000% | $1043000.00        | $219644.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-01-01      | 6.5000%  | 0.0000% | $278120.00         | $221885.27         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $222908.00         | $224372.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-05-01      | 6.3850%  | 0.0000% | $1533437.00        | $47190.79          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-04-20      | 6.0000%  | 0.0000% | $558666.00         | $47836.43          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $66000.00          | $48336.70          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $79465.00          | $49386.99          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 5.0000%  | 0.0000% | $54206.00          | $50629.21          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-10-01      | 3.5000%  | 0.0000% | $420995.00         | $52490.60          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $57010.00          | $56914.10          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.5000%  | 0.0000% | $99000.00          | $57513.35          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $57731.50          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $61987.00          | $58127.85          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-12-01      | 4.0000%  | 0.0000% | $7625859.00        | $2541906.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.0000%  | 0.0000% | $400000.00         | $326205.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-05-01      | 2.1700%  | 0.0000% | $359882.00         | $326775.84         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-08-01      | 2.0000%  | 0.0000% | $686868.00         | $419161.16         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.2350%  | 0.0000% | $418516.00         | $420129.53         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.0000%  | 0.0000% | $446288.00         | $430851.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.0000%  | 0.0000% | $930000.00         | $439933.86         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-10-20      | 5.0000%  | 0.0000% | $4690827.00        | $440678.08         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $569780.00         | $448020.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-01-01      | 4.0000%  | 0.0000% | $498999.00         | $448762.86         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-03-01      | 2.6850%  | 0.0000% | $3399999.00        | $453175.24         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 3.5000%  | 0.0000% | $548000.00         | $454183.22         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $444571.00         | $456551.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $596000.00         | $333269.40         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 2.5000%  | 0.0000% | $519859.00         | $346542.35         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-11-01      | 4.9900%  | 0.0000% | $362078.00         | $355326.20         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 4.5000%  | 0.0000% | $998000.00         | $370705.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $1232297.00        | $375448.04         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $444246.00         | $377897.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $734000.00         | $379264.17         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $497999.00         | $400212.66         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $742862.00         | $401874.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 4.4400%  | 0.0000% | $410045.00         | $405204.83         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $1309000.00        | $715895.82         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $5443015.00        | $721436.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $1200000.00        | $728789.95         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-04-20      | 6.5000%  | 0.0000% | $723115.00         | $742617.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $3592552.00        | $743124.20         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $802124.00         | $761510.45         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 6.5490%  | 0.0000% | $15645138.00       | $771677.74         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-11-01      | 5.0000%  | 0.0000% | $3907052.00        | $773290.89         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 6.0000%  | 0.0000% | $998007.00         | $785183.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $896991.00         | $785472.84         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $800000.00         | $614097.32         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $620544.00         | $616737.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $627688.00         | $621721.84         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-03-01      | 3.5000%  | 0.0000% | $2090060.00        | $628576.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $810000.00         | $633779.96         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $877123.00         | $640890.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 7.0000%  | 0.0000% | $611187.00         | $654015.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 4.0000%  | 0.0000% | $887503.00         | $678922.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $1067736.00        | $688882.80         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-04-01      | 4.4000%  | 0.0000% | $705763.00         | $702943.24         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2044-01-01      | 5.0000%  | 0.0000% | $4635422.00        | $531872.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-12-01      | 2.0000%  | 0.0000% | $850000.00         | $534305.15         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $503747.00         | $538366.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $2270332.00        | $540945.82         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $615716.00         | $549031.78         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 5.5000%  | 0.0000% | $597000.00         | $558036.49         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $657925.00         | $571457.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $783001.00         | $576143.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 5.7620%  | 0.0000% | $1500000.00        | $590579.19         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.5000%  | 0.0000% | $578271.00         | $606561.11         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 3.0050%  | 0.0000% | $2400000.00        | $464993.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $780996.00         | $472012.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-02-01      | 3.5900%  | 0.0000% | $499000.00         | $476469.21         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $459237.00         | $478214.84         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $505526.00         | $478538.85         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $848000.00         | $480220.01         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $491142.00         | $486146.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $530592.00         | $489062.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $1741828.00        | $495967.18         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $1070000.00        | $529418.12         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1205187.00        | $1188655.32        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2028-10-31      | 1.3750%  | 0.0000% | $1288000.00        | $1194269.02        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 6.0000%  | 0.0000% | $1444757.00        | $1199610.29        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1169817.00        | $1210484.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 4.5000%  | 0.0000% | $1288784.00        | $1219352.86        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.5000%  | 0.0000% | $3373187.00        | $1249507.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $1274355.00        | $1262405.42        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2026-07-31      | 0.6250%  | 0.0000% | $1307600.00        | $1262585.87        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $1228553.00        | $1267809.13        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 2.5000%  | 0.0000% | $7700000.00        | $1271181.88        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $1028887.00        | $1100268.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $1199000.00        | $1107545.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $2148000.00        | $1123159.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $2069000.00        | $1124434.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.0000%  | 0.0000% | $2350000.00        | $1137606.74        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $10185180.00       | $1141963.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 3.2500%  | 0.0000% | $1244460.00        | $1151789.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1113600.00        | $1155437.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $1447374.00        | $1162826.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 5.5000%  | 0.0000% | $1395000.00        | $1178868.55        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $1013031.00        | $967800.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $1499000.00        | $995771.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-06-01      | 4.7600%  | 0.0000% | $982835.00         | $1000473.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $1058659.00        | $1009395.54        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1029186.00        | $1071654.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1319550.00        | $1080350.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.5000%  | 0.0000% | $1052062.00        | $1087109.17        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $1433050.00        | $1087565.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.5000%  | 0.0000% | $1091756.00        | $1090046.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $1297316.00        | $1094216.60        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $1528000.00        | $807762.36         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $905440.00         | $855144.62         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $1649000.00        | $858370.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $866648.00         | $888650.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1499000.00        | $898383.21         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-12-01      | 6.8500%  | 0.0000% | $24987887.00       | $914294.38         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-01-01      | 2.0000%  | 0.0000% | $1699000.00        | $920732.87         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.9720%  | 0.0000% | $1000000.00        | $928240.16         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $1002316.00        | $942370.90         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $1823000.00        | $963028.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-04-01      | 6.0000%  | 0.0000% | $1000.00           | $9.49              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-08-01      | 5.5000%  | 0.0000% | $1007.00           | $16.50             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $48.69             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-09-01      | 6.5000%  | 0.0000% | $1000.00           | $60.58             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-11-20      | 5.0000%  | 0.0000% | $1000.00           | $61.24             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2049-01-20      | 5.0000%  | 0.0000% | $1111.00           | $66.75             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 4.1320%  | 0.0000% | $2500000.00        | $2128111.22        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $10995126.00       | $2162912.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $3212643.00        | $2170179.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $3554622.00        | $2204843.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $2581032.00        | $2355498.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-12-01      | 5.0000%  | 0.0000% | $6380644.00        | $2356410.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $13607151.00       | $2360439.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $2598860.00        | $1800489.51        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $2010880.00        | $1828595.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $2370940.00        | $1864260.42        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1910366.00        | $1866437.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $2230825.00        | $1896308.28        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $2513878.00        | $1919461.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 5.5000%  | 0.0000% | $2298000.00        | $1984188.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.5000%  | 0.0000% | $2621136.00        | $2038297.17        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.0000%  | 0.0000% | $2352631.00        | $2049097.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-12-15      | 4.5000%  | 0.0000% | $2351161.00        | $2123154.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.5000%  | 0.0000% | $6701972.00        | $1483838.25        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 5.5000%  | 0.0000% | $1699000.00        | $1487836.15        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1616850.00        | $1630296.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $6604859.00        | $1685448.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 7.0000%  | 0.0000% | $1620142.00        | $1723124.47        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.0000%  | 0.0000% | $2205588.00        | $1723948.56        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $2678548.00        | $1752019.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $5198000.00        | $1758424.22        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $2642836.00        | $1774493.03        | Agency Mortgage-Backed Securities  |

### Security 249: Natixis SA

- **C.1 - Title:** Natixis SA 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: ARP19XYH6, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP19XYH6_4.36_0801
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note               | 2030-01-31      | 4.2500%  | 0.0000% | $222496700.00      | $225251209.16      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-09-04      | N/A      | 0.0000% | $100000000.00      | $99586000.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-29      | 4.0000%  | 0.0000% | $16216000.00       | $16525408.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-15      | 2.2500%  | 0.0000% | $25377800.00       | $24970072.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-15      | 4.5000%  | 0.0000% | $24999800.00       | $25455440.38       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-11-15      | 4.6250%  | 0.0000% | $37994400.00       | $37020501.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-31      | 0.3750%  | 0.0000% | $43270000.00       | $40330582.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-11-15      | 4.0000%  | 0.0000% | $49462400.00       | $42867705.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-31      | 3.8750%  | 0.0000% | $43440000.00       | $43549654.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-07-15      | 1.8750%  | 0.0000% | $51835300.00       | $51508625.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-15      | 3.8750%  | 0.0000% | $61199700.00       | $61828744.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-11-15      | 4.5000%  | 0.0000% | $81548000.00       | $83659747.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-11-20      | N/A      | 0.0000% | $5000000.00        | $4934600.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2038-05-15      | 4.5000%  | 0.0000% | $4999200.00        | $5034898.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-02-28      | 4.6250%  | 0.0000% | $5008400.00        | $5113851.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-08-15      | 4.1250%  | 0.0000% | $5698400.00        | $5252521.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-02-15      | 4.7500%  | 0.0000% | $5463100.00        | $5472342.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 2.6250%  | 0.0000% | $6801100.00        | $6669675.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2049-11-15      | 2.3750%  | 0.0000% | $10649700.00       | $6780977.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-08-15      | 1.3750%  | 0.0000% | $19999900.00       | $9789356.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-02-15      | 2.1250%  | 0.0000% | $9373200.00        | $13832315.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-30      | 4.6250%  | 0.0000% | $14359400.00       | $14875426.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-11-15      | 3.3750%  | 0.0000% | $6108100.00        | $4795504.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-12-31      | 3.7500%  | 0.0000% | $125695000.00      | $125466230.96      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2028-11-15      | 5.2500%  | 0.0000% | $1100.00           | $1156.85           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-08-15      | 4.2500%  | 0.0000% | $1400.00           | $1281.26           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-15      | 2.8750%  | 0.0000% | $1700.00           | $1664.55           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2039-08-15      | 4.5000%  | 0.0000% | $1800.00           | $1806.19           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2041-08-15      | 1.7500%  | 0.0000% | $100100.00         | $66445.97          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-28      | 1.8750%  | 0.0000% | $263200.00         | $247521.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-11-15      | 4.2500%  | 0.0000% | $1015200.00        | $969554.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-10-09      | N/A      | 0.0000% | $2996200.00        | $2971481.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-02-15      | 2.5000%  | 0.0000% | $5998200.00        | $4161587.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-02-15      | 4.6250%  | 0.0000% | $100.00            | $101.41            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-02-15      | 4.0000%  | 0.0000% | $100.00            | $101.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-28      | 4.1250%  | 0.0000% | $100.00            | $101.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $102.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-02-28      | 4.0000%  | 0.0000% | $300.00            | $305.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2025-10-16      | N/A      | 0.0000% | $600.00            | $594.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2027-01-15      | 2.3750%  | 0.0000% | $500.00            | $810.77            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-11-15      | 4.5000%  | 0.0000% | $900.00            | $849.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2027-07-31      | 4.4449%  | 0.0000% | $1000.00           | $999.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-31      | 1.7500%  | 0.0000% | $1100.00           | $1066.93           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $81.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-11-15      | 3.7500%  | 0.0000% | $100.00            | $86.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-02-15      | N/A      | 0.0000% | $100.00            | $90.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $90.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $94.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2039-05-15      | 4.2500%  | 0.0000% | $100.00            | $96.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-31      | 3.5000%  | 0.0000% | $100.00            | $99.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-07-31      | 4.0000%  | 0.0000% | $100.00            | $100.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-11-30      | 3.8750%  | 0.0000% | $100.00            | $100.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-06-15      | 4.1250%  | 0.0000% | $100.00            | $100.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2052-02-15      | 2.2500%  | 0.0000% | $100.00            | $60.92             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $72.82             | U.S. Treasuries (including strips) |

### Security 250: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XYL7, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP19XYL7_4.37_0801
- **C.18 - Value (incl. sponsor support):** $3360000000.00
- **C.18.a - Value (excl. sponsor support):** $3360000000.00
- **C.19 - Percentage of Net Assets:** 1.9700%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $1453235.00        | $1100479.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1082010.00        | $1112492.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1081683.00        | $1115339.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $8588863.00        | $1115926.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 4.5000%  | 0.0000% | $1569893.00        | $1128284.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $1095630.00        | $1141023.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $1109956.00        | $1150150.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $1791629.00        | $1151141.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $11982074.00       | $1185071.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 3.0000%  | 0.0000% | $4727895.00        | $900312.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1126122.00        | $916679.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $1359004.00        | $933161.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $1192880.00        | $960771.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1000516.00        | $1050355.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1037829.00        | $1076685.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 7.0000%  | 0.0000% | $1292024.00        | $1099174.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $334959786.00      | $324735185.94      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $2716333554.00     | $1652151446.45     | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $25261547.00       | $26008808.83       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $51855923.00       | $49124475.06       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $67599752.00       | $49996493.01       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $69936960.00       | $50490852.58       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 2.0000%  | 0.0000% | $192698076.00      | $83772411.80       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $97485215.00       | $96904344.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $134618277.00      | $137059015.71      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 4.0000%  | 0.0000% | $192627640.00      | $140921001.68      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $1067477000.00     | $143590150.63      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $260765262.00      | $269097389.94      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $7988363.00        | $6121816.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 4.0000%  | 0.0000% | $8078000.00        | $6180487.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 4.0000%  | 0.0000% | $14031787.00       | $11177530.32       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-04-20      | 6.0000%  | 0.0000% | $12070770.00       | $12139410.76       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $11905510.00       | $12382780.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $220830554.00      | $15172189.56       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $15233349.00       | $15470674.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.0000%  | 0.0000% | $19905000.00       | $17979191.22       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $20195056.00       | $20792445.95       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 3.5000%  | 0.0000% | $247646000.00      | $24950141.73       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $6020564.00        | $5028856.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.0000%  | 0.0000% | $54328965.00       | $5123759.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $6774667.00        | $5163207.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $5968669.00        | $5340037.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $7348604.00        | $5378915.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $5368499.00        | $5380224.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $35620360.00       | $5479846.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 4.5000%  | 0.0000% | $5977727.00        | $5534459.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $7985550.00        | $5580799.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $5591174.00        | $5834091.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $6134075.00        | $4121404.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $4036592.00        | $4132288.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $4033501.00        | $4139281.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $5730000.00        | $4146689.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $4151144.00        | $4191348.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.5000%  | 0.0000% | $3947521.00        | $4210196.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $4235207.00        | $4346905.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $6021513.00        | $4737131.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.0000%  | 0.0000% | $6496368.00        | $4782768.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $5048794.00        | $4981161.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-03-20      | 4.5000%  | 0.0000% | $4000000.00        | $3222477.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $3510339.00        | $3265638.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $6039769.00        | $3430445.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $4141514.00        | $3438757.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $9179024.00        | $3442592.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $97035000.00       | $3448121.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $3619683.00        | $3729305.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $3657885.00        | $3799874.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $4294339.00        | $3819687.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-01-20      | 4.0000%  | 0.0000% | $73903022.00       | $3983618.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $2707510.00        | $2526943.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $2651510.00        | $2590028.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $2503721.00        | $2627012.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $5057973.00        | $2657624.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $3000000.00        | $2672477.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2666207.00        | $2683475.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 6.0000%  | 0.0000% | $3898666.00        | $2916393.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $3552384.00        | $2976716.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 5.5000%  | 0.0000% | $3510746.00        | $3029786.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $21851501.00       | $3033912.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $2731869.00        | $2393044.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $4348375.00        | $2395266.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $2282081.00        | $2395837.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $2513558.00        | $2465914.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $2462703.00        | $2472127.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-20      | 4.5000%  | 0.0000% | $25147655.00       | $2483910.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1520337.00        | $1632355.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1839622.00        | $1640932.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $2952255.00        | $1684505.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1631941.00        | $1689390.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $1626212.00        | $1707197.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 5.0000%  | 0.0000% | $1725312.00        | $1713986.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1618180.00        | $1717814.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $2678176.00        | $1782624.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $1774360.00        | $1809671.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 5.0000%  | 0.0000% | $26155128.00       | $1818243.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1383622.00        | $1424618.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1769904.00        | $1477760.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $1760593.00        | $1482313.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1634531.00        | $1486677.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1434985.00        | $1495358.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.5000%  | 0.0000% | $6615000.00        | $1522775.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1489521.00        | $1542235.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1484240.00        | $1548624.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1520312.00        | $1598974.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1542696.00        | $1621501.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 1.5000%  | 0.0000% | $1925311.00        | $1230233.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1237094.00        | $1278021.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $1279019.00        | $1283743.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $1299066.00        | $1315262.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1318268.00        | $1322195.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $1310159.00        | $1349715.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1281137.00        | $1350137.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 5.5000%  | 0.0000% | $13495528.00       | $1357071.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $1357548.00        | $1405400.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1505701.00        | $1417775.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1160926.00        | $1218710.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1797208.00        | $1859747.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $2303726.00        | $1883726.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $7132000.00        | $1945329.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $6200000.00        | $1967383.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $4480013.00        | $2034285.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 2.5000%  | 0.0000% | $5000000.00        | $2070153.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $2097857.00        | $2109809.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $4330609.00        | $2147700.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $3167342.00        | $2175581.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $2588292.00        | $2254710.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2266258.00        | $2294860.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $3187823.00        | $2298467.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-20      | 3.5000%  | 0.0000% | $16000000.00       | $2363586.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $3200000.00        | $2386160.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-20      | 6.5000%  | 0.0000% | $500000.00         | $1015.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-02-20      | 4.0000%  | 0.0000% | $265500.00         | $31470.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-20      | 4.5000%  | 0.0000% | $3306833.00        | $521.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-08-20      | 5.5000%  | 0.0000% | $35000.00          | $572.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-07-20      | 5.5000%  | 0.0000% | $65000.00          | $668.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-01-20      | 6.0000%  | 0.0000% | $231000.00         | $683.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $100000.00         | $9985.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-07-20      | 4.0000%  | 0.0000% | $10521031.00       | $637176.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 4.5000%  | 0.0000% | $2725958.00        | $645053.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 5.0000%  | 0.0000% | $7368000.00        | $667405.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $1203770.00        | $707589.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $2706112.00        | $727778.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $1055147.00        | $754093.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-20      | 4.0000%  | 0.0000% | $7017434.00        | $773432.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 7.0000%  | 0.0000% | $1283861.00        | $807176.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 5.0000%  | 0.0000% | $10000000.00       | $811958.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1148451.00        | $831646.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $1343859.00        | $453215.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-11-20      | 4.0000%  | 0.0000% | $6411436.00        | $526259.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-12-20      | 3.0000%  | 0.0000% | $3705000.00        | $558626.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 4.5000%  | 0.0000% | $10097215.00       | $566110.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $10292138.00       | $579747.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-06-20      | 3.0000%  | 0.0000% | $1270110.00        | $581401.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-01-20      | 5.0000%  | 0.0000% | $13140549.00       | $588799.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $851819.00         | $599053.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $15380374.00       | $611222.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 6.0000%  | 0.0000% | $1045415.00        | $622615.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1057962.00        | $308694.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.5000%  | 0.0000% | $424184.00         | $321119.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 4.0000%  | 0.0000% | $395921.00         | $351519.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-05-20      | 3.5000%  | 0.0000% | $1551160.00        | $363351.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 4.0000%  | 0.0000% | $450000.00         | $365243.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $1466028.00        | $371718.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $1108120.00        | $383996.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $4461000.00        | $420269.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-11-20      | 3.0000%  | 0.0000% | $4250000.00        | $430406.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 5.0000%  | 0.0000% | $1607000.00        | $439232.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-01-20      | 1.5000%  | 0.0000% | $287545.00         | $223117.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1017571.00        | $223347.33         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $777116.00         | $239604.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-08-20      | 3.0000%  | 0.0000% | $2050000.00        | $245128.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.5000%  | 0.0000% | $600000.00         | $251933.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-03-20      | 4.0000%  | 0.0000% | $290719.00         | $260606.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 4.0000%  | 0.0000% | $331306.00         | $273839.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $1211627.00        | $275615.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $300000.00         | $280297.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $2178745.00        | $286955.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-06-20      | 4.0000%  | 0.0000% | $1503076.00        | $153909.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-02-20      | 1.5000%  | 0.0000% | $280730.00         | $159275.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-09-20      | 2.5000%  | 0.0000% | $528212.00         | $163299.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $197972.00         | $165192.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 5.5000%  | 0.0000% | $1799870.00        | $167717.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 5.0000%  | 0.0000% | $332000.00         | $172265.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $1296231.00        | $193462.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.5000%  | 0.0000% | $1565000.00        | $196677.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $300000.00         | $196831.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-20      | 5.5000%  | 0.0000% | $224500.00         | $196960.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 3.5000%  | 0.0000% | $525000.00         | $36193.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.0000%  | 0.0000% | $1193997.00        | $40410.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-20      | 4.0000%  | 0.0000% | $267220.00         | $42144.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.5000%  | 0.0000% | $700000.00         | $54768.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 5.5000%  | 0.0000% | $108000.00         | $68915.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $418525.00         | $129091.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-08-20      | 3.0000%  | 0.0000% | $1312081.00        | $130910.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $824500.00         | $131045.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-20      | 4.5000%  | 0.0000% | $4178632.00        | $134270.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-09-20      | 3.0000%  | 0.0000% | $176339.00         | $152398.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $100000.00         | $20816.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-20      | 6.0000%  | 0.0000% | $980000.00         | $21454.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 3.5000%  | 0.0000% | $30088.00          | $24022.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 2.0000%  | 0.0000% | $60000.00          | $25153.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-07-20      | 2.0000%  | 0.0000% | $72737.00          | $25347.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-12-20      | 4.0000%  | 0.0000% | $269417.00         | $25733.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-09-20      | 4.0000%  | 0.0000% | $227874.00         | $28940.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-02-20      | 5.5000%  | 0.0000% | $2420000.00        | $30415.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 3.0000%  | 0.0000% | $39269.00          | $34482.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 5.0000%  | 0.0000% | $130113.00         | $35086.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-08-20      | 5.5000%  | 0.0000% | $888877.00         | $10500.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 6.0000%  | 0.0000% | $389284.00         | $10938.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-02-20      | 3.0000%  | 0.0000% | $80000.00          | $11475.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 6.0000%  | 0.0000% | $92336.00          | $12797.35          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $25000.00          | $13741.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $66000.00          | $15215.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 6.0000%  | 0.0000% | $75000.00          | $18029.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 7.0000%  | 0.0000% | $1162335.00        | $18186.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $27000.00          | $18328.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $35239.00          | $20056.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-12-20      | 4.5000%  | 0.0000% | $12550000.00       | $881393.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $1596292.00        | $896934.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 1.5000%  | 0.0000% | $1225953.00        | $897625.93         | Agency Mortgage-Backed Securities |

### Security 251: Natixis SA

- **C.1 - Title:** Natixis SA 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19XYN3, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP19XYN3_4.37_0801
- **C.18 - Value (incl. sponsor support):** $1900000000.00
- **C.18.a - Value (excl. sponsor support):** $1900000000.00
- **C.19 - Percentage of Net Assets:** 1.1100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1005296.00        | $1041813.22        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $663343.00         | $696899.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1024.00           | $1067.35           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $1002.00           | $1044.43           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $2285400.00        | $2378917.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 7.0000%  | 0.0000% | $1530.00           | $1626.93           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $1033.00           | $78.46             | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2046-08-15      | 2.2500%  | 0.0000% | $20240500.00       | $13259929.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-05-15      | 2.2500%  | 0.0000% | $19000000.00       | $13716287.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2027-01-15      | 2.3750%  | 0.0000% | $200.00            | $324.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-11-15      | 2.3750%  | 0.0000% | $7794800.00        | $4963178.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-02-15      | 2.3750%  | 0.0000% | $1198300.00        | $872641.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $69.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2046-05-15      | 2.5000%  | 0.0000% | $100.00            | $68.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2047-08-15      | 2.7500%  | 0.0000% | $4999900.00        | $3568806.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-05-15      | 2.8750%  | 0.0000% | $8613300.00        | $6591419.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2046-11-15      | 2.8750%  | 0.0000% | $5000000.00        | $3655803.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-10-02      | N/A      | 0.0000% | $100.00            | $99.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-09-11      | N/A      | 0.0000% | $100.00            | $99.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-09-18      | N/A      | 0.0000% | $100.00            | $99.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-09-23      | N/A      | 0.0000% | $100.00            | $99.36             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2025-11-12      | N/A      | 0.0000% | $15000000.00       | $14816850.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-08-15      | 1.1250%  | 0.0000% | $16000000.00       | $9816493.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-08-15      | 1.3750%  | 0.0000% | $4999700.00        | $2447204.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-11-15      | 1.3750%  | 0.0000% | $20362800.00       | $12893603.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2050-11-15      | 1.6250%  | 0.0000% | $1218900.00        | $633383.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-08-15      | 1.7500%  | 0.0000% | $9001100.00        | $5974892.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2028-08-15      | 5.5000%  | 0.0000% | $12999400.00       | $13935629.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2030-05-15      | 6.2500%  | 0.0000% | $74998700.00       | $83357638.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2026-08-15      | 6.7500%  | 0.0000% | $10000000.00       | $10576430.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note         | 2027-07-31      | 4.4449%  | 0.0000% | $54945000.00       | $54942142.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-04-30      | 0.5000%  | 0.0000% | $6999800.00        | $6601140.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-10-31      | 0.5000%  | 0.0000% | $5797100.00        | $5380711.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-02-28      | 0.5000%  | 0.0000% | $667800.00         | $654586.78         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-01-31      | 0.7500%  | 0.0000% | $2999900.00        | $2776173.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-07-31      | 1.0000%  | 0.0000% | $2000000.00        | $1837526.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-08-31      | 1.1250%  | 0.0000% | $26999600.00       | $24966403.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-08-15      | 4.2500%  | 0.0000% | $300.00            | $274.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2038-02-15      | 4.3750%  | 0.0000% | $100.00            | $100.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2039-08-15      | 4.5000%  | 0.0000% | $13999600.00       | $14047791.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-11-15      | 4.5000%  | 0.0000% | $100.00            | $94.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-05-15      | 4.6250%  | 0.0000% | $15172100.00       | $14610084.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-11-15      | 4.6250%  | 0.0000% | $42608000.00       | $41515842.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-02-15      | 4.6250%  | 0.0000% | $400000.00         | $390235.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2037-02-15      | 4.7500%  | 0.0000% | $153234300.00      | $160774004.97      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-11-15      | 4.7500%  | 0.0000% | $300.00            | $294.77            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2028-11-15      | 5.2500%  | 0.0000% | $7749200.00        | $8149733.32        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2039-02-15      | 3.5000%  | 0.0000% | $31650000.00       | $28703882.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $86.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-02-15      | 3.6250%  | 0.0000% | $17969300.00       | $14696154.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-05-15      | 3.6250%  | 0.0000% | $1200.00           | $969.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-11-15      | 3.7500%  | 0.0000% | $900.00            | $781.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 3.8750%  | 0.0000% | $23000000.00       | $20704561.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-11-15      | 4.0000%  | 0.0000% | $87391600.00       | $75739902.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-08-15      | 4.1250%  | 0.0000% | $7959000.00        | $7336238.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2039-05-15      | 4.2500%  | 0.0000% | $1359600.00        | $1317877.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-02-15      | 4.2500%  | 0.0000% | $25000000.00       | $22870998.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-05-15      | 2.8750%  | 0.0000% | $20000000.00       | $14228072.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-11-15      | 3.0000%  | 0.0000% | $1677300.00        | $1282356.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-11-15      | 3.0000%  | 0.0000% | $5000000.00        | $3782120.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2047-02-15      | 3.0000%  | 0.0000% | $13999800.00       | $10541582.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2047-05-15      | 3.0000%  | 0.0000% | $5000700.00        | $3718126.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-08-15      | 3.0000%  | 0.0000% | $200.00            | $148.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2049-02-15      | 3.0000%  | 0.0000% | $15998600.00       | $11809637.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2052-08-15      | 3.0000%  | 0.0000% | $3146700.00        | $2270554.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2043-02-15      | 3.1250%  | 0.0000% | $14700000.00       | $11852861.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2032-04-15      | 3.3750%  | 0.0000% | $4999200.00        | $10153489.93       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2053-05-01      | 4.9520%  | 0.0000% | $10754823.00       | $8897152.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $2339236.00        | $2341513.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1321837.00        | $970785.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1299650.00        | $1227123.03        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2028-06-30      | 1.2500%  | 0.0000% | $23400.00          | $21736.05          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-04-15      | 1.2500%  | 0.0000% | $1218800.00        | $1309168.01        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-11-15      | 1.3750%  | 0.0000% | $49999900.00       | $42624216.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-12-31      | 1.3750%  | 0.0000% | $24999800.00       | $23025772.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-05-15      | 1.6250%  | 0.0000% | $21000000.00       | $20658752.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-12-31      | 1.7500%  | 0.0000% | $900.00            | $872.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-02-28      | 1.8750%  | 0.0000% | $4193800.00        | $3943981.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-07-15      | 1.8750%  | 0.0000% | $73242900.00       | $72781311.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-15      | 2.0000%  | 0.0000% | $100.00            | $97.80             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-01-15      | 2.1250%  | 0.0000% | $5700300.00        | $5892429.37        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $1060450.00        | $705187.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1053.28           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2027-05-15      | 2.3750%  | 0.0000% | $24375600.00       | $23825380.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-08-15      | 2.8750%  | 0.0000% | $900.00            | $885.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-07-31      | 3.8750%  | 0.0000% | $4000000.00        | $3995320.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-02-15      | 4.0000%  | 0.0000% | $3038500.00        | $3089311.44        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-07-31      | 4.0000%  | 0.0000% | $1557600.00        | $1558980.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-01-15      | 4.0000%  | 0.0000% | $8449900.00        | $8459060.79        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-01-31      | 4.0000%  | 0.0000% | $50000100.00       | $50148600.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-02-15      | 4.0000%  | 0.0000% | $78232700.00       | $78070722.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-03-31      | 4.0000%  | 0.0000% | $4999700.00        | $5076512.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-08-31      | 4.1250%  | 0.0000% | $100.00            | $102.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-06-30      | 3.2500%  | 0.0000% | $3816400.00        | $3734113.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-09-30      | 3.5000%  | 0.0000% | $100.00            | $100.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-05-31      | 3.7500%  | 0.0000% | $200.00            | $199.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-08-15      | 3.7500%  | 0.0000% | $200.00            | $202.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-11-30      | 3.8750%  | 0.0000% | $5908600.00        | $5931285.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-04-30      | 3.8750%  | 0.0000% | $5000000.00        | $5031437.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-06-30      | 3.8750%  | 0.0000% | $19250000.00       | $19235413.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-07-15      | 3.8750%  | 0.0000% | $10000000.00       | $10013707.83       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $25546497.00       | $26645166.69       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 7.0000%  | 0.0000% | $1000.00           | $1060.71           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 7.0000%  | 0.0000% | $398704.00         | $367021.91         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-11-01      | 2.0000%  | 0.0000% | $146622.00         | $85498.20          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 2.0000%  | 0.0000% | $10833890.00       | $6551702.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $53552350.00       | $40865457.81       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                       | 2031-04-30      | 4.6250%  | 0.0000% | $37922700.00       | $39478004.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-04-30      | 4.6250%  | 0.0000% | $200.00            | $207.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-02-15      | 4.6250%  | 0.0000% | $136584700.00      | $142235012.95      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2025-11-30      | 4.8750%  | 0.0000% | $93998800.00       | $94895078.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-02-15      | N/A      | 0.0000% | $100.00            | $90.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-11-15      | N/A      | 0.0000% | $2.87              | $2.52              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2029-08-15      | N/A      | 0.0000% | $27.29             | $23.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2048-05-15      | N/A      | 0.0000% | $117.62            | $36.48             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-11-30      | 4.1250%  | 0.0000% | $54541500.00       | $55313753.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-02-28      | 4.2500%  | 0.0000% | $7179000.00        | $7385754.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-02-15      | 4.2500%  | 0.0000% | $31711000.00       | $32591581.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-05-15      | 4.2500%  | 0.0000% | $3600000.00        | $3595307.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-12-31      | 4.3750%  | 0.0000% | $4507300.00        | $4602068.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-07-15      | 4.5000%  | 0.0000% | $31000000.00       | $31157620.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-03-31      | 4.5000%  | 0.0000% | $10947500.00       | $11128166.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-15      | 4.5000%  | 0.0000% | $14720300.00       | $14988588.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-09-30      | 4.6250%  | 0.0000% | $64400.00          | $66771.63          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-02-28      | 4.6250%  | 0.0000% | $399900.00         | $408319.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-02-15      | 4.1250%  | 0.0000% | $4500000.00        | $4591672.86        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-10-31      | 4.1250%  | 0.0000% | $100.00            | $101.75            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $13293521.00       | $12551170.20       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.0000%  | 0.0000% | $2351160.00        | $2268879.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $2018.00           | $2058.93           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1168.00           | $1190.70           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-02-01      | 6.5000%  | 0.0000% | $1000.00           | $907.90            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.90           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $1067212.00        | $1107459.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.26           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $1205067.00        | $940289.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.70           | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2042-12-15      | N/A      | 0.0000% | $15535000.00       | $6022204.89        | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2065-09-15      | N/A      | 0.0000% | $9714000.00        | $1047781.18        | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2039-09-15      | N/A      | 0.0000% | $16947000.00       | $8104818.01        | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2056-04-01      | N/A      | 0.0000% | $32848000.00       | $5809825.76        | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2038-06-15      | N/A      | 0.0000% | $5600000.00        | $2909519.20        | Agency Mortgage-Backed Securities  |
| Tenn Valley Authority                    | 2038-01-15      | N/A      | 0.0000% | $12700000.00       | $6562153.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $24934688.00       | $15336316.21       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 3.0000%  | 0.0000% | $32223477.00       | $4404833.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 4.8080%  | 0.0000% | $35205327.00       | $30632592.69       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.0000%  | 0.0000% | $7206710.00        | $7043425.17        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2042-01-27      | 2.8400%  | 0.0000% | $15000.00          | $10882.16          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2033-05-25      | 4.0800%  | 0.0000% | $15000.00          | $14397.15          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-07-13      | 2.1500%  | 0.0000% | $1374000.00        | $929831.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-07-01      | 3.8300%  | 0.0000% | $1485.00           | $1444.44           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-07-01      | 3.8300%  | 0.0000% | $8971579.00        | $8726530.76        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 4.6500%  | 0.0000% | $28767347.00       | $28391070.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-02-01      | 4.6800%  | 0.0000% | $11355000.00       | $11324659.44       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-01-01      | 5.1550%  | 0.0000% | $3590425.00        | $3678960.69        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-06-01      | 4.4650%  | 0.0000% | $23007691.00       | $22969034.24       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-07-01      | 4.7650%  | 0.0000% | $3991.00           | $4052.01           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-07-01      | 4.7700%  | 0.0000% | $29545361.00       | $29701744.60       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-06-01      | 5.0800%  | 0.0000% | $27598400.00       | $28321487.27       | Agency Mortgage-Backed Securities  |

## N-MFP: Signatures

**Registrant:** Morgan Stanley Institutional Liquidity Funds

**Date:** 2025-08-07

**By:** Lonnie Bae

**Name of Signing Officer:** Lonnie Bae

**Title of Signing Officer:** Vice President