# EDGAR Filing Document

**Accession Number:** 0000205007
**File Stem:** 0001145549-25-050798
**Filing Date:** 2025-8
**Character Count:** 891292
**Document Hash:** 5f516b66923b5de0b1a90a9080d79f63
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-050798.hdr.sgml**: 20250807

**ACCESSION NUMBER**: 0001145549-25-050798

**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:** SHORT-TERM INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000205007

**ORGANIZATION NAME:**
- **EIN:** 741093914
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02729
- **FILM NUMBER:** 251192783

**BUSINESS ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046
- **BUSINESS PHONE:** 713-626-1919

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT TERM INVESTMENTS TRUST
- **DATE OF NAME CHANGE:** 19930818

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHORT TERM INVESTMENTS CO
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM BOND SHARES INC
- **DATE OF NAME CHANGE:** 19800909

## Series and Classes Contracts Data

### Invesco Government & Agency Portfolio (Series ID: S000000220)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000000495 | Cash Management Class     |  |
| C000000496 | Institutional Class       |  |
| C000000497 | Personal Investment Class |  |
| C000000498 | Private Investment Class  |  |
| C000000499 | Reserve Class             |  |
| C000000500 | Resource Class            |  |
| C000029703 | Corporate Class           |  |
| C000224183 | CAVU Securities Class     |  |
| C000250407 | Premier Class             |  |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000205007

### General Information

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

**Registrant Full Name:** SHORT TERM INVESTMENTS TRUST

**CIK Number of Registrant:** 0000205007

**LEI of Registrant:** 549300UJV6OHYATSFU27

**Name of Series:** Invesco Government & Agency Portfolio

**LEI of Series:** 5493007T1J7WZ5QI1A47

**EDGAR Series Identifier:** S000000220

**Total number of share classes in the series:** 9

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

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

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

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

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-58287

- **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:** 14 days

- **WAL:** 107 days

- **Total Value of Portfolio Securities:** $72343278552.35

- **Amortized Cost of Portfolio Securities:** $72336333774.89

- **Cash:** $4393677219.06

- **Total Other Assets:** $282033119.39

- **Total Liabilities:** $1176803247.82

- **Net Assets of Series:** $75835240865.52

- **Number of Shares Outstanding (Series):** 75853870438.8300

- **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 | $33513882639.51           | $51192960903.37            | 46.8500%                  | 71.5600%                   |
| 2025-07-02 | $35949252521.96           | $57425372197.68            | 46.0100%                  | 73.4900%                   |
| 2025-07-03 | $33032670190.34           | $54890362288.45            | 43.9000%                  | 72.9600%                   |
| 2025-07-07 | $34339027181.60           | $55107269644.04            | 45.5000%                  | 73.0100%                   |
| 2025-07-08 | $37591864655.53           | $54413246294.16            | 50.2700%                  | 72.7700%                   |
| 2025-07-09 | $33497316234.56           | $54464247770.80            | 44.6800%                  | 72.6400%                   |
| 2025-07-10 | $33212012057.97           | $55727727124.22            | 43.4700%                  | 72.9400%                   |
| 2025-07-11 | $30135357121.65           | $52426258378.37            | 41.1100%                  | 71.5200%                   |
| 2025-07-14 | $29529559064.94           | $51033280001.25            | 40.7400%                  | 70.4100%                   |
| 2025-07-15 | $34176850740.44           | $52827929556.91            | 46.0200%                  | 71.1300%                   |
| 2025-07-16 | $30719475751.17           | $52722035884.90            | 41.4200%                  | 71.0900%                   |
| 2025-07-17 | $31332787050.06           | $52827404802.84            | 42.3100%                  | 71.3300%                   |
| 2025-07-18 | $30703693547.80           | $53152656538.68            | 41.2800%                  | 71.4700%                   |
| 2025-07-21 | $32473083058.02           | $54151253667.95            | 43.0700%                  | 71.8300%                   |
| 2025-07-22 | $34840778471.44           | $53818487764.10            | 46.4200%                  | 71.7000%                   |
| 2025-07-23 | $31437174486.22           | $53898390676.20            | 41.8700%                  | 71.7900%                   |
| 2025-07-24 | $32804387269.73           | $55554709173.99            | 42.4300%                  | 71.8500%                   |
| 2025-07-25 | $31225217986.99           | $52365141319.83            | 42.1200%                  | 70.6400%                   |
| 2025-07-28 | $29125147294.33           | $53075840627.17            | 38.9500%                  | 70.9800%                   |
| 2025-07-29 | $31960480277.20           | $53622405852.46            | 42.7300%                  | 71.6900%                   |
| 2025-07-30 | $31397027071.90           | $55402441917.52            | 41.0000%                  | 72.3400%                   |
| 2025-07-31 | $32034124560.04           | $55712273133.17            | 41.6000%                  | 72.3400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 4.4400%             |
| 2025-07-02 | 4.4500%             |
| 2025-07-03 | 4.4400%             |
| 2025-07-07 | 4.4300%             |
| 2025-07-08 | 4.4200%             |
| 2025-07-09 | 4.4100%             |
| 2025-07-10 | 4.4100%             |
| 2025-07-11 | 4.4000%             |
| 2025-07-14 | 4.3900%             |
| 2025-07-15 | 4.3900%             |
| 2025-07-16 | 4.3900%             |
| 2025-07-17 | 4.4000%             |
| 2025-07-18 | 4.4000%             |
| 2025-07-21 | 4.4000%             |
| 2025-07-22 | 4.3900%             |
| 2025-07-23 | 4.3800%             |
| 2025-07-24 | 4.3800%             |
| 2025-07-25 | 4.3800%             |
| 2025-07-28 | 4.3900%             |
| 2025-07-29 | 4.4000%             |
| 2025-07-30 | 4.4100%             |
| 2025-07-31 | 4.4100%             |

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

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $906270384.65

- **Number of Shares Outstanding:** 906493017.6900

- **Expense Reimbursement/Waiver:** 696.00

**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 | $2759438.55               | $7918390.60             |
| 2025-07-02 | $665668.00                | $83784.10               |
| 2025-07-03 | $0.00                     | $34000.00               |
| 2025-07-07 | $950000.00                | $34127.55               |
| 2025-07-08 | $294000.00                | $0.98                   |
| 2025-07-09 | $381876.00                | $485000.00              |
| 2025-07-10 | $0.00                     | $1700672.89             |
| 2025-07-11 | $337000.00                | $6380.06                |
| 2025-07-14 | $366167.34                | $62510.00               |
| 2025-07-15 | $404750.00                | $40000.00               |
| 2025-07-16 | $300000.00                | $1625750.00             |
| 2025-07-17 | $702000.00                | $155541.67              |
| 2025-07-18 | $0.00                     | $1432269.46             |
| 2025-07-21 | $80327.11                 | $45100.00               |
| 2025-07-22 | $693000.00                | $0.00                   |
| 2025-07-23 | $974227.69                | $60372.54               |
| 2025-07-24 | $5000000.00               | $3054732.94             |
| 2025-07-25 | $0.00                     | $746000.00              |
| 2025-07-28 | $6250000.00               | $31358.45               |
| 2025-07-29 | $1389000.00               | $0.00                   |
| 2025-07-30 | $2213000.00               | $5000.00                |
| 2025-07-31 | $14215.00                 | $115539.11              |

**Total Gross Subscriptions (Month):** $23774669.69

**Total Gross Redemptions (Month):** $17636530.35

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.1900%           |
| 2025-07-02 | 4.2000%           |
| 2025-07-03 | 4.2000%           |
| 2025-07-07 | 4.1800%           |
| 2025-07-08 | 4.1800%           |
| 2025-07-09 | 4.1700%           |
| 2025-07-10 | 4.1600%           |
| 2025-07-11 | 4.1600%           |
| 2025-07-14 | 4.1400%           |
| 2025-07-15 | 4.1400%           |
| 2025-07-16 | 4.1500%           |
| 2025-07-17 | 4.1500%           |
| 2025-07-18 | 4.1500%           |
| 2025-07-21 | 4.1500%           |
| 2025-07-22 | 4.1500%           |
| 2025-07-23 | 4.1400%           |
| 2025-07-24 | 4.1300%           |
| 2025-07-25 | 4.1300%           |
| 2025-07-28 | 4.1400%           |
| 2025-07-29 | 4.1500%           |
| 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 |  | 78.3900%         | 0.0000%              |
| Non-financial corporation                           |  | 14.2000%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $57523384634.76

- **Number of Shares Outstanding:** 57537515744.5160

- **Expense Reimbursement/Waiver:** 44937.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9998          |
|  |  |
| 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          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $1826484721.59            | $3454261393.74          |
| 2025-07-02 | $7367318006.66            | $2596819937.70          |
| 2025-07-03 | $3070050920.31            | $5832106261.63          |
| 2025-07-07 | $1519892626.04            | $1771001149.89          |
| 2025-07-08 | $1965664663.92            | $2111657152.38          |
| 2025-07-09 | $1545989290.52            | $1725153252.86          |
| 2025-07-10 | $2301416508.88            | $1161677289.81          |
| 2025-07-11 | $922510123.32             | $2523445492.75          |
| 2025-07-14 | $796054608.36             | $1521889858.90          |
| 2025-07-15 | $2653229532.34            | $1622384855.14          |
| 2025-07-16 | $1474358186.74            | $1416501262.40          |
| 2025-07-17 | $1805818679.76            | $1417254866.36          |
| 2025-07-18 | $1330758477.67            | $1686032090.36          |
| 2025-07-21 | $2387478738.97            | $869314579.34           |
| 2025-07-22 | $1420625797.57            | $2112874591.57          |
| 2025-07-23 | $1279062732.87            | $1905118199.56          |
| 2025-07-24 | $1368513915.30            | $1528270445.70          |
| 2025-07-25 | $927881927.12             | $1824709042.04          |
| 2025-07-28 | $1185814260.65            | $1189771407.27          |
| 2025-07-29 | $2208609465.71            | $1648513391.09          |
| 2025-07-30 | $1435860209.79            | $1885867136.42          |
| 2025-07-31 | $3070506808.45            | $2600639114.58          |

**Total Gross Subscriptions (Month):** $43863900202.54

**Total Gross Redemptions (Month):** $44405262771.49

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2700%           |
| 2025-07-02 | 4.2800%           |
| 2025-07-03 | 4.2800%           |
| 2025-07-07 | 4.2600%           |
| 2025-07-08 | 4.2600%           |
| 2025-07-09 | 4.2500%           |
| 2025-07-10 | 4.2400%           |
| 2025-07-11 | 4.2400%           |
| 2025-07-14 | 4.2200%           |
| 2025-07-15 | 4.2200%           |
| 2025-07-16 | 4.2300%           |
| 2025-07-17 | 4.2300%           |
| 2025-07-18 | 4.2300%           |
| 2025-07-21 | 4.2300%           |
| 2025-07-22 | 4.2300%           |
| 2025-07-23 | 4.2200%           |
| 2025-07-24 | 4.2100%           |
| 2025-07-25 | 4.2100%           |
| 2025-07-28 | 4.2200%           |
| 2025-07-29 | 4.2300%           |
| 2025-07-30 | 4.2400%           |
| 2025-07-31 | 4.2500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.9600%          | 0.0000%              |
| Non-financial corporation                           |  | 39.9300%         | 0.0000%              |

### Class: Personal

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $121069498.15

- **Number of Shares Outstanding:** 121099239.9000

- **Expense Reimbursement/Waiver:** 96.00

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $5154418.66               | $994898.29              |
| 2025-07-02 | $1092964.30               | $1971336.74             |
| 2025-07-03 | $974540.26                | $1591572.08             |
| 2025-07-07 | $2076910.79               | $1519720.31             |
| 2025-07-08 | $1264733.59               | $897207.74              |
| 2025-07-09 | $3839931.22               | $2720630.98             |
| 2025-07-10 | $688419.66                | $3316264.28             |
| 2025-07-11 | $4930247.16               | $1177338.92             |
| 2025-07-14 | $1056734.50               | $1574629.79             |
| 2025-07-15 | $2409663.76               | $644246.76              |
| 2025-07-16 | $790891.57                | $2506323.00             |
| 2025-07-17 | $702042.27                | $4056442.01             |
| 2025-07-18 | $3009799.78               | $1912909.71             |
| 2025-07-21 | $1380246.64               | $120688.98              |
| 2025-07-22 | $2795544.09               | $34676.51               |
| 2025-07-23 | $1130571.57               | $1070500.91             |
| 2025-07-24 | $475660.69                | $4196089.51             |
| 2025-07-25 | $1581102.04               | $774283.42              |
| 2025-07-28 | $1819016.54               | $4251603.57             |
| 2025-07-29 | $3100965.63               | $189694.27              |
| 2025-07-30 | $1357657.92               | $2615738.43             |
| 2025-07-31 | $852545.01                | $3448844.24             |

**Total Gross Subscriptions (Month):** $42484607.65

**Total Gross Redemptions (Month):** $41585640.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.7200%           |
| 2025-07-02 | 3.7300%           |
| 2025-07-03 | 3.7300%           |
| 2025-07-07 | 3.7100%           |
| 2025-07-08 | 3.7100%           |
| 2025-07-09 | 3.7000%           |
| 2025-07-10 | 3.6900%           |
| 2025-07-11 | 3.6900%           |
| 2025-07-14 | 3.6700%           |
| 2025-07-15 | 3.6700%           |
| 2025-07-16 | 3.6800%           |
| 2025-07-17 | 3.6800%           |
| 2025-07-18 | 3.6800%           |
| 2025-07-21 | 3.6800%           |
| 2025-07-22 | 3.6800%           |
| 2025-07-23 | 3.6700%           |
| 2025-07-24 | 3.6600%           |
| 2025-07-25 | 3.6600%           |
| 2025-07-28 | 3.6700%           |
| 2025-07-29 | 3.6800%           |
| 2025-07-30 | 3.6900%           |
| 2025-07-31 | 3.7000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 45.3000%         | 0.0000%              |
| Retail investor           |  | 5.0900%          | 0.0000%              |

### Class: Private

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1216207904.95

- **Number of Shares Outstanding:** 1216506676.7930

- **Expense Reimbursement/Waiver:** 926.00

**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 | $6341778.29               | $25645921.98            |
| 2025-07-02 | $19356175.15              | $3594057.68             |
| 2025-07-03 | $11667388.83              | $19932894.76            |
| 2025-07-07 | $3288659.12               | $15430330.08            |
| 2025-07-08 | $12142471.50              | $2618629.15             |
| 2025-07-09 | $5407773.61               | $11069036.17            |
| 2025-07-10 | $13017601.20              | $11240090.03            |
| 2025-07-11 | $10841285.65              | $12072722.90            |
| 2025-07-14 | $43554800.06              | $9760772.76             |
| 2025-07-15 | $8149969.32               | $15269788.92            |
| 2025-07-16 | $9688740.75               | $12567813.72            |
| 2025-07-17 | $12331184.56              | $7150011.61             |
| 2025-07-18 | $2808510.49               | $20834393.15            |
| 2025-07-21 | $18785278.91              | $14163465.71            |
| 2025-07-22 | $23128820.04              | $31739779.11            |
| 2025-07-23 | $20522560.90              | $11422286.03            |
| 2025-07-24 | $4544356.16               | $23370746.20            |
| 2025-07-25 | $17555245.45              | $17593985.37            |
| 2025-07-28 | $49161189.41              | $7262417.54             |
| 2025-07-29 | $4623046.67               | $10825139.51            |
| 2025-07-30 | $4527220.56               | $21018036.27            |
| 2025-07-31 | $29129561.02              | $10184102.27            |

**Total Gross Subscriptions (Month):** $330573617.65

**Total Gross Redemptions (Month):** $314766420.92

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.9700%           |
| 2025-07-02 | 3.9800%           |
| 2025-07-03 | 3.9800%           |
| 2025-07-07 | 3.9600%           |
| 2025-07-08 | 3.9600%           |
| 2025-07-09 | 3.9500%           |
| 2025-07-10 | 3.9400%           |
| 2025-07-11 | 3.9400%           |
| 2025-07-14 | 3.9200%           |
| 2025-07-15 | 3.9200%           |
| 2025-07-16 | 3.9300%           |
| 2025-07-17 | 3.9300%           |
| 2025-07-18 | 3.9300%           |
| 2025-07-21 | 3.9300%           |
| 2025-07-22 | 3.9300%           |
| 2025-07-23 | 3.9200%           |
| 2025-07-24 | 3.9100%           |
| 2025-07-25 | 3.9100%           |
| 2025-07-28 | 3.9200%           |
| 2025-07-29 | 3.9300%           |
| 2025-07-30 | 3.9400%           |
| 2025-07-31 | 3.9500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 42.5500%         | 0.0000%              |
| Depository institution or other banking institution |  | 17.1600%         | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $496373812.45

- **Number of Shares Outstanding:** 496495750.9100

- **Expense Reimbursement/Waiver:** 367.00

**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 | $1315665.72               | $2567030.30             |
| 2025-07-02 | $7570596.38               | $13166.86               |
| 2025-07-03 | $339230.81                | $14642844.11            |
| 2025-07-07 | $237497.48                | $4727756.79             |
| 2025-07-08 | $17453.44                 | $10584869.56            |
| 2025-07-09 | $5075388.91               | $103091.57              |
| 2025-07-10 | $463697.82                | $5840817.72             |
| 2025-07-11 | $7311912.76               | $558363.51              |
| 2025-07-14 | $8231085.96               | $136071.27              |
| 2025-07-15 | $246539.69                | $9689675.91             |
| 2025-07-16 | $5418881.01               | $807883.72              |
| 2025-07-17 | $422090.52                | $15284.66               |
| 2025-07-18 | $401062.69                | $4973469.02             |
| 2025-07-21 | $5119.58                  | $345619.37              |
| 2025-07-22 | $2261660.49               | $50366.44               |
| 2025-07-23 | $3695472.15               | $132900.27              |
| 2025-07-24 | $165199.05                | $9227599.18             |
| 2025-07-25 | $8841380.06               | $66480.76               |
| 2025-07-28 | $520112.27                | $1215668.67             |
| 2025-07-29 | $744465.70                | $28233.00               |
| 2025-07-30 | $8386506.88               | $66662.38               |
| 2025-07-31 | $16004536.60              | $602889.58              |

**Total Gross Subscriptions (Month):** $77675555.97

**Total Gross Redemptions (Month):** $66396744.65

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.4000%           |
| 2025-07-02 | 3.4100%           |
| 2025-07-03 | 3.4100%           |
| 2025-07-07 | 3.3900%           |
| 2025-07-08 | 3.3900%           |
| 2025-07-09 | 3.3800%           |
| 2025-07-10 | 3.3700%           |
| 2025-07-11 | 3.3700%           |
| 2025-07-14 | 3.3500%           |
| 2025-07-15 | 3.3500%           |
| 2025-07-16 | 3.3600%           |
| 2025-07-17 | 3.3600%           |
| 2025-07-18 | 3.3600%           |
| 2025-07-21 | 3.3600%           |
| 2025-07-22 | 3.3600%           |
| 2025-07-23 | 3.3500%           |
| 2025-07-24 | 3.3400%           |
| 2025-07-25 | 3.3400%           |
| 2025-07-28 | 3.3500%           |
| 2025-07-29 | 3.3600%           |
| 2025-07-30 | 3.3700%           |
| 2025-07-31 | 3.3800%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 95.0400%         | 0.0000%              |

### Class: Resource

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $182904496.51

- **Number of Shares Outstanding:** 182949428.5600

- **Expense Reimbursement/Waiver:** 135.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9999          |
|  |  |
| 2025-07-02 | 0.9998          |
|  |  |
| 2025-07-03 | 0.9999          |
|  |  |
| 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 | 0.9999          |
|  |  |
| 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 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $8213760.69               | $996820.74              |
| 2025-07-02 | $12001.15                 | $3754186.91             |
| 2025-07-03 | $9910878.71               | $158387.25              |
| 2025-07-07 | $3126196.10               | $8995906.30             |
| 2025-07-08 | $13574998.42              | $121667.00              |
| 2025-07-09 | $2327940.77               | $3760799.46             |
| 2025-07-10 | $0.00                     | $5885780.55             |
| 2025-07-11 | $8436289.54               | $321198.96              |
| 2025-07-14 | $1672632.95               | $7531207.33             |
| 2025-07-15 | $12188034.18              | $2000.00                |
| 2025-07-16 | $1898350.38               | $3939686.87             |
| 2025-07-17 | $459301.05                | $3099808.61             |
| 2025-07-18 | $8310437.50               | $553382.15              |
| 2025-07-21 | $857911.70                | $4317884.62             |
| 2025-07-22 | $21001125.85              | $61880.52               |
| 2025-07-23 | $1496141.57               | $3595977.90             |
| 2025-07-24 | $112002.45                | $5742376.83             |
| 2025-07-25 | $4846126.55               | $13523473.75            |
| 2025-07-28 | $4243325.24               | $4220901.44             |
| 2025-07-29 | $7044091.92               | $339928.98              |
| 2025-07-30 | $2337907.77               | $8065673.21             |
| 2025-07-31 | $2693503.43               | $1510855.64             |

**Total Gross Subscriptions (Month):** $114762957.92

**Total Gross Redemptions (Month):** $80499785.02

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.1100%           |
| 2025-07-02 | 4.1200%           |
| 2025-07-03 | 4.1200%           |
| 2025-07-07 | 4.1000%           |
| 2025-07-08 | 4.1000%           |
| 2025-07-09 | 4.0900%           |
| 2025-07-10 | 4.0800%           |
| 2025-07-11 | 4.0800%           |
| 2025-07-14 | 4.0600%           |
| 2025-07-15 | 4.0600%           |
| 2025-07-16 | 4.0700%           |
| 2025-07-17 | 4.0700%           |
| 2025-07-18 | 4.0700%           |
| 2025-07-21 | 4.0700%           |
| 2025-07-22 | 4.0700%           |
| 2025-07-23 | 4.0600%           |
| 2025-07-24 | 4.0500%           |
| 2025-07-25 | 4.0500%           |
| 2025-07-28 | 4.0600%           |
| 2025-07-29 | 4.0700%           |
| 2025-07-30 | 4.0800%           |
| 2025-07-31 | 4.0900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 30.3500%         | 0.0000%              |
| Depository institution or other banking institution |  | 51.3500%         | 0.0000%              |

### Class: Corporate

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $319988874.70

- **Number of Shares Outstanding:** 320067482.6900

- **Expense Reimbursement/Waiver:** 286.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 0.9999          |
|  |  |
| 2025-07-02 | 0.9998          |
|  |  |
| 2025-07-03 | 0.9998          |
|  |  |
| 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 | 0.9998          |
|  |  |
| 2025-07-16 | 0.9999          |
|  |  |
| 2025-07-17 | 0.9998          |
|  |  |
| 2025-07-18 | 0.9999          |
|  |  |
| 2025-07-21 | 0.9999          |
|  |  |
| 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 | $9714458.91               | $0.03                   |
| 2025-07-02 | $2505000.00               | $67636.34               |
| 2025-07-03 | $1530000.00               | $719414.00              |
| 2025-07-07 | $56308545.44              | $0.00                   |
| 2025-07-08 | $1100000.00               | $978288.33              |
| 2025-07-09 | $58425350.25              | $0.00                   |
| 2025-07-10 | $12774000.00              | $4002695.83             |
| 2025-07-11 | $3000.00                  | $104647940.00           |
| 2025-07-14 | $0.00                     | $24519000.00            |
| 2025-07-15 | $0.00                     | $726481.23              |
| 2025-07-16 | $3547000.00               | $76170.25               |
| 2025-07-17 | $264000.00                | $4250000.00             |
| 2025-07-18 | $14140000.00              | $5148116.05             |
| 2025-07-21 | $35000.00                 | $0.00                   |
| 2025-07-22 | $3841000.00               | $0.00                   |
| 2025-07-23 | $105000.00                | $17800000.00            |
| 2025-07-24 | $0.00                     | $11325000.00            |
| 2025-07-25 | $0.00                     | $6942667.60             |
| 2025-07-28 | $1625000.00               | $12985039.00            |
| 2025-07-29 | $1471600.00               | $11962303.00            |
| 2025-07-30 | $5130000.00               | $75198.25               |
| 2025-07-31 | $945000.00                | $250264.28              |

**Total Gross Subscriptions (Month):** $173463954.60

**Total Gross Redemptions (Month):** $206476214.19

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2400%           |
| 2025-07-02 | 4.2500%           |
| 2025-07-03 | 4.2500%           |
| 2025-07-07 | 4.2300%           |
| 2025-07-08 | 4.2300%           |
| 2025-07-09 | 4.2200%           |
| 2025-07-10 | 4.2100%           |
| 2025-07-11 | 4.2100%           |
| 2025-07-14 | 4.1900%           |
| 2025-07-15 | 4.1900%           |
| 2025-07-16 | 4.2000%           |
| 2025-07-17 | 4.2000%           |
| 2025-07-18 | 4.2000%           |
| 2025-07-21 | 4.2000%           |
| 2025-07-22 | 4.2000%           |
| 2025-07-23 | 4.1900%           |
| 2025-07-24 | 4.1800%           |
| 2025-07-25 | 4.1800%           |
| 2025-07-28 | 4.1900%           |
| 2025-07-29 | 4.2000%           |
| 2025-07-30 | 4.2100%           |
| 2025-07-31 | 4.2200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 84.1000%         | 0.0000%              |
| Non-financial corporation                           |  | 14.0600%         | 0.0000%              |

### Class: CAVU Securities

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $13745459938.55

- **Number of Shares Outstanding:** 13748836627.9400

- **Expense Reimbursement/Waiver:** 8251.00

**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 | 0.9999          |
|  |  |
| 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 | 0.9999          |
|  |  |
| 2025-07-25 | 0.9998          |
|  |  |
| 2025-07-28 | 0.9998          |
|  |  |
| 2025-07-29 | 0.9998          |
|  |  |
| 2025-07-30 | 0.9999          |
|  |  |
| 2025-07-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $257765323.61             | $1226419791.73          |
| 2025-07-02 | $1390028000.00            | $446932193.25           |
| 2025-07-03 | $949166378.00             | $776881000.00           |
| 2025-07-07 | $572280039.89             | $247465000.00           |
| 2025-07-08 | $174151370.61             | $283796000.00           |
| 2025-07-09 | $801770791.85             | $679338700.52           |
| 2025-07-10 | $139015456.82             | $851933500.00           |
| 2025-07-11 | $138208742.00             | $288776600.00           |
| 2025-07-14 | $332189657.60             | $566851137.78           |
| 2025-07-15 | $260944060.69             | $100089900.00           |
| 2025-07-16 | $444569577.12             | $241473180.87           |
| 2025-07-17 | $553893002.00             | $1042236727.92          |
| 2025-07-18 | $560185058.98             | $395761175.44           |
| 2025-07-21 | $762182600.00             | $164828380.22           |
| 2025-07-22 | $326411441.00             | $256858700.00           |
| 2025-07-23 | $311485770.36             | $285589500.00           |
| 2025-07-24 | $2176646563.48            | $458182000.00           |
| 2025-07-25 | $37004556.00              | $1993463500.00          |
| 2025-07-28 | $668081312.72             | $961031496.00           |
| 2025-07-29 | $696407583.89             | $372973206.90           |
| 2025-07-30 | $2608467500.00            | $340651746.44           |
| 2025-07-31 | $1071739285.27            | $55208200.00            |

**Total Gross Subscriptions (Month):** $15232594071.89

**Total Gross Redemptions (Month):** $12036741637.07

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.2700%           |
| 2025-07-02 | 4.2800%           |
| 2025-07-03 | 4.2800%           |
| 2025-07-07 | 4.2600%           |
| 2025-07-08 | 4.2600%           |
| 2025-07-09 | 4.2500%           |
| 2025-07-10 | 4.2400%           |
| 2025-07-11 | 4.2400%           |
| 2025-07-14 | 4.2200%           |
| 2025-07-15 | 4.2200%           |
| 2025-07-16 | 4.2300%           |
| 2025-07-17 | 4.2300%           |
| 2025-07-18 | 4.2300%           |
| 2025-07-21 | 4.2300%           |
| 2025-07-22 | 4.2300%           |
| 2025-07-23 | 4.2200%           |
| 2025-07-24 | 4.2100%           |
| 2025-07-25 | 4.2100%           |
| 2025-07-28 | 4.2200%           |
| 2025-07-29 | 4.2300%           |
| 2025-07-30 | 4.2400%           |
| 2025-07-31 | 4.2500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 33.6200%         | 0.0000%              |
| Non-financial corporation                           |  | 27.8100%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $100000000.00

- **Net Assets of Class:** $1323581320.80

- **Number of Shares Outstanding:** 1323906469.8300

- **Expense Reimbursement/Waiver:** 1141.00

**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 | 0.9997          |
|  |  |
| 2025-07-11 | 0.9997          |
|  |  |
| 2025-07-14 | 0.9996          |
|  |  |
| 2025-07-15 | 0.9998          |
|  |  |
| 2025-07-16 | 0.9998          |
|  |  |
| 2025-07-17 | 0.9998          |
|  |  |
| 2025-07-18 | 0.9999          |
|  |  |
| 2025-07-21 | 0.9998          |
|  |  |
| 2025-07-22 | 0.9998          |
|  |  |
| 2025-07-23 | 0.9999          |
|  |  |
| 2025-07-24 | 0.9998          |
|  |  |
| 2025-07-25 | 0.9998          |
|  |  |
| 2025-07-28 | 0.9998          |
|  |  |
| 2025-07-29 | 0.9998          |
|  |  |
| 2025-07-30 | 0.9997          |
|  |  |
| 2025-07-31 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $624838817.74             | $866000000.00           |
| 2025-07-02 | $885000000.00             | $671000000.00           |
| 2025-07-03 | $694000000.00             | $996472310.39           |
| 2025-07-07 | $796245768.75             | $694000000.00           |
| 2025-07-08 | $621593290.27             | $781000000.00           |
| 2025-07-09 | $642000000.00             | $609000000.00           |
| 2025-07-10 | $579000000.00             | $979000000.00           |
| 2025-07-11 | $897000000.00             | $618000000.00           |
| 2025-07-14 | $590000000.00             | $906000000.00           |
| 2025-07-15 | $1182000000.00            | $590000000.00           |
| 2025-07-16 | $715000000.00             | $946000000.00           |
| 2025-07-17 | $670000000.00             | $674000000.00           |
| 2025-07-18 | $1559000000.00            | $865000000.00           |
| 2025-07-21 | $687000000.00             | $1389000000.00          |
| 2025-07-22 | $961000000.00             | $687000000.00           |
| 2025-07-23 | $1687657610.69            | $1077000000.00          |
| 2025-07-24 | $1033000000.00            | $1566000000.00          |
| 2025-07-25 | $771000000.00             | $1103000000.00          |
| 2025-07-28 | $957000000.00             | $836000000.00           |
| 2025-07-29 | $929000000.00             | $990947554.18           |
| 2025-07-30 | $780000000.00             | $901000000.00           |
| 2025-07-31 | $831000000.00             | $780000000.00           |

**Total Gross Subscriptions (Month):** $19092335487.45

**Total Gross Redemptions (Month):** $19525419864.57

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 4.3200%           |
| 2025-07-02 | 4.3300%           |
| 2025-07-03 | 4.3200%           |
| 2025-07-07 | 4.3100%           |
| 2025-07-08 | 4.3000%           |
| 2025-07-09 | 4.2900%           |
| 2025-07-10 | 4.2900%           |
| 2025-07-11 | 4.2800%           |
| 2025-07-14 | 4.2700%           |
| 2025-07-15 | 4.2700%           |
| 2025-07-16 | 4.2700%           |
| 2025-07-17 | 4.2800%           |
| 2025-07-18 | 4.2800%           |
| 2025-07-21 | 4.2800%           |
| 2025-07-22 | 4.2700%           |
| 2025-07-23 | 4.2600%           |
| 2025-07-24 | 4.2600%           |
| 2025-07-25 | 4.2600%           |
| 2025-07-28 | 4.2700%           |
| 2025-07-29 | 4.2800%           |
| 2025-07-30 | 4.2900%           |
| 2025-07-31 | 4.2900%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution                         |  | 63.3000%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 36.5100%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.570000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130ARK83, C.4 - ISIN: US3130ARK836, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $35055702.15
- **C.18.a - Value (excl. sponsor support):** $35055702.15
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AWWV8, C.4 - ISIN: US3130AWWV87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $11800823.05
- **C.18.a - Value (excl. sponsor support):** $11800823.05
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-21
- **C.13 - Final Legal Maturity Date:** 2025-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: 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: 3130AX4G0, C.4 - ISIN: US3130AX4G08, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10001064.50
- **C.18.a - Value (excl. sponsor support):** $10001064.50
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXS90, C.4 - ISIN: US3130AXS902, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10004630.00
- **C.18.a - Value (excl. sponsor support):** $10004630.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-17
- **C.13 - Final Legal Maturity Date:** 2025-11-17
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.475000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXTA6, C.4 - ISIN: US3130AXTA60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $115049122.30
- **C.18.a - Value (excl. sponsor support):** $115049122.30
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXVW5, C.4 - ISIN: US3130AXVW52, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $180013192.20
- **C.18.a - Value (excl. sponsor support):** $180013192.20
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: 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: 3130AXZ92, C.4 - ISIN: US3130AXZ923, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $258141162.10
- **C.18.a - Value (excl. sponsor support):** $258141162.10
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: 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: 3130AXZJ0, C.4 - ISIN: US3130AXZJ06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $37019770.95
- **C.18.a - Value (excl. sponsor support):** $37019770.95
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYCW4, C.4 - ISIN: US3130AYCW47, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $8004932.00
- **C.18.a - Value (excl. sponsor support):** $8004932.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYFA9, C.4 - ISIN: US3130AYFA99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7002715.58
- **C.18.a - Value (excl. sponsor support):** $7002715.58
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYP42, C.4 - ISIN: US3130AYP427, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150097513.50
- **C.18.a - Value (excl. sponsor support):** $150097513.50
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYYT7, C.4 - ISIN: US3130AYYT79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50023057.00
- **C.18.a - Value (excl. sponsor support):** $50023057.00
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B02D0, C.4 - ISIN: US3130B02D09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $22004613.84
- **C.18.a - Value (excl. sponsor support):** $22004613.84
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B1D87, C.4 - ISIN: US3130B1D874, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $384079657.00
- **C.18.a - Value (excl. sponsor support):** $384079657.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2T39, C.4 - ISIN: US3130B2T399, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193182481.50
- **C.18.a - Value (excl. sponsor support):** $193182481.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5KL1, C.4 - ISIN: US3130B5KL11, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $725016116.80
- **C.18.a - Value (excl. sponsor support):** $725016116.80
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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: 3130B5KM9, C.4 - ISIN: US3130B5KM93, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249999950.00
- **C.18.a - Value (excl. sponsor support):** $249999950.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-13
- **C.13 - Final Legal Maturity Date:** 2025-11-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: 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: 3130B5KN7, C.4 - ISIN: US3130B5KN76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1199997156.00
- **C.18.a - Value (excl. sponsor support):** $1199997156.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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 4.325000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5LL0, C.4 - ISIN: US3130B5LL02, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $199996580.00
- **C.18.a - Value (excl. sponsor support):** $199996580.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5T81, C.4 - ISIN: US3130B5T814, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $449987458.50
- **C.18.a - Value (excl. sponsor support):** $449987458.50
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: 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: 3130B6SM9, C.4 - ISIN: US3130B6SM94, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $699988520.00
- **C.18.a - Value (excl. sponsor support):** $699988520.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: 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: 3130B6WY8, C.4 - ISIN: US3130B6WY86, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300209031.00
- **C.18.a - Value (excl. sponsor support):** $300209031.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: 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: 3130B6XW1, C.4 - ISIN: US3130B6XW12, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $350294948.50
- **C.18.a - Value (excl. sponsor support):** $350294948.50
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73B8, C.4 - ISIN: US3130B73B88, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143998596.00
- **C.18.a - Value (excl. sponsor support):** $143998596.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-16
- **C.13 - Final Legal Maturity Date:** 2027-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73S1, C.4 - ISIN: US3130B73S14, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $204997415.00
- **C.18.a - Value (excl. sponsor support):** $204997415.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7BA1, C.4 - ISIN: US3130B7BA13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123035291.20
- **C.18.a - Value (excl. sponsor support):** $123035291.20
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-29
- **C.13 - Final Legal Maturity Date:** 2027-07-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.670000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN2Z2, C.4 - ISIN: US3133EN2Z20, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $60067192.80
- **C.18.a - Value (excl. sponsor support):** $60067192.80
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-25
- **C.13 - Final Legal Maturity Date:** 2025-11-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.650000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EN5B2, C.4 - ISIN: US3133EN5B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20027478.00
- **C.18.a - Value (excl. sponsor support):** $20027478.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.560000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ENE63, C.4 - ISIN: US3133ENE636, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $177504480.10
- **C.18.a - Value (excl. sponsor support):** $177504480.10
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-05
- **C.13 - Final Legal Maturity Date:** 2025-08-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4H5, C.4 - ISIN: US3133EP4H58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $286030850.80
- **C.18.a - Value (excl. sponsor support):** $286030850.80
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP4L6, C.4 - ISIN: US3133EP4L60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28019475.68
- **C.18.a - Value (excl. sponsor support):** $28019475.68
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6P5, C.4 - ISIN: US3133EP6P56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35005148.85
- **C.18.a - Value (excl. sponsor support):** $35005148.85
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: 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: 3133EPF75, C.4 - ISIN: US3133EPF752, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175011089.80
- **C.18.a - Value (excl. sponsor support):** $175011089.80
- **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):** 2025-08-22
- **C.13 - Final Legal Maturity Date:** 2025-08-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: 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: 3133EPH24, C.4 - ISIN: US3133EPH246, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $242122824.70
- **C.18.a - Value (excl. sponsor support):** $242122824.70
- **C.19 - Percentage of Net Assets:** 0.3200%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-28
- **C.13 - Final Legal Maturity Date:** 2025-11-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: 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: 3133EPH73, C.4 - ISIN: US3133EPH733, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $77040295.64
- **C.18.a - Value (excl. sponsor support):** $77040295.64
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: 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: 3133EPL45, C.4 - ISIN: US3133EPL453, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100003790.00
- **C.18.a - Value (excl. sponsor support):** $100003790.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-13
- **C.13 - Final Legal Maturity Date:** 2025-08-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: 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: 3133EPM69, C.4 - ISIN: US3133EPM691, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24013533.36
- **C.18.a - Value (excl. sponsor support):** $24013533.36
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.465000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPS55, C.4 - ISIN: US3133EPS557, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $550331782.00
- **C.18.a - Value (excl. sponsor support):** $550331782.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: 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: 3133EPS97, C.4 - ISIN: US3133EPS979, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10002211.20
- **C.18.a - Value (excl. sponsor support):** $10002211.20
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-03
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.480000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPWV3, C.4 - ISIN: US3133EPWV30, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $112975287.20
- **C.18.a - Value (excl. sponsor support):** $112975287.20
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-26
- **C.13 - Final Legal Maturity Date:** 2025-09-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Farm Credit 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: 3133EPZ57, C.4 - ISIN: US3133EPZ578, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $170113490.30
- **C.18.a - Value (excl. sponsor support):** $170113490.30
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: 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: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95034641.75
- **C.18.a - Value (excl. sponsor support):** $95034641.75
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER3C3, C.4 - ISIN: US3133ER3C35, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30011730.30
- **C.18.a - Value (excl. sponsor support):** $30011730.30
- **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):** 2026-08-07
- **C.13 - Final Legal Maturity Date:** 2026-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: 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: 3133ER3G4, C.4 - ISIN: US3133ER3G49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $180038057.40
- **C.18.a - Value (excl. sponsor support):** $180038057.40
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-02-10
- **C.13 - Final Legal Maturity Date:** 2027-02-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55008602.55
- **C.18.a - Value (excl. sponsor support):** $55008602.55
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.320000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER7A3, C.4 - ISIN: US3133ER7A33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29999546.10
- **C.18.a - Value (excl. sponsor support):** $29999546.10
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAG6, C.4 - ISIN: US3133ERAG66, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $125016285.00
- **C.18.a - Value (excl. sponsor support):** $125016285.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB42, C.4 - ISIN: US3133ERB427, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20003327.60
- **C.18.a - Value (excl. sponsor support):** $20003327.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-18
- **C.13 - Final Legal Maturity Date:** 2025-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERB83, C.4 - ISIN: US3133ERB831, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $600527760.00
- **C.18.a - Value (excl. sponsor support):** $600527760.00
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-18
- **C.13 - Final Legal Maturity Date:** 2026-11-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.375000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG21, C.4 - ISIN: US3133ERG210, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20003705.20
- **C.18.a - Value (excl. sponsor support):** $20003705.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERG39, C.4 - ISIN: US3133ERG392, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $186179497.40
- **C.18.a - Value (excl. sponsor support):** $186179497.40
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $204345794.30
- **C.18.a - Value (excl. sponsor support):** $204345794.30
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $151100025.40
- **C.18.a - Value (excl. sponsor support):** $151100025.40
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $197174713.40
- **C.18.a - Value (excl. sponsor support):** $197174713.40
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: 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: 3133ERPW5, C.4 - ISIN: US3133ERPW51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75018549.75
- **C.18.a - Value (excl. sponsor support):** $75018549.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-11-21
- **C.13 - Final Legal Maturity Date:** 2025-11-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: 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: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19018136.26
- **C.18.a - Value (excl. sponsor support):** $19018136.26
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: 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: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $169134708.20
- **C.18.a - Value (excl. sponsor support):** $169134708.20
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-11-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: 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: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $107099520.70
- **C.18.a - Value (excl. sponsor support):** $107099520.70
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47032040.37
- **C.18.a - Value (excl. sponsor support):** $47032040.37
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: 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: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175157125.50
- **C.18.a - Value (excl. sponsor support):** $175157125.50
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: 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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $192174403.20
- **C.18.a - Value (excl. sponsor support):** $192174403.20
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit 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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $456430641.80
- **C.18.a - Value (excl. sponsor support):** $456430641.80
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit 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: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $465447134.70
- **C.18.a - Value (excl. sponsor support):** $465447134.70
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $413338180.90
- **C.18.a - Value (excl. sponsor support):** $413338180.90
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100077810.00
- **C.18.a - Value (excl. sponsor support):** $100077810.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.385000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $686978531.30
- **C.18.a - Value (excl. sponsor support):** $686978531.30
- **C.19 - Percentage of Net Assets:** 0.9100%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.340000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETAV9, C.4 - ISIN: US3133ETAV99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $139010138.70
- **C.18.a - Value (excl. sponsor support):** $139010138.70
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.395000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETBZ9, C.4 - ISIN: US3133ETBZ94, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64993271.20
- **C.18.a - Value (excl. sponsor support):** $64993271.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: 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: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64972163.75
- **C.18.a - Value (excl. sponsor support):** $64972163.75
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETET0, C.4 - ISIN: US3133ETET08, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95031754.70
- **C.18.a - Value (excl. sponsor support):** $95031754.70
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-07-28
- **C.13 - Final Legal Maturity Date:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGP6, C.4 - ISIN: US3133ETGP67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75008055.00
- **C.18.a - Value (excl. sponsor support):** $75008055.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: 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: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55023907.40
- **C.18.a - Value (excl. sponsor support):** $55023907.40
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.430000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETQK6, C.4 - ISIN: US3133ETQK60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $430117162.10
- **C.18.a - Value (excl. sponsor support):** $430117162.10
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-07-21
- **C.13 - Final Legal Maturity Date:** 2027-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.405000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRN9, C.4 - ISIN: US3133ETRN90, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $88009873.60
- **C.18.a - Value (excl. sponsor support):** $88009873.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-12-29
- **C.13 - Final Legal Maturity Date:** 2026-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: 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: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $520096642.00
- **C.18.a - Value (excl. sponsor support):** $520096642.00
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.4 - ISIN: US3134HAJN48, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $296265766.60
- **C.18.a - Value (excl. sponsor support):** $296265766.60
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAMW0, C.4 - ISIN: US3134HAMW00, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $263872720.50
- **C.18.a - Value (excl. sponsor support):** $263872720.50
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-23
- **C.13 - Final Legal Maturity Date:** 2026-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.4 - ISIN: US3134HATA17, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $7005273.24
- **C.18.a - Value (excl. sponsor support):** $7005273.24
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.4 - ISIN: US3134HAWA79, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $82084927.40
- **C.18.a - Value (excl. sponsor support):** $82084927.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.445000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBMJ7, C.4 - ISIN: US3134HBMJ71, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $1086592608.00
- **C.18.a - Value (excl. sponsor support):** $1086592608.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.415000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBVX6, C.4 - ISIN: US3134HBVX64, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $264930199.00
- **C.18.a - Value (excl. sponsor support):** $264930199.00
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.420000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.4 - ISIN: US3135G07G27, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $170107615.10
- **C.18.a - Value (excl. sponsor support):** $170107615.10
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.455000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07J6, C.4 - ISIN: US3135G07J65, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $403344319.20
- **C.18.a - Value (excl. sponsor support):** $403344319.20
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: 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: 3135G07K3, C.4 - ISIN: US3135G07K39, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $143120523.30
- **C.18.a - Value (excl. sponsor support):** $143120523.30
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: 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: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $103090286.70
- **C.18.a - Value (excl. sponsor support):** $103090286.70
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: Federal 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: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $105158203.50
- **C.18.a - Value (excl. sponsor support):** $105158203.50
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: Federal 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: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $832148007.70
- **C.18.a - Value (excl. sponsor support):** $832148007.70
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Notes 4.281000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533N5, C.4 - ISIN: US6903533N55, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $21375000.00
- **C.18.a - Value (excl. sponsor support):** $21375000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **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:** 2030-03-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534J3, C.4 - ISIN: US6903534J35, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $263157.98
- **C.18.a - Value (excl. sponsor support):** $263157.98
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.4 - ISIN: US6903534U89, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1250000.00
- **C.18.a - Value (excl. sponsor support):** $1250000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.4 - ISIN: US6903534Y02, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4666666.70
- **C.18.a - Value (excl. sponsor support):** $4666666.70
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.4 - ISIN: US6903538B62, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2083333.42
- **C.18.a - Value (excl. sponsor support):** $2083333.42
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353D38, C.4 - ISIN: US690353D389, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $31818182.18
- **C.18.a - Value (excl. sponsor support):** $31818182.18
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2028-11-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.600000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353VV6, C.4 - ISIN: US690353VV66, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5100000.00
- **C.18.a - Value (excl. sponsor support):** $5100000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.6000%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.530000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353XS1, C.4 - ISIN: US690353XS10, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $4862000.00
- **C.18.a - Value (excl. sponsor support):** $4862000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2030-05-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MH7, C.4 - ISIN: US912797MH75, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $697172427.00
- **C.18.a - Value (excl. sponsor support):** $697172427.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-04
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797MS3, C.4 - ISIN: US912797MS31, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $940069977.10
- **C.18.a - Value (excl. sponsor support):** $940069977.10
- **C.19 - Percentage of Net Assets:** 1.2400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-02
- **C.12 - Maturity Date (WAL):** 2025-10-02
- **C.13 - Final Legal Maturity Date:** 2025-10-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NA1, C.4 - ISIN: US912797NA14, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $98940125.00
- **C.18.a - Value (excl. sponsor support):** $98940125.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NL7, C.4 - ISIN: US912797NL78, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $788859840.00
- **C.18.a - Value (excl. sponsor support):** $788859840.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $360415020.50
- **C.18.a - Value (excl. sponsor support):** $360415020.50
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PW1, C.4 - ISIN: US912797PW16, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1144384562.00
- **C.18.a - Value (excl. sponsor support):** $1144384562.00
- **C.19 - Percentage of Net Assets:** 1.5100%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-11
- **C.12 - Maturity Date (WAL):** 2025-09-11
- **C.13 - Final Legal Maturity Date:** 2025-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PX9, C.4 - ISIN: US912797PX98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $298294368.00
- **C.18.a - Value (excl. sponsor support):** $298294368.00
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-18
- **C.12 - Maturity Date (WAL):** 2025-09-18
- **C.13 - Final Legal Maturity Date:** 2025-09-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QE0, C.4 - ISIN: US912797QE09, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $247962285.00
- **C.18.a - Value (excl. sponsor support):** $247962285.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-10-09
- **C.12 - Maturity Date (WAL):** 2025-10-09
- **C.13 - Final Legal Maturity Date:** 2025-10-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QF7, C.4 - ISIN: US912797QF73, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $455883782.00
- **C.18.a - Value (excl. sponsor support):** $455883782.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-10-16
- **C.12 - Maturity Date (WAL):** 2025-10-16
- **C.13 - Final Legal Maturity Date:** 2025-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QV2, C.4 - ISIN: US912797QV24, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $526654560.50
- **C.18.a - Value (excl. sponsor support):** $526654560.50
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-23
- **C.12 - Maturity Date (WAL):** 2025-09-23
- **C.13 - Final Legal Maturity Date:** 2025-09-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1285021431.00
- **C.18.a - Value (excl. sponsor support):** $1285021431.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.456000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJD4, C.4 - ISIN: US91282CJD48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $55021186.55
- **C.18.a - Value (excl. sponsor support):** $55021186.55
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-10-31
- **C.13 - Final Legal Maturity Date:** 2025-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.491000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $200218380.00
- **C.18.a - Value (excl. sponsor support):** $200218380.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.5600%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2026-11-02
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.446000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $400236444.00
- **C.18.a - Value (excl. sponsor support):** $400236444.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.5400%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 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: BIV7XMRY3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV7XMRY3
- **C.18 - Value (incl. sponsor support):** $885000000.00
- **C.18.a - Value (excl. sponsor support):** $885000000.00
- **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):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2043-01-25      | 2.5000%  | 0.0000% | $1837000.00        | $1458262.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-04-25      | 1.2500%  | 0.0000% | $125000.00         | $1990.03           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-03-25      | 3.0000%  | 0.0000% | $43150.00          | $1067.62           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-04-25      | 2.5000%  | 0.0000% | $25000000.00       | $2476203.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-01      | 4.0000%  | 0.0000% | $300000.00         | $3005.87           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | 0.0000% | $400000.00         | $4441.15           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2026-05-15      | 3.0000%  | 0.0000% | $5759994.00        | $2459.22           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-10-15      | 4.5000%  | 0.0000% | $4790.00           | $407.99            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2045-04-15      | 2.5000%  | 0.0000% | $19999896.00       | $1596517.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 4.8145%  | 0.0000% | $100000.00         | $1656.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-16      | 2.5000%  | 0.0000% | $1000.00           | $794.08            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 3.0000%  | 0.0000% | $625000.00         | $4413.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 2.3500%  | 0.0000% | $91300000.00       | $81150818.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $8340079.00        | $8364640.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 4.8651%  | 0.0000% | $45211648.00       | $12283393.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1250%  | 0.0000% | $100000000.00      | $68678936.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.4480%  | 0.0000% | $50000000.00       | $39820355.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1250%  | 0.0000% | $200000000.00      | $125345781.64      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.5480%  | 0.0000% | $100000000.00      | $90357774.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.4480%  | 0.0000% | $100970112.00      | $99464534.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 3.5000%  | 0.0000% | $11627024.00       | $9400165.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.3980%  | 0.0000% | $366891999.00      | $362282381.82      | Agency Collateralized Mortgage Obligation |

### Security 111: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 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: BIV81CUT5, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV81CUT5
- **C.18 - Value (incl. sponsor support):** $2100000000.00
- **C.18.a - Value (excl. sponsor support):** $2100000000.00
- **C.19 - Percentage of Net Assets:** 2.7700%
- **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:** 2025-08-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $58.56             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $313860300.00      | $320806642.66      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $98.47             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $2353300.00        | $2198118.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $4266300.00        | $4891253.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $5895000.00        | $6520892.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $176300000.00      | $182071846.55      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $4226000.00        | $3916954.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $19696100.00       | $19802283.92       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $127472000.00      | $131486909.97      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $46550000.00       | $45187934.15       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $15302800.00       | $15385929.91       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-15      | 3.7500%  | 0.0000% | $100.00            | $100.77            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $203044000.00      | $193065366.28      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $299689800.00      | $307450495.43      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $295407000.00      | $306132806.54      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $257504000.00      | $256970848.53      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $50000000.00       | $51257216.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $73400000.00       | $72221147.34       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $215373700.00      | $222632899.35      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $200.00            | $200.83            | U.S. Treasuries (including strips) |

### Security 112: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV89U7P1, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV89U7P1
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.8600%
- **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:** 2025-11-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-09-04      | 0.0000%  | 0.0000% | $142600.00         | $142009.64         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-04      | 0.0000%  | 0.0000% | $41800.00          | $41190.14          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-09      | 0.0000%  | 0.0000% | $400.00            | $384.87            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-15      | 3.3750%  | 0.0000% | $10300.00          | $20919.54          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 2.0000%  | 0.0000% | $100.00            | $162.33            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $622200.00         | $685461.23         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $76.04             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $17220400.00       | $16401789.52       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $71.47             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $74637600.00       | $40965013.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $37581500.00       | $27117566.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $1400000.00        | $1187908.86        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $36718300.00       | $35621314.83       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 2.5000%  | 0.0000% | $100.00            | $100.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-15      | 1.6250%  | 0.0000% | $51956200.00       | $51111918.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $7086500.00        | $9315423.70        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 1.8750%  | 0.0000% | $300.00            | $293.33            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $12136200.00       | $11691335.45       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 0.8750%  | 0.0000% | $100.00            | $97.11             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $39568800.00       | $43769953.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 0.8750%  | 0.0000% | $4068000.00        | $3930610.08        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $178166900.00      | $187538255.40      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $124816900.00      | $117381746.49      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $23646500.00       | $26399674.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-15      | 3.5000%  | 0.0000% | $3424700.00        | $3466426.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $400.00            | $402.16            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $200.00            | $199.68            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $36023800.00       | $35980739.56       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-31      | 5.0000%  | 0.0000% | $499800.00         | $506717.23         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $36719400.00       | $40240879.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.2500%  | 0.0000% | $2500.00           | $2498.73           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 4.5000%  | 0.0000% | $1700.00           | $1728.06           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $1052800.00        | $1090633.95        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $200.00            | $205.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $100.00            | $101.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $600.00            | $624.11            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $200.00            | $206.74            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $1600.00           | $1636.01           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $7963200.00        | $7996394.34        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $386800.00         | $387330.22         | U.S. Treasuries (including strips) |

### Security 113: 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: BIV8DA3J8, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3J8
- **C.18 - Value (incl. sponsor support):** $380000000.00
- **C.18.a - Value (excl. sponsor support):** $380000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **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
- **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          | 2038-06-15      | 5.5000%  | 0.0000% | $93297053.00       | $171231.41         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-01-15      | 4.0000%  | 0.0000% | $51435022.00       | $841168.67         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-08-15      | 3.5000%  | 0.0000% | $42857142.00       | $1001038.47        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-12-15      | 3.5000%  | 0.0000% | $30257194.00       | $458850.13         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-12-15      | 3.5000%  | 0.0000% | $140549112.00      | $3156988.65        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2039-04-15      | 6.5000%  | 0.0000% | $41232145.00       | $808462.43         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-12-15      | 4.5000%  | 0.0000% | $21805461.00       | $439732.15         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2039-06-15      | 5.5000%  | 0.0000% | $30900000.00       | $626227.90         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-06-15      | 3.0000%  | 0.0000% | $54252950.00       | $688579.95         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2045-08-15      | 4.0000%  | 0.0000% | $47666227.00       | $1297974.58        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2047-12-15      | 3.5000%  | 0.0000% | $131322370.00      | $3668039.58        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2047-11-15      | 4.0000%  | 0.0000% | $14674356.00       | $560604.81         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2050-07-15      | 2.5000%  | 0.0000% | $32082090.00       | $2695301.70        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2048-09-15      | 3.0000%  | 0.0000% | $10420187.00       | $326003.09         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-05-15      | 3.0000%  | 0.0000% | $19170163.00       | $2667356.56        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-11-15      | 4.5000%  | 0.0000% | $75000000.00       | $13876058.90       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-11-15      | 4.0000%  | 0.0000% | $8807646.00        | $822271.03         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 5.5000%  | 0.0000% | $58855000.00       | $52087420.36       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-01-25      | 5.0000%  | 0.0000% | $9869632.00        | $1298715.28        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-10-15      | 4.7770%  | 0.0000% | $13036116.00       | $842901.03         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-02-15      | 2.1540%  | 0.0000% | $836261762.00      | $2852817.34        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $217633265.00      | $112027762.24      | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $79650964.00       | $45659930.74       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-25      | 3.0000%  | 0.0000% | $37500000.00       | $4529549.95        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-01-25      | 1.5000%  | 0.0000% | $100000000.00      | $7209086.68        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-01-25      | 2.5000%  | 0.0000% | $11250000.00       | $1323214.33        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-01-25      | 5.5000%  | 0.0000% | $70000000.00       | $12780516.19       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-06-25      | 6.0000%  | 0.0000% | $106201325.00      | $18587269.14       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-04-25      | 3.0000%  | 0.0000% | $51562930.00       | $7806389.00        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-04-25      | 3.5000%  | 0.0000% | $29719493.00       | $5279392.79        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-07-25      | 2.0000%  | 0.0000% | $6245370.00        | $354412.50         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-04-25      | 1.5000%  | 0.0000% | $11208011.00       | $513955.92         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2042-04-25      | 2.0000%  | 0.0000% | $7109513.00        | $585132.89         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 6.0000%  | 0.0000% | $1427091.00        | $190837.37         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-07-25      | 3.5000%  | 0.0000% | $2566459.00        | $208850.26         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-08-25      | 2.5000%  | 0.0000% | $2194437.00        | $104883.08         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 6.5000%  | 0.0000% | $17188919.00       | $2928412.37        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 7.0000%  | 0.0000% | $1422643.00        | $215338.22         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-11-25      | 3.0000%  | 0.0000% | $3466452.00        | $170916.62         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-12-25      | 4.0000%  | 0.0000% | $2522078.00        | $462093.95         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-06-25      | 4.5000%  | 0.0000% | $3857923.00        | $728350.15         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 5.0000%  | 0.0000% | $4961121.00        | $388684.31         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 5.5000%  | 0.0000% | $1476801.00        | $89087.42          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 4.0000%  | 0.0000% | $3696456.00        | $337708.69         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-08-25      | 4.5000%  | 0.0000% | $31000000.00       | $6623861.50        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 4.5000%  | 0.0000% | $5329944.00        | $463735.85         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 6.0000%  | 0.0000% | $46100000.00       | $8363829.42        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-02-25      | 5.5000%  | 0.0000% | $25000000.00       | $5256671.53        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-05-25      | 5.5000%  | 0.0000% | $167380526.00      | $37304208.49       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-05-25      | 6.0000%  | 0.0000% | $60386518.00       | $12342005.50       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 4.5000%  | 0.0000% | $48528242.00       | $9905550.32        | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2054-06-20      | 5.4980%  | 0.0000% | $1136.00           | $1095.95           | Agency Collateralized Mortgage Obligation |

### Security 114: 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: BIV8DA3M1, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DA3M1
- **C.18 - Value (incl. sponsor support):** $1133000000.00
- **C.18.a - Value (excl. sponsor support):** $1133000000.00
- **C.19 - Percentage of Net Assets:** 1.4900%
- **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
- **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          | 2054-03-01      | 6.5000%  | 0.0000% | $117210661.00      | $105545290.97      | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.0000%  | 0.0000% | $44987660.00       | $40059204.68       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $116736813.00      | $99366345.04       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-01-01      | 6.0000%  | 0.0000% | $31314046.00       | $212474.19         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-01-01      | 6.0000%  | 0.0000% | $20796794.00       | $134328.72         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-01-01      | 6.0000%  | 0.0000% | $9483808.00        | $59982.96          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-11-01      | 4.0000%  | 0.0000% | $91211734.00       | $505481.44         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-10-01      | 4.0000%  | 0.0000% | $25000000.00       | $86194.02          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | 0.0000% | $55154544.00       | $769593.27         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-08-01      | 3.5000%  | 0.0000% | $18000000.00       | $436053.90         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-08-01      | 5.0000%  | 0.0000% | $22985961.00       | $432199.00         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2044-04-01      | 3.5000%  | 0.0000% | $106646610.00      | $2723377.43        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-02-01      | 3.0000%  | 0.0000% | $153827361.00      | $3191337.90        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-02-01      | 3.5000%  | 0.0000% | $83600000.00       | $1676521.83        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-01-01      | 3.0000%  | 0.0000% | $26880449.00       | $198171.54         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-01-01      | 3.5000%  | 0.0000% | $21177373.00       | $329320.20         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-01-01      | 4.0000%  | 0.0000% | $21653116.00       | $348211.26         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-07-01      | 3.5000%  | 0.0000% | $100000000.00      | $1401332.41        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2040-11-01      | 4.5000%  | 0.0000% | $89000000.00       | $1063201.17        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-02-01      | 3.5000%  | 0.0000% | $50043825.00       | $1304470.06        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2030-05-01      | 3.5000%  | 0.0000% | $31048777.00       | $98688.50          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2041-02-01      | 2.0000%  | 0.0000% | $147789470.00      | $84638528.13       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $250511104.00      | $104248735.80      | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $90158654.00       | $47590286.86       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.5000%  | 0.0000% | $182241599.00      | $105626409.62      | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $71621606.00       | $1186861.30        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $9250000.00        | $400938.41         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $9750000.00        | $519284.10         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $82267460.00       | $9143677.30        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-08-25      | 2.0000%  | 0.0000% | $130617312.00      | $5843448.46        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-05-25      | 2.5000%  | 0.0000% | $100000000.00      | $12425629.83       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2048-06-25      | 3.5000%  | 0.0000% | $61068482.00       | $7545908.82        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $60741444.00       | $11037380.70       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-04-01      | 2.0000%  | 0.0000% | $13799708.00       | $1076959.54        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $27127000.00       | $3999626.63        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-10-01      | 3.0000%  | 0.0000% | $98335925.00       | $15377122.25       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $34979633.00       | $6449410.02        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $30829180.00       | $4626863.71        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-02-01      | 5.0000%  | 0.0000% | $6472820.00        | $503976.90         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-06-01      | 1.5000%  | 0.0000% | $15554957.00       | $673471.71         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-05-01      | 2.5000%  | 0.0000% | $10215045.00       | $694240.24         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-07-01      | 3.5000%  | 0.0000% | $11771783.00       | $1053752.92        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-10-01      | 4.5000%  | 0.0000% | $8038683.00        | $697629.11         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-11-01      | 5.5000%  | 0.0000% | $1658684.00        | $142269.49         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $7378736.00        | $986838.59         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $20000000.00       | $4002006.00        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-11-01      | 3.3764%  | 0.0000% | $744037.00         | $53245.38          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-06-01      | 3.1830%  | 0.0000% | $2664945.00        | $373060.30         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 4.5100%  | 0.0000% | $4016787.00        | $759850.51         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 5.8830%  | 0.0000% | $1240574.00        | $216860.75         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-09-01      | 5.0000%  | 0.0000% | $10821484.00       | $657447.23         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $40000000.00       | $8499740.97        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $49550250.00       | $6722634.28        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-03-01      | 2.5000%  | 0.0000% | $78306470.00       | $10191949.76       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-03-01      | 4.0000%  | 0.0000% | $15505570.00       | $3165077.16        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $35719555.00       | $5063260.59        | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2054-06-20      | 5.4980%  | 0.0000% | $1048.00           | $1011.05           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.4980%  | 0.0000% | $33405954.00       | $33389725.46       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2025-08-07      | 0.0000%  | 0.0000% | $364700.00         | $364440.70         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-10-02      | 0.0000%  | 0.0000% | $1365900.00        | $1355913.91        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-10-30      | 0.0000%  | 0.0000% | $61600.00          | $60947.04          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-26      | 0.0000%  | 0.0000% | $300000.00         | $294894.90         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-19      | 0.0000%  | 0.0000% | $1112000.00        | $1086653.07        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-14      | 0.0000%  | 0.0000% | $665400.00         | $664375.28         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-21      | 0.0000%  | 0.0000% | $413000.00         | $412018.71         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-28      | 0.0000%  | 0.0000% | $4956000.00        | $4940116.02        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-19      | 0.0000%  | 0.0000% | $2513800.00        | $2448858.49        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-09-11      | 0.0000%  | 0.0000% | $391000.00         | $389095.44         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-16      | 0.0000%  | 0.0000% | $4036000.00        | $3919690.55        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-10-09      | 0.0000%  | 0.0000% | $425000.00         | $421542.20         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-10-16      | 0.0000%  | 0.0000% | $2958400.00        | $2931951.90        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-10-23      | 0.0000%  | 0.0000% | $1230000.00        | $1217976.75        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-05      | 0.0000%  | 0.0000% | $544000.00         | $543743.78         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-12      | 0.0000%  | 0.0000% | $119400.00         | $119244.30         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-19      | 0.0000%  | 0.0000% | $18131600.00       | $18092907.17       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-08-26      | 0.0000%  | 0.0000% | $2621200.00        | $2613409.79        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-09-02      | 0.0000%  | 0.0000% | $14052000.00       | $13998813.18       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-06      | 0.0000%  | 0.0000% | $2922600.00        | $2889516.17        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-13      | 0.0000%  | 0.0000% | $2834000.00        | $2799697.26        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-20      | 0.0000%  | 0.0000% | $400.00            | $394.84            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-04      | 0.0000%  | 0.0000% | $593200.00         | $584580.21         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-09-09      | 0.0000%  | 0.0000% | $6513200.00        | $6483148.10        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-09-16      | 0.0000%  | 0.0000% | $1501900.00        | $1493717.65        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-11      | 0.0000%  | 0.0000% | $325000.00         | $313725.42         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-18      | 0.0000%  | 0.0000% | $3750400.00        | $3689943.55        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-10-07      | 0.0000%  | 0.0000% | $630900.00         | $625916.52         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-09      | 0.0000%  | 0.0000% | $379500.00         | $365277.86         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-08      | 0.0000%  | 0.0000% | $21999100.00       | $21595306.52       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-15      | 0.0000%  | 0.0000% | $5557800.00        | $5451068.01        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-04      | 0.0000%  | 0.0000% | $459300.00         | $454194.88         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-12      | 0.0000%  | 0.0000% | $13629400.00       | $13464402.48       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-25      | 0.0000%  | 0.0000% | $122900.00         | $121225.12         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-02-15      | 3.0000%  | 0.0000% | $28111300.00       | $21303330.83       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-11-15      | 1.6250%  | 0.0000% | $22602800.00       | $11857748.39       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 3.8750%  | 0.0000% | $5800800.00        | $5181779.32        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-05-15      | 5.0000%  | 0.0000% | $2188600.00        | $2249175.98        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 1.8750%  | 0.0000% | $7765100.00        | $7615765.36        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-15      | 2.0000%  | 0.0000% | $679400.00         | $664499.25         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-30      | 0.3750%  | 0.0000% | $36800700.00       | $34176000.47       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-15      | 0.8750%  | 0.0000% | $14160100.00       | $12116993.57       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-15      | 1.8750%  | 0.0000% | $18266200.00       | $16112835.42       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 3.6250%  | 0.0000% | $341100.00         | $343119.08         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-30      | 4.6250%  | 0.0000% | $7633000.00        | $7918609.05        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-30      | 4.8750%  | 0.0000% | $25351000.00       | $25589223.35       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-05-15      | 4.3750%  | 0.0000% | $400.00            | $406.81            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-09-30      | 3.6250%  | 0.0000% | $700.00            | $692.28            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-01-31      | 4.2500%  | 0.0000% | $151763300.00      | $153804819.91      | U.S. Treasuries (including strips)        |

### Security 115: 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: BIV8DAQP9, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV8DAQP9
- **C.18 - Value (incl. sponsor support):** $170000000.00
- **C.18.a - Value (excl. sponsor support):** $170000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **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
- **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% | $5026270.00        | $4802743.73        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 5.1480%  | 0.0000% | $50000000.00       | $47709728.15       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2034-05-15      | 4.3750%  | 0.0000% | $79251700.00       | $80600659.99       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 4.2500%  | 0.0000% | $42737600.00       | $43139347.67       | U.S. Treasuries (including strips)        |

### Security 116: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, 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: BIV8GTD61, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8GTD61
- **C.18 - Value (incl. sponsor support):** $1362000000.00
- **C.18.a - Value (excl. sponsor support):** $1362000000.00
- **C.19 - Percentage of Net Assets:** 1.8000%
- **C.17 - Yield as of Reporting Date:** 4.3900%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2054-12-25      | 5.8500%  | 0.0000% | $7000000.00        | $5799428.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 5.9500%  | 0.0000% | $50000000.00       | $47856354.53       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 5.7500%  | 0.0000% | $81000000.00       | $77834154.53       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-08-25      | 5.4000%  | 0.0000% | $4500000.00        | $3411459.28        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-01-25      | 5.5000%  | 0.0000% | $42952000.00       | $42526897.94       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2035-12-25      | 6.0000%  | 0.0000% | $42567488.00       | $42802023.64       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.5000%  | 0.0000% | $4412000.00        | $4186332.08        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-08-25      | 5.5000%  | 0.0000% | $63978624.00       | $62206893.55       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-05-25      | 5.2500%  | 0.0000% | $7611000.00        | $7528860.49        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2033-02-15      | 5.5000%  | 0.0000% | $7000.00           | $427.67            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-01-20      | 4.9367%  | 0.0000% | $2499764.00        | $5396.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-16      | 4.5580%  | 0.0000% | $40000.00          | $3822.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-06-20      | 5.1607%  | 0.0000% | $50049920.00       | $11508542.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 5.0867%  | 0.0000% | $3765816.00        | $731791.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 4.8867%  | 0.0000% | $100000.00         | $59943.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-06-16      | 2.8570%  | 0.0000% | $26112500.00       | $24528955.95       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-16      | 4.5000%  | 0.0000% | $23853568.00       | $23578798.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-10-16      | 4.5000%  | 0.0000% | $18552384.00       | $16852633.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.2500%  | 0.0000% | $99993800.00       | $100281082.19      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 5.5000%  | 0.0000% | $19092608.00       | $19255970.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 5.1480%  | 0.0000% | $2900000.00        | $2859176.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $114339000.00      | $72419877.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $400000000.00      | $242845951.01      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 5.1480%  | 0.0000% | $106520640.00      | $104203976.88      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-05-20      | 5.1980%  | 0.0000% | $100000.00         | $98008.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 4.0000%  | 0.0000% | $6865416.00        | $3896536.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 5.2480%  | 0.0000% | $143571000.00      | $86482509.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3480%  | 0.0000% | $85000000.00       | $55946991.17       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3980%  | 0.0000% | $100000000.00      | $49435813.36       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $50000000.00       | $50060466.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.6480%  | 0.0000% | $100000000.00      | $51582531.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.3980%  | 0.0000% | $110000000.00      | $88055982.88       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.7500%  | 0.0000% | $50000000.00       | $50964783.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.4980%  | 0.0000% | $40000000.00       | $39427624.86       | Agency Collateralized Mortgage Obligation |

### Security 117: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, 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: BIV8GWYT1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8GWYT1
- **C.18 - Value (incl. sponsor support):** $681000000.00
- **C.18.a - Value (excl. sponsor support):** $681000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **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:** 2025-10-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2043-03-25      | 3.0000%  | 0.0000% | $310000.00         | $259287.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 5.6500%  | 0.0000% | $1881500.00        | $1755136.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 5.3000%  | 0.0000% | $99792512.00       | $92513897.62       | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2061-02-20      | 4.9267%  | 0.0000% | $699999.00         | $16725.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 4.9567%  | 0.0000% | $980478.00         | $170186.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 5.1367%  | 0.0000% | $14090187.00       | $2206.71           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-11-20      | 4.9367%  | 0.0000% | $1000000.00        | $264214.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 2.8000%  | 0.0000% | $35000.00          | $1931.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-08-20      | 4.8367%  | 0.0000% | $600000.00         | $124756.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.0000%  | 0.0000% | $423804000.00      | $422400219.88      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $20721728.00       | $19557491.53       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-01-20      | 5.1567%  | 0.0000% | $205000.00         | $84230.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $27500000.00       | $16886196.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.4480%  | 0.0000% | $59304600.00       | $31415301.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-01-20      | 4.9980%  | 0.0000% | $20100000.00       | $17328451.40       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-07-20      | 5.0443%  | 0.0000% | $13180160.00       | $13109215.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4480%  | 0.0000% | $100000000.00      | $78730551.78       | Agency Collateralized Mortgage Obligation |

### Security 118: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8JFGQ1, C.3 - LEI: N/A, C.5 - Other ID: BIV8JFGQ1
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-08
- **C.12 - Maturity Date (WAL):** 2025-08-08
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-08-15      | 6.7500%  | 0.0000% | $100.00            | $105.88            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $1083400.00        | $1152673.63        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $200.00            | $196.31            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $2600.00           | $2109.21           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $28814400.00       | $22920792.24       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $76.09             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $74.63             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $1849500.00        | $1167270.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $200.00            | $126.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $165600.00         | $110624.25         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $73.29             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $200.00            | $165.37            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $191100.00         | $139003.64         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $1100.00           | $995.67            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $11800.00          | $10643.56          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $977900.00         | $977656.37         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $92.15             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $97.14             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $200.00            | $188.11            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $85.57             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $100.00            | $102.03            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $1000.00           | $990.16            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $9200.00           | $9480.56           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $26000.00          | $26400.19          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $53680000.00       | $54284096.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $21084400.00       | $21195941.09       | U.S. Treasuries (including strips) |

### Security 119: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8L9QA6, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8L9QA6
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-26
- **C.12 - Maturity Date (WAL):** 2025-08-26
- **C.13 - Final Legal Maturity Date:** 2025-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2033-02-01      | 6.5000%  | 0.0000% | $700000.00         | $2278.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-11-01      | 6.0000%  | 0.0000% | $1349000.00        | $20212.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 7.0000%  | 0.0000% | $528404.00         | $6847.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 7.0000%  | 0.0000% | $22466063.00       | $7610.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 4.5000%  | 0.0000% | $107169.00         | $5580.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 4.5000%  | 0.0000% | $200263.00         | $13325.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 4.0000%  | 0.0000% | $3590000.00        | $338597.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 4.5000%  | 0.0000% | $1500000.00        | $3916.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $1869542.00        | $119241.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 4.5000%  | 0.0000% | $21000.00          | $1821.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 4.5000%  | 0.0000% | $30000.00          | $2080.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 4.0000%  | 0.0000% | $2373785.00        | $469224.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 2.5000%  | 0.0000% | $26840.00          | $7115.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-02-01      | 5.0000%  | 0.0000% | $110000.00         | $1117.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 6.5000%  | 0.0000% | $350000.00         | $3183.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 7.0000%  | 0.0000% | $230000.00         | $2237.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 5.0000%  | 0.0000% | $16783367.00       | $226968.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $1345160.00        | $1354476.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $130012.00         | $120011.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $551545.00         | $495311.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $50440.00          | $49728.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $446621.00         | $412728.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $10069245.00       | $9552489.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $32337.00          | $29412.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $26074370.00       | $22633433.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $53854.00          | $49840.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $100908.00         | $99461.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $2876349.00        | $2674340.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1009486.00        | $1026961.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $3252961.00        | $2860352.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1242210.00        | $1063203.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $700000.00         | $652888.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $4433665.00        | $3804698.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1030641.00        | $1015482.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $50860.00          | $50018.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $69871.00          | $66055.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $3800576.00        | $3692713.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $1180754.00        | $1173095.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $1115365.00        | $1090795.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1640019.00        | $1631095.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $5541616.00        | $5151694.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $2074151.00        | $2018111.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $2162504.00        | $2075036.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $1841761.00        | $1653255.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $4227370.00        | $4291005.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $1522573.00        | $1510277.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $1494756.00        | $1493761.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1118085.00        | $1168988.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1003533.00        | $1059655.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $5474471.00        | $5705397.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $2314811.00        | $2355791.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $5250906.00        | $5244568.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $12866983.00       | $13155975.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1042073.00        | $1080699.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $2149494.00        | $2223021.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1041250.00        | $1098215.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1318651.00        | $1357327.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1354339.00        | $1366548.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1242543.00        | $1278168.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $2040934.00        | $2100262.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1235240.00        | $1303836.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 3.5000%  | 0.0000% | $320000.00         | $47530.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-04-01      | 3.0000%  | 0.0000% | $44671.00          | $1581.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $1129829.00        | $587364.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-04-01      | 4.0000%  | 0.0000% | $160000.00         | $41079.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $533000.00         | $58059.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-03-01      | 5.0000%  | 0.0000% | $25058883.00       | $8253.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 4.0000%  | 0.0000% | $200000.00         | $57292.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 4.0000%  | 0.0000% | $10069148.00       | $1303430.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $5000000.00        | $1104831.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $2450000.00        | $1401117.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1358678.00        | $566533.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 2.0000%  | 0.0000% | $1511420.00        | $958453.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $128000.00         | $70237.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $1386000.00        | $781703.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $60000.00          | $46963.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.0000%  | 0.0000% | $1783405.00        | $1762127.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $2649315.00        | $2699164.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $2620627.00        | $2575302.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 4.0000%  | 0.0000% | $1005486.00        | $926748.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $2754887.00        | $2845273.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $2026287.00        | $1357221.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.0000%  | 0.0000% | $138776.00         | $95137.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $100000.00         | $58045.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.0000%  | 0.0000% | $1002187.00        | $1000592.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.0000%  | 0.0000% | $284676.00         | $209472.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $5187908.00        | $3945015.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.0000%  | 0.0000% | $512830.00         | $374522.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $12300000.00       | $9383256.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $515370.00         | $463688.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 4.0000%  | 0.0000% | $541830.00         | $294451.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 3.0000%  | 0.0000% | $4516360.00        | $3429292.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $300000.00         | $217444.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 3.0000%  | 0.0000% | $1944850.00        | $1391489.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $470000.00         | $404817.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $200000.00         | $131872.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $130000.00         | $120480.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $5463104.00        | $2759315.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $239833.00         | $151908.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $10061460.00       | $6235662.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 2.5000%  | 0.0000% | $4025000.00        | $1871811.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $1610000.00        | $962432.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $59454.00          | $39064.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $450050.00         | $290482.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $69290.00          | $53787.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $490000.00         | $425295.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 4.5000%  | 0.0000% | $31979.00          | $26982.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.5000%  | 0.0000% | $200000.00         | $139126.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $3048000.00        | $2518622.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $303440.00         | $248820.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.5000%  | 0.0000% | $1550316.00        | $1397525.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.5000%  | 0.0000% | $6654041.00        | $6225151.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $129000.00         | $124012.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 2.5000%  | 0.0000% | $9312450.00        | $7989054.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 6.0000%  | 0.0000% | $21266100.00       | $21507879.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $56995233.00       | $57950284.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $18291746.00       | $16639281.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $34744811.00       | $33643296.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-03-01      | 5.0000%  | 0.0000% | $7040558.00        | $5767.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.0000%  | 0.0000% | $17000.00          | $1480.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 5.0000%  | 0.0000% | $1460000.00        | $272481.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 3.5000%  | 0.0000% | $4000.00           | $750.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.5000%  | 0.0000% | $2000.00           | $855.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1730000.00        | $808949.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $4324848.00        | $2707624.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 4.0000%  | 0.0000% | $6000.00           | $1398.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $70654.00          | $42735.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 5.0000%  | 0.0000% | $4000.00           | $1569.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $250000.00         | $138510.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.5000%  | 0.0000% | $700000.00         | $313589.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 4.0000%  | 0.0000% | $26000.00          | $7812.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.0000%  | 0.0000% | $500000.00         | $206839.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 3.0000%  | 0.0000% | $77668.00          | $42668.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $200000.00         | $113176.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 3.5000%  | 0.0000% | $165980000.00      | $89687749.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $5330000.00        | $3277782.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $2944000.00        | $1857899.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.0000%  | 0.0000% | $160000.00         | $93846.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 3.0000%  | 0.0000% | $3000.00           | $1783.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $3000.00           | $2050.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $5000.00           | $3576.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.5000%  | 0.0000% | $200000.00         | $129925.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $3000.00           | $2112.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $85000.00          | $55807.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1995000.00        | $1484906.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $380000.00         | $276131.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $5174000.00        | $3481909.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $200000.00         | $162809.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.5000%  | 0.0000% | $97600.00          | $72518.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 5.5000%  | 0.0000% | $3400000.00        | $2197438.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 1.5000%  | 0.0000% | $192701.00         | $131736.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $340000.00         | $284671.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $275000.00         | $203629.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $625000.00         | $500666.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 2.0000%  | 0.0000% | $40298351.00       | $30307504.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 3.0000%  | 0.0000% | $33000.00          | $25430.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $145000.00         | $127325.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 5.5000%  | 0.0000% | $12060966.00       | $10839979.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.0000%  | 0.0000% | $4648631.00        | $3994430.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $2668768.00        | $2552198.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $67248644.00       | $62150941.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $575000.00         | $565001.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 6.0000%  | 0.0000% | $2107126.00        | $2177394.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 6.0000%  | 0.0000% | $2250000.00        | $120300.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 5.0000%  | 0.0000% | $270000.00         | $1214.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-09-01      | 3.0000%  | 0.0000% | $900000.00         | $87199.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 3.5000%  | 0.0000% | $400000.00         | $113148.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 6.5000%  | 0.0000% | $350000.00         | $884.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 6.0000%  | 0.0000% | $410000.00         | $19124.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $56000.00          | $1681.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 4.0000%  | 0.0000% | $365000.00         | $28774.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 5.0000%  | 0.0000% | $4962055.00        | $102702.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 6.0000%  | 0.0000% | $4405940.00        | $265183.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 4.0000%  | 0.0000% | $2940000.00        | $102846.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 4.0000%  | 0.0000% | $6315000.00        | $102414.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-05-01      | 4.0000%  | 0.0000% | $9708659.00        | $370372.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 4.0000%  | 0.0000% | $619908.00         | $31331.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 4.0000%  | 0.0000% | $1500000.00        | $269297.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 5.0000%  | 0.0000% | $179610.00         | $31133.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 4.0000%  | 0.0000% | $5075960.00        | $537649.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 2.5000%  | 0.0000% | $25000.00          | $8781.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-07-01      | 3.5000%  | 0.0000% | $84133.00          | $3854.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 3.5000%  | 0.0000% | $1500000.00        | $209792.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 1.5000%  | 0.0000% | $13137736.00       | $8002910.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $419000.00         | $265334.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 3.0000%  | 0.0000% | $1315000.00        | $101126.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 4.0000%  | 0.0000% | $5000.00           | $533.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 3.0000%  | 0.0000% | $1117000.00        | $182412.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-02-01      | 6.0000%  | 0.0000% | $867166.00         | $489655.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $1411904.00        | $1008691.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $300000.00         | $226885.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $166717517.00      | $138140213.13      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $16628000.00       | $14043904.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 4.5000%  | 0.0000% | $1087418.00        | $946292.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $46000.00          | $43921.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $1396090.00        | $1373838.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.5000%  | 0.0000% | $19952027.00       | $19883181.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 4.0000%  | 0.0000% | $42212673.00       | $39124450.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 6.0000%  | 0.0000% | $154968.00         | $2386.57           | Agency Mortgage-Backed Securities |

### Security 120: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.400000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8LKMB3, C.3 - LEI: N/A, C.5 - Other ID: BIV8LKMB3
- **C.18 - Value (incl. sponsor support):** $735000000.00
- **C.18.a - Value (excl. sponsor support):** $735000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-08-29
- **C.12 - Maturity Date (WAL):** 2025-08-29
- **C.13 - Final Legal Maturity Date:** 2025-08-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $200.00            | $194.02            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $100.00            | $82.18             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $3236900.00        | $2574834.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 3.0000%  | 0.0000% | $10800.00          | $8307.99           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $19347400.00       | $13901909.76       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $100.00            | $74.34             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $40691400.00       | $26124262.48       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $110900.00         | $65532.06          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $35053300.00       | $17335127.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $200.00            | $124.27            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $40756900.00       | $23008536.20       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $63.23             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $715200.00         | $477768.52         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $2523300.00        | $2086371.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $96820000.00       | $70425600.24       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $11809400.00       | $10781681.83       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $3800.00           | $3131.86           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $2200.00           | $1991.34           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $200.00            | $162.78            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $32292900.00       | $29128090.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $4943700.00        | $4892368.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $200.00            | $199.95            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $10400.00          | $9583.58           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $33633400.00       | $32899060.42       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $61667300.00       | $60534182.48       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $52121600.00       | $48302324.40       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $38348500.00       | $37563978.28       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $300.00            | $288.37            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $300.00            | $282.17            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $93.24             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $400.00            | $340.94            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $400.00            | $373.78            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $47783000.00       | $44370529.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $8998500.00        | $7700141.01        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 0.6250%  | 0.0000% | $700.00            | $650.26            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.2500%  | 0.0000% | $400.00            | $386.39            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $87171600.00       | $76895120.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $1000.00           | $941.39            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $100.00            | $93.31             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-15      | 3.1250%  | 0.0000% | $1100.00           | $1115.05           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $92.91             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.1250%  | 0.0000% | $9925800.00        | $9898946.02        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $200.00            | $200.34            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $1000.00           | $990.16            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $300.00            | $300.14            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $1000.00           | $1019.73           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 4.8750%  | 0.0000% | $1392800.00        | $1415976.89        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $84361500.00       | $87965043.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $2000.00           | $2077.43           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $300400.00         | $300311.69         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $64297200.00       | $65358039.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $2439000.00        | $2466447.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $72809500.00       | $73194678.20       | U.S. Treasuries (including strips) |

### Security 121: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.390000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8N7Z00, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8N7Z00
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Banks               | 2027-09-10      | 2.3750%  | 0.0000% | $70000.00          | $68180.15          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2028-09-08      | 3.2500%  | 0.0000% | $50000.00          | $49568.84          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2028-12-08      | 3.5000%  | 0.0000% | $400000.00         | $396157.11         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2029-06-08      | 2.7500%  | 0.0000% | $40000.00          | $38258.34          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2031-12-12      | 1.6250%  | 0.0000% | $50000.00          | $42637.09          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2027-09-10      | 4.1250%  | 0.0000% | $5000000.00        | $5094881.25        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2028-03-10      | 4.5000%  | 0.0000% | $675000.00         | $695746.13         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2027-12-10      | 4.2500%  | 0.0000% | $15000.00          | $15175.60          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2037-12-11      | 4.7500%  | 0.0000% | $670000.00         | $666745.29         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2027-03-12      | 4.5000%  | 0.0000% | $65000.00          | $66577.42          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2030-06-14      | 4.1250%  | 0.0000% | $1340000.00        | $1355564.66        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-06-12      | 4.7500%  | 0.0000% | $500000.00         | $505407.14         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-09-12      | 4.8750%  | 0.0000% | $2085000.00        | $2124014.35        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-03-13      | 4.9460%  | 0.0000% | $10000.00          | $10223.00          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2027-07-26      | 4.7150%  | 0.0000% | $10000.00          | $10115.65          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-10-03      | 4.4900%  | 0.0000% | $605000.00         | $607104.73         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-12-12      | 4.7500%  | 0.0000% | $1200000.00        | $1208723.13        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-03-13      | 4.8750%  | 0.0000% | $55000.00          | $56223.89          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2029-06-08      | 4.6250%  | 0.0000% | $12755000.00       | $13127076.46       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-09-05      | 4.3700%  | 0.0000% | $500000000.00      | $503365888.89      | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2027-03-10      | 4.0000%  | 0.0000% | $500000.00         | $507385.11         | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2028-03-03      | 4.0000%  | 0.0000% | $345000.00         | $347561.82         | Agency Debentures and Agency Strips |
| Federal Agricultural Mortgage Corp    | 2027-01-06      | 5.1216%  | 0.0000% | $2700000.00        | $2733029.27        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2028-03-10      | 3.0000%  | 0.0000% | $15430000.00       | $15265053.30       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-08-08      | 0.0000%  | 0.0000% | $31069000.00       | $31036066.86       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-09-19      | 0.0000%  | 0.0000% | $70458000.00       | $70037365.74       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-10-03      | 0.0000%  | 0.0000% | $100000.00         | $99240.00          | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-10-21      | 0.0000%  | 0.0000% | $3700000.00        | $3664073.00        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-10-29      | 0.0000%  | 0.0000% | $81795000.00       | $80924701.20       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-11-26      | 0.0000%  | 0.0000% | $75105000.00       | $74068551.00       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-12-19      | 0.0000%  | 0.0000% | $8574000.00        | $8433737.93        | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2026-06-23      | 4.3750%  | 0.0000% | $357000.00         | $359129.52         | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2025-09-26      | 4.4800%  | 0.0000% | $15000.00          | $15068.03          | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2025-09-25      | 4.5150%  | 0.0000% | $476000.00         | $478250.82         | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2025-10-10      | 5.1250%  | 0.0000% | $2000000.00        | $2032838.17        | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2027-03-11      | 4.4400%  | 0.0000% | $70000000.00       | $70404755.56       | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2026-05-14      | 4.4500%  | 0.0000% | $10000.00          | $10098.79          | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2026-05-21      | 4.4500%  | 0.0000% | $2500000.00        | $2523138.89        | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2026-06-03      | 4.4550%  | 0.0000% | $700000.00         | $705116.81         | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2026-12-30      | 4.5000%  | 0.0000% | $2000000.00        | $2009635.00        | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2026-10-16      | 4.5458%  | 0.0000% | $825000.00         | $826460.25         | Agency Debentures and Agency Strips |
| Federal Farm Credit Bank              | 2027-04-09      | 4.4400%  | 0.0000% | $250000000.00      | $250567777.72      | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2036-07-15      | 5.5000%  | 0.0000% | $585000.00         | $629456.75         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2026-06-18      | 4.4600%  | 0.0000% | $1040000.00        | $1046174.71        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2026-09-11      | 4.5000%  | 0.0000% | $120000.00         | $120846.67         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2027-11-05      | 4.6200%  | 0.0000% | $18000000.00       | $18245660.00       | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2026-12-11      | 4.5000%  | 0.0000% | $3500000.00        | $3525534.44        | Agency Debentures and Agency Strips |
| Federal Agricultural Mortgage Corp    | 2029-12-24      | 4.6700%  | 0.0000% | $632000.00         | $636480.07         | Agency Debentures and Agency Strips |
| Resolution Funding Corp               | 2028-07-15      | 0.0000%  | 0.0000% | $59588000.00       | $52846809.56       | Agency Debentures and Agency Strips |
| Resolution Funding Corp               | 2027-10-15      | 0.0000%  | 0.0000% | $435000.00         | $396615.60         | Agency Debentures and Agency Strips |

### Security 122: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8R1BU9, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV8R1BU9
- **C.18 - Value (incl. sponsor support):** $640000000.00
- **C.18.a - Value (excl. sponsor support):** $640000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-08
- **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 | 2048-08-15      | 3.0000%  | 0.0000% | $198611072.00      | $148232957.70      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $67922304.00       | $53700244.37       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $309333504.00      | $152976630.76      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $175959765.33      | $145490972.15      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $6691840.00        | $6634463.22        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $141838933.33      | $145764745.23      | U.S. Treasuries (including strips) |

### Security 123: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 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: BIV8RDWN6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8RDWN6
- **C.18 - Value (incl. sponsor support):** $1400000000.00
- **C.18.a - Value (excl. sponsor support):** $1400000000.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **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:** 2026-07-15
- **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      | 3.6540%  | 0.0000% | $3577.00           | $714.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 5.5000%  | 0.0000% | $1411.00           | $51.41             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-09-01      | 5.0000%  | 0.0000% | $4996722.00        | $121979.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-09-01      | 6.5000%  | 0.0000% | $4342.00           | $0.55              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 3.0000%  | 0.0000% | $25982.00          | $7396.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-10-01      | 2.5000%  | 0.0000% | $585000.00         | $96815.04          | 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          | 2048-10-01      | 4.0000%  | 0.0000% | $233907.00         | $16848.12          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-09-01      | 5.0000%  | 0.0000% | $5422600.00        | $4357665.85        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.0000%  | 0.0000% | $773715.00         | $499960.27         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.0000%  | 0.0000% | $796942.00         | $524850.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 4.0000%  | 0.0000% | $46070.00          | $34895.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.0000%  | 0.0000% | $104000.00         | $74878.86          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $39000.00          | $33576.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.0000%  | 0.0000% | $44000.00          | $39658.31          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.5000%  | 0.0000% | $34000.00          | $29397.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 1.5000%  | 0.0000% | $349000.00         | $187841.92         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $745.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.5000%  | 0.0000% | $3994990.00        | $2688803.29        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.5000%  | 0.0000% | $113000.00         | $88522.42          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $6014148.00        | $4706903.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.0000%  | 0.0000% | $345000.00         | $269571.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $2657184.00        | $2083207.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $154603.00         | $123415.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 3.5000%  | 0.0000% | $110000.00         | $86480.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.0000%  | 0.0000% | $557234.00         | $460434.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 5.5000%  | 0.0000% | $5852070.00        | $5055009.56        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 4.0000%  | 0.0000% | $219000.00         | $185818.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.5000%  | 0.0000% | $849000.00         | $773332.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $1881451.00        | $1660156.82        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.5000%  | 0.0000% | $1001.00           | $515.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.0000%  | 0.0000% | $11363344.00       | $6013274.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 4.5000%  | 0.0000% | $162000.00         | $139140.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 7.5000%  | 0.0000% | $287836.00         | $307534.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.0000%  | 0.0000% | $79000.00          | $44419.95          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $5146552.00        | $3851091.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-25      | 5.6000%  | 0.0000% | $2565300.00        | $2095040.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 4.7173%  | 0.0000% | $12356200.00       | $12400970.63       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-10-15      | 3.5000%  | 0.0000% | $2000000.00        | $706002.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-12-25      | 3.8200%  | 0.0000% | $100000.00         | $95681.83          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-10-25      | 5.0690%  | 0.0000% | $174897.00         | $179259.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2055-04-25      | 5.2200%  | 0.0000% | $699000.00         | $668591.20         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $4580344.00        | $513548.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $69000.00          | $60728.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $55070.00          | $49839.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $66118.00          | $58453.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1841340.00        | $1880579.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $3545928.00        | $3618259.73        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1819710.00        | $1799412.46        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $1001.00           | $1056.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.2090%  | 0.0000% | $6279438.00        | $6334055.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $4347061.00        | $4440322.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $157020.00         | $45780.41          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 1.9900%  | 0.0000% | $1732000.00        | $1270175.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $3998000.00        | $710414.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $84000.00          | $43744.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $76834.00          | $43965.41          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $54000.00          | $32905.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.9400%  | 0.0000% | $1554.00           | $1118.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $222348.00         | $140125.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $499866.00         | $337101.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $249212.00         | $207691.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $369513.00         | $287108.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $412385.00         | $409407.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-07-01      | 4.3200%  | 0.0000% | $30868500.00       | $30803305.73       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 5.2800%  | 0.0000% | $2934000.00        | $3029533.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-07-01      | 4.5200%  | 0.0000% | $11497400.00       | $11593479.94       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $185000.00         | $53310.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $54000.00          | $5371.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $431907.00         | $70318.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $40000.00          | $25050.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1500000.00        | $1196663.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $733.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $807855.00         | $670381.12         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $7059990.00        | $5798011.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $155996.00         | $119886.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 4.5000%  | 0.0000% | $5923576.00        | $4994338.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 3.0000%  | 0.0000% | $15846496.00       | $13825002.33       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1264.00           | $1005.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $2068.00           | $2048.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 5.0000%  | 0.0000% | $353000.00         | $57411.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-03-01      | 4.0000%  | 0.0000% | $92999.00          | $14296.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 3.0000%  | 0.0000% | $238803.00         | $99343.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $27208.00          | $15714.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $56000.00          | $28124.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $17794.00          | $11284.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 4.0000%  | 0.0000% | $37971.00          | $23244.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1008.00           | $680.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 4.0000%  | 0.0000% | $1156866.00        | $866400.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $363145.00         | $317183.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $7817089.00        | $7082167.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $104000.00         | $90192.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $842328.00         | $772948.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1075.00           | $882.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.0000%  | 0.0000% | $31341.00          | $27775.84          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $20826401.00       | $18108099.75       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $166233.00         | $165259.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 6.5000%  | 0.0000% | $2515283.00        | $25977.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $15213011.00       | $113526.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $1423907.00        | $25685.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.0000%  | 0.0000% | $36094.00          | $72.92             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 4.5000%  | 0.0000% | $985337.00         | $39802.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 3.5000%  | 0.0000% | $410000.00         | $30867.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 4.5000%  | 0.0000% | $631000.00         | $17347.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $1179000.00        | $199382.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 3.0000%  | 0.0000% | $102000.00         | $18945.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $3065000.00        | $401359.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $152654792.00      | $12090269.29       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $1024.00           | $76.75             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $1103992.00        | $101316.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.0000%  | 0.0000% | $1718020.00        | $1038324.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $258846.00         | $157347.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $548082.00         | $322453.27         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $31362.00          | $16776.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.0000%  | 0.0000% | $1799000.00        | $195551.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $225000.00         | $68096.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 1.5000%  | 0.0000% | $169000.00         | $93918.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $2091472.00        | $1864882.18        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $625000.00         | $476032.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $715.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $28000.00          | $21586.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $515000.00         | $399969.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $232804.00         | $175427.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $121997.00         | $96704.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1079660.00        | $897064.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $254734.00         | $223623.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $18126.00          | $12136.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $56325.00          | $52005.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 5.0000%  | 0.0000% | $684152.00         | $657072.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 5.5000%  | 0.0000% | $7451772.00        | $7427865.07        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.5000%  | 0.0000% | $1002.00           | $846.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $6951904.00        | $6599911.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $244624.00         | $248564.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $2075228.00        | $2161001.19        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $1465180.00        | $1478334.99        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $1018.00           | $1053.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $4200728.00        | $4199568.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1400400.00        | $1397699.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $998.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $4403146.00        | $4457183.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $3749010.00        | $3818662.20        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $10142816.00       | $10132461.65       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $1075460.00        | $1119399.60        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1024.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $2928678.00        | $2985585.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $7917402.00        | $7904725.61        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $1016.00           | $1035.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $940.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $12197584.00       | $12073507.87       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-01-01      | 3.7500%  | 0.0000% | $18908.00          | $17451.13          | 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% | $19967598.00       | $20132867.29       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $12235352.00       | $12407315.15       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $61299.00          | $59919.42          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 4.5000%  | 0.0000% | $1029.00           | $980.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 5.5000%  | 0.0000% | $65093376.00       | $65066188.64       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-07-01      | 5.5000%  | 0.0000% | $2298451.00        | $2350378.37        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-20      | 5.5000%  | 0.0000% | $434028.00         | $59546.83          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-01-20      | 3.5000%  | 0.0000% | $595130.00         | $41900.15          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-08-20      | 5.5000%  | 0.0000% | $7263.00           | $472.65            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $20989315.00       | $1935058.03        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $19794010.00       | $1826815.34        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $3253836.00        | $794573.48         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $1143.00           | $336.49            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $26168544.00       | $8219759.18        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $26292391.00       | $17697129.42       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $82328444.00       | $60155208.23       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $115559627.00      | $74521496.05       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $1231665.00        | $690900.09         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $29682237.00       | $16968117.87       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1065550.00        | $677669.96         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $33394745.00       | $26711446.58       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $112560598.00      | $75577143.71       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $1064062.00        | $793350.53         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $1003.00           | $764.42            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $1804073.00        | $1415527.89        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $239190506.00      | $179213750.54      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $45458096.00       | $27345831.51       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $32355726.00       | $27716539.91       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $198000.00         | $82042.87          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2443068.00        | $1677792.48        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $18219839.00       | $11161595.96       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $791726.00         | $173838.47         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $16472.00          | $10816.51          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $1889186.00        | $1521615.44        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-15      | 4.0000%  | 0.0000% | $3406993.00        | $3070702.28        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 2.5000%  | 0.0000% | $471728.00         | $83207.69          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $1155309.00        | $672807.15         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $3229683.00        | $3028503.16        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-15      | 7.0000%  | 0.0000% | $2323840.00        | $2415258.60        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 8.0000%  | 0.0000% | $1790.00           | $763.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $10497689.00       | $10082894.34       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $1039355.00        | $280618.45         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1138198.00        | $1036813.82        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $1008.00           | $1079.96           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $3479757.00        | $3448359.05        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1204409.00        | $1159066.10        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $54060.00          | $52115.39          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $120408.00         | $68881.23          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1716012.00        | $1760127.79        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $2003125.00        | $2132398.18        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $2310941.00        | $2475549.75        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1261801.00        | $1323761.77        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1746580.00        | $1798245.58        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.69           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1039.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $4494318.00        | $4643220.92        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.53           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1639081.00        | $1687565.02        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $2333846.00        | $2402883.50        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $5842032.00        | $5647182.31        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $17760034.00       | $17520601.55       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $6148320.00        | $5985280.36        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 4.5000%  | 0.0000% | $28110898.00       | $26702573.66       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $49886119.00       | $49781311.17       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1008.00           | $1035.01           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $378744.00         | $388364.26         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-10-15      | 4.0000%  | 0.0000% | $79646900.00       | $3468877.17        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-02-20      | 4.0000%  | 0.0000% | $19554720.00       | $4738363.60        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $1018.00           | $285.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-04-15      | 6.0000%  | 0.0000% | $11531157.00       | $11461602.82       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-03-15      | 5.0000%  | 0.0000% | $16538000.00       | $319934.23         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-09-15      | 5.0000%  | 0.0000% | $308700670.00      | $5823963.31        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.8859%  | 0.0000% | $78760500.00       | $79677467.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.5000%  | 0.0000% | $75000000.00       | $75499149.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $1518.00           | $342.83            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-01-20      | 5.2780%  | 0.0000% | $958908.00         | $889973.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.3780%  | 0.0000% | $1000.00           | $730.52            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $1941.00           | $1379.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.6480%  | 0.0000% | $987183.00         | $762341.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 5.2480%  | 0.0000% | $1581.00           | $952.34            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3480%  | 0.0000% | $5361999.00        | $4204109.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.4980%  | 0.0000% | $52788004.00       | $40512502.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.4080%  | 0.0000% | $19606000.00       | $9646402.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.5480%  | 0.0000% | $1056.00           | $560.93            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.6480%  | 0.0000% | $1680.00           | $693.29            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $5593550.00        | $5652895.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.5480%  | 0.0000% | $28266017.00       | $16532427.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.4580%  | 0.0000% | $43017000.00       | $40607442.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.3680%  | 0.0000% | $32409714.00       | $29877459.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.6980%  | 0.0000% | $18998702.00       | $18802824.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $7641108.00        | $7255573.35        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2045-08-15      | 0.0000%  | 0.0000% | $949700.00         | $347982.43         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 0.0000%  | 0.0000% | $524100.00         | $186887.77         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-11-15      | 0.0000%  | 0.0000% | $111068600.00      | $26332810.10       | U.S. Treasuries (including strips)        |

### Security 124: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8RWMS4, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV8RWMS4
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-06-30      | 4.6250%  | 0.0000% | $101225450.00      | $102000033.22      | U.S. Treasuries (including strips) |

### Security 125: CIBC World Markets Corp.

- **C.1 - Title:** CIBC World Markets Corp. 4.340000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8S8HG8, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: BIV8S8HG8
- **C.18 - Value (incl. sponsor support):** $1175000000.00
- **C.18.a - Value (excl. sponsor support):** $1175000000.00
- **C.19 - Percentage of Net Assets:** 1.5500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-08-18
- **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 | 2025-09-04      | 0.0000%  | 0.0000% | $18449.25          | $18374.94          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-30      | 0.0000%  | 0.0000% | $6294562.69        | $6227840.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-14      | 0.0000%  | 0.0000% | $947856.72         | $946397.02         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-21      | 0.0000%  | 0.0000% | $970585.07         | $968278.96         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-11      | 0.0000%  | 0.0000% | $1503929.85        | $1496604.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-25      | 0.0000%  | 0.0000% | $349694.03         | $347418.22         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-18      | 0.0000%  | 0.0000% | $1489408.96        | $1465399.68        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-09      | 0.0000%  | 0.0000% | $5790189.55        | $5573196.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.6250%  | 0.0000% | $5550419.40        | $11826667.85       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $11453408.96       | $18548761.59       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $1154797.01        | $1124831.95        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $72323.88          | $70161.12          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 3.1250%  | 0.0000% | $189473.13         | $156128.73         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $2031873.13        | $1648324.79        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $320091.04         | $332847.30         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $198732.84         | $152996.59         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $45744328.36       | $53194793.25       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $2805.97           | $2305.86           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $36477.61          | $25851.94          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $23312140.30       | $23224253.87       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $54790986.57       | $41293539.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $11232298.51       | $7843683.52        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $70.15             | $48.37             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $115388788.06      | $87444035.91       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $16156004.48       | $15566864.40       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $1220105.97        | $876696.77         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $2104.48           | $2016.17           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $19956410.45       | $15777793.96       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $6874.63           | $5110.84           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $70.15             | $44.27             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $1580743.28        | $934079.02         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $140.30            | $67.12             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $54765522.39       | $27083536.02       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $1698874.63        | $1055602.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $10382089.55       | $5446590.94        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $411355.22         | $262218.40         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $10705617.91       | $6043653.89        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $153245744.78      | $88779745.61       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $9457031.34        | $6317494.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $100173.13         | $61568.88          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $397535.82         | $291365.49         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $203502.99         | $148025.41         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $70.15             | $59.46             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $5885662.69        | $5139099.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $40405.97          | $33301.55          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $140.30            | $119.80            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $565964.18         | $512285.50         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $466843.28         | $379955.77         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $1952464.18        | $1744110.90        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $25922955.22       | $25653793.52       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $4991891.04        | $4990647.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $70.15             | $64.64             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $26446.27          | $25868.85          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $10322462.69       | $10010799.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $213955.22         | $210023.86         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $89159.70          | $82202.12          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $1163495.52        | $1078238.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $6664249.25        | $6527914.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $701.49            | $689.19            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $181055.22         | $179502.83         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $15744017.91       | $20420489.84       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $554249.25         | $695885.87         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $130056.72         | $126263.26         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-15      | 0.2500%  | 0.0000% | $36806611.94       | $44514258.36       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $512019.40         | $681122.72         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $70.15             | $92.10             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 2.2500%  | 0.0000% | $211780.60         | $208426.56         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $70.15             | $68.59             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-15      | 1.6250%  | 0.0000% | $5752238.81        | $5319800.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $33671571.64       | $32445354.02       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $49946.27          | $47120.56          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-15      | 0.1250%  | 0.0000% | $8075652.24        | $9982681.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $140.30            | $120.06            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $3139108.96        | $3601762.79        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 0.3750%  | 0.0000% | $1290185.07        | $1264885.84        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $796544.78         | $737473.81         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $755647.76         | $654402.18         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.7500%  | 0.0000% | $68391032.84       | $66756897.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $70.15             | $65.21             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 1.1250%  | 0.0000% | $39015892.54       | $36113278.29       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 0.8750%  | 0.0000% | $70.15             | $67.78             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $2627229.85        | $2540167.39        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 1.5000%  | 0.0000% | $350.75            | $325.78            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $11536746.27       | $10635856.61       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $3507392.54        | $3377352.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $70.15             | $73.93             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $1885752.24        | $1860319.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $21044074.63       | $19636239.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $25168008.96       | $26030484.80       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $1909602.99        | $1774197.81        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.8750%  | 0.0000% | $2530704.48        | $2560307.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $59977.61          | $66125.22          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.0000%  | 0.0000% | $10382.09          | $10520.79          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $7625855.22        | $7648727.19        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $4625641.79        | $4582979.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 3.5000%  | 0.0000% | $210.45            | $206.82            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $70.15             | $68.27             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $701.49            | $715.27            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $16447614.93       | $16781459.32       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $8268702.99        | $8317648.19        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $122059.70         | $131060.65         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $436889.55         | $436442.18         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $6804.48           | $6488.41           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $6638925.37        | $6634926.53        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $70.15             | $70.00             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $70.15             | $72.21             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $16532776.12       | $16652109.70       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $2819508.96        | $2925008.40        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $12526341.79       | $13726439.12       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $33005083.58       | $33950836.36       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 4.6250%  | 0.0000% | $1897467.16        | $1928292.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $70.15             | $69.59             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.5309%  | 0.0000% | $140.30            | $140.44            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 4.1250%  | 0.0000% | $5740874.63        | $5858848.14        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $1289343.28        | $1327653.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $3156.72           | $3247.60           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $125724017.91      | $127972949.28      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $255974.63         | $260116.85         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $5017565.67        | $5067852.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $70.15             | $70.40             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $28952982.09       | $28572549.66       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $8477817.91        | $8569425.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.4909%  | 0.0000% | $5354562.69        | $5359852.99        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $4333470.15        | $4353463.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $2604291.04        | $2644376.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $27422816.42       | $28028845.91       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $342538.81         | $344699.60         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $280.60            | $284.37            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $141701.49         | $144039.43         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $70149.25          | $73281.11          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $25900086.57       | $26633213.12       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $7183213.43        | $7289771.02        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 4.0000%  | 0.0000% | $5874859.70        | $5971802.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $25686482.09       | $25881532.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $140.30            | $143.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $702474.63         | $703781.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $54014.93          | $53835.19          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $1499861.19        | $1502796.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 3.8750%  | 0.0000% | $5922771.64        | $5917222.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-31      | 4.0000%  | 0.0000% | $11103223.88       | $11024213.34       | U.S. Treasuries (including strips) |

### Security 126: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8T49Q3, C.3 - LEI: N/A, C.5 - Other ID: BIV8T49Q3
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $82.68             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $100.00            | $72.74             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $19581200.00       | $19153671.11       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $96.98             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $150000000.00      | $139008561.90      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-15      | 1.6250%  | 0.0000% | $5999900.00        | $5900668.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 0.5000%  | 0.0000% | $20748300.00       | $19455539.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $100.00            | $85.57             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $21000000.00       | $21062984.59       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $28147400.00       | $28209746.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 4.3750%  | 0.0000% | $800.00            | $826.06            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $208869000.00      | $218531001.52      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $50000000.00       | $52746675.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $50000000.00       | $50038127.05       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $13000000.00       | $13386266.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $75000000.00       | $77903799.97       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $22726800.00       | $22831653.80       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $2440900.00        | $2468369.08        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-31      | 4.1250%  | 0.0000% | $198097700.00      | $199627806.63      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $44354500.00       | $44793151.23       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 0.0000%  | 0.0000% | $2138462.43        | $1321377.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-15      | 0.0000%  | 0.0000% | $50989.60          | $50908.37          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 0.0000%  | 0.0000% | $62555996.16       | $55517821.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-11-15      | 0.0000%  | 0.0000% | $49680875.23       | $27847024.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-11-15      | 0.0000%  | 0.0000% | $38000000.00       | $20143686.00       | U.S. Treasuries (including strips) |

### Security 127: CIBC World Markets Corp.

- **C.1 - Title:** CIBC World Markets Corp. 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8T4HB7, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: BIV8T4HB7
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **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:** 2025-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-01-15      | 1.7500%  | 0.0000% | $801825.00         | $1245653.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $75.00             | $87.22             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $1008750.00        | $1004947.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $150.00            | $104.75            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $49725.00          | $37682.64          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $75.00             | $72.27             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $300.00            | $215.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $11814225.00       | $8389742.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $5775000.00        | $4293342.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $75.00             | $53.75             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $4471425.00        | $2822040.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $5025300.00        | $2969506.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $8100.00           | $4005.74           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $123187350.00      | $64625825.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $225.00            | $149.74            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $48000.00          | $27807.81          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $533325.00         | $327794.71         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $13829400.00       | $12075217.57       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $150.00            | $128.08            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $750.00            | $610.41            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $41550.00          | $39750.48          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $1664175.00        | $1710235.96        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $5995350.00        | $7776158.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $75.00             | $98.47             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-15      | 1.6250%  | 0.0000% | $75.00             | $69.36             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $4874925.00        | $4599126.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $22418100.00       | $21085463.51       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-15      | 0.1250%  | 0.0000% | $36600.00          | $45242.93          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $150.00            | $128.36            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $900225.00         | $1032903.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $150.00            | $138.88            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $574050.00         | $497135.82         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.7500%  | 0.0000% | $9106500.00        | $8888909.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $4699650.00        | $4321464.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $75.00             | $64.27             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 0.8750%  | 0.0000% | $75.00             | $72.47             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $150.00            | $174.55            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-15      | 1.3750%  | 0.0000% | $75.00             | $64.07             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $75.00             | $69.14             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $675.00            | $595.43            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $75.00             | $69.98             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $26325.00          | $25899.50          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.8750%  | 0.0000% | $8923200.00        | $9027580.62        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $150.00            | $165.37            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $11439375.00       | $11609838.85       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $21961950.00       | $21373319.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $1493775.00        | $1523120.86        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $484725.00         | $487594.25         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $67575.00          | $72558.13          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $311175.00         | $296720.87         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $1764525.00        | $1763462.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 4.0000%  | 0.0000% | $763125.00         | $768564.22         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $75.00             | $77.21             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $450.00            | $461.36            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $11598825.00       | $12710060.76       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $47871300.00       | $47492253.47       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.5309%  | 0.0000% | $975.00            | $975.95            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $37575.00          | $37717.48          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $1500000.00        | $1500709.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $41175.00          | $41206.40          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $600.00            | $644.65            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $5025000.00        | $5210208.94        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $150.00            | $152.55            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $900.00            | $925.91            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $178950.00         | $181630.52         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $376575.00         | $371626.93         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $9431700.00        | $9451301.43        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $225.00            | $227.43            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.4909%  | 0.0000% | $75.00             | $75.07             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $644250.00         | $653122.29         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $350550.00         | $364856.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $75.00             | $75.35             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $265237500.00      | $267730820.82      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $155604075.00      | $156809123.06      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $2250375.00        | $2300107.08        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $3749925.00        | $3788023.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $225.00            | $233.07            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $1135050.00        | $1156704.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $56845800.00       | $58156323.51       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $1054350.00        | $1059426.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-31      | 4.0000%  | 0.0000% | $1217850.00        | $1209183.78        | U.S. Treasuries (including strips) |

### Security 128: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 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: BIV8TAAT1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAT1
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **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:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-01-29      | 0.0000%  | 0.0000% | $10806000.00       | $10580251.85       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $16660600.00       | $19275524.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $86370800.00       | $84864394.70       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $49810400.00       | $55609850.57       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 2.7500%  | 0.0000% | $53521400.00       | $52293030.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 3.6250%  | 0.0000% | $144000.00         | $143692.32         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $353573600.00      | $379789338.93      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $39640800.00       | $39353615.76       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $55036400.00       | $57501847.28       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $808800.00         | $812171.46         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $65187200.00       | $64776379.81       | U.S. Treasuries (including strips) |

### Security 129: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 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: BIV8TAAY0, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TAAY0
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **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:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-01-22      | 0.0000%  | 0.0000% | $8000.00           | $7839.20           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $2000.00           | $1612.63           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $200.00            | $196.77            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $768176000.00      | $764990374.13      | U.S. Treasuries (including strips) |

### Security 130: Societe Generale

- **C.1 - Title:** Societe Generale 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: BIV8TABW3, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV8TABW3
- **C.18 - Value (incl. sponsor support):** $220000000.00
- **C.18.a - Value (excl. sponsor support):** $220000000.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has 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       | 2054-01-01      | 6.0000%  | 0.0000% | $9278353.92        | $8005811.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2053-07-01      | 5.5000%  | 0.0000% | $801804.52         | $693522.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2036-09-01      | 2.0000%  | 0.0000% | $63293199.20       | $35637847.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $33839193.08       | $32653522.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $45808580.40       | $25629445.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $51413298.20       | $28840309.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $53874091.04       | $30970999.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $45570407.52       | $31619363.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $3120803.84        | $3242507.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 4.5000%  | 0.0000% | $3327765.76        | $3171094.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-06-01      | 6.0000%  | 0.0000% | $3840460.80        | $3912418.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.0000%  | 0.0000% | $5505202.56        | $5653573.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.0000%  | 0.0000% | $6510000.64        | $6708744.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 5.0000%  | 0.0000% | $7789707.20        | $7661127.70        | Agency Mortgage-Backed Securities |

### Security 131: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 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: BIV8TAG24, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8TAG24
- **C.18 - Value (incl. sponsor support):** $945000000.00
- **C.18.a - Value (excl. sponsor support):** $945000000.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **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:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2027-02-15      | 6.6250%  | 0.0000% | $19767000.00       | $21180693.02       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 2.0000%  | 0.0000% | $100.00            | $162.33            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 3.6250%  | 0.0000% | $66495400.00       | $57176197.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $800.00            | $786.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 2.0000%  | 0.0000% | $3876000.00        | $3790700.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $1100000.00        | $1059678.40        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.1250%  | 0.0000% | $8200.00           | $7879.52           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $72200.00          | $71206.09          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-15      | 4.3750%  | 0.0000% | $4535300.00        | $4579113.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.4679%  | 0.0000% | $1800.00           | $1801.48           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $879679900.00      | $876031867.45      | U.S. Treasuries (including strips) |

### Security 132: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 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: BIV8TAGB4, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8TAGB4
- **C.18 - Value (incl. sponsor support):** $1195000000.00
- **C.18.a - Value (excl. sponsor support):** $1195000000.00
- **C.19 - Percentage of Net Assets:** 1.5800%
- **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:** 2026-07-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                            | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp                        | 2047-11-01      | 3.6540%  | 0.0000% | $1537.00           | $306.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-06-01      | 6.8690%  | 0.0000% | $71884.00          | $54327.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-03-01      | 6.6110%  | 0.0000% | $51039.00          | $45046.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-08-01      | 4.0530%  | 0.0000% | $10017176.00       | $9426502.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-06-01      | 6.7360%  | 0.0000% | $4262856.00        | $4242594.10        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-01-01      | 6.7510%  | 0.0000% | $2212460.00        | $2168223.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-01-01      | 6.7230%  | 0.0000% | $3130.00           | $3177.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-01-01      | 6.7500%  | 0.0000% | $9671104.00        | $5665.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-01-01      | 6.9190%  | 0.0000% | $48240.00          | $85.61             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-07-01      | 6.8210%  | 0.0000% | $35407866.00       | $231083.46         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-04-01      | 6.9010%  | 0.0000% | $11706.00          | $119.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-06-01      | 6.4950%  | 0.0000% | $1954.00           | $26.33             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2026-09-01      | 4.5000%  | 0.0000% | $1163846.00        | $262.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-02-01      | 3.0000%  | 0.0000% | $1000.00           | $138.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-04-01      | 3.0000%  | 0.0000% | $1000.00           | $150.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-09-01      | 3.5000%  | 0.0000% | $20029.00          | $1546.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-08-01      | 3.5000%  | 0.0000% | $8000.00           | $622.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-06-01      | 4.0000%  | 0.0000% | $13111.00          | $1345.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-12-01      | 3.0000%  | 0.0000% | $87070.00          | $15530.88          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-12-01      | 3.5000%  | 0.0000% | $16028.00          | $2258.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-01-01      | 3.0000%  | 0.0000% | $1037.00           | $53.74             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-06-01      | 6.4510%  | 0.0000% | $1181.00           | $8.95              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-04-01      | 6.3010%  | 0.0000% | $3175.00           | $44.53             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 7.1670%  | 0.0000% | $1206.00           | $12.80             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-06-01      | 6.1850%  | 0.0000% | $3257993.00        | $6635.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-01-01      | 7.0750%  | 0.0000% | $3257642.00        | $40337.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 6.4350%  | 0.0000% | $1581.00           | $21.61             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-09-01      | 6.4960%  | 0.0000% | $1310.00           | $22.66             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-03-01      | 6.8550%  | 0.0000% | $8125.00           | $37.58             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-09-01      | 6.8990%  | 0.0000% | $79236448.00       | $1191909.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-02-01      | 6.7540%  | 0.0000% | $1272.00           | $41.19             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-02-01      | 6.5490%  | 0.0000% | $3288.00           | $162.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-03-01      | 4.2310%  | 0.0000% | $43020.00          | $1003.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-06-01      | 4.5000%  | 0.0000% | $2452.00           | $150.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-12-01      | 6.4070%  | 0.0000% | $5522.00           | $11.06             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-09-01      | 7.0000%  | 0.0000% | $27850.00          | $134.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-04-01      | 6.5000%  | 0.0000% | $1147.00           | $61.92             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-05-01      | 5.0000%  | 0.0000% | $20000.00          | $436.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-03-01      | 7.0000%  | 0.0000% | $500000.00         | $211.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-05-01      | 6.0000%  | 0.0000% | $71911.00          | $3404.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-03-01      | 6.0000%  | 0.0000% | $176508.00         | $4018.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-02-01      | 6.5000%  | 0.0000% | $110000.00         | $1517.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-02-01      | 6.5000%  | 0.0000% | $19038.00          | $386.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 6.5000%  | 0.0000% | $150000.00         | $798.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-06-01      | 6.5000%  | 0.0000% | $60000.00          | $277.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-07-01      | 7.0000%  | 0.0000% | $40000.00          | $1517.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-03-01      | 5.5000%  | 0.0000% | $293271.00         | $3996.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-03-01      | 5.0000%  | 0.0000% | $772000.00         | $3363.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-09-01      | 6.5000%  | 0.0000% | $101972.00         | $3646.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 6.5000%  | 0.0000% | $15050.00          | $142.62            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 6.5000%  | 0.0000% | $370690.00         | $806.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 6.5000%  | 0.0000% | $1583909.00        | $3870.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-10-01      | 6.5000%  | 0.0000% | $750624.00         | $3249.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 6.5000%  | 0.0000% | $185723.00         | $424.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-12-01      | 6.5000%  | 0.0000% | $2224.00           | $17.30             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-12-01      | 6.5000%  | 0.0000% | $130095.00         | $778.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-09-01      | 6.5000%  | 0.0000% | $190882.00         | $3677.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-05-01      | 4.5000%  | 0.0000% | $1000.00           | $36.97             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-08-01      | 6.5000%  | 0.0000% | $99031.00          | $626.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-09-01      | 6.5000%  | 0.0000% | $1719.00           | $55.69             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-05-01      | 4.0000%  | 0.0000% | $64000.00          | $618.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-12-01      | 4.5000%  | 0.0000% | $7997.00           | $326.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-01-01      | 4.5000%  | 0.0000% | $12000.00          | $699.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-05-01      | 7.0000%  | 0.0000% | $100000.00         | $428.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-07-01      | 7.0000%  | 0.0000% | $245000.00         | $219.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-07-01      | 6.5000%  | 0.0000% | $222500.00         | $181.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-09-01      | 6.5000%  | 0.0000% | $4300.00           | $0.54              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-04-01      | 7.0000%  | 0.0000% | $25000.00          | $3.04              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-02-01      | 7.5000%  | 0.0000% | $1991.00           | $3.00              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-01-01      | 7.0000%  | 0.0000% | $91575.00          | $187.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-06-01      | 7.0000%  | 0.0000% | $28000.00          | $28.07             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-06-01      | 7.0000%  | 0.0000% | $60038.00          | $392.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-12-01      | 6.5000%  | 0.0000% | $161000.00         | $257.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-01-01      | 7.0000%  | 0.0000% | $35987.00          | $475.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-04-01      | 7.0000%  | 0.0000% | $35000.00          | $157.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-04-01      | 6.5000%  | 0.0000% | $125000.00         | $136.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-04-01      | 7.0000%  | 0.0000% | $2069632.00        | $8588.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-05-01      | 6.5000%  | 0.0000% | $613000.00         | $320.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-05-01      | 7.0000%  | 0.0000% | $132027.00         | $792.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-06-01      | 7.0000%  | 0.0000% | $128369.00         | $138.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-03-01      | 2.5000%  | 0.0000% | $1000.00           | $21.66             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-07-01      | 4.5000%  | 0.0000% | $1032.00           | $34.65             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-04-01      | 4.5000%  | 0.0000% | $4024.00           | $367.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-09-01      | 4.0000%  | 0.0000% | $1011.00           | $86.88             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-08-01      | 3.5000%  | 0.0000% | $1110.00           | $78.49             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-09-01      | 3.5000%  | 0.0000% | $3001.00           | $337.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-10-01      | 3.5000%  | 0.0000% | $13960.00          | $804.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-10-01      | 4.0000%  | 0.0000% | $1009.00           | $177.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-08-01      | 3.5000%  | 0.0000% | $18828.00          | $2254.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-12-01      | 3.0000%  | 0.0000% | $178208.00         | $29320.29          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-04-01      | 3.5000%  | 0.0000% | $22746.00          | $2494.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $149.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-07-01      | 4.0000%  | 0.0000% | $1001.00           | $157.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-10-01      | 4.5000%  | 0.0000% | $955596.00         | $75309.37          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-11-01      | 5.0000%  | 0.0000% | $1000.00           | $197.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-02-01      | 4.0000%  | 0.0000% | $15000.00          | $1588.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-04-01      | 4.0000%  | 0.0000% | $150136.00         | $18906.49          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-06-01      | 4.0000%  | 0.0000% | $7000000.00        | $1009695.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-11-01      | 4.0000%  | 0.0000% | $45000.00          | $3266.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-05-01      | 3.5000%  | 0.0000% | $400820.00         | $58492.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-06-01      | 3.5000%  | 0.0000% | $3000.00           | $497.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-09-01      | 3.5000%  | 0.0000% | $10002.00          | $2130.57           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-04-01      | 4.5000%  | 0.0000% | $28457.00          | $4847.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-08-01      | 3.0000%  | 0.0000% | $4129.00           | $897.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $309.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-01-01      | 3.0000%  | 0.0000% | $3004.00           | $855.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-01-01      | 3.0000%  | 0.0000% | $4000.00           | $1288.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-01-01      | 3.5000%  | 0.0000% | $158220.00         | $52890.66          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-11-01      | 4.0000%  | 0.0000% | $27000.00          | $3259.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-04-01      | 4.0000%  | 0.0000% | $11190.00          | $3745.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-04-01      | 5.0000%  | 0.0000% | $2798415.00        | $1045367.95        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $179.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-07-01      | 4.5000%  | 0.0000% | $28000.00          | $3556.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-07-01      | 4.5000%  | 0.0000% | $4000.00           | $318.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-10-01      | 4.0000%  | 0.0000% | $2826383.00        | $477814.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $239.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-11-01      | 4.5000%  | 0.0000% | $5000.00           | $173.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-02-01      | 3.5000%  | 0.0000% | $19000.00          | $1699.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $103.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-02-01      | 4.5000%  | 0.0000% | $1024.00           | $206.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-03-01      | 3.5000%  | 0.0000% | $3000.00           | $279.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-10-01      | 3.0000%  | 0.0000% | $1340000.00        | $194159.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-04-01      | 3.5000%  | 0.0000% | $2000.00           | $274.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-06-01      | 6.5000%  | 0.0000% | $370000.00         | $575.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-07-01      | 7.0000%  | 0.0000% | $230000.00         | $627.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2027-01-01      | 6.5000%  | 0.0000% | $871906.00         | $214.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-02-01      | 7.0000%  | 0.0000% | $315000.00         | $84.07             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-09-01      | 6.5000%  | 0.0000% | $390585.00         | $176.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-11-01      | 6.5000%  | 0.0000% | $379290.00         | $219.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-05-01      | 7.0000%  | 0.0000% | $84000.00          | $36.38             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-02-01      | 6.5000%  | 0.0000% | $3250000.00        | $2621.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-08-01      | 6.5000%  | 0.0000% | $1012818.00        | $829.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-08-01      | 7.0000%  | 0.0000% | $1065000.00        | $502.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-02-01      | 7.0000%  | 0.0000% | $73407.00          | $40.36             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-04-01      | 7.0000%  | 0.0000% | $114000.00         | $58.48             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-05-01      | 7.0000%  | 0.0000% | $67000.00          | $30.35             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-12-01      | 5.5000%  | 0.0000% | $200000.00         | $1562.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-11-01      | 6.5000%  | 0.0000% | $360000.00         | $3970.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-04-01      | 3.5000%  | 0.0000% | $3571.00           | $501.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-02-01      | 4.0000%  | 0.0000% | $7000.00           | $312.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2026-04-01      | 6.5000%  | 0.0000% | $277213.00         | $14.05             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2027-11-01      | 6.0000%  | 0.0000% | $425000.00         | $1343.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-03-01      | 3.0000%  | 0.0000% | $12000.00          | $960.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-04-01      | 3.0000%  | 0.0000% | $35000.00          | $3026.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-06-01      | 3.0000%  | 0.0000% | $34000.00          | $4224.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-05-01      | 3.5000%  | 0.0000% | $23000.00          | $2040.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-05-01      | 3.5000%  | 0.0000% | $6190138.00        | $539089.83         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-12-01      | 4.0000%  | 0.0000% | $19000.00          | $2168.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-04-01      | 3.0000%  | 0.0000% | $1001.00           | $209.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-03-01      | 4.0000%  | 0.0000% | $6530.00           | $1196.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-05-01      | 5.0000%  | 0.0000% | $35016390.00       | $6712324.15        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-07-01      | 4.5000%  | 0.0000% | $1008.00           | $223.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-12-01      | 4.5000%  | 0.0000% | $2016.00           | $98.17             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-05-01      | 4.0000%  | 0.0000% | $12000.00          | $1005.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-05-01      | 4.5000%  | 0.0000% | $13000.00          | $1382.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-08-01      | 6.5000%  | 0.0000% | $710144.00         | $2420.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2027-05-01      | 7.5000%  | 0.0000% | $51369.00          | $5.68              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-01-01      | 6.5000%  | 0.0000% | $918000.00         | $109.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-09-01      | 7.0000%  | 0.0000% | $18901.00          | $7.88              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-03-01      | 7.0000%  | 0.0000% | $813089.00         | $500.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-02-01      | 7.0000%  | 0.0000% | $55000.00          | $10.85             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-06-01      | 6.5000%  | 0.0000% | $4301072.00        | $3843.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-06-01      | 7.0000%  | 0.0000% | $115000.00         | $101.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-04-01      | 7.0000%  | 0.0000% | $125000.00         | $41.24             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-08-01      | 7.0000%  | 0.0000% | $70000.00          | $31.02             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-09-01      | 7.0000%  | 0.0000% | $443000.00         | $248.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-09-01      | 7.0000%  | 0.0000% | $112057.00         | $62.34             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-10-01      | 7.0000%  | 0.0000% | $65000.00          | $29.16             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2025-12-01      | 7.0000%  | 0.0000% | $297317.00         | $3.08              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-08-01      | 6.5000%  | 0.0000% | $2052728.00        | $2339.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-07-01      | 7.0000%  | 0.0000% | $528312.00         | $465.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 5.5000%  | 0.0000% | $1000.00           | $5.76              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 6.5000%  | 0.0000% | $80038.00          | $648.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 5.0000%  | 0.0000% | $2503.00           | $43.52             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-11-01      | 7.0000%  | 0.0000% | $125000.00         | $1752.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 6.5000%  | 0.0000% | $22000.00          | $182.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-12-01      | 7.0000%  | 0.0000% | $260000.00         | $1438.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 6.5000%  | 0.0000% | $134290.00         | $1405.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-11-01      | 6.5000%  | 0.0000% | $233921.00         | $1583.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-09-01      | 6.5000%  | 0.0000% | $700000.00         | $12226.72          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 6.5000%  | 0.0000% | $550000.00         | $3335.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-05-01      | 6.5000%  | 0.0000% | $32000.00          | $199.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-05-01      | 6.0000%  | 0.0000% | $50000.00          | $225.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-06-01      | 6.5000%  | 0.0000% | $100717.00         | $632.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-04-01      | 6.5000%  | 0.0000% | $6170.00           | $45.59             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-12-01      | 5.0000%  | 0.0000% | $53000.00          | $720.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 5.5000%  | 0.0000% | $307000.00         | $1978.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-01-01      | 6.5000%  | 0.0000% | $7500.00           | $66.63             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-04-01      | 5.5000%  | 0.0000% | $550000.00         | $3896.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-06-01      | 6.0000%  | 0.0000% | $1112974.00        | $23795.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-12-01      | 6.5000%  | 0.0000% | $263908.00         | $2687.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-03-01      | 5.0000%  | 0.0000% | $132000.00         | $1393.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-11-01      | 5.0000%  | 0.0000% | $27000.00          | $231.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-04-01      | 3.5000%  | 0.0000% | $26497.00          | $4197.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-02-01      | 5.0000%  | 0.0000% | $84000.00          | $724.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-10-01      | 5.5000%  | 0.0000% | $42000.00          | $1997.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-09-01      | 6.5000%  | 0.0000% | $278000.00         | $3907.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-11-01      | 3.5000%  | 0.0000% | $56558.00          | $6801.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-03-01      | 7.0000%  | 0.0000% | $99999.00          | $4280.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-08-01      | 5.5000%  | 0.0000% | $4000.00           | $184.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-09-01      | 6.5000%  | 0.0000% | $1016.00           | $61.54             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-04-01      | 6.5000%  | 0.0000% | $28000.00          | $1946.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-08-01      | 5.5000%  | 0.0000% | $22000.00          | $1434.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-08-01      | 4.0000%  | 0.0000% | $2224.00           | $286.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-06-01      | 5.5000%  | 0.0000% | $41000.00          | $3282.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-05-01      | 3.5000%  | 0.0000% | $11000.00          | $2085.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-04-01      | 3.5000%  | 0.0000% | $598426.00         | $80012.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-02-01      | 4.0000%  | 0.0000% | $4000.00           | $698.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 4.0000%  | 0.0000% | $4070000.00        | $633968.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-03-01      | 3.5000%  | 0.0000% | $6001.00           | $768.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-07-01      | 6.5000%  | 0.0000% | $28000.00          | $220.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-10-01      | 6.0000%  | 0.0000% | $165000.00         | $2218.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 6.5000%  | 0.0000% | $100000.00         | $1680.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-08-01      | 6.5000%  | 0.0000% | $14000.00          | $115.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-08-01      | 4.5000%  | 0.0000% | $19000.00          | $1093.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-09-01      | 4.5000%  | 0.0000% | $6000.00           | $584.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-08-01      | 3.5000%  | 0.0000% | $8000.00           | $786.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 3.5000%  | 0.0000% | $309000.00         | $26803.31          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 4.0000%  | 0.0000% | $42000.00          | $3258.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-04-01      | 4.0000%  | 0.0000% | $30000.00          | $2111.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-05-01      | 3.0000%  | 0.0000% | $3581.00           | $486.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-03-01      | 4.5000%  | 0.0000% | $5000.00           | $436.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-09-01      | 4.0000%  | 0.0000% | $2000.00           | $164.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-10-01      | 4.5000%  | 0.0000% | $3000.00           | $404.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-12-01      | 3.5000%  | 0.0000% | $1014.00           | $109.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-12-01      | 4.0000%  | 0.0000% | $5000.00           | $505.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-11-01      | 2.5000%  | 0.0000% | $2000.00           | $499.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-12-01      | 2.5000%  | 0.0000% | $1000.00           | $250.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-06-01      | 3.0000%  | 0.0000% | $70000.00          | $10295.13          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-06-01      | 4.5000%  | 0.0000% | $2000.00           | $155.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-10-01      | 3.0000%  | 0.0000% | $15002.00          | $2360.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-05-01      | 4.0000%  | 0.0000% | $12000.00          | $1251.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-06-01      | 4.0000%  | 0.0000% | $10023.00          | $1027.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-12-01      | 3.0000%  | 0.0000% | $5113050.00        | $910820.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-01-01      | 2.5000%  | 0.0000% | $2000.00           | $557.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-04-01      | 4.5000%  | 0.0000% | $9000.00           | $784.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-01-01      | 3.5000%  | 0.0000% | $22771.00          | $2886.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-02-01      | 3.0000%  | 0.0000% | $20000.00          | $2765.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-02-01      | 3.5000%  | 0.0000% | $356996.00         | $42520.50          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $117.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-10-01      | 3.5000%  | 0.0000% | $17480008.00       | $2179446.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-12-01      | 3.0000%  | 0.0000% | $20045.00          | $2961.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-02-01      | 4.5000%  | 0.0000% | $1000.00           | $118.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-04-01      | 4.5000%  | 0.0000% | $1000.00           | $99.00             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-06-01      | 4.5000%  | 0.0000% | $1141.00           | $96.78             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-05-01      | 5.0000%  | 0.0000% | $26000.00          | $2110.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-09-01      | 4.5000%  | 0.0000% | $7000.00           | $587.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-07-01      | 4.0000%  | 0.0000% | $2994.00           | $541.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-02-01      | 3.0000%  | 0.0000% | $25000.00          | $1716.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-04-01      | 2.5000%  | 0.0000% | $3890.00           | $355.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-09-01      | 3.5000%  | 0.0000% | $7000.00           | $919.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-06-01      | 3.5000%  | 0.0000% | $1000.00           | $95.63             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-07-01      | 3.5000%  | 0.0000% | $130000.00         | $11544.10          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-09-01      | 3.5000%  | 0.0000% | $23000.00          | $1979.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-09-01      | 3.5000%  | 0.0000% | $17000.00          | $2845.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-08-01      | 3.5000%  | 0.0000% | $14960.00          | $2391.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-06-01      | 5.5000%  | 0.0000% | $20000.00          | $2377.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-02-01      | 4.0000%  | 0.0000% | $3000.00           | $464.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-12-01      | 4.5000%  | 0.0000% | $11000.00          | $840.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-12-01      | 4.0000%  | 0.0000% | $1263.00           | $131.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-03-01      | 3.5000%  | 0.0000% | $14000.00          | $2714.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $119.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $279.09            | 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                        | 2046-04-01      | 4.5000%  | 0.0000% | $8000.00           | $2046.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-01-01      | 3.5000%  | 0.0000% | $1011.00           | $178.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-05-01      | 5.5000%  | 0.0000% | $23000.00          | $4224.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-08-01      | 4.5000%  | 0.0000% | $1476849.00        | $290519.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-06-01      | 5.5000%  | 0.0000% | $5000.00           | $1356.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $434.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-09-01      | 4.5000%  | 0.0000% | $3000.00           | $710.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-10-01      | 3.0000%  | 0.0000% | $1001.00           | $251.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $292.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-10-01      | 4.5000%  | 0.0000% | $8000.00           | $739.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-10-01      | 3.5000%  | 0.0000% | $1000.00           | $82.97             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-03-01      | 3.5000%  | 0.0000% | $5000.00           | $437.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 6.5000%  | 0.0000% | $150000.00         | $2761.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-11-01      | 3.5000%  | 0.0000% | $6000.00           | $566.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-11-01      | 5.0000%  | 0.0000% | $12000.00          | $1011.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-02-01      | 3.5000%  | 0.0000% | $7538002.00        | $958629.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-09-01      | 3.0000%  | 0.0000% | $1005.00           | $280.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-03-01      | 4.0000%  | 0.0000% | $1003.00           | $250.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-12-01      | 4.5000%  | 0.0000% | $507000.00         | $36301.55          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $64.79             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-01-01      | 4.5000%  | 0.0000% | $12032.00          | $736.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-11-01      | 4.5000%  | 0.0000% | $5000.00           | $651.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-04-01      | 4.0000%  | 0.0000% | $67939.00          | $5009.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-04-01      | 3.5000%  | 0.0000% | $3000.00           | $254.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-05-01      | 4.5000%  | 0.0000% | $8000.00           | $769.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-06-01      | 4.0000%  | 0.0000% | $5000.00           | $486.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-06-01      | 3.0000%  | 0.0000% | $12000.00          | $1241.22           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-12-15      | 4.5000%  | 0.0000% | $4000.00           | $3612.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-05-01      | 3.5000%  | 0.0000% | $9010.00           | $1240.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-04-01      | 3.5000%  | 0.0000% | $2000.00           | $451.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-06-01      | 3.5000%  | 0.0000% | $12004.00          | $2609.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-04-01      | 3.5000%  | 0.0000% | $7000.00           | $2243.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-03-01      | 3.5000%  | 0.0000% | $9000.00           | $1923.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 2.5000%  | 0.0000% | $11000.00          | $3768.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-01-01      | 2.0000%  | 0.0000% | $4006000.00        | $2398186.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-04-01      | 2.5000%  | 0.0000% | $7000.00           | $4296.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1269.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-08-01      | 4.0000%  | 0.0000% | $5000.00           | $3049.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1216.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-02-01      | 5.0000%  | 0.0000% | $1014.00           | $928.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-04-01      | 5.5000%  | 0.0000% | $1566254.00        | $1448808.97        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-12-01      | 2.0000%  | 0.0000% | $200000.00         | $143813.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 3.0000%  | 0.0000% | $1001.00           | $574.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 3.0000%  | 0.0000% | $10396.00          | $5638.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 2.5000%  | 0.0000% | $699493.00         | $472154.53         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 2.0000%  | 0.0000% | $2010.00           | $1260.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-03-01      | 4.0000%  | 0.0000% | $3002.00           | $608.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-10-01      | 2.5000%  | 0.0000% | $2000.00           | $955.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-09-01      | 4.0000%  | 0.0000% | $3001.00           | $1341.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-02-01      | 3.0000%  | 0.0000% | $19854.00          | $9062.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-02-01      | 3.5000%  | 0.0000% | $2000.00           | $802.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-11-01      | 2.5000%  | 0.0000% | $7001.00           | $3674.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $537.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $618.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $812.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 3.5000%  | 0.0000% | $1137.00           | $759.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.5000%  | 0.0000% | $3662.00           | $2740.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1399.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 3.5000%  | 0.0000% | $2022.00           | $1408.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-12-01      | 2.5000%  | 0.0000% | $4671544.00        | $3362430.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-03-01      | 5.5000%  | 0.0000% | $239275.00         | $185835.98         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $827.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.0000%  | 0.0000% | $2057.00           | $1513.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1390.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-03-01      | 3.0000%  | 0.0000% | $1005.00           | $716.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1588.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1370.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 4.5000%  | 0.0000% | $4000.00           | $3155.48           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1474.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 3.5000%  | 0.0000% | $4000.00           | $3061.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 3.5000%  | 0.0000% | $1001.00           | $762.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1599.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2307.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 5.0000%  | 0.0000% | $2014.00           | $1608.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1640.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-08-01      | 4.5000%  | 0.0000% | $27214.00          | $20614.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 6.0000%  | 0.0000% | $1010.00           | $776.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-05-01      | 5.0000%  | 0.0000% | $10110.00          | $8277.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $222244.00         | $183020.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $807.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2274.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.0000%  | 0.0000% | $19775.00          | $13890.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-02-01      | 1.5000%  | 0.0000% | $217489.00         | $142009.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.5000%  | 0.0000% | $5056.00           | $4076.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1757.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-01      | 3.0000%  | 0.0000% | $1000.00           | $773.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $897.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1688.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-07-01      | 6.0000%  | 0.0000% | $300000.00         | $254634.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $1780466.00        | $1683504.03        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-06-01      | 4.0000%  | 0.0000% | $155410.00         | $130150.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 2.0000%  | 0.0000% | $1186000.00        | $875918.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-01-01      | 4.5000%  | 0.0000% | $13535.00          | $12308.77          | 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 Home Loan Mortgage Corp                        | 2049-07-01      | 3.5000%  | 0.0000% | $3001.00           | $273.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-07-01      | 4.5000%  | 0.0000% | $1001.00           | $110.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-07-01      | 4.0000%  | 0.0000% | $2000.00           | $204.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-08-01      | 4.0000%  | 0.0000% | $7780.00           | $797.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-10-01      | 4.5000%  | 0.0000% | $5000.00           | $643.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-09-01      | 2.5000%  | 0.0000% | $1200000.00        | $223563.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-11-01      | 3.0000%  | 0.0000% | $7000.00           | $1122.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-12-01      | 3.0000%  | 0.0000% | $3000.00           | $521.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $144.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-05-01      | 3.0000%  | 0.0000% | $2000.00           | $496.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-05-01      | 4.5000%  | 0.0000% | $3000.00           | $699.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-07-01      | 3.0000%  | 0.0000% | $3046.00           | $831.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1529.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-11-01      | 3.0000%  | 0.0000% | $3000.00           | $1098.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-02-01      | 2.5000%  | 0.0000% | $16000000.00       | $8675798.74        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.5000%  | 0.0000% | $30560.00          | $24790.88          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-02-01      | 2.5000%  | 0.0000% | $6000.00           | $2821.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-11-01      | 3.0000%  | 0.0000% | $1015.00           | $361.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-12-01      | 2.0000%  | 0.0000% | $5000.00           | $2664.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-08-01      | 2.5000%  | 0.0000% | $21000.00          | $12519.56          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-03-01      | 2.0000%  | 0.0000% | $4015.00           | $2241.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-04-01      | 2.0000%  | 0.0000% | $4768488.00        | $2724082.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-06-01      | 2.5000%  | 0.0000% | $4000.00           | $2299.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $1879.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 2.0000%  | 0.0000% | $7057.00           | $4565.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-09-01      | 2.5000%  | 0.0000% | $4000.00           | $2438.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-09-01      | 3.5000%  | 0.0000% | $7000.00           | $3349.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-10-01      | 2.5000%  | 0.0000% | $1403043.00        | $858699.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-10-01      | 3.5000%  | 0.0000% | $2000.00           | $1047.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $629.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-12-01      | 3.5000%  | 0.0000% | $5000.00           | $3057.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 3.5000%  | 0.0000% | $19848947.00       | $14801017.65       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 4.0000%  | 0.0000% | $16000.00          | $12256.92          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 3.0000%  | 0.0000% | $110001.00         | $76317.39          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 3.5000%  | 0.0000% | $5000.00           | $3616.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $782.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 5.0000%  | 0.0000% | $3001.00           | $2209.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 2.5000%  | 0.0000% | $4000.00           | $2850.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 3.5000%  | 0.0000% | $101000.00         | $77006.18          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 5.5000%  | 0.0000% | $4000.00           | $2959.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $794.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 3.5000%  | 0.0000% | $61000.00          | $46486.11          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.5000%  | 0.0000% | $1935434.00        | $1504731.56        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 3.0000%  | 0.0000% | $5000.00           | $3750.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $790.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1577.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $834.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.5000%  | 0.0000% | $5000.00           | $4033.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $771.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 4.5000%  | 0.0000% | $1017.00           | $870.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1703.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-08-01      | 4.5000%  | 0.0000% | $1000.00           | $855.27            | 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                        | 2053-10-01      | 4.0000%  | 0.0000% | $8000.00           | $6677.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 6.0000%  | 0.0000% | $1259978.00        | $1012973.22        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3702.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 5.5000%  | 0.0000% | $4748930.00        | $4495411.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $5000.00           | $4550.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 2.0000%  | 0.0000% | $1001.00           | $704.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-04-01      | 3.0000%  | 0.0000% | $5000.00           | $3768.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $836.69            | 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 Home Loan Mortgage Corp                        | 2053-10-01      | 3.0000%  | 0.0000% | $2001.00           | $1571.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-12-01      | 4.5000%  | 0.0000% | $139331.00         | $139218.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-11-01      | 1.2200%  | 0.0000% | $1775.00           | $1387.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-04-01      | 4.9800%  | 0.0000% | $5352756.00        | $5405180.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-11-01      | 4.9000%  | 0.0000% | $1180898.00        | $1197511.27        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-07-01      | 3.0000%  | 0.0000% | $4000.00           | $558.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $320.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $167.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $323.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-07-01      | 2.5000%  | 0.0000% | $4000.00           | $1551.37           | 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 Home Loan Mortgage Corp                        | 2050-11-01      | 2.0000%  | 0.0000% | $45999.00          | $23672.36          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $267.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $561.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1640.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-08-01      | 2.5000%  | 0.0000% | $2001.00           | $1233.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-08-01      | 3.5000%  | 0.0000% | $1000.00           | $457.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-10-01      | 3.0000%  | 0.0000% | $1000.00           | $629.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 3.5000%  | 0.0000% | $163841.00         | $103297.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 3.5000%  | 0.0000% | $8000.00           | $4710.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 4.0000%  | 0.0000% | $1001.00           | $797.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 2.5000%  | 0.0000% | $34315.00          | $25019.55          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1456.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1551.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 4.5000%  | 0.0000% | $306034.00         | $225096.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 4.5000%  | 0.0000% | $180000.00         | $134926.10         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 5.0000%  | 0.0000% | $465308.00         | $325692.64         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 4.5000%  | 0.0000% | $5000.00           | $4264.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 5.0000%  | 0.0000% | $667530.00         | $416902.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 5.5000%  | 0.0000% | $2298.00           | $1957.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 5.0000%  | 0.0000% | $10629.00          | $8538.73           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 6.0000%  | 0.0000% | $6000.00           | $4732.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $3000.00           | $2398.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $725.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.5000%  | 0.0000% | $2719114.00        | $1837379.96        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2221.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $862.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $978.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.5000%  | 0.0000% | $2053.00           | $1743.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1690.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1594.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-08-01      | 6.5000%  | 0.0000% | $5000.00           | $4957.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-11-01      | 5.5000%  | 0.0000% | $9287.00           | $6165.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $860.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $671.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $777.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-08-01      | 5.0000%  | 0.0000% | $1344651.00        | $1299553.18        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $774.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-08-01      | 6.0000%  | 0.0000% | $1002.00           | $904.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-08-01      | 5.5000%  | 0.0000% | $1001.00           | $985.92            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $855.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-09-01      | 5.5000%  | 0.0000% | $18256.00          | $18084.81          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-09-01      | 6.0000%  | 0.0000% | $4000.00           | $3729.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.0000%  | 0.0000% | $3000.00           | $2823.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 6.0000%  | 0.0000% | $7000.00           | $7113.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $2989.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.5000%  | 0.0000% | $1652284.00        | $1639099.55        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-11-01      | 5.5000%  | 0.0000% | $2002.00           | $1905.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1777.89           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-11-01      | 5.0000%  | 0.0000% | $8797.00           | $1995.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-02-01      | 3.5000%  | 0.0000% | $5000.00           | $1310.49           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-01-01      | 2.5000%  | 0.0000% | $3002.00           | $1585.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-11-01      | 2.0000%  | 0.0000% | $6000.00           | $3245.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-11-01      | 2.5000%  | 0.0000% | $3999.00           | $2053.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $519.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-06-01      | 2.0000%  | 0.0000% | $1028.00           | $615.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $694.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-02-01      | 2.0000%  | 0.0000% | $592406.00         | $326573.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 2.0000%  | 0.0000% | $6004.00           | $3543.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-07-01      | 3.0000%  | 0.0000% | $2391072.00        | $1451465.05        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-07-01      | 2.5000%  | 0.0000% | $1205.00           | $718.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1241.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 2.0000%  | 0.0000% | $6003.00           | $3627.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 4.0000%  | 0.0000% | $3000.00           | $2121.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 2.0000%  | 0.0000% | $684000.00         | $425275.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-12-01      | 2.5000%  | 0.0000% | $7001.00           | $4289.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 3.0000%  | 0.0000% | $3008.00           | $2018.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 3.0000%  | 0.0000% | $6059.00           | $4248.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 2.5000%  | 0.0000% | $6001.00           | $3758.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-03-01      | 3.0000%  | 0.0000% | $1845785.00        | $1251232.20        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 3.5000%  | 0.0000% | $2142.00           | $1452.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1413.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 4.5000%  | 0.0000% | $15800.00          | $11622.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $100000.00         | $81921.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2476.83           | 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                        | 2040-09-01      | 2.0000%  | 0.0000% | $1000.00           | $451.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-25      | 0.0000%  | 0.0000% | $6192479.00        | $3540163.49        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2051-01-25      | 2.0000%  | 0.0000% | $100005.00         | $9330.82           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 3.5000%  | 0.0000% | $509187.00         | $446739.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $856.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 5.0000%  | 0.0000% | $1001.00           | $963.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 5.5000%  | 0.0000% | $3999.00           | $3256.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1797.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-04-01      | 5.0000%  | 0.0000% | $1170774.00        | $1130980.04        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1842.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $3000.00           | $2051.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-06-01      | 5.5000%  | 0.0000% | $1403800.00        | $1348536.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 5.5000%  | 0.0000% | $1034285.00        | $1026578.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1799.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-10-01      | 7.2190%  | 0.0000% | $1379.00           | $11.82             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-06-01      | 4.6420%  | 0.0000% | $3184.00           | $1.03              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-06-01      | 4.2530%  | 0.0000% | $5352.00           | $2.66              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-11-01      | 5.4500%  | 0.0000% | $3272.00           | $0.48              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-04-01      | 4.1870%  | 0.0000% | $252366656.00      | $162005.89         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-03-01      | 2.6850%  | 0.0000% | $1519.00           | $202.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-09-01      | 5.6250%  | 0.0000% | $5666.00           | $0.73              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-09-01      | 6.0000%  | 0.0000% | $4202.00           | $25.15             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-01-25      | 2.5000%  | 0.0000% | $1417000.00        | $1102253.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2042-10-25      | 1.7500%  | 0.0000% | $22939372.00       | $1469061.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2044-07-25      | 4.8645%  | 0.0000% | $6434191.00        | $1086614.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2025-10-25      | 2.9226%  | 0.0000% | $424968.00         | $84669.45          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2026-04-25      | 2.4690%  | 0.0000% | $168821.00         | $133025.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2046-03-25      | 3.0000%  | 0.0000% | $1000.00           | $818.85            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2046-07-25      | 6.7558%  | 0.0000% | $1100000.00        | $105196.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2046-09-25      | 4.8970%  | 0.0000% | $7765374.00        | $568865.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2046-09-25      | 4.8770%  | 0.0000% | $5300000.00        | $334774.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2045-11-25      | 3.7224%  | 0.0000% | $4863857.00        | $4244836.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2026-06-25      | 2.2920%  | 0.0000% | $1000.00           | $825.54            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2046-11-25      | 4.8270%  | 0.0000% | $8210000.00        | $821977.46         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2049-09-25      | 4.8270%  | 0.0000% | $5000000.00        | $856926.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2050-02-25      | 3.5000%  | 0.0000% | $123359.00         | $84415.26          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2051-07-25      | 1.5000%  | 0.0000% | $25000000.00       | $11423938.65       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2050-03-25      | 2.0000%  | 0.0000% | $2515351.00        | $1511209.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2054-11-25      | 5.6000%  | 0.0000% | $4364.00           | $3887.54           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2033-10-25      | 4.7173%  | 0.0000% | $4155698.00        | $4170755.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-25      | 5.0000%  | 0.0000% | $3588362.00        | $3330554.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2040-12-01      | 5.5000%  | 0.0000% | $139310.00         | $399.38            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association                  | 2026-05-01      | 6.5000%  | 0.0000% | $34348.00          | $3.70              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-07-01      | 7.5000%  | 0.0000% | $7316.00           | $2.49              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-09-01      | 7.5000%  | 0.0000% | $1716.00           | $1.17              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-04-01      | 6.0000%  | 0.0000% | $1011.00           | $9.59              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-08-01      | 6.5000%  | 0.0000% | $5332.00           | $224.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-06-01      | 5.0000%  | 0.0000% | $1210.00           | $20.52             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2027-11-01      | 7.5000%  | 0.0000% | $5896.00           | $0.81              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2027-04-01      | 6.6250%  | 0.0000% | $9921958.00        | $10749.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2028-08-01      | 3.6500%  | 0.0000% | $490000.00         | $482908.07         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-11-15      | 4.7770%  | 0.0000% | $6949980.00        | $255388.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2042-12-15      | 2.5000%  | 0.0000% | $1321000.00        | $1063892.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2040-10-15      | 4.7270%  | 0.0000% | $11226401.00       | $527453.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2036-12-15      | 4.7770%  | 0.0000% | $7750.00           | $617.52            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2031-01-25      | 3.0800%  | 0.0000% | $2177.00           | $2050.60           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2026-07-25      | 2.3400%  | 0.0000% | $11537.00          | $2456.14           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-062       A-1    20260925 3.03200 | 2026-09-25      | 3.0320%  | 0.0000% | $2422.00           | $93.69             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2044-07-15      | 4.7770%  | 0.0000% | $5640000.00        | $718667.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2034-10-25      | 2.8590%  | 0.0000% | $150000.00         | $129134.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2050-03-25      | 2.5000%  | 0.0000% | $1568.00           | $279.63            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2050-09-25      | 1.0000%  | 0.0000% | $9059865.00        | $2978158.10        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2031-01-25      | 1.8140%  | 0.0000% | $446516.00         | $388841.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2032-06-25      | 2.9200%  | 0.0000% | $552967.00         | $502913.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2053-08-25      | 6.0000%  | 0.0000% | $1999000.00        | $2046926.02        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2053-10-25      | 5.3000%  | 0.0000% | $4826082.00        | $2874047.63        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2030-11-25      | 4.9400%  | 0.0000% | $170153.00         | $174613.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2051-01-25      | 2.0000%  | 0.0000% | $3497331.00        | $2228060.98        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2052-02-25      | 5.0000%  | 0.0000% | $14643298.00       | $14069672.28       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association                  | 2027-05-01      | 6.6950%  | 0.0000% | $1830.00           | $2.60              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-08-01      | 5.3500%  | 0.0000% | $1798664.00        | $1434008.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-04-01      | 4.1900%  | 0.0000% | $1666000.00        | $1222851.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-02-01      | 6.0000%  | 0.0000% | $3363.00           | $0.27              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-10-01      | 8.0000%  | 0.0000% | $2567.00           | $1.26              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-04-01      | 6.1250%  | 0.0000% | $398667.00         | $488.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-08-01      | 4.6320%  | 0.0000% | $50771445.00       | $44743.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-12-01      | 4.8850%  | 0.0000% | $3307.00           | $2.08              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-07-01      | 6.5000%  | 0.0000% | $60034.00          | $90.83             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-07-01      | 6.5000%  | 0.0000% | $4470682.00        | $5872.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-03-01      | 6.0000%  | 0.0000% | $13982.00          | $36.03             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-09-01      | 6.6270%  | 0.0000% | $5845.00           | $45.54             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-02-01      | 6.0000%  | 0.0000% | $6396.00           | $14.93             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-08-01      | 4.1860%  | 0.0000% | $13337.00          | $1.37              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-05-01      | 4.5000%  | 0.0000% | $71000.00          | $4917.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-08-01      | 4.5000%  | 0.0000% | $5662228.00        | $108907.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-08-01      | 4.5000%  | 0.0000% | $10260.00          | $828.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-08-01      | 4.5000%  | 0.0000% | $4035.00           | $256.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-06-01      | 6.3330%  | 0.0000% | $16058254.00       | $499937.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-05-01      | 6.3850%  | 0.0000% | $2861.00           | $88.05             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-06-01      | 6.9160%  | 0.0000% | $17321.00          | $830.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-05-01      | 6.5000%  | 0.0000% | $1578392.00        | $105539.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $156.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-04-01      | 6.5900%  | 0.0000% | $17210.00          | $852.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-09-01      | 4.5000%  | 0.0000% | $299034.00         | $37878.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-06-01      | 4.0000%  | 0.0000% | $19993502.00       | $2557676.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-05-01      | 6.0000%  | 0.0000% | $1007.00           | $119.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-06-01      | 4.0000%  | 0.0000% | $3000.00           | $389.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-03-01      | 4.5000%  | 0.0000% | $20032.00          | $2675.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2025-10-01      | 2.7500%  | 0.0000% | $1023766.00        | $277198.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-06-01      | 4.5000%  | 0.0000% | $1000.00           | $109.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-04-01      | 6.5670%  | 0.0000% | $173000.00         | $8895.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-03-01      | 6.9720%  | 0.0000% | $7694000.00        | $410859.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-04-01      | 3.1360%  | 0.0000% | $56697.00          | $5792.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-06-01      | 4.0000%  | 0.0000% | $483999.00         | $75365.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-01-01      | 4.0000%  | 0.0000% | $11000.00          | $1190.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-04-01      | 4.5000%  | 0.0000% | $3009.00           | $442.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-12-01      | 4.5000%  | 0.0000% | $3025.00           | $466.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-01-01      | 4.5000%  | 0.0000% | $1003.00           | $159.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-07-01      | 4.0000%  | 0.0000% | $50000.00          | $3296.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-01-01      | 3.5000%  | 0.0000% | $91019.00          | $9857.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-02-01      | 3.5000%  | 0.0000% | $112000.00         | $21993.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-04-01      | 4.5000%  | 0.0000% | $3069.00           | $298.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-05-01      | 4.5000%  | 0.0000% | $1000.00           | $38.22             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-07-01      | 3.5000%  | 0.0000% | $4028.00           | $904.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-09-01      | 3.5000%  | 0.0000% | $1000000.00        | $239476.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-12-01      | 3.0000%  | 0.0000% | $2032.00           | $637.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-02-01      | 4.0000%  | 0.0000% | $222258.00         | $67716.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-02-01      | 4.5000%  | 0.0000% | $1002.00           | $315.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-06-01      | 4.0000%  | 0.0000% | $1042.00           | $165.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-08-01      | 3.5000%  | 0.0000% | $27921.00          | $4072.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-06-01      | 6.2150%  | 0.0000% | $1000.00           | $20.86             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-09-01      | 5.0000%  | 0.0000% | $171295.00         | $13945.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-04-01      | 3.5000%  | 0.0000% | $2000.00           | $525.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-05-01      | 3.0000%  | 0.0000% | $5003.00           | $675.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-10-01      | 1.6355%  | 0.0000% | $100793.00         | $945.56            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association                  | 2033-08-01      | 6.0390%  | 0.0000% | $27686.00          | $393.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-12-01      | 6.5000%  | 0.0000% | $7167.00           | $35.63             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-08-01      | 5.5000%  | 0.0000% | $2236.00           | $36.65             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-08-01      | 6.8540%  | 0.0000% | $20034530.00       | $466607.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-06-01      | 5.0000%  | 0.0000% | $378003.00         | $3742.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-07-01      | 6.3910%  | 0.0000% | $9999000.00        | $77613.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-09-01      | 6.5000%  | 0.0000% | $12021.00          | $133.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-03-01      | 5.0000%  | 0.0000% | $28000.00          | $286.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-11-01      | 4.5000%  | 0.0000% | $13244306.00       | $81717.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-11-01      | 6.6190%  | 0.0000% | $8765.00           | $77.99             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-03-01      | 6.1970%  | 0.0000% | $1573.00           | $4.41              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-01-01      | 6.6250%  | 0.0000% | $1993997.00        | $13666.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-04-01      | 5.0000%  | 0.0000% | $44000.00          | $390.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-06-01      | 6.5000%  | 0.0000% | $1963.00           | $15.44             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-06-01      | 6.3250%  | 0.0000% | $5598.00           | $13.37             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-04-01      | 6.5000%  | 0.0000% | $5150.00           | $0.88              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-07-01      | 6.2520%  | 0.0000% | $3401.00           | $45.79             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-12-01      | 6.5150%  | 0.0000% | $9999000.00        | $139474.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-07-01      | 6.0670%  | 0.0000% | $100001008.00      | $480884.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-08-01      | 7.4700%  | 0.0000% | $5212743.00        | $33231.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-10-01      | 6.2760%  | 0.0000% | $850000.00         | $14082.80          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-11-01      | 6.9590%  | 0.0000% | $62453621.00       | $560269.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-09-01      | 6.3000%  | 0.0000% | $533104.00         | $4305.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-12-01      | 7.0070%  | 0.0000% | $14924941.00       | $277700.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-04-01      | 6.8820%  | 0.0000% | $3454000.00        | $51398.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-05-01      | 7.1220%  | 0.0000% | $19653.00          | $181.56            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-02-01      | 6.0000%  | 0.0000% | $5004.00           | $4422.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $982.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 6.0000%  | 0.0000% | $2001.00           | $1888.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-05-01      | 5.5000%  | 0.0000% | $40294.00          | $36467.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1937.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 5.5000%  | 0.0000% | $26300.00          | $26266.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 6.5000%  | 0.0000% | $4001.00           | $3203.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 6.0000%  | 0.0000% | $4000.00           | $4026.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 5.5000%  | 0.0000% | $9000.00           | $8883.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2761.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 7.0000%  | 0.0000% | $2246068.00        | $1171967.83        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 6.5000%  | 0.0000% | $157508.00         | $162455.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 7.0000%  | 0.0000% | $1001.00           | $1069.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 5.5000%  | 0.0000% | $394125.00         | $391885.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 5.5000%  | 0.0000% | $68467.00          | $66539.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 5.5000%  | 0.0000% | $6964287.00        | $6459245.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.0000%  | 0.0000% | $1540.00           | $1578.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.0000%  | 0.0000% | $6017.00           | $5971.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-01      | 6.0000%  | 0.0000% | $3001.00           | $3036.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3784.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.5000%  | 0.0000% | $1183402.00        | $1229537.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 5.5000%  | 0.0000% | $2006.00           | $1980.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $4000.00           | $4082.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $1260.00           | $1286.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 5.0000%  | 0.0000% | $81292.00          | $74547.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-02-01      | 5.5000%  | 0.0000% | $3000.00           | $2980.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 5.5000%  | 0.0000% | $37460.00          | $37511.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1035.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3791.61           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-02-01      | 6.5000%  | 0.0000% | $4473856.00        | $4341755.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 4.5000%  | 0.0000% | $1250325.00        | $1180288.20        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $922.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1014.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-03-01      | 5.5000%  | 0.0000% | $1685324.00        | $1683977.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-03-01      | 6.0000%  | 0.0000% | $4000.00           | $4093.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2037.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-03-01      | 6.0000%  | 0.0000% | $5000.00           | $5081.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 6.5000%  | 0.0000% | $686254.00         | $714655.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $997.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $998.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 6.5000%  | 0.0000% | $3506148.00        | $3645537.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $975.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-07-01      | 6.0000%  | 0.0000% | $18236758.00       | $18698280.53       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-08-01      | 6.0000%  | 0.0000% | $283007.00         | $290342.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-06-01      | 5.3220%  | 0.0000% | $3429125.00        | $3462102.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-07-01      | 6.0000%  | 0.0000% | $4670608.00        | $4761362.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-08-01      | 3.0000%  | 0.0000% | $1093828.00        | $488956.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-12-01      | 4.5000%  | 0.0000% | $1590.00           | $227.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-05-01      | 3.0000%  | 0.0000% | $1712538.00        | $426884.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-12-01      | 3.0000%  | 0.0000% | $2060.00           | $506.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-07-01      | 3.0000%  | 0.0000% | $2004.00           | $377.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-04-01      | 4.0000%  | 0.0000% | $12526.00          | $2172.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-11-01      | 3.0000%  | 0.0000% | $2217693.00        | $180971.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $228.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-01-01      | 3.5000%  | 0.0000% | $12000.00          | $1834.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-12-01      | 4.0000%  | 0.0000% | $1000.00           | $209.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-12-01      | 4.5000%  | 0.0000% | $6692.00           | $1165.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-03-01      | 4.0000%  | 0.0000% | $1003.00           | $235.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $131.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-10-01      | 4.5000%  | 0.0000% | $4600000.00        | $888618.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-09-01      | 2.8900%  | 0.0000% | $11751.00          | $10282.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-11-01      | 2.8000%  | 0.0000% | $1277.00           | $1001.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-01-01      | 2.4700%  | 0.0000% | $39000.00          | $32134.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-05-01      | 2.1700%  | 0.0000% | $28278.00          | $25676.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-04-01      | 2.4500%  | 0.0000% | $1420000.00        | $1171473.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-02-01      | 4.0000%  | 0.0000% | $1000.00           | $232.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-03-01      | 4.5000%  | 0.0000% | $159000.00         | $30495.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-02-01      | 4.0000%  | 0.0000% | $1037.00           | $218.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-10-01      | 3.5000%  | 0.0000% | $113000.00         | $31673.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-07-01      | 5.0000%  | 0.0000% | $18000.00          | $3586.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-12-01      | 3.5000%  | 0.0000% | $13813.00          | $3819.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-03-01      | 3.5000%  | 0.0000% | $2885032.00        | $793239.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-12-01      | 5.0000%  | 0.0000% | $123093.00         | $17420.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $186.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-02-01      | 5.0000%  | 0.0000% | $16000.00          | $5040.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-11-01      | 5.0000%  | 0.0000% | $6004.00           | $1281.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-12-01      | 6.5700%  | 0.0000% | $5833788.00        | $1634112.18        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-08-01      | 1.7546%  | 0.0000% | $21646.00          | $18374.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-01-01      | 4.1840%  | 0.0000% | $10023.00          | $9202.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-04-01      | 6.8580%  | 0.0000% | $50440.00          | $49365.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-09-01      | 5.0000%  | 0.0000% | $2008988.00        | $74527.55          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $193.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-05-01      | 3.5000%  | 0.0000% | $3001.00           | $1081.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 4.5000%  | 0.0000% | $2004.00           | $596.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-10-01      | 3.0000%  | 0.0000% | $88000.00          | $11012.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-06-01      | 2.5000%  | 0.0000% | $4000.00           | $1693.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-09-01      | 2.0000%  | 0.0000% | $2002.00           | $854.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 2.0000%  | 0.0000% | $6001.00           | $3649.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-02-01      | 2.0000%  | 0.0000% | $998954.00         | $482762.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-11-01      | 1.7500%  | 0.0000% | $598529.00         | $513019.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-11-01      | 1.9800%  | 0.0000% | $10536.00          | $9089.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-07-01      | 4.2400%  | 0.0000% | $255042.00         | $235460.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-10-01      | 3.9700%  | 0.0000% | $596447.00         | $550110.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-12-01      | 4.9400%  | 0.0000% | $100000.00         | $98087.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-01-01      | 4.5200%  | 0.0000% | $1731100.00        | $1724424.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-01-01      | 4.6900%  | 0.0000% | $290243.00         | $281873.12         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-06-01      | 4.5900%  | 0.0000% | $34006.00          | $33978.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 2.5000%  | 0.0000% | $100000.00         | $57206.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.5000%  | 0.0000% | $348858.00         | $197070.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 5.5000%  | 0.0000% | $1794.00           | $1729.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 6.0000%  | 0.0000% | $39984.00          | $35669.42          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $757634.00         | $495562.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $804.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 6.0000%  | 0.0000% | $1003.00           | $835.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 6.5000%  | 0.0000% | $10466376.00       | $9633506.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 6.0000%  | 0.0000% | $1486244.00        | $1504789.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-01      | 6.0000%  | 0.0000% | $5000.00           | $4297.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1937.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.5000%  | 0.0000% | $2002.00           | $2069.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 2.0000%  | 0.0000% | $2001.00           | $1231.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 3.5000%  | 0.0000% | $1206.00           | $868.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 5.5000%  | 0.0000% | $2001.00           | $2003.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-03-01      | 5.0000%  | 0.0000% | $76947.00          | $74905.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 4.5000%  | 0.0000% | $2042973.00        | $1945598.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $9475.00           | $5566.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 3.0000%  | 0.0000% | $70974.00          | $44798.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.5000%  | 0.0000% | $2001.00           | $1161.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 6.0000%  | 0.0000% | $5906496.00        | $4874380.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 6.5000%  | 0.0000% | $2016.00           | $1469.51           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 5.0000%  | 0.0000% | $125110.00         | $85035.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-10-01      | 5.0000%  | 0.0000% | $1591000.00        | $1153180.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 5.5000%  | 0.0000% | $100000.00         | $71297.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 4.0000%  | 0.0000% | $2000.00           | $1477.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 6.5000%  | 0.0000% | $4723.00           | $4912.04           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.0000%  | 0.0000% | $4743970.00        | $3950909.80        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1593.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 5.0000%  | 0.0000% | $20106.00          | $14836.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $971.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2391.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1611.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $1838700.00        | $1277800.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $2352073.00        | $2036540.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1024.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-05-01      | 5.5000%  | 0.0000% | $15895.00          | $12662.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 6.5000%  | 0.0000% | $1001.00           | $756.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-06-01      | 4.7600%  | 0.0000% | $570682.00         | $580923.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-01-01      | 4.8900%  | 0.0000% | $89686.00          | $88649.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-04-01      | 5.1300%  | 0.0000% | $1050.00           | $1021.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-11-01      | 4.3400%  | 0.0000% | $10739.00          | $10717.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-04-01      | 4.4000%  | 0.0000% | $2863336.00        | $2851896.02        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-02-01      | 4.9300%  | 0.0000% | $121563.00         | $123493.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-07-01      | 4.3400%  | 0.0000% | $9614390.00        | $9623376.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-06-01      | 4.3900%  | 0.0000% | $799112.00         | $800409.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-07-01      | 4.5200%  | 0.0000% | $316500.00         | $319144.89         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-11-01      | 3.5000%  | 0.0000% | $1000.00           | $282.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-05-01      | 4.5000%  | 0.0000% | $2335.00           | $621.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-04-01      | 3.5000%  | 0.0000% | $800000.00         | $206436.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-04-01      | 4.5000%  | 0.0000% | $345000.00         | $41330.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-08-01      | 4.5000%  | 0.0000% | $3002.00           | $620.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $163.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-09-01      | 4.5000%  | 0.0000% | $24850661.00       | $2860800.62        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-11-01      | 4.5000%  | 0.0000% | $5012.00           | $360.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-12-01      | 5.5000%  | 0.0000% | $505632.00         | $98834.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $73.78             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $297.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-07-01      | 4.0000%  | 0.0000% | $1125.00           | $323.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-07-01      | 3.5000%  | 0.0000% | $73998.00          | $7360.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-08-01      | 5.0000%  | 0.0000% | $1051.00           | $171.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-09-01      | 3.0000%  | 0.0000% | $29571224.00       | $5129735.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-03-01      | 3.0000%  | 0.0000% | $4000.00           | $1581.55           | 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                  | 2050-07-01      | 3.0000%  | 0.0000% | $1426.00           | $438.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-08-01      | 2.5000%  | 0.0000% | $3158189.00        | $1575524.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $363.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-10-01      | 2.0000%  | 0.0000% | $3000.00           | $1588.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-06-01      | 3.0000%  | 0.0000% | $957531.00         | $606020.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.0000%  | 0.0000% | $2001.00           | $1196.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.0000%  | 0.0000% | $716732.00         | $437135.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 2.5000%  | 0.0000% | $5199.00           | $3369.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 2.5000%  | 0.0000% | $4000.00           | $2699.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 3.5000%  | 0.0000% | $200000.00         | $122454.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-05-01      | 3.0000%  | 0.0000% | $4001.00           | $2524.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 2.0000%  | 0.0000% | $6000.00           | $3923.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $682.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 4.0000%  | 0.0000% | $35744124.00       | $26485515.24       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 5.0000%  | 0.0000% | $1535370.00        | $1060885.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1461.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1460.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1425.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.0000%  | 0.0000% | $10000.00          | $7361.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.5000%  | 0.0000% | $18878.00          | $13890.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $784.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 6.0000%  | 0.0000% | $100000.00         | $75685.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 4.5000%  | 0.0000% | $17671.00          | $13339.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 4.5000%  | 0.0000% | $5000.00           | $4014.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 6.0000%  | 0.0000% | $146597.00         | $107584.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 5.5000%  | 0.0000% | $147127.00         | $117146.93         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 6.5000%  | 0.0000% | $10005.00          | $7866.89           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 4.5000%  | 0.0000% | $5071.00           | $3706.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-02-01      | 4.0000%  | 0.0000% | $4003.00           | $3277.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $818.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.0000%  | 0.0000% | $258084.00         | $188080.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $88721.00          | $74740.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $23080.00          | $19190.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 6.0000%  | 0.0000% | $47576.00          | $39990.40          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 6.0000%  | 0.0000% | $8003.00           | $6623.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 4.0000%  | 0.0000% | $2177.00           | $1905.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 6.0000%  | 0.0000% | $2007.00           | $1623.97           | 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% | $2016.00           | $1485.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-12-01      | 6.5000%  | 0.0000% | $5000.00           | $4208.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $3885470.00        | $3959891.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1051.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 4.5000%  | 0.0000% | $4087.00           | $3856.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $809.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1844.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 3.0000%  | 0.0000% | $9439928.00        | $7728718.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $963.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 5.0000%  | 0.0000% | $2202151.00        | $2143775.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 5.5000%  | 0.0000% | $1050.00           | $1034.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-02-01      | 4.0000%  | 0.0000% | $221105.00         | $211033.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 5.5000%  | 0.0000% | $1004.00           | $261.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-10-01      | 3.5000%  | 0.0000% | $1626064.00        | $397221.12         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-08-01      | 3.5000%  | 0.0000% | $20123.00          | $4789.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-08-01      | 4.0000%  | 0.0000% | $2004.00           | $641.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-05-01      | 3.0000%  | 0.0000% | $1669000.00        | $776446.37         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-05-01      | 3.5000%  | 0.0000% | $1860.00           | $688.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-10-01      | 3.5000%  | 0.0000% | $299000.00         | $113917.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-04-01      | 3.5000%  | 0.0000% | $11000.00          | $2293.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-05-01      | 3.5000%  | 0.0000% | $200000.00         | $47123.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-06-01      | 5.0000%  | 0.0000% | $1031.00           | $252.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-02-01      | 2.0000%  | 0.0000% | $1026.00           | $593.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $501.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $530.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-01-01      | 4.0000%  | 0.0000% | $3000.00           | $901.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $470.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-03-01      | 4.0000%  | 0.0000% | $7001.00           | $2324.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-09-01      | 3.5000%  | 0.0000% | $13000.00          | $4409.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-01-01      | 3.5000%  | 0.0000% | $6001.00           | $2022.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $592.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-01-01      | 4.0000%  | 0.0000% | $659899.00         | $272986.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-09-01      | 2.0000%  | 0.0000% | $35000.00          | $19011.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-09-01      | 2.5000%  | 0.0000% | $1001.00           | $627.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $540.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-03-01      | 3.0000%  | 0.0000% | $1003.00           | $551.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $542.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 2.5000%  | 0.0000% | $383599.00         | $247864.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-08-01      | 3.0000%  | 0.0000% | $20000.00          | $11180.23          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 2.0000%  | 0.0000% | $99000.00          | $58599.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 3.0000%  | 0.0000% | $92427.00          | $59695.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-03-01      | 3.0000%  | 0.0000% | $41968.00          | $24952.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.0000%  | 0.0000% | $79241.00          | $53086.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1242.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 5.0000%  | 0.0000% | $1383000.00        | $1072755.20        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-01-01      | 4.0000%  | 0.0000% | $7664126.00        | $5018047.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $654.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.0000%  | 0.0000% | $4000.00           | $2937.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.0000%  | 0.0000% | $21818.00          | $16280.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-07-01      | 3.0000%  | 0.0000% | $327151.00         | $220994.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2308.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 4.5000%  | 0.0000% | $6594.00           | $5065.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 5.0000%  | 0.0000% | $50825.00          | $40005.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-01-01      | 3.0000%  | 0.0000% | $1005.00           | $679.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-02-01      | 2.5000%  | 0.0000% | $10000.00          | $6548.09           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $819.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 4.5000%  | 0.0000% | $1660.00           | $1301.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1533.31           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.0000%  | 0.0000% | $365845.00         | $245766.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 4.0000%  | 0.0000% | $49786.00          | $36588.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 5.5000%  | 0.0000% | $1958.00           | $1657.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.0000%  | 0.0000% | $14806.00          | $12585.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.0000%  | 0.0000% | $1111.00           | $842.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.5000%  | 0.0000% | $4000.00           | $2929.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 2.5000%  | 0.0000% | $736196.00         | $546097.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $855.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $1233.00           | $830.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-05-01      | 2.0000%  | 0.0000% | $700000.00         | $497366.65         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 6.5000%  | 0.0000% | $4200000.00        | $3153837.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-01-01      | 6.0000%  | 0.0000% | $17000.00          | $12847.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $74275.00          | $60521.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $2078.00           | $1695.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1483.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.0000%  | 0.0000% | $532756.00         | $435155.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 3.0000%  | 0.0000% | $189478.00         | $137303.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 5.5000%  | 0.0000% | $1082289.00        | $980537.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 6.5000%  | 0.0000% | $4006688.00        | $3278744.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-08-01      | 4.5000%  | 0.0000% | $1001.00           | $834.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $766.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.5000%  | 0.0000% | $39000.00          | $30572.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 3.5000%  | 0.0000% | $1018.00           | $779.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-11-01      | 3.0000%  | 0.0000% | $6000.00           | $4473.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 5.0000%  | 0.0000% | $56218.00          | $46666.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1557.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.0000%  | 0.0000% | $6509240.00        | $5539399.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.0000%  | 0.0000% | $3001.00           | $2313.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 6.5000%  | 0.0000% | $272021.00         | $237082.76         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $928.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 3.0000%  | 0.0000% | $4134091.00        | $3340680.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 4.0000%  | 0.0000% | $1012.00           | $869.77            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.5000%  | 0.0000% | $6362.00           | $5223.96           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.0000%  | 0.0000% | $1006.00           | $802.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $766.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $921.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 5.5000%  | 0.0000% | $1577000.00        | $1394010.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-03-01      | 3.5000%  | 0.0000% | $173026.00         | $150442.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 6.0000%  | 0.0000% | $3557286.00        | $3589198.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 6.0000%  | 0.0000% | $2526090.00        | $2472872.76        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-05-01      | 6.0750%  | 0.0000% | $28010241.00       | $61845.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-06-01      | 6.3790%  | 0.0000% | $4992000.00        | $29757.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-12-01      | 7.0000%  | 0.0000% | $21253.00          | $197.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-02-01      | 4.5000%  | 0.0000% | $1035.00           | $77.12             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-03-01      | 6.5000%  | 0.0000% | $1028.00           | $18.21             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-11-01      | 7.0000%  | 0.0000% | $12640.00          | $43.28             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-10-01      | 6.0000%  | 0.0000% | $1010.00           | $42.00             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-07-01      | 6.0000%  | 0.0000% | $2017.00           | $32.04             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-04-01      | 5.0000%  | 0.0000% | $1000.00           | $100.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-02-01      | 7.0000%  | 0.0000% | $8956.00           | $95.85             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-03-01      | 5.0000%  | 0.0000% | $4003.00           | $68.87             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-08-01      | 5.5000%  | 0.0000% | $5025.00           | $86.73             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-09-01      | 7.2280%  | 0.0000% | $10500000.00       | $250895.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-04-01      | 6.0000%  | 0.0000% | $1000.00           | $26.02             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-04-01      | 6.0000%  | 0.0000% | $2997.00           | $207.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-04-01      | 6.0000%  | 0.0000% | $1162.00           | $39.42             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-11-01      | 4.0000%  | 0.0000% | $1009.00           | $99.25             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-06-01      | 4.0000%  | 0.0000% | $1036.00           | $130.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-07-01      | 3.0000%  | 0.0000% | $273233.00         | $38681.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-03-01      | 3.5000%  | 0.0000% | $21684.00          | $2142.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-11-01      | 4.0000%  | 0.0000% | $13816.00          | $491.26            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $65.54             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $174.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $187.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-11-01      | 3.5000%  | 0.0000% | $13678417.00       | $1794140.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-01-01      | 3.5000%  | 0.0000% | $40462800.00       | $5619073.52        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-07-01      | 4.5000%  | 0.0000% | $1176.00           | $93.14             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 1.5000%  | 0.0000% | $1027.00           | $617.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.0000%  | 0.0000% | $43172.00          | $26091.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.5000%  | 0.0000% | $443016.00         | $256958.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.0000%  | 0.0000% | $15000.00          | $9118.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.5000%  | 0.0000% | $5400.00           | $3176.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-09-01      | 2.5000%  | 0.0000% | $3000.00           | $1809.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 2.0000%  | 0.0000% | $3000.00           | $1904.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 3.5000%  | 0.0000% | $199817.00         | $17370.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-12-01      | 3.5000%  | 0.0000% | $485007.00         | $66679.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-01-01      | 3.0000%  | 0.0000% | $1463888.00        | $251363.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-02-01      | 2.5000%  | 0.0000% | $13001.00          | $2898.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-09-01      | 2.0000%  | 0.0000% | $72115.00          | $34662.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-09-01      | 2.5000%  | 0.0000% | $318999.00         | $128537.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-10-01      | 3.0000%  | 0.0000% | $3000.00           | $976.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-11-01      | 1.5000%  | 0.0000% | $1000.00           | $540.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-11-01      | 3.0000%  | 0.0000% | $3000.00           | $1032.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-03-01      | 1.5000%  | 0.0000% | $748337.00         | $424143.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-03-01      | 2.0000%  | 0.0000% | $3000.00           | $1677.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1098.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1389.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 2.5000%  | 0.0000% | $1001.00           | $550.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-06-01      | 2.0000%  | 0.0000% | $14001.00          | $8343.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-06-01      | 3.0000%  | 0.0000% | $175999.00         | $88428.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 5.0000%  | 0.0000% | $1001.00           | $898.84            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 6.0000%  | 0.0000% | $2059729.00        | $1653113.53        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 5.5000%  | 0.0000% | $60000.00          | $51676.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-04-01      | 5.0000%  | 0.0000% | $1003.00           | $899.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-04-01      | 5.5000%  | 0.0000% | $2406945.00        | $2109270.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-01-01      | 2.5000%  | 0.0000% | $56000.00          | $36107.48          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 3.0000%  | 0.0000% | $609000.00         | $390887.41         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $662.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.5000%  | 0.0000% | $11000.00          | $7595.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 2.0000%  | 0.0000% | $550000.00         | $372776.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 2.5000%  | 0.0000% | $222003.00         | $155120.12         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-05-01      | 2.5000%  | 0.0000% | $1455.00           | $940.09            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 4.0000%  | 0.0000% | $4000.00           | $2654.19           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 4.0000%  | 0.0000% | $397228.00         | $301836.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.5000%  | 0.0000% | $7858.00           | $5761.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 4.5000%  | 0.0000% | $60954.00          | $46636.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $772.68            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3014.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 4.5000%  | 0.0000% | $614346.00         | $489755.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 5.5000%  | 0.0000% | $11235500.00       | $8870580.21        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3308.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 6.5000%  | 0.0000% | $6083.00           | $3712.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 5.0000%  | 0.0000% | $5000.00           | $4057.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-02-01      | 6.0000%  | 0.0000% | $266000.00         | $185960.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-02-01      | 6.5000%  | 0.0000% | $10083127.00       | $6068511.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.5000%  | 0.0000% | $1004.00           | $795.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.5000%  | 0.0000% | $76481.00          | $61698.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $818.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $9212938.00        | $7633734.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-09-01      | 5.5000%  | 0.0000% | $127690.00         | $107392.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $784.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 5.5000%  | 0.0000% | $1175000.00        | $992397.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 4.0000%  | 0.0000% | $3000.00           | $2516.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 5.5000%  | 0.0000% | $1520903.00        | $1322743.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-01-01      | 5.5000%  | 0.0000% | $4000000.00        | $3522922.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 7.0000%  | 0.0000% | $1360.00           | $928.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 7.0000%  | 0.0000% | $8973760.00        | $5300879.40        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.0000%  | 0.0000% | $10000.00          | $9377.43           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 7.5000%  | 0.0000% | $203086.00         | $212103.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-05-01      | 7.0000%  | 0.0000% | $308954.00         | $25935.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2025-09-01      | 4.5000%  | 0.0000% | $1023.00           | $0.01              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-09-01      | 2.0000%  | 0.0000% | $100006.00         | $11798.95          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 5.5000%  | 0.0000% | $5302860.00        | $5210941.29        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 5.5000%  | 0.0000% | $104119.00         | $100468.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.5000%  | 0.0000% | $319457.00         | $332410.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.5000%  | 0.0000% | $1095269.00        | $1140565.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1840.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $984.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $2000.00           | $2026.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $833.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.5000%  | 0.0000% | $4918840.00        | $4871408.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 4.5000%  | 0.0000% | $6008.00           | $5677.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $1057.00           | $1002.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $2007.00           | $1676.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.5000%  | 0.0000% | $84116.00          | $69348.88          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.5000%  | 0.0000% | $2001.00           | $2069.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $25788.00          | $26107.34          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $1202242.00        | $881697.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $996.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 5.5000%  | 0.0000% | $24532.00          | $24546.66          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $1033.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1010.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.0000%  | 0.0000% | $17685.00          | $17159.69          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $3017834.00        | $2922033.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $9002.00           | $8546.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 4.5000%  | 0.0000% | $1012.00           | $963.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.5000%  | 0.0000% | $140419.00         | $145350.80         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $18862.00          | $19165.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1004.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $2010.00           | $2028.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $71962.00          | $71874.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.0000%  | 0.0000% | $4549921.00        | $4652042.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 5.5000%  | 0.0000% | $1722528.00        | $1718092.04        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $2003.00           | $1999.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $965.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $33714.00          | $33744.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $5000.00           | $4962.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.0000%  | 0.0000% | $5001.00           | $5082.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $980.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $12693.00          | $12687.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $79765.00          | $79735.35          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.0000%  | 0.0000% | $12580.00          | $12780.33          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.5000%  | 0.0000% | $5001.00           | $5137.13           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.5000%  | 0.0000% | $5002.00           | $5209.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $25056.00          | $25030.42          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 4.5000%  | 0.0000% | $65471.00          | $62288.21          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.5000%  | 0.0000% | $306324.00         | $318698.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.5000%  | 0.0000% | $5000.00           | $5190.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 5.5000%  | 0.0000% | $51853.00          | $51851.39          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-07-01      | 6.0000%  | 0.0000% | $225808.00         | $231217.87         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-07-01      | 6.0000%  | 0.0000% | $409019.00         | $417946.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $172033.00         | $176249.15         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $3898576.00        | $3972408.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 6.5000%  | 0.0000% | $3085.00           | $3003.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-11-01      | 5.5000%  | 0.0000% | $279895.00         | $279446.87         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $9567.00           | $9754.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.0000%  | 0.0000% | $57152.00          | $56251.87          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $272581.00         | $264845.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-10-01      | 4.2740%  | 0.0000% | $75000.00          | $55381.82          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-03-25      | 2.0000%  | 0.0000% | $806672.00         | $97959.13          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2034-01-01      | 3.7500%  | 0.0000% | $12393.00          | $11438.11          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-11-01      | 6.5000%  | 0.0000% | $1061244.00        | $893153.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 6.5000%  | 0.0000% | $517190.00         | $475022.37         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $1343883.00        | $1262831.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 4.5000%  | 0.0000% | $793461.00         | $745355.31         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1869.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $11183226.00       | $11377135.32       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $2827.00           | $2887.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 4.5000%  | 0.0000% | $13158.00          | $12452.77          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $532106.00         | $502438.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.0000%  | 0.0000% | $98367.00          | $99749.51          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.0000%  | 0.0000% | $1640832.00        | $1673083.97        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 5.0000%  | 0.0000% | $527540.00         | $515667.27         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 7.5000%  | 0.0000% | $5014.00           | $4689.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-07-01      | 5.5000%  | 0.0000% | $332807.00         | $332668.00         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-03-20      | 4.5000%  | 0.0000% | $1000.00           | $73.75             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-05-15      | 4.7500%  | 0.0000% | $1024.00           | $14.12             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2034-04-20      | 5.5000%  | 0.0000% | $30041.00          | $323.47            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-09-20      | 5.5000%  | 0.0000% | $1000.00           | $28.46             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-08-20      | 4.6250%  | 0.0000% | $4537.00           | $60.42             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-08-20      | 5.5000%  | 0.0000% | $1000.00           | $65.08             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-09-20      | 5.5000%  | 0.0000% | $211000.00         | $20935.01          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-01-20      | 6.5000%  | 0.0000% | $1000.00           | $154.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-09-20      | 4.5000%  | 0.0000% | $1001.00           | $100.48            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-11-20      | 4.6250%  | 0.0000% | $1085.00           | $44.52             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-10-20      | 5.0000%  | 0.0000% | $82534.00          | $7753.63           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-03-20      | 4.0000%  | 0.0000% | $21688.00          | $1970.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-04-20      | 6.5000%  | 0.0000% | $1000.00           | $146.84            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-06-20      | 6.0000%  | 0.0000% | $1000.00           | $121.53            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2036-04-20      | 6.0000%  | 0.0000% | $1000.00           | $155.07            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-10-20      | 6.5000%  | 0.0000% | $1000.00           | $120.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-08-20      | 5.5000%  | 0.0000% | $1316.00           | $172.37            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-12-20      | 4.5000%  | 0.0000% | $176455.00         | $117016.69         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-12-20      | 4.0000%  | 0.0000% | $40466.00          | $5598.64           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-02-20      | 3.0000%  | 0.0000% | $1008.00           | $161.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-10-20      | 6.0000%  | 0.0000% | $1000.00           | $252.74            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-05-20      | 3.0000%  | 0.0000% | $5192.00           | $1267.87           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-11-20      | 5.0000%  | 0.0000% | $1000.00           | $270.32            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-05-20      | 2.5000%  | 0.0000% | $17150.00          | $11226.91          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-04-20      | 4.5000%  | 0.0000% | $1000.00           | $446.25            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-04-20      | 6.0000%  | 0.0000% | $1000.00           | $360.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2034-06-20      | 6.0000%  | 0.0000% | $1000.00           | $414.21            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-04-20      | 4.5000%  | 0.0000% | $120208.00         | $105740.93         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-08-20      | 4.5000%  | 0.0000% | $976083.00         | $852313.64         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-02-20      | 2.5000%  | 0.0000% | $421240.00         | $279575.82         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-05-20      | 4.5000%  | 0.0000% | $1000.00           | $634.75            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 5.0000%  | 0.0000% | $1017.00           | $863.72            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 5.5000%  | 0.0000% | $6256.00           | $5003.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 6.0000%  | 0.0000% | $113587.00         | $76266.31          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 5.0000%  | 0.0000% | $42258.00          | $32206.28          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 6.5000%  | 0.0000% | $1001.00           | $528.78            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-11-20      | 4.5000%  | 0.0000% | $643797.00         | $503238.69         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-11-20      | 5.0000%  | 0.0000% | $13217.00          | $10370.44          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-03-20      | 6.0000%  | 0.0000% | $2977897.00        | $1791387.60        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-04-20      | 6.5000%  | 0.0000% | $41185.00          | $20935.86          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-04-20      | 4.5000%  | 0.0000% | $14762.00          | $12645.41          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-12-20      | 5.5000%  | 0.0000% | $54677.00          | $46629.33          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-01-20      | 5.5000%  | 0.0000% | $1000.00           | $840.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-09-15      | 4.5000%  | 0.0000% | $1001.00           | $159.34            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-10-15      | 3.5000%  | 0.0000% | $1000.00           | $83.68             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-04-20      | 4.5000%  | 0.0000% | $3995908.00        | $1644390.59        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-09-20      | 4.5000%  | 0.0000% | $2026667.00        | $945040.40         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-06-20      | 5.0000%  | 0.0000% | $292531.00         | $115892.15         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-07-20      | 5.0000%  | 0.0000% | $825807.00         | $303557.81         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-07-20      | 5.5000%  | 0.0000% | $1496771.00        | $310838.43         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-01-20      | 5.0000%  | 0.0000% | $1126758.00        | $513677.24         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-02-20      | 5.5000%  | 0.0000% | $346175.00         | $132037.90         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-02-20      | 5.0000%  | 0.0000% | $1344326.00        | $287167.67         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-12-20      | 5.5000%  | 0.0000% | $981705.00         | $515681.85         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-08-20      | 6.0000%  | 0.0000% | $4012.00           | $1695.02           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 6.5000%  | 0.0000% | $4042.00           | $1546.99           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-07-20      | 4.0000%  | 0.0000% | $1002.00           | $216.14            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-11-20      | 2.0000%  | 0.0000% | $1000.00           | $563.54            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-12-20      | 4.0000%  | 0.0000% | $25361.00          | $15427.67          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-11-20      | 6.5000%  | 0.0000% | $3001.00           | $2376.47           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-09-20      | 7.0000%  | 0.0000% | $1000.00           | $657.63            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.5000%  | 0.0000% | $421147.00         | $445223.02         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-12-20      | 8.0000%  | 0.0000% | $149299.00         | $63675.88          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-12-15      | 7.5000%  | 0.0000% | $3750.00           | $3953.60           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-11-20      | 8.0000%  | 0.0000% | $1000.00           | $269.99            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-11-20      | 7.5000%  | 0.0000% | $2007.00           | $881.08            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $39677.00          | $41064.51          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-02-20      | 7.5000%  | 0.0000% | $2000.00           | $2113.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-01-20      | 7.5000%  | 0.0000% | $666460.00         | $569215.77         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-03-20      | 5.0000%  | 0.0000% | $10981.00          | $7973.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $316579.00         | $327759.07         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-08-20      | 6.5000%  | 0.0000% | $2191.00           | $1253.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-03-20      | 6.5000%  | 0.0000% | $5097.00           | $5294.38           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.0000%  | 0.0000% | $442602.00         | $453980.56         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-03-20      | 7.0000%  | 0.0000% | $6458.00           | $6686.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1031.12           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.5000%  | 0.0000% | $299289.00         | $311744.53         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.5000%  | 0.0000% | $3237.00           | $3445.46           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 6.5000%  | 0.0000% | $117545.00         | $120712.65         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-03-20      | 6.5000%  | 0.0000% | $230895.00         | $236731.19         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 7.0000%  | 0.0000% | $1234310.00        | $1279381.54        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $974612.00         | $1008981.66        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-06-20      | 6.5000%  | 0.0000% | $345106.00         | $360630.26         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-06-20      | 6.5000%  | 0.0000% | $122890.00         | $128285.93         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.5000%  | 0.0000% | $1369.00           | $1429.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-06-20      | 4.5000%  | 0.0000% | $615133.00         | $567186.52         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-01-20      | 6.5000%  | 0.0000% | $354084.00         | $370271.32         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-06-20      | 6.5000%  | 0.0000% | $747701.00         | $781836.99         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-06-20      | 6.5000%  | 0.0000% | $83659.00          | $87467.58          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-11-20      | 5.5000%  | 0.0000% | $1826367.00        | $1784369.85        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 5.0000%  | 0.0000% | $1214920.00        | $1174398.69        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 5.5000%  | 0.0000% | $1007745.00        | $994159.05         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 5.5000%  | 0.0000% | $3374874.00        | $3332556.87        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $268319.00         | $277627.28         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1026.27           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $37689.00          | $39020.00          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-02-20      | 6.5000%  | 0.0000% | $2000.00           | $2082.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-02-20      | 7.0000%  | 0.0000% | $614711.00         | $636390.00         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-10-20      | 4.5000%  | 0.0000% | $2899000.00        | $29839.37          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-09-20      | 4.5000%  | 0.0000% | $9196370.00        | $60507.86          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-10-20      | 4.5000%  | 0.0000% | $2000.00           | $91.83             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-09-15      | 5.0000%  | 0.0000% | $2819.00           | $110.83            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2029-04-15      | 6.5000%  | 0.0000% | $4384419.00        | $62052.07          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2032-10-20      | 4.7500%  | 0.0000% | $25448.00          | $87.76             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-12-20      | 6.5000%  | 0.0000% | $643092.00         | $16969.08          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2033-01-20      | 6.4500%  | 0.0000% | $797877.00         | $73449.24          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 5.3480%  | 0.0000% | $1965671.00        | $1339128.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2049-05-20      | 4.5000%  | 0.0000% | $22268303.00       | $4396095.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-10-20      | 2.0000%  | 0.0000% | $223770.00         | $108008.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.4780%  | 0.0000% | $55953272.00       | $42131022.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-12-20      | 5.2480%  | 0.0000% | $1137.00           | $783.33            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-05-20      | 4.5000%  | 0.0000% | $1206.00           | $857.11            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-06-20      | 4.5000%  | 0.0000% | $7366336.00        | $5282562.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-02-20      | 5.2480%  | 0.0000% | $1000.00           | $772.38            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-02-20      | 5.2580%  | 0.0000% | $7855997.00        | $6092359.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-03-20      | 5.3480%  | 0.0000% | $368123.00         | $173814.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3480%  | 0.0000% | $7203242.00        | $5647748.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3480%  | 0.0000% | $1000.00           | $460.41            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-10-20      | 6.0000%  | 0.0000% | $4016280.00        | $4093834.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-07-20      | 5.3680%  | 0.0000% | $9393169.00        | $8028490.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-08-20      | 5.3480%  | 0.0000% | $1479986.00        | $982141.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-08-20      | 5.4580%  | 0.0000% | $21972284.00       | $11639367.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-08-20      | 5.5480%  | 0.0000% | $995677.00         | $528885.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-01-20      | 5.4480%  | 0.0000% | $60740608.00       | $31133622.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-12-20      | 5.6480%  | 0.0000% | $743399.00         | $306779.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-12-20      | 5.5980%  | 0.0000% | $24614477.00       | $13393801.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2047-09-20      | 5.5000%  | 0.0000% | $7746523.00        | $2351015.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-02-20      | 5.5480%  | 0.0000% | $973287.00         | $500983.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-02-20      | 5.5000%  | 0.0000% | $55000000.00       | $54743828.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-03-20      | 5.7500%  | 0.0000% | $32538714.00       | $33228263.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-03-20      | 5.5000%  | 0.0000% | $78689718.00       | $79155272.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $50278816.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.7500%  | 0.0000% | $69129316.00       | $69862755.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-05-20      | 5.5000%  | 0.0000% | $32229637.00       | $32545208.11       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $50836633.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $50686783.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-06-20      | 5.5480%  | 0.0000% | $2721133.00        | $1591555.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-08-20      | 5.4080%  | 0.0000% | $1000.00           | $866.84            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-11-20      | 5.9480%  | 0.0000% | $12806.00          | $11599.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-10-20      | 5.3680%  | 0.0000% | $49921037.00       | $46020577.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-01-20      | 5.4480%  | 0.0000% | $1200.00           | $1135.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-02-20      | 5.9980%  | 0.0000% | $12523457.00       | $10640470.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-04-20      | 5.6480%  | 0.0000% | $26674.00          | $26393.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-04-20      | 4.5000%  | 0.0000% | $21620415.00       | $20410863.51       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-06-20      | 6.0000%  | 0.0000% | $99503789.00       | $99997386.35       | Agency Collateralized Mortgage Obligation |

### Security 133: Societe Generale

- **C.1 - Title:** Societe Generale 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: BIV8TGEF4, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV8TGEF4
- **C.18 - Value (incl. sponsor support):** $1050000000.00
- **C.18.a - Value (excl. sponsor support):** $1050000000.00
- **C.19 - Percentage of Net Assets:** 1.3800%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-04-15      | 3.6250%  | 0.0000% | $30702.00          | $65448.98          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 3.8750%  | 0.0000% | $534408.00         | $1151991.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-15      | 3.3750%  | 0.0000% | $317394.00         | $644634.50         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 2.0000%  | 0.0000% | $256830.00         | $416900.50         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 2.3750%  | 0.0000% | $1238370.00        | $2008062.93        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 1.7500%  | 0.0000% | $992922.00         | $1543125.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $371910.00         | $580044.01         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 2.1250%  | 0.0000% | $5922.00           | $8739.28           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 2.1250%  | 0.0000% | $2307984.00        | $3328135.42        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $389634.00         | $429249.44         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $11863362.00       | $13725347.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $10771992.00       | $10675170.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 1.0000%  | 0.0000% | $18979464.00       | $19400920.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $8636166.00        | $8225626.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $6947430.00        | $6387937.15        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.1250%  | 0.0000% | $2545746.00        | $1537608.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 2.3750%  | 0.0000% | $6307476.00        | $6166777.26        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $159357324.00      | $203984379.98      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-15      | 0.1250%  | 0.0000% | $106437282.00      | $129315626.56      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $37425864.00       | $41399495.10       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $147420420.00      | $155174549.13      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $186240558.00      | $207924642.23      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $234423798.00      | $256905610.86      | U.S. Treasuries (including strips) |

### Security 134: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 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: BIV8TN2F2, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8TN2F2
- **C.18 - Value (incl. sponsor support):** $516000000.00
- **C.18.a - Value (excl. sponsor support):** $516000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2038-05-01      | 7.0000%  | 0.0000% | $1908626.67        | $11736.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 4.0000%  | 0.0000% | $43000.00          | $1970.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 4.0000%  | 0.0000% | $4461909.91        | $9245.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 3.0000%  | 0.0000% | $816699.00         | $12239.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 6.0000%  | 0.0000% | $63066.67          | $2164.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 4.5000%  | 0.0000% | $575053.33         | $68992.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 4.0000%  | 0.0000% | $161106.67         | $3025.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 4.0000%  | 0.0000% | $1903314.73        | $302805.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-03-01      | 3.5000%  | 0.0000% | $34400.00          | $8288.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $13186.67          | $3131.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 3.5000%  | 0.0000% | $3928148.04        | $65046.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 4.5000%  | 0.0000% | $134733.33         | $545.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 5.0000%  | 0.0000% | $375103.33         | $3838.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 6.5000%  | 0.0000% | $4279933.33        | $28104.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 4.5000%  | 0.0000% | $177917.37         | $2036.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $31751.20          | $31249.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $584903.77         | $579437.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1256952.49        | $1170507.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $573598.21         | $597793.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $868314.48         | $782201.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $680512.27         | $509395.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1369755.25        | $1145745.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $719161.81         | $719350.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1639638.73        | $1632533.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $324154.07         | $305092.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1618272.32        | $1600958.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $631477.93         | $619004.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $344857.71         | $319253.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $11566946.11       | $10962709.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $2338179.47        | $2217672.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.5000%  | 0.0000% | $728829.36         | $730133.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $2521061.33        | $2606894.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $3273284.99        | $2978697.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1354713.85        | $1412518.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $293256.56         | $281919.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $807718.31         | $782414.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $114666.67         | $121132.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.0000%  | 0.0000% | $1591240.80        | $1609219.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $632883.75         | $634671.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $787760.00         | $810092.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $2384765.67        | $2399948.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.5000%  | 0.0000% | $576383.47         | $559750.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $644022.47         | $644914.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $921045.67         | $961947.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $2020376.21        | $2080644.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $2394916.53        | $2413400.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1028128.28        | $1059503.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $588941.76         | $621730.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 6.0000%  | 0.0000% | $629692.57         | $652520.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $3316878.39        | $3236923.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1103765.28        | $1119712.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $708441.63         | $691460.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1434664.61        | $1461585.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $588721.60         | $621602.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1640695.39        | $1717959.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $759224.63         | $769472.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1123846.85        | $1128748.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1216956.76        | $1255061.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1445219.11        | $1491363.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $1088643.04        | $1034469.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1025667.53        | $1077307.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $706735.39         | $708243.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1350767.60        | $1358162.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $773962.16         | $797419.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $798243.40         | $821667.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 6.0000%  | 0.0000% | $624280.88         | $644784.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1411806.96        | $1460100.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 6.0000%  | 0.0000% | $907919.20         | $927302.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $846560.49         | $863854.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $964859.80         | $992063.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-08-01      | 3.5000%  | 0.0000% | $1467733.33        | $443419.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2057-02-01      | 3.0000%  | 0.0000% | $3101026.41        | $1005586.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2059-01-01      | 3.0000%  | 0.0000% | $48733.33          | $17219.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $4586.67           | $671.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 3.5000%  | 0.0000% | $3624040.00        | $428332.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 3.5000%  | 0.0000% | $3440.00           | $363.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $105493.33         | $29481.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $172000.00         | $34137.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $113895.53         | $4439.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 3.0000%  | 0.0000% | $194933.33         | $30402.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 3.0000%  | 0.0000% | $217866.67         | $48084.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $476268.00         | $173663.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 4.5000%  | 0.0000% | $1835407.99        | $213301.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $442640.85         | $258715.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.5000%  | 0.0000% | $636967.03         | $349340.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.5000%  | 0.0000% | $600981.76         | $203159.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $4244960.00        | $2330116.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1318666.67        | $758166.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $111800.00         | $71604.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.0000%  | 0.0000% | $7090092.84        | $3855208.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $20008.19          | $13754.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $9682746.88        | $6569487.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $1206866.67        | $806273.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1020313.17        | $801807.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 3.5000%  | 0.0000% | $773184.72         | $712664.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $2154368.23        | $2097955.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1498596.44        | $1528295.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $186675.04         | $138324.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.0000%  | 0.0000% | $212806.43         | $136491.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.0000%  | 0.0000% | $748853.60         | $755594.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $1490666.67        | $958434.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 4.5000%  | 0.0000% | $283747.83         | $261307.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 2.0000%  | 0.0000% | $573333.33         | $377295.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $57333.33          | $37422.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $169133.33         | $130455.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $254407.49         | $197891.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $18346.67          | $14404.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $91733.33          | $64647.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.5000%  | 0.0000% | $114666.67         | $75112.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $1459706.67        | $317441.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $3554666.67        | $649584.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $62493.33          | $6086.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $14333.33          | $3121.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.0000%  | 0.0000% | $2199880.00        | $513370.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 2.0000%  | 0.0000% | $487333.33         | $208491.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 2.0000%  | 0.0000% | $14457746.67       | $5724154.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 2.5000%  | 0.0000% | $320134.43         | $141164.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $51600.00          | $27173.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 3.5000%  | 0.0000% | $484466.67         | $249841.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $56921494.81       | $34584048.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $2866666.67        | $1575830.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $22114.04          | $12571.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 1.5000%  | 0.0000% | $92103.13          | $50854.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 2.0000%  | 0.0000% | $1433333.33        | $789451.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $610600.00         | $378467.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 3.5000%  | 0.0000% | $1410586.33        | $845452.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $573333.33         | $342701.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $286959.07         | $158456.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $194892.05         | $121633.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 3.0000%  | 0.0000% | $219384.28         | $81588.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $114666.67         | $72309.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.5000%  | 0.0000% | $16727825.60       | $9876258.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $545813.33         | $357677.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $14333.33          | $10365.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $27435.15          | $17479.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $2524542.04        | $1784841.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $1394060.00        | $1052378.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 6.0000%  | 0.0000% | $286666.67         | $200780.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $22118243.11       | $16786145.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.0000%  | 0.0000% | $61420.63          | $47492.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $1312933.33        | $1034153.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $5733.33           | $4614.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 2.5000%  | 0.0000% | $291671.29         | $226044.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $129137.60         | $98272.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $2122613.01        | $1810709.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1326120.00        | $1144011.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $279259.20         | $230412.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-12-01      | 3.0000%  | 0.0000% | $594213.56         | $416966.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $688000.00         | $630388.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 6.0000%  | 0.0000% | $2857847.08        | $2336652.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 6.0000%  | 0.0000% | $1844507.36        | $1809593.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $7866853.44        | $7070477.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $344000.00         | $346045.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.0000%  | 0.0000% | $2174089.75        | $1857368.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.0000%  | 0.0000% | $50058273.41       | $48931795.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $46853427.23       | $46935342.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $10893.33          | $2671.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-06-01      | 3.5000%  | 0.0000% | $7338666.67        | $796665.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-12-01      | 4.0000%  | 0.0000% | $200737.19         | $1986.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $114666.67         | $53344.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 4.0000%  | 0.0000% | $152506.67         | $24863.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 2.5000%  | 0.0000% | $2178832.93        | $1253636.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.5000%  | 0.0000% | $13760.00          | $3862.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 4.0000%  | 0.0000% | $14906.67          | $3621.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $2293.33           | $1023.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 3.5000%  | 0.0000% | $9173.33           | $4446.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $15877017.85       | $10204373.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $3090950.08        | $2039918.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $1554000.51        | $1041052.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.0000%  | 0.0000% | $28831.21          | $17113.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $200914.35         | $133149.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $142186.67         | $94871.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.5000%  | 0.0000% | $12040.00          | $7311.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $24898925.25       | $17916302.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 3.5000%  | 0.0000% | $10359530.76       | $1881446.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $1261333.33        | $829954.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $761960.00         | $504368.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.0000%  | 0.0000% | $670226.67         | $490035.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $57333.33          | $37495.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.5000%  | 0.0000% | $1720000.00        | $1054391.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.5000%  | 0.0000% | $2125723.35        | $1429216.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $5472033.23        | $3697133.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.5000%  | 0.0000% | $173138.07         | $122136.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $57333.33          | $46542.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 3.0000%  | 0.0000% | $372369.68         | $259760.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $2931086.97        | $2013744.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 4.5000%  | 0.0000% | $86000.00          | $57519.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $13760.00          | $10317.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $91733.33          | $73819.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $4300000.00        | $3440007.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $5965111.36        | $4678431.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 2.5000%  | 0.0000% | $383560.00         | $304022.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $380480.05         | $312857.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 1.5000%  | 0.0000% | $18786378.93       | $12592269.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $2866.67           | $2296.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $68673.87          | $51910.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.0000%  | 0.0000% | $153653.33         | $131309.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $51600.00          | $48032.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 3.0000%  | 0.0000% | $6850497.99        | $5486793.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.0000%  | 0.0000% | $18920.00          | $14097.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $10460833.03       | $8984718.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.0000%  | 0.0000% | $1197928.40        | $1190081.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $8404421.67        | $8645355.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $1520639.39        | $1459594.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-11-01      | 6.5000%  | 0.0000% | $2293333.33        | $28889.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 6.0000%  | 0.0000% | $120400.00         | $901.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 5.5000%  | 0.0000% | $48878.96          | $3855.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-01-01      | 4.5000%  | 0.0000% | $1195057.72        | $17824.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 5.0000%  | 0.0000% | $5618666.67        | $49550.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-11-01      | 2.5000%  | 0.0000% | $1247000.00        | $39748.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 4.5000%  | 0.0000% | $130671.27         | $3273.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 4.5000%  | 0.0000% | $29014.11          | $1703.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $445480.00         | $14952.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-11-01      | 5.5000%  | 0.0000% | $94026.67          | $3324.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 4.0000%  | 0.0000% | $14333.33          | $1470.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 2.0000%  | 0.0000% | $275850.73         | $7584.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $80266.67          | $9949.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $5786653.33        | $803593.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $107786.67         | $13130.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-08-01      | 4.0000%  | 0.0000% | $303840.29         | $31452.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 1.5000%  | 0.0000% | $401333.33         | $233958.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 2.0000%  | 0.0000% | $1146666.67        | $508313.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $9746.67           | $1348.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $91733.33          | $27763.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 4.5000%  | 0.0000% | $47586.67          | $12046.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $8242240.00        | $6122677.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.5000%  | 0.0000% | $14593942.57       | $9444028.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 2.0000%  | 0.0000% | $4014717.93        | $2725534.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $187207.67         | $145392.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $278640.00         | $212049.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $172000.00         | $126255.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $2201026.67        | $1770465.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $2474244.08        | $1961283.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $3667886.24        | $3047562.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 5.0000%  | 0.0000% | $1720.00           | $1227.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $93138241.95       | $81003199.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 3.5000%  | 0.0000% | $1738558.23        | $1429191.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 4.0000%  | 0.0000% | $573.33            | $471.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.0000%  | 0.0000% | $739847.68         | $375392.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 6.5000%  | 0.0000% | $1269751.01        | $293676.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-01      | 5.5000%  | 0.0000% | $888666.67         | $771320.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $4365360.00        | $4076342.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $5995752.01        | $5710255.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 4.5000%  | 0.0000% | $26946.67          | $25041.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $12575090.28       | $12075848.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 5.5000%  | 0.0000% | $272333.33         | $268078.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 4.5000%  | 0.0000% | $2911896.93        | $2758760.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 5.5000%  | 0.0000% | $355609.43         | $352112.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $6734365.31        | $6508428.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.0000%  | 0.0000% | $613949.99         | $604443.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.5000%  | 0.0000% | $116960.00         | $2242.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $4026625.49        | $183713.10         | Agency Mortgage-Backed Securities |

### Security 135: Wells Fargo Bank, N.A.

- **C.1 - Title:** Wells Fargo Bank, N.A. 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: BIV8TN2L9, C.3 - LEI: KB1H1DSPRFMYMCUFXT09, C.5 - Other ID: BIV8TN2L9
- **C.18 - Value (incl. sponsor support):** $2350000000.00
- **C.18.a - Value (excl. sponsor support):** $2350000000.00
- **C.19 - Percentage of Net Assets:** 3.1000%
- **C.17 - Yield as of Reporting Date:** 4.3600%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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      | 3.0000%  | 0.0000% | $336921.07         | $222805.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.0000%  | 0.0000% | $784.12            | $540.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 6.0000%  | 0.0000% | $23346266.92       | $18179195.52       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $15962602.95       | $12230327.96       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 6.0000%  | 0.0000% | $9791666.67        | $8661216.23        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.5000%  | 0.0000% | $78333.33          | $63156.05          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.5000%  | 0.0000% | $21833066.67       | $17872563.95       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 3.5000%  | 0.0000% | $15948.67          | $1451.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 3.0000%  | 0.0000% | $36754014.88       | $14537859.96       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $16022281.98       | $13487363.96       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $4801833.33        | $4369966.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 4.5000%  | 0.0000% | $14100.00          | $2272.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 4.2500%  | 0.0000% | $1192350.05        | $1177328.43        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2025-10-01      | 0.0000%  | 0.0000% | $5457483.33        | $5417261.68        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2049-09-01      | 3.0000%  | 0.0000% | $5484.12           | $865.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $3460637.42        | $2314110.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 6.0000%  | 0.0000% | $336039.03         | $258304.14         | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2036-02-26      | 3.1250%  | 0.0000% | $4700000.00        | $4115765.85        | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2037-04-28      | 3.3300%  | 0.0000% | $5875000.00        | $5063265.94        | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2038-01-26      | 3.3100%  | 0.0000% | $5717550.00        | $4851739.82        | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2034-09-27      | 2.4000%  | 0.0000% | $564783.33         | $478166.28         | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2036-10-06      | 2.0800%  | 0.0000% | $10382300.00       | $7975729.00        | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2036-12-22      | 1.9800%  | 0.0000% | $16714766.67       | $12539000.08       | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2037-03-30      | 3.0800%  | 0.0000% | $7833333.33        | $6608252.22        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.0000%  | 0.0000% | $783.33            | $518.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $13118351.73       | $11078693.51       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $11391112.70       | $8520001.11        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 3.5000%  | 0.0000% | $783.33            | $118.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $23965336.03       | $18467365.82       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 5.1900%  | 0.0000% | $1188316.67        | $1201510.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 3.0000%  | 0.0000% | $783.33            | $418.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $845216.67         | $510505.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 7.0000%  | 0.0000% | $20662766.67       | $18038307.50       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $10879.72          | $10357.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $12574964.37       | $11146222.92       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $783.33            | $784.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $18293846.03       | $9259104.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $13630846.00       | $7951290.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 3.5000%  | 0.0000% | $783.33            | $467.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $16652839.47       | $12298932.59       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $2572.47           | $212.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $32390561.52       | $20511513.04       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $48428.80          | $42545.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $18079333.33       | $16195365.67       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $9335413.38        | $9509465.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 5.5000%  | 0.0000% | $1317298.77        | $1318607.89        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 5.5000%  | 0.0000% | $17342727.40       | $15143010.27       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1813442.52        | $1811714.71        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-05-20      | 3.5000%  | 0.0000% | $195833333.33      | $22922109.86       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-03-20      | 3.5000%  | 0.0000% | $6417.07           | $760.96            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $783.33            | $78.22             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-06-20      | 5.0000%  | 0.0000% | $25850000.00       | $1986357.20        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-09-20      | 4.0000%  | 0.0000% | $22081687.27       | $2082521.61        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $9522751.47        | $2597433.00        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $1725106.02        | $1213326.54        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $22854426.02       | $12004353.48       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $19583333.33       | $10317534.53       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $17529214.00       | $10001865.42       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $19583333.33       | $11567487.25       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $12533333.33       | $7970966.67        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $416883.73         | $332528.58         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $9250297.17        | $6924525.30        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $783.33            | $589.35            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 5.5000%  | 0.0000% | $1285877.70        | $928057.41         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $23561031.85       | $14243393.02       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $17615365.78       | $12893818.83       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $19583333.33       | $16819587.74       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $281580.13         | $152852.95         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-20      | 4.5000%  | 0.0000% | $1966009.22        | $1773947.39        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-11-20      | 6.0000%  | 0.0000% | $19583333.33       | $13100336.01       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $19583333.33       | $14052983.26       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $8949583.33        | $7616476.12        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $4495908.77        | $1413635.51        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-01-20      | 4.5000%  | 0.0000% | $43735560.17       | $7205431.58        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $5175365.83        | $1110445.28        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $2817751.05        | $1556538.98        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $1246324.85        | $993414.82         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $2500002.85        | $1661027.90        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $1290098.30        | $874298.92         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 2.5000%  | 0.0000% | $3718661.93        | $1576110.04        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $13664082.05       | $13757012.77       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $18092512.13       | $16646831.35       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $8760535.23        | $8267089.66        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $19846228.62       | $18482633.71       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 6.0000%  | 0.0000% | $2440409.98        | $2164531.19        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $2484347.93        | $1525623.63        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $843159.63         | $865416.80         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $4351187.15        | $4182811.59        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $3779577.85        | $2586769.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $2608722.47        | $1956826.38        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $844806.20         | $864215.86         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 7.5000%  | 0.0000% | $4298764.13        | $4611478.60        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $8590212.72        | $8241516.99        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $3353460.18        | $3211036.39        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $797360.48         | $639424.22         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $817413.03         | $669092.21         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $1770970.18        | $1783104.82        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $1023217.42        | $1071620.12        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $4267839.70        | $4404310.36        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $2935388.13        | $3088484.42        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $1768989.92        | $1533046.45        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1968375.67        | $1969393.05        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1340822.27        | $1369950.85        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1095038.90        | $1119593.13        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $862798.58         | $914870.47         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1052002.57        | $1114913.69        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $6257044.20        | $6607643.44        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $90005.78          | $93304.10          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $948326.83         | $986666.75         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $1589482.82        | $1596480.37        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $154832.88         | $159072.71         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $171752.10         | $176482.48         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $18631036.57       | $18691556.42       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1567580.03        | $1630740.28        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1853656.50        | $1924724.00        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $369955.80         | $379710.51         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $62266.38          | $63988.18          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $918032.20         | $921848.79         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $338538.65         | $347415.70         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2976092.48        | $3100160.00        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $164758.50         | $170497.00         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $200509.05         | $207046.52         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $240060.33         | $246181.96         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $163444.07         | $168311.81         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1048435.27        | $1094605.77        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $78000.42          | $80659.96          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1277084.00        | $1249657.25        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1137975.75        | $1144017.35        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1115530.12        | $1121157.17        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-05-20      | 6.0000%  | 0.0000% | $823503.45         | $845773.36         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1609751.57        | $1677504.42        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $963150.63         | $989767.58         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1570390.63        | $1679218.70        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1970191.43        | $2107194.78        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1847126.63        | $1975709.34        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1556477.85        | $1659233.76        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1090237.85        | $1159165.28        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1759268.75        | $1879677.94        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2673895.80        | $2857277.38        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $5721656.23        | $6093692.18        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $923517.88         | $979098.54         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2763607.83        | $2926321.91        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1045442.15        | $1110191.06        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1660325.13        | $1760017.04        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $214568.32         | $220205.32         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $204183.67         | $209947.97         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $62240.53          | $63961.81          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $338693.75         | $348102.70         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $277581.22         | $275684.69         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $7776526.78        | $8103074.35        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $935527.17         | $958856.80         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $370249.55         | $380427.79         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $89322.72          | $92179.23          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2671997.00        | $2782487.42        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $349974.53         | $359241.90         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $101244.27         | $103701.87         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $803998.45         | $859526.15         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1299418.40        | $1382441.42        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $100906.65         | $104360.79         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $245451.23         | $252119.24         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $88419.53          | $90930.67          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $116593.68         | $120077.76         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $76835.60          | $79239.70          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $3408139.98        | $3504971.96        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $647743.82         | $687660.67         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1798681.38        | $1909543.88        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $10887121.52       | $11677546.50       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1195186.50        | $1268807.47        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $860660.87         | $913703.15         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $783.33            | $807.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $174166.33         | $179395.69         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $56171.27          | $57982.61          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $402753.18         | $414254.04         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $161324.37         | $166026.86         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $56074.92          | $57698.49          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $74510.67          | $76574.90          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $783.33            | $810.59            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $783.33            | $806.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $414660.63         | $426266.76         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $802.13            | $829.22            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $789.60            | $816.50            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $6339710.15        | $6497087.11        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $783.33            | $790.06            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $2562421.20        | $2600044.37        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $70666.85          | $73037.23          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $101713.48         | $105219.99         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $54204.32          | $56102.95          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $2435002.63        | $2572991.00        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $2363495.27        | $2497292.62        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $2046767.75        | $2169759.34        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1973480.65        | $2095822.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $951046.57         | $1006174.55        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1089991.88        | $1153626.03        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $80018.28          | $82444.28          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $194786.02         | $200610.39         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $167113.20         | $171687.84         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $129902.52         | $133523.96         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $89787.23          | $92325.22          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $107895.55         | $111009.53         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $1193386.40        | $1201571.57        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $805771.92         | $805636.30         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $568929.52         | $582608.59         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $586364.95         | $601657.21         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $2229245.25        | $2241413.39        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $125153.95         | $128590.83         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $5322697.52        | $5343975.16        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $85605.02          | $88368.02          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $2405680.12        | $2416496.41        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $3885981.93        | $4010473.25        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $6223139.97        | $6416779.19        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $6232435.78        | $6416797.47        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $7011489.77        | $7218896.65        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $4924207.23        | $5055539.97        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $7238175.47        | $7546145.04        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $101083.68         | $103759.12         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $401347.10         | $412427.62         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $2633275.27        | $522205.26         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-08-16      | 2.5000%  | 0.0000% | $2089084.98        | $1877737.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 2.5000%  | 0.0000% | $13039092.50       | $774337.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-10-20      | 3.0000%  | 0.0000% | $646600.15         | $559260.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 2.5000%  | 0.0000% | $2906334.30        | $403905.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-16      | 2.3000%  | 0.0000% | $2796500.00        | $299863.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $1253333.33        | $227035.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 3.0000%  | 0.0000% | $7525231.10        | $1630888.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 1.0000%  | 0.0000% | $3130167.88        | $1470049.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $24805571.48       | $14713289.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $14413333.33       | $9692806.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $6942785.17        | $4583343.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $26281851.67       | $14689148.69       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-05-20      | 3.0000%  | 0.0000% | $2820000.00        | $394864.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3980%  | 0.0000% | $78333333.33       | $36099634.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.8480%  | 0.0000% | $6272113.18        | $4642793.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.7980%  | 0.0000% | $11897266.67       | $8484944.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.3980%  | 0.0000% | $58750000.00       | $38910618.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.6980%  | 0.0000% | $24283333.33       | $13288140.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.9480%  | 0.0000% | $30788996.57       | $20282731.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.8480%  | 0.0000% | $28127077.93       | $17621351.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.7480%  | 0.0000% | $28692341.45       | $11521605.36       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8480%  | 0.0000% | $38970516.08       | $16595136.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.6480%  | 0.0000% | $6838211.73        | $4806934.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $39166666.67       | $39239138.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $39166666.67       | $39000573.88       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.5000%  | 0.0000% | $16442166.67       | $14796307.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1250%  | 0.0000% | $78333333.33       | $49023476.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1250%  | 0.0000% | $38063369.87       | $24355743.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $39166666.67       | $39458432.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $47000000.00       | $47055757.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $39166666.67       | $39386052.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 5.5000%  | 0.0000% | $6912916.67        | $3417224.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $15666666.67       | $15772390.57       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 5.5000%  | 0.0000% | $34858333.33       | $26273064.03       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $35250000.00       | $35594733.23       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.5000%  | 0.0000% | $39166666.67       | $39379041.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.7500%  | 0.0000% | $39166666.67       | $39703628.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.7500%  | 0.0000% | $783.33            | $798.48            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $39166666.67       | $39563281.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 4.5000%  | 0.0000% | $33452055.73       | $27240736.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.5980%  | 0.0000% | $39166666.67       | $32383612.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.2500%  | 0.0000% | $19583333.33       | $18912995.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.0000%  | 0.0000% | $39166666.67       | $37466076.09       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 5.0000%  | 0.0000% | $12122710.00       | $11313900.95       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $19583333.33       | $18313249.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $15666666.67       | $14822604.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $19583333.33       | $18291649.29       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $19583333.33       | $18403548.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.1480%  | 0.0000% | $7377383.20        | $4301261.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $19583333.33       | $18288535.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.0000%  | 0.0000% | $19707883.33       | $19500934.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $3149000.00        | $2976918.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 5.0000%  | 0.0000% | $7773016.67        | $7636526.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.3980%  | 0.0000% | $12811153.47       | $12664997.14       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.5000%  | 0.0000% | $23657450.00       | $22462539.37       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $28145950.00       | $26137921.69       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 4.5000%  | 0.0000% | $17233333.33       | $16806778.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $809711.30         | $813104.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $3004083.33        | $2787653.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $6283900.00        | $6209587.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $4862933.33        | $4580701.65        | Agency Collateralized Mortgage Obligation |
| Tennessee Valley Authority               | 2036-03-15      | 0.0000%  | 0.0000% | $3880633.33        | $2288968.29        | Agency Debentures and Agency Strips       |
| Tennessee Valley Authority               | 2034-01-15      | 0.0000%  | 0.0000% | $783.33            | $516.70            | Agency Debentures and Agency Strips       |
| U.S. Treasury                            | 2044-05-15      | 3.3750%  | 0.0000% | $26543015.00       | $21684019.38       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.2500%  | 0.0000% | $626.67            | $515.29            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $5485448.33        | $5056232.55        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-05-15      | 5.0000%  | 0.0000% | $728421.67         | $744543.06         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 3.7500%  | 0.0000% | $235.00            | $234.57            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-15      | 4.6250%  | 0.0000% | $78.33             | $79.71             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-08-31      | 3.7500%  | 0.0000% | $78.33             | $78.17             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-15      | 3.3750%  | 0.0000% | $940.00            | $941.54            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-31      | 4.1250%  | 0.0000% | $230353110.00      | $234394079.43      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-11-15      | 4.2500%  | 0.0000% | $177083466.67      | $177330084.26      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-05-15      | 0.0000%  | 0.0000% | $163460516.67      | $116486541.07      | U.S. Treasuries (including strips)        |

### Security 136: Societe Generale

- **C.1 - Title:** Societe Generale 4.350000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TN2V7, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV8TN2V7
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $121497320.00      | $111627242.22      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $90255480.00       | $89601609.46       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $2776900.00        | $2771150.54        | U.S. Treasuries (including strips) |

### Security 137: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TN304, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV8TN304
- **C.18 - Value (incl. sponsor support):** $715650000.00
- **C.18.a - Value (excl. sponsor support):** $715650000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $62125000.00       | $63627665.22       | U.S. Treasuries (including strips) |
| TREASURY NOTE 1.25 30-JUN-2028  | 2028-06-30      | 1.2500%  | 0.0000% | $227812500.00      | $232312989.13      | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.125 30-SEP-2027 | 2027-09-30      | 4.1250%  | 0.0000% | $29962500.00       | $30542376.15       | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.875 15-OCT-2027 | 2027-10-15      | 3.8750%  | 0.0000% | $198250000.00      | $202098045.25      | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.0 15-DEC-2027   | 2027-12-15      | 4.0000%  | 0.0000% | $197500000.00      | $201475452.40      | U.S. Treasuries (including strips) |

### Security 138: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 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: BIV8TN312, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8TN312
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2050-10-25      | 1.5000%  | 0.0000% | $5000000.00        | $3170190.00        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2048-10-25      | 2.5000%  | 0.0000% | $2078000.00        | $50938.90          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2048-01-25      | 3.0000%  | 0.0000% | $16659500.00       | $2189889.48        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-04-25      | 3.0000%  | 0.0000% | $907620.00         | $878800.34         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2050-02-25      | 4.5000%  | 0.0000% | $6684310.00        | $1278289.63        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2049-09-25      | 3.0000%  | 0.0000% | $100000.00         | $62060.21          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2033-06-25      | 5.0000%  | 0.0000% | $475000.00         | $364162.10         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-10-25      | 5.1700%  | 0.0000% | $51296367.00       | $34964297.90       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-12-25      | 5.0000%  | 0.0000% | $4023217.50        | $3057554.02        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2035-12-25      | 5.0000%  | 0.0000% | $1706642.50        | $1625739.43        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-02-25      | 5.0000%  | 0.0000% | $897650.50         | $836482.50         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 5.5000%  | 0.0000% | $16380727.50       | $15977364.98       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 4.5000%  | 0.0000% | $809944.00         | $727517.62         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.2900%  | 0.0000% | $60950000.00       | $56661396.31       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 5.5500%  | 0.0000% | $38000000.00       | $35365957.05       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.0000%  | 0.0000% | $2559235.00        | $2366196.17        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.0000%  | 0.0000% | $916526.50         | $830149.99         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.0000%  | 0.0000% | $1432321.00        | $1326772.79        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-10-25      | 5.0000%  | 0.0000% | $1020000.00        | $995445.73         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.0000%  | 0.0000% | $427217.50         | $394907.33         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 6.0000%  | 0.0000% | $40500000.00       | $39303306.99       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 6.0000%  | 0.0000% | $50000000.00       | $48564197.19       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 5.0000%  | 0.0000% | $4026630.00        | $3601408.48        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-07-25      | 4.0000%  | 0.0000% | $359749.00         | $303689.79         | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2035-01-16      | 5.0000%  | 0.0000% | $56500.00          | $6383.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 1.7500%  | 0.0000% | $115000.00         | $9061.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-16      | 5.0000%  | 0.0000% | $3807.00           | $3465.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 5.0000%  | 0.0000% | $7455.00           | $6139.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-16      | 4.2500%  | 0.0000% | $32427.50          | $24718.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 4.5000%  | 0.0000% | $4608.00           | $4466.40           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.5000%  | 0.0000% | $24158.50          | $18024.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $23073.00          | $18931.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $12256.00          | $12095.87          | Agency Collateralized Mortgage Obligation |

### Security 139: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.440000%
- **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: BIV8TNH82, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TNH82
- **C.18 - Value (incl. sponsor support):** $680000000.00
- **C.18.a - Value (excl. sponsor support):** $680000000.00
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2026-07-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2029-07-15      | 6.0000%  | 0.0000% | $325000.00         | $2541.36           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-04-25      | 2.0000%  | 0.0000% | $65000000.00       | $160174.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-04-25      | 3.0000%  | 0.0000% | $5350000.00        | $493008.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-25      | 3.0000%  | 0.0000% | $999756.00         | $284120.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-25      | 3.5000%  | 0.0000% | $16997000.00       | $4723341.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 5.3500%  | 0.0000% | $99994800.00       | $76138216.93       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 5.5000%  | 0.0000% | $7400000.00        | $5509777.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2049-01-25      | 1.2500%  | 0.0000% | $43319440.00       | $26364978.58       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 5.3000%  | 0.0000% | $172972000.00      | $156547635.07      | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 5.5000%  | 0.0000% | $132875520.00      | $119675231.95      | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2032-07-15      | 6.0000%  | 0.0000% | $11372928.00       | $93063.29          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-09-15      | 6.0000%  | 0.0000% | $5000.00           | $202.24            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-04-15      | 6.0000%  | 0.0000% | $3296940.00        | $416874.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-02-25      | 5.5000%  | 0.0000% | $2000000.00        | $369260.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-04-20      | 5.0000%  | 0.0000% | $13000.00          | $572.35            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-20      | 5.1567%  | 0.0000% | $5518000.00        | $176909.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-10-20      | 4.7867%  | 0.0000% | $409999.00         | $27909.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-08-20      | 4.7867%  | 0.0000% | $700000.00         | $10246.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-20      | 4.7867%  | 0.0000% | $4810000.00        | $35168.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-10-20      | 5.1867%  | 0.0000% | $1900000.00        | $167407.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-12-20      | 5.1367%  | 0.0000% | $2350000.00        | $14517.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-11-20      | 5.0867%  | 0.0000% | $4100000.00        | $828351.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-09-20      | 5.7500%  | 0.0000% | $10000000.00       | $231585.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-20      | 5.5867%  | 0.0000% | $100000.00         | $23607.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 5.2167%  | 0.0000% | $379080.00         | $65379.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 4.8367%  | 0.0000% | $1195000.00        | $179965.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | 4.9735%  | 0.0000% | $8821088.00        | $2903825.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $3415000.00        | $3369482.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 5.2500%  | 0.0000% | $32238656.00       | $32239945.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-04-20      | 5.1380%  | 0.0000% | $999736.00         | $954274.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-04-20      | 5.1480%  | 0.0000% | $100000.00         | $89166.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 7.5000%  | 0.0000% | $23069952.00       | $22119180.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $40489344.00       | $40709173.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.4780%  | 0.0000% | $50000000.00       | $37637317.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $50939433.35       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.4080%  | 0.0000% | $22167100.00       | $21124036.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.4480%  | 0.0000% | $68258000.00       | $59495341.63       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.6980%  | 0.0000% | $30000000.00       | $29478778.10       | Agency Collateralized Mortgage Obligation |

### Security 140: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TNH90, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: BIV8TNH90
- **C.18 - Value (incl. sponsor support):** $758842857.10
- **C.18.a - Value (excl. sponsor support):** $758842857.10
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 2.5 15-FEB-2045   | 2045-02-15      | 2.5000%  | 0.0000% | $235500000.00      | $247275000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-FEB-2050   | 2050-02-15      | 2.0000%  | 0.0000% | $293600000.00      | $308280000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 1.875 15-FEB-2051 | 2051-02-15      | 1.8750%  | 0.0000% | $229742857.14      | $241230000.00      | U.S. Treasuries (including strips) |

### Security 141: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT2J1, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV8TT2J1
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-07
- **C.12 - Maturity Date (WAL):** 2025-08-07
- **C.13 - Final Legal Maturity Date:** 2025-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2041-12-25      | 4.5000%  | 0.0000% | $1495590.00        | $36763.39          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 3.5000%  | 0.0000% | $500000.00         | $342411.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 4.5000%  | 0.0000% | $231367.00         | $213274.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.0000%  | 0.0000% | $10000000.00       | $997073.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-10-25      | 2.0000%  | 0.0000% | $16978520.00       | $717560.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-06-25      | 2.0000%  | 0.0000% | $5000000.00        | $123203.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-04-25      | 3.5000%  | 0.0000% | $3000000.00        | $353251.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-08-25      | 3.0000%  | 0.0000% | $500000.00         | $39444.31          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-01-25      | 3.0000%  | 0.0000% | $1382271.00        | $1161708.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 3.0000%  | 0.0000% | $1000000.00        | $158241.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-25      | 3.0000%  | 0.0000% | $498965.00         | $282.66            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 2.0000%  | 0.0000% | $1286321.00        | $678779.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-05-25      | 3.0000%  | 0.0000% | $3931196.00        | $3231875.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-03-25      | 3.0000%  | 0.0000% | $1100000.00        | $135627.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | 2.0000%  | 0.0000% | $545000.00         | $35056.49          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-11-25      | 2.3500%  | 0.0000% | $155000.00         | $6379.63           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-01-25      | 3.0000%  | 0.0000% | $40000.00          | $31212.76          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 3.0000%  | 0.0000% | $500000.00         | $64779.89          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-06-25      | 3.5000%  | 0.0000% | $1700000.00        | $1052616.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-06-25      | 3.5000%  | 0.0000% | $1500000.00        | $985087.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-08-25      | 3.0000%  | 0.0000% | $10000000.00       | $888823.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 3.0000%  | 0.0000% | $559433.00         | $439446.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 3.0000%  | 0.0000% | $5086000.00        | $4414183.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-09-25      | 3.0000%  | 0.0000% | $1375000.00        | $144047.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-25      | 3.6100%  | 0.0000% | $70000.00          | $58840.62          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-10-25      | 3.5000%  | 0.0000% | $300000.00         | $76888.85          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-04-25      | 4.0039%  | 0.0000% | $120000.00         | $51246.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-25      | 3.5000%  | 0.0000% | $23000000.00       | $3535090.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-25      | 2.5000%  | 0.0000% | $2729270.00        | $2108181.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-10-25      | 1.0860%  | 0.0000% | $705000.00         | $406951.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-10-25      | 0.8780%  | 0.0000% | $3000000.00        | $680440.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-11-25      | 1.2552%  | 0.0000% | $1300000.00        | $957961.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-25      | 1.4620%  | 0.0000% | $10700000.00       | $8269530.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-25      | 0.8330%  | 0.0000% | $3000000.00        | $2115906.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-03-25      | 1.7251%  | 0.0000% | $1000000.00        | $501926.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-01-25      | 1.1810%  | 0.0000% | $115000.00         | $11374.68          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-03-25      | 1.1980%  | 0.0000% | $1050000.00        | $874097.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-10-25      | 1.8399%  | 0.0000% | $10028111.00       | $9132021.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-11-25      | 0.5000%  | 0.0000% | $5710000.00        | $3504321.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-10-25      | 2.5000%  | 0.0000% | $6216800.00        | $4014008.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-09-25      | 2.5000%  | 0.0000% | $980000.00         | $583649.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-01-25      | 2.3459%  | 0.0000% | $1495000.00        | $1257001.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-25      | 2.0000%  | 0.0000% | $4700000.00        | $2768603.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-06-25      | 3.0000%  | 0.0000% | $329573.00         | $212654.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.0000%  | 0.0000% | $6000000.00        | $3500584.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 2.0000%  | 0.0000% | $56766.00          | $40102.21          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 4.0000%  | 0.0000% | $6229000.00        | $4442934.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-09-25      | 3.7592%  | 0.0000% | $5000000.00        | $95356.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-04-25      | 3.4337%  | 0.0000% | $1500000.00        | $1415437.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-25      | 5.5000%  | 0.0000% | $15000.00          | $13487.64          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 4.7500%  | 0.0000% | $220000.00         | $212945.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 5.0000%  | 0.0000% | $1714424.00        | $1483181.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 5.0000%  | 0.0000% | $2482032.00        | $2293957.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.1250%  | 0.0000% | $10793008.00       | $7302218.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.0000%  | 0.0000% | $3949447.00        | $3675903.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 5.5000%  | 0.0000% | $2104962.00        | $2050894.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 5.0000%  | 0.0000% | $4493000.00        | $4325173.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-04-25      | 5.0000%  | 0.0000% | $3631007.00        | $3513743.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 5.0000%  | 0.0000% | $4460061.00        | $4126112.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-12-01      | 0.0000%  | 0.0000% | $327496113.00      | $539831.09         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-12-01      | 5.5000%  | 0.0000% | $955757.00         | $956.53            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2027-04-01      | 3.0000%  | 0.0000% | $1400000.00        | $426.89            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-11-01      | 4.5000%  | 0.0000% | $700000.00         | $4312.40           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2035-08-25      | 5.5000%  | 0.0000% | $800000.00         | $17865.55          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-12-25      | 4.5000%  | 0.0000% | $37500000.00       | $302810.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $117435206.00      | $78035862.59       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2034-09-20      | 4.0000%  | 0.0000% | $108092.00         | $122.86            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-20      | 5.4430%  | 0.0000% | $1900000.00        | $71024.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-20      | 4.8367%  | 0.0000% | $2450000.00        | $140275.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-11-20      | 4.8867%  | 0.0000% | $600000.00         | $24343.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-20      | 4.9367%  | 0.0000% | $100000.00         | $7860.15           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-20      | 4.8867%  | 0.0000% | $3610000.00        | $261653.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-20      | 4.8367%  | 0.0000% | $1150000.00        | $100640.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-20      | 5.1367%  | 0.0000% | $1500000.00        | $78258.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-05-20      | 5.1367%  | 0.0000% | $1681000.00        | $575.65            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-12-20      | 5.1367%  | 0.0000% | $3650000.00        | $22549.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-20      | 5.0167%  | 0.0000% | $370000.00         | $299.67            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-08-20      | 2.0000%  | 0.0000% | $400000.00         | $318117.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-12-20      | 5.0662%  | 0.0000% | $2550000.00        | $1075702.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | 4.9775%  | 0.0000% | $395000.00         | $170375.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-20      | 4.9219%  | 0.0000% | $7000000.00        | $2287073.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 5.1867%  | 0.0000% | $570000.00         | $116467.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 5.0367%  | 0.0000% | $166000.00         | $8583.01           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 5.4367%  | 0.0000% | $80000.00          | $18355.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 5.2367%  | 0.0000% | $2747257.00        | $514154.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-06-20      | 5.1607%  | 0.0000% | $7000000.00        | $1087057.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-11-20      | 3.0000%  | 0.0000% | $1200000.00        | $3979.42           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 2.5000%  | 0.0000% | $14500000.00       | $724452.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-20      | 4.0000%  | 0.0000% | $8395000.00        | $46881.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-05-20      | 2.0000%  | 0.0000% | $5508000.00        | $28697.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2027-08-20      | 1.5000%  | 0.0000% | $1440000.00        | $26296.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-16      | 2.7855%  | 0.0000% | $2400000.00        | $330757.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-20      | 4.0000%  | 0.0000% | $3818169.00        | $1427561.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-20      | 3.0000%  | 0.0000% | $5500000.00        | $48284.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-03-20      | 2.7500%  | 0.0000% | $11041104.00       | $966835.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-16      | 2.2500%  | 0.0000% | $9842000.00        | $214589.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 3.0000%  | 0.0000% | $516617.00         | $456774.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-16      | 2.2500%  | 0.0000% | $7035000.00        | $651918.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 3.0000%  | 0.0000% | $3428603.00        | $532262.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-05-20      | 2.0000%  | 0.0000% | $22099978.00       | $1296310.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $175000.00         | $28165.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 2.5000%  | 0.0000% | $320000.00         | $17448.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-16      | 3.0000%  | 0.0000% | $3747733.00        | $544255.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 2.5000%  | 0.0000% | $1000000.00        | $439586.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | 4.7367%  | 0.0000% | $900000.00         | $76867.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-07-20      | 5.7854%  | 0.0000% | $10500000.00       | $3296898.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-10-20      | 5.1828%  | 0.0000% | $9500000.00        | $3352472.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-12-20      | 5.0367%  | 0.0000% | $7000000.00        | $2969857.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-10-20      | 4.8367%  | 0.0000% | $70000.00          | $2083.18           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-04-20      | 4.5700%  | 0.0000% | $95000.00          | $3236.98           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-06-20      | 4.9274%  | 0.0000% | $3221344.00        | $1012414.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-16      | 2.2500%  | 0.0000% | $60000.00          | $27248.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-06-20      | 6.3480%  | 0.0000% | $5000000.00        | $2060885.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 4.8867%  | 0.0000% | $600000.00         | $359662.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-08-20      | 4.8367%  | 0.0000% | $600000.00         | $124756.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-04-20      | 5.8480%  | 0.0000% | $5000000.00        | $4085470.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-11-20      | 6.0167%  | 0.0000% | $1000000.00        | $354376.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-11-20      | 5.1867%  | 0.0000% | $25000000.00       | $16172831.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-04-20      | 4.7867%  | 0.0000% | $2400000.00        | $1258893.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 1.6500%  | 0.0000% | $80000.00          | $49014.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 1.3400%  | 0.0000% | $77010000.00       | $38916957.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 3.5000%  | 0.0000% | $600000.00         | $458193.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 3.5000%  | 0.0000% | $100000.00         | $72191.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 4.0000%  | 0.0000% | $200000.00         | $67459.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 3.5000%  | 0.0000% | $700000.00         | $188558.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-16      | 3.0000%  | 0.0000% | $3160000.00        | $2102231.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-16      | 3.0000%  | 0.0000% | $2760000.00        | $1843688.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-16      | 2.5000%  | 0.0000% | $17790000.00       | $12928230.19       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-10-16      | 4.5000%  | 0.0000% | $803032.00         | $771550.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-16      | 4.0000%  | 0.0000% | $1500000.00        | $1187976.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-16      | 4.5000%  | 0.0000% | $298733.00         | $245205.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-16      | 3.2500%  | 0.0000% | $202356.00         | $122243.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-16      | 2.0000%  | 0.0000% | $413132.00         | $342253.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 1.6444%  | 0.0000% | $29945946.00       | $16660288.76       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 1.6444%  | 0.0000% | $25454054.00       | $21230522.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-16      | 4.5000%  | 0.0000% | $4602928.00        | $4374542.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-16      | 4.7500%  | 0.0000% | $2086724.00        | $2023801.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $70169.00          | $64391.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $25157650.00       | $23772939.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 0.1441%  | 0.0000% | $264000.00         | $145788.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-01-20      | 5.1567%  | 0.0000% | $800000.00         | $328703.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.0000%  | 0.0000% | $105000.00         | $28038.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 3.0000%  | 0.0000% | $30000.00          | $1640.61           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 2.5000%  | 0.0000% | $10810000.00       | $5022978.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 2.6000%  | 0.0000% | $750000.00         | $92598.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $250000.00         | $138575.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 5.5000%  | 0.0000% | $5800000.00        | $3662666.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 0.8132%  | 0.0000% | $3716999.00        | $1578701.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-02-20      | 5.1680%  | 0.0000% | $245000.00         | $183099.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 5.0180%  | 0.0000% | $279000.00         | $279937.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 5.1980%  | 0.0000% | $615000.00         | $608783.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-03-20      | 5.0518%  | 0.0000% | $288000.00         | $269551.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-08-20      | 5.2480%  | 0.0000% | $5000000.00        | $5207619.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 5.5000%  | 0.0000% | $3005923.00        | $2336632.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-11-20      | 5.1480%  | 0.0000% | $777777.00         | $784959.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-05-20      | 5.1980%  | 0.0000% | $150000.00         | $147012.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $55000.00          | $30448.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 1.5000%  | 0.0000% | $6378000.00        | $4126706.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.5000%  | 0.0000% | $30000.00          | $24743.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $20353000.00       | $16205513.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-20      | 4.0000%  | 0.0000% | $1275000.00        | $426561.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 4.5000%  | 0.0000% | $6500000.00        | $3728750.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 3.5000%  | 0.0000% | $859000.00         | $729711.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-09-20      | 6.5000%  | 0.0000% | $55000.00          | $4035.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 7.0000%  | 0.0000% | $40000.00          | $5458.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5980%  | 0.0000% | $105000.00         | $85964.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5980%  | 0.0000% | $45000.00          | $37306.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $8821.00           | $8542.23           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $8813.00           | $8539.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.0000%  | 0.0000% | $1636939.00        | $1586820.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $421351.00         | $374448.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 5.0000%  | 0.0000% | $250000.00         | $243692.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.4980%  | 0.0000% | $275000.00         | $213969.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.4480%  | 0.0000% | $340000.00         | $299915.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 4.5000%  | 0.0000% | $1505225.00        | $1387254.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $1990000.00        | $1885089.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 3.0000%  | 0.0000% | $1911770.00        | $1435098.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.5000%  | 0.0000% | $753000.00         | $670912.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 4.5000%  | 0.0000% | $1125335.00        | $1006142.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-02-20      | 3.5000%  | 0.0000% | $1662000.00        | $1472406.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $737366.00         | $637554.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $3000000.00        | $2883415.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $158684.00         | $147288.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $2889721.00        | $2568253.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $852722.00         | $736385.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 4.5000%  | 0.0000% | $315000.00         | $305374.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.5000%  | 0.0000% | $4292298.00        | $3717005.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.5000%  | 0.0000% | $13373108.00       | $12094558.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.5000%  | 0.0000% | $7691791.00        | $6827972.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $4055666.00        | $3812513.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1560276.00        | $1465338.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.2980%  | 0.0000% | $7573676.00        | $7550907.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $7093585.00        | $7129457.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $4772617.00        | $4624400.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $1360285.00        | $1263894.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $4760428.00        | $4492290.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $9714382.00        | $9382137.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.7500%  | 0.0000% | $79429.00          | $75583.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.0000%  | 0.0000% | $1788749.00        | $1509304.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $733036.00         | $709422.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $420000.00         | $375512.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $6897664.00        | $6515655.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $6209160.00        | $4519467.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.0000%  | 0.0000% | $8636000.00        | $5933544.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 4.5000%  | 0.0000% | $2252158.00        | $1562388.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $14402158.00       | $10154773.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 4.0000%  | 0.0000% | $31893536.00       | $29224770.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $4166832.00        | $3940433.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $14265000.00       | $13148288.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $10096571.00       | $9308106.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $2684480.00        | $2513163.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 4.5000%  | 0.0000% | $2704810.00        | $2356030.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $5034250.00        | $4605174.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 5.0000%  | 0.0000% | $3351654.00        | $3261925.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $4863625.00        | $4660207.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.2500%  | 0.0000% | $6447000.00        | $6286920.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5980%  | 0.0000% | $3250000.00        | $3212334.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 5.2500%  | 0.0000% | $570000.00         | $559684.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $679100.00         | $618845.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $3886000.00        | $3670935.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $1742000.00        | $1637131.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.0000%  | 0.0000% | $3075173.00        | $3003929.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $45000.00          | $39398.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 4.5000%  | 0.0000% | $2727870.00        | $2590952.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-04-20      | 4.5000%  | 0.0000% | $4789596.00        | $4542870.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.0000%  | 0.0000% | $3861600.00        | $3717491.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.5000%  | 0.0000% | $4309580.00        | $4063119.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.1480%  | 0.0000% | $39871230.00       | $35829048.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 6.7480%  | 0.0000% | $29201053.00       | $26024053.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.2500%  | 0.0000% | $2463348.00        | $2339771.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.2500%  | 0.0000% | $2051551.00        | $1871812.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $5346357.00        | $5066339.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $7172000.00        | $7055445.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.5000%  | 0.0000% | $8181000.00        | $7978578.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1838922.00        | $1665345.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-06-20      | 4.0000%  | 0.0000% | $2532000.00        | $2381607.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.1000%  | 0.0000% | $1514483.00        | $1408401.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.2500%  | 0.0000% | $1440036.00        | $1365505.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.2500%  | 0.0000% | $1630911.00        | $1483137.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 4.5000%  | 0.0000% | $338000.00         | $295670.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $18718705.00       | $18309278.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $9794295.00        | $9285468.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $19500000.00       | $19112595.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $22238954.00       | $20874497.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.0000%  | 0.0000% | $13713963.00       | $13590905.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $24915546.00       | $24367981.60       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 4.5000%  | 0.0000% | $1557086.00        | $1422925.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.2500%  | 0.0000% | $4682852.00        | $4666982.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1100000.00        | $1100911.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.2500%  | 0.0000% | $17682292.00       | $17585916.69       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 5.0000%  | 0.0000% | $12597000.00       | $12432756.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $5869770.00        | $5637565.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $9622000.00        | $9074197.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.2500%  | 0.0000% | $2410782.00        | $2281788.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.2500%  | 0.0000% | $2408001.00        | $2259270.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.2500%  | 0.0000% | $1301098.00        | $1236550.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.2500%  | 0.0000% | $1382209.00        | $1268026.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $11797696.00       | $11304395.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $12471448.00       | $11528265.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 3.0000%  | 0.0000% | $699366.00         | $485957.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.5000%  | 0.0000% | $9467075.00        | $8630365.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.2500%  | 0.0000% | $16548529.00       | $16262603.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 4.5000%  | 0.0000% | $2994865.00        | $2708879.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $12420955.00       | $11808895.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $29329000.00       | $29214387.07       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2033-08-15      | 3.8750%  | 0.0000% | $1589400.00        | $1577885.33        | U.S. Treasuries (including strips)        |

### Security 142: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & 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: BIV8TT749, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV8TT749
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2028-05-15      | 2.8750%  | 0.0000% | $87789000.00       | $86014312.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-15      | 2.0000%  | 0.0000% | $33982300.00       | $34254643.36       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $100000400.00      | $90760608.34       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 0.7500%  | 0.0000% | $76945300.00       | $75373461.41       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 0.7500%  | 0.0000% | $101000400.00      | $97705282.86       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-15      | 4.0000%  | 0.0000% | $85500200.00       | $86928356.10       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 4.5000%  | 0.0000% | $90973000.00       | $92951184.05       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $90370000.00       | $91275703.86       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $90302500.00       | $89115955.58       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $96500000.00       | $96640600.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $96168900.00       | $96347837.91       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-06-30      | 4.0000%  | 0.0000% | $82908000.00       | $82632129.02       | U.S. Treasuries (including strips) |

### Security 143: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 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: BIV8TT756, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV8TT756
- **C.18 - Value (incl. sponsor support):** $545000000.00
- **C.18.a - Value (excl. sponsor support):** $545000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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          | 2041-01-01      | 4.0000%  | 0.0000% | $44934329.31       | $3831867.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-01-01      | 3.5000%  | 0.0000% | $25051553.39       | $9893147.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.0000%  | 0.0000% | $65531872.92       | $41597623.08       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $35037698.48       | $13707322.77       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $28971454.08       | $16872683.96       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $31816301.39       | $21745669.63       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $2710103.33        | $2671009.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $4067794.07        | $4037924.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 3.5000%  | 0.0000% | $14919091.24       | $1902827.12        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $56527247.04       | $3883711.25        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $4540392.09        | $4466018.82        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-16      | 4.8545%  | 0.0000% | $78760093.67       | $2187207.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 4.7651%  | 0.0000% | $32914949.82       | $2304607.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 4.8151%  | 0.0000% | $16341500.36       | $3966936.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 4.8651%  | 0.0000% | $10245656.65       | $2730231.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.9151%  | 0.0000% | $13278532.05       | $3617607.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 4.9151%  | 0.0000% | $10900000.00       | $2492350.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-06-16      | 4.8545%  | 0.0000% | $6333808.33        | $1826381.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.7651%  | 0.0000% | $6447118.01        | $2891951.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 4.9151%  | 0.0000% | $8869920.78        | $2322355.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.8151%  | 0.0000% | $9117588.40        | $2118389.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.8651%  | 0.0000% | $8729506.44        | $2209746.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.8651%  | 0.0000% | $9599690.50        | $2470141.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.8651%  | 0.0000% | $14811108.75       | $2535719.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.9151%  | 0.0000% | $10568060.85       | $3394772.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.9151%  | 0.0000% | $15534343.92       | $2307157.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.8651%  | 0.0000% | $11638457.92       | $3578156.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 4.8151%  | 0.0000% | $12995149.86       | $3130509.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $4541666.67        | $3230840.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $18166666.67       | $12074421.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $9687037.64        | $6186928.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $18166666.67       | $11142547.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $13409595.65       | $8943489.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $10981210.27       | $6781696.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $9083333.33        | $6320714.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $11445000.00       | $7399982.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $13625000.00       | $8481697.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 4.0000%  | 0.0000% | $7084611.96        | $4101608.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $13625000.00       | $7787522.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $27598683.19       | $17387984.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $9083333.33        | $6272746.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $9083333.33        | $6006786.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $9083333.33        | $6502336.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $9083333.33        | $6489897.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $10536666.67       | $6633580.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $9083333.33        | $6139397.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $9083333.33        | $6899126.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $7511192.54        | $4108972.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 4.8480%  | 0.0000% | $12716666.67       | $7744493.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $9083333.33        | $6266635.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3980%  | 0.0000% | $9083333.33        | $3422569.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5980%  | 0.0000% | $871999.64         | $840065.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.7480%  | 0.0000% | $3633333.33        | $3623658.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.7980%  | 0.0000% | $1816666.67        | $1814181.56        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2025-10-30      | 0.0000%  | 0.0000% | $3538557.83        | $3501049.12        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-11-28      | 0.0000%  | 0.0000% | $8830943.83        | $8708017.10        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-10-09      | 0.0000%  | 0.0000% | $4510020.33        | $4473326.81        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-18      | 0.0000%  | 0.0000% | $19972560.50       | $19650602.82       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $3078160.00        | $2623645.12        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 0.6250%  | 0.0000% | $6348178.17        | $5878054.28        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-31      | 0.3750%  | 0.0000% | $3633333.33        | $3562087.30        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 0.8750%  | 0.0000% | $11630354.50       | $11295017.56       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 1.5000%  | 0.0000% | $9081462.17        | $8435070.93        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 2.7500%  | 0.0000% | $30801419.83       | $30106324.19       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-29      | 4.0000%  | 0.0000% | $18031052.50       | $18385280.37       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 3.6250%  | 0.0000% | $36.33             | $36.55             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-30      | 3.5000%  | 0.0000% | $7799476.83        | $7722706.58        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-05-15      | 3.3750%  | 0.0000% | $18.17             | $17.32             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.7500%  | 0.0000% | $10010414.67       | $9955286.98        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-15      | 4.5000%  | 0.0000% | $17626026.67       | $17712015.63       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-12-15      | 4.3750%  | 0.0000% | $19856.17          | $20050.39          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $2477388.33        | $2550998.57        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-31      | 4.6250%  | 0.0000% | $4133370.83        | $4293403.93        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-06-30      | 4.2500%  | 0.0000% | $14397555.67       | $14630539.26       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-31      | 4.1250%  | 0.0000% | $13271113.33       | $13517100.05       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-03-31      | 4.1250%  | 0.0000% | $13598949.00       | $13810031.89       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 3.7500%  | 0.0000% | $18.17             | $18.27             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 3.8750%  | 0.0000% | $2676331.50        | $2689890.69        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-07-31      | 3.8750%  | 0.0000% | $9173621.67        | $9148999.67        | U.S. Treasuries (including strips)        |

### Security 144: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered 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: BIV8TT7E7, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV8TT7E7
- **C.18 - Value (incl. sponsor support):** $506520859.00
- **C.18.a - Value (excl. sponsor support):** $506520859.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2025-09-11      | 0.0000%  | 0.0000% | $1772.82           | $1764.19           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 2.0000%  | 0.0000% | $71913.30          | $116712.17         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $757312.00         | $805735.25         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $1837265.12        | $1852818.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 3.7500%  | 0.0000% | $16887696.69       | $14744672.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $81359.91          | $94611.16          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $11963921.39       | $9831589.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $35646772.68       | $26737321.91       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $759616.67         | $693510.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $696466.18         | $622144.20         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $703722.09         | $634755.04         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $2782420.38        | $2684738.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $6804271.98        | $6655709.95        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $5707413.72        | $5535091.55        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $11403430.73       | $10513563.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $22576749.03       | $22114880.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $1044281.39        | $1025968.42        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $9537673.81        | $9607067.71        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $7424050.90        | $7258700.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $909736.79         | $891346.12         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $535341.90         | $712147.87         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 1.3750%  | 0.0000% | $2646419.53        | $2584309.95        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $1396908.55        | $1651021.90        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $3102554.23        | $3663535.52        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $2330.00           | $1985.95           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 1.2500%  | 0.0000% | $608774.76         | $564183.63         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $1898870.72        | $1835944.99        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $1747496.96        | $1698505.01        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 3.2500%  | 0.0000% | $2319688.25        | $2271714.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $2589575.23        | $2678316.70        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $12.66             | $11.77             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $1557095.77        | $1580298.84        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-15      | 4.5000%  | 0.0000% | $2039987.43        | $2058942.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $618373.33         | $620227.99         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $886829.38         | $863060.34         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $2906252.07        | $2963346.66        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $1126996.25        | $1149871.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $3664323.85        | $3686014.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $9046690.48        | $9037426.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $830782.85         | $792192.84         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $5419887.16        | $5416622.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $883866.24         | $909893.21         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-15      | 4.3750%  | 0.0000% | $1188297.94        | $1214598.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $1097263.47        | $1148021.42        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $1430769.47        | $1484305.53        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $1266061.55        | $1319574.81        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $966606.42         | $1019705.49        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-30      | 4.3750%  | 0.0000% | $3965526.48        | $4070599.71        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-15      | 4.3750%  | 0.0000% | $1357146.66        | $1370421.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $12068986.47       | $12437040.32       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $5162941.79        | $5316347.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-15      | 4.2500%  | 0.0000% | $3910885.54        | $3989038.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 4.8750%  | 0.0000% | $2138201.83        | $2173782.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $6425609.65        | $6700082.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $4226536.68        | $4304718.14        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $1524273.22        | $1547105.56        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $21727782.08       | $22079384.59       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $55697210.94       | $56255418.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $12214547.91       | $12384673.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 3.7500%  | 0.0000% | $14526258.45       | $14691930.91       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $7356025.15        | $7353862.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $2500908.75        | $2527932.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $569709.34         | $580269.18         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.1250%  | 0.0000% | $28556734.29       | $28857736.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $647827.52         | $654264.33         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $3165375.48        | $3185343.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $2901060.23        | $2930534.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $2086751.97        | $2114822.96        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $889096.06         | $903765.26         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $7129686.31        | $7447995.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $4715582.57        | $4805547.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $2516496.93        | $2553827.28        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $2228628.46        | $2263221.24        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 4.0000%  | 0.0000% | $19771446.57       | $20097701.79       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $4543365.48        | $4594495.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $5152000.94        | $5192145.92        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $2960817.03        | $2978031.22        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $12.66             | $12.72             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $7496875.94        | $7534857.61        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-31      | 4.1250%  | 0.0000% | $15828776.84       | $15951038.32       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $44736137.54       | $45178563.04       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $25674731.91       | $25669288.02       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $671368.07         | $669566.12         | U.S. Treasuries (including strips) |

### Security 145: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, 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: BIV8TT7F4, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8TT7F4
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.3200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2033-08-15      | 3.8750%  | 0.0000% | $100.00            | $99.28             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $100.00            | $103.63            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $392800.00         | $391986.72         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $19332700.00       | $19607885.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $998609200.00      | $999999926.08      | U.S. Treasuries (including strips) |

### Security 146: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking 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: BIV8TT7M9, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV8TT7M9
- **C.18 - Value (incl. sponsor support):** $879502349.00
- **C.18.a - Value (excl. sponsor support):** $879502349.00
- **C.19 - Percentage of Net Assets:** 1.1600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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    | 2053-04-01      | 5.5000%  | 0.0000% | $329890.89         | $261497.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $38532448.91       | $31084999.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $13163352.80       | $1415304.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $37716050.30       | $28959548.72       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $22196200.87       | $17415781.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $20779445.35       | $16404430.69       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $3979565.27        | $2728175.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $264844422.89      | $185873241.21      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $1235952.92        | $670924.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $124345206.34      | $114946013.26      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 5.5000%  | 0.0000% | $261629979.59      | $241573703.01      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $104532016.72      | $87863141.89       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $14996536.74       | $14651692.67       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $52991312.88       | $52326861.31       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $90465834.43       | $89926789.63       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $23539695.86       | $17129547.43       | Agency Mortgage-Backed Securities |

### Security 147: 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: BIV8TT7P2, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV8TT7P2
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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       | 2049-12-01      | 5.8400%  | 0.0000% | $30000.00          | $19659.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2050-08-01      | 2.2990%  | 0.0000% | $12100990.80       | $3540541.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2050-12-01      | 2.2700%  | 0.0000% | $12344260.40       | $4604510.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2046-05-01      | 6.6670%  | 0.0000% | $48000.00          | $20199.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2046-05-01      | 6.6670%  | 0.0000% | $40000.00          | $16832.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2046-05-01      | 6.6650%  | 0.0000% | $50000.00          | $21055.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2046-01-01      | 6.6420%  | 0.0000% | $40000.00          | $16467.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2049-05-01      | 6.7090%  | 0.0000% | $40000.00          | $19916.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2049-01-01      | 6.6700%  | 0.0000% | $30000.00          | $18454.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2050-08-01      | 2.0390%  | 0.0000% | $13622503.20       | $5737590.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2035-04-01      | 4.5000%  | 0.0000% | $2030000.00        | $1989121.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2029-12-01      | 4.5000%  | 0.0000% | $4000000.00        | $3996779.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2040-06-01      | 5.0000%  | 0.0000% | $10116000.00       | $10005681.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2028-11-01      | 1.8000%  | 0.0000% | $6000000.00        | $5563134.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2028-09-01      | 2.3000%  | 0.0000% | $2000000.00        | $1892407.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2028-11-01      | 4.3500%  | 0.0000% | $10000000.00       | $10050210.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2030-02-01      | 4.3100%  | 0.0000% | $3740800.00        | $3733156.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2033-03-01      | 4.7200%  | 0.0000% | $711028.80         | $714031.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2031-12-01      | 4.3000%  | 0.0000% | $5404400.00        | $5344023.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2032-10-01      | 3.8700%  | 0.0000% | $174000.00         | $165373.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2035-03-01      | 4.7000%  | 0.0000% | $4548800.00        | $4513372.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2030-04-01      | 4.0000%  | 0.0000% | $2219200.00        | $2182808.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2046-07-01      | 6.6170%  | 0.0000% | $300000.00         | $16241.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-09-01      | 4.3450%  | 0.0000% | $728800.00         | $114.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 4.1860%  | 0.0000% | $8480000.00        | $21321.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-10-01      | 4.6070%  | 0.0000% | $15900000.00       | $22303.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 4.4420%  | 0.0000% | $218800.00         | $77.50             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 4.6690%  | 0.0000% | $2480000.00        | $1615.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 6.3690%  | 0.0000% | $320000.00         | $35169.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 4.8850%  | 0.0000% | $1440000.00        | $903.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-01-01      | 3.3100%  | 0.0000% | $70000.00          | $48471.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 3.3100%  | 0.0000% | $40000.00          | $28286.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 3.4800%  | 0.0000% | $98000.00          | $78401.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-07-01      | 2.5350%  | 0.0000% | $28000.00          | $25258.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 3.3500%  | 0.0000% | $204000.00         | $112368.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 3.1600%  | 0.0000% | $18000.00          | $16249.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-04-01      | 3.4900%  | 0.0000% | $10000.00          | $9004.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 3.5000%  | 0.0000% | $156000.00         | $153105.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 3.8400%  | 0.0000% | $120000.00         | $110899.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 2.7100%  | 0.0000% | $8826400.00        | $8320456.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 2.7100%  | 0.0000% | $6930000.00        | $6532760.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 2.7100%  | 0.0000% | $3803200.00        | $3585194.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-04-01      | 2.3100%  | 0.0000% | $22000.00          | $20172.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2025-12-01      | 3.1120%  | 0.0000% | $467600.00         | $175598.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 6.6910%  | 0.0000% | $2948147.60        | $644228.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 6.9210%  | 0.0000% | $2096311.60        | $789952.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 3.7180%  | 0.0000% | $10509179.20       | $8468161.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 6.5860%  | 0.0000% | $40000.00          | $23374.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.1460%  | 0.0000% | $15355830.80       | $11974191.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 6.6950%  | 0.0000% | $30000.00          | $19520.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-05-01      | 1.8500%  | 0.0000% | $22000.00          | $19178.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 4.3400%  | 0.0000% | $80000.00          | $79614.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-08-01      | 3.8300%  | 0.0000% | $2852000.00        | $2734759.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-10-01      | 4.7900%  | 0.0000% | $1600000.00        | $1562323.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 5.2900%  | 0.0000% | $806800.00         | $836739.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-11-01      | 4.9700%  | 0.0000% | $7568000.00        | $7720772.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-08-01      | 4.7600%  | 0.0000% | $3980000.00        | $4041505.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-08-01      | 4.9400%  | 0.0000% | $7366000.00        | $7438476.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 4.8150%  | 0.0000% | $6889600.00        | $7020457.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 4.8150%  | 0.0000% | $6288000.00        | $6407431.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 4.8150%  | 0.0000% | $5752400.00        | $5861658.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 4.8150%  | 0.0000% | $2932800.00        | $2987647.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-05-01      | 4.6500%  | 0.0000% | $8340000.00        | $8442498.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-12-01      | 5.2800%  | 0.0000% | $6138000.00        | $6315081.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-01-01      | 4.8600%  | 0.0000% | $5650400.00        | $5768465.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-12-01      | 4.8700%  | 0.0000% | $4272000.00        | $4355130.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-12-01      | 5.0000%  | 0.0000% | $4605600.00        | $4703670.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-01-01      | 4.8150%  | 0.0000% | $4096000.00        | $4176517.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 2.8000%  | 0.0000% | $10000.00          | $7547.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-01-01      | 5.1600%  | 0.0000% | $7200000.00        | $7382484.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-02-01      | 4.6700%  | 0.0000% | $6002000.00        | $6082730.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-02-01      | 4.7100%  | 0.0000% | $2060000.00        | $2093442.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 4.3900%  | 0.0000% | $4830400.00        | $4860210.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 4.8900%  | 0.0000% | $3824400.00        | $3901928.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 5.0400%  | 0.0000% | $4000000.00        | $4031940.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-04-01      | 4.7500%  | 0.0000% | $5376000.00        | $5464361.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-04-01      | 4.7400%  | 0.0000% | $5784400.00        | $5885684.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-06-01      | 4.6400%  | 0.0000% | $4950400.00        | $5017783.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-06-01      | 4.6350%  | 0.0000% | $6372000.00        | $6457566.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 4.7200%  | 0.0000% | $4353600.00        | $4419750.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 4.6900%  | 0.0000% | $7135800.00        | $7246821.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 4.7900%  | 0.0000% | $4202000.00        | $4283025.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 4.7900%  | 0.0000% | $5962000.00        | $6076963.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 4.5700%  | 0.0000% | $6000000.00        | $6074906.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 4.1900%  | 0.0000% | $11599998.40       | $11587199.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 4.4100%  | 0.0000% | $7616000.00        | $7669624.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-11-01      | 3.8100%  | 0.0000% | $10880000.00       | $10675510.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-11-01      | 3.9800%  | 0.0000% | $8052000.00        | $7963505.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-11-01      | 4.8900%  | 0.0000% | $6310000.00        | $6465964.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-12-01      | 4.7100%  | 0.0000% | $3110800.00        | $3155421.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-04-01      | 4.6100%  | 0.0000% | $10872000.00       | $11017191.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 4.7100%  | 0.0000% | $3950400.00        | $3984006.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-04-01      | 4.3400%  | 0.0000% | $10000000.00       | $10020306.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-01-01      | 4.7100%  | 0.0000% | $6125600.00        | $6232369.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 5.0200%  | 0.0000% | $1098400.00        | $1115389.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-03-01      | 4.7300%  | 0.0000% | $11700000.00       | $11885698.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-03-01      | 4.6750%  | 0.0000% | $11050000.00       | $11199405.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-04-01      | 4.1700%  | 0.0000% | $10013200.00       | $9959479.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 4.4200%  | 0.0000% | $3800000.00        | $3767784.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-06-01      | 4.5400%  | 0.0000% | $9773200.00        | $9800871.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-05-01      | 4.1900%  | 0.0000% | $10000000.00       | $9952436.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 5.3300%  | 0.0000% | $880000.00         | $908121.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 5.0100%  | 0.0000% | $2096800.00        | $2120433.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-06-01      | 4.8000%  | 0.0000% | $2989600.00        | $3030363.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2041-05-01      | 4.8500%  | 0.0000% | $345413.20         | $331114.37         | Agency Mortgage-Backed Securities |

### Security 148: 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: BIV8TT7R8, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV8TT7R8
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.7300%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2025-11-04      | 0.0000%  | 0.0000% | $3220000.00        | $3183646.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $162600.00         | $253596.72         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $300.00            | $289.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $899800.00         | $855742.98         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $100.00            | $97.44             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $129.80            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 2.2500%  | 0.0000% | $5900.00           | $5713.38           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $20525200.00       | $20210866.76       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $194900.00         | $191503.42         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-31      | 2.6250%  | 0.0000% | $100.00            | $99.53             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 2.2500%  | 0.0000% | $100.00            | $98.39             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 0.7500%  | 0.0000% | $12399300.00       | $15705378.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.6250%  | 0.0000% | $54200.00          | $52796.95          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-30      | 0.2500%  | 0.0000% | $791500.00         | $786568.43         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $823400.00         | $764257.65         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 0.3750%  | 0.0000% | $8980000.00        | $8804701.42        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $100.00            | $86.44             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 0.5000%  | 0.0000% | $280000.00         | $274459.87         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $100.00            | $93.76             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 1.2500%  | 0.0000% | $53700.00          | $50193.44          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-15      | 1.6250%  | 0.0000% | $10700.00          | $9405.11           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.2500%  | 0.0000% | $100.00            | $96.58             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 2.3750%  | 0.0000% | $50000000.00       | $47784233.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $37016100.00       | $38227961.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $100.00            | $95.24             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.1250%  | 0.0000% | $100.00            | $99.70             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-15      | 3.5000%  | 0.0000% | $1909000.00        | $1932259.26        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 4.1250%  | 0.0000% | $23851400.00       | $24278673.98       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-15      | 4.2500%  | 0.0000% | $50049700.00       | $50661550.73       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 3.8750%  | 0.0000% | $100.00            | $100.38            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $983800.00         | $989223.03         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-15      | 4.0000%  | 0.0000% | $200.00            | $200.86            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $96163000.00       | $103293012.26      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $70999900.00       | $70500129.36       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $3009100.00        | $3011766.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $710000.00         | $726789.47         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $9999900.00        | $10447862.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $7259000.00        | $7955155.77        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 4.6250%  | 0.0000% | $4999800.00        | $5081188.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $15069700.00       | $15042272.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 4.6250%  | 0.0000% | $143800.00         | $146827.70         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $6535200.00        | $6653421.77        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $4001700.00        | $4299261.91        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.3750%  | 0.0000% | $100.00            | $100.19            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $97816900.00       | $96245895.73       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $100.00            | $100.93            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $18958600.00       | $19230466.32       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $3294500.00        | $3341351.91        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $100.00            | $102.25            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $99.59             | U.S. Treasuries (including strips) |

### Security 149: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 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: BIV8TT7S6, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV8TT7S6
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.4000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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       | 2052-09-01      | 4.5000%  | 0.0000% | $2640828.00        | $2032777.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2054-10-01      | 6.5000%  | 0.0000% | $2955185.75        | $2767625.28        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-12-01      | 5.5000%  | 0.0000% | $12500000.00       | $10908094.55       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2042-08-01      | 4.5000%  | 0.0000% | $379135.00         | $34788.44          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-06-01      | 4.1700%  | 0.0000% | $3675000.00        | $3579038.40        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $12500000.00       | $10766435.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $7500000.00        | $1356793.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $523930.00         | $388737.46         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $9223402.50        | $6905203.98        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $14342978.25       | $12874931.58       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $16498014.75       | $15773544.41       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $15000000.00       | $15558347.84       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-08-01      | 6.0000%  | 0.0000% | $763612.00         | $58949.47          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 2.0000%  | 0.0000% | $12733800.00       | $5465532.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $78353.25          | $63580.46          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2054-12-01      | 4.5000%  | 0.0000% | $341493.00         | $302495.07         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2054-12-01      | 4.5000%  | 0.0000% | $560053.75         | $530236.15         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 5.5000%  | 0.0000% | $7662854.00        | $7592313.28        | Agency Mortgage-Backed Securities  |
| U.S. Treasury                         | 2028-01-31      | 0.7500%  | 0.0000% | $21907625.00       | $20273798.14       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2031-11-15      | 1.3750%  | 0.0000% | $25535775.00       | $21768891.66       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2026-12-31      | 1.2500%  | 0.0000% | $18016125.00       | $17344339.53       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2032-02-15      | 1.8750%  | 0.0000% | $20517475.00       | $18059154.57       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2027-08-31      | 3.1250%  | 0.0000% | $15780200.00       | $15732173.39       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2028-08-31      | 4.3750%  | 0.0000% | $18154875.00       | $18732663.66       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2028-11-30      | 4.3750%  | 0.0000% | $15778000.00       | $16123296.28       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2034-05-15      | 4.3750%  | 0.0000% | $19887625.00       | $20170709.67       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2034-08-15      | 3.8750%  | 0.0000% | $18750000.00       | $18448862.57       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2029-12-31      | 4.3750%  | 0.0000% | $1649375.00        | $1684053.87        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2028-03-15      | 3.8750%  | 0.0000% | $24563575.00       | $24912899.74       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2032-04-30      | 4.0000%  | 0.0000% | $15760750.00       | $15789749.78       | U.S. Treasuries (including strips) |

### Security 150: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 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: BIV8TT7T4, C.3 - LEI: N/A, C.5 - Other ID: BIV8TT7T4
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6600%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-08-15      | 6.7500%  | 0.0000% | $400.00            | $423.51            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $100.00            | $97.01             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $243700.00         | $187615.03         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $100.00            | $76.09             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $200.00            | $151.61            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $24779700.00       | $15396964.23       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $3998700.00        | $2316563.96        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $2357300.00        | $1714669.15        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $131296000.00      | $118428564.76      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $200.00            | $184.30            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $1000.00           | $921.96            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $1108000.00        | $1026809.91        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 5.0000%  | 0.0000% | $172800.00         | $177582.75         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $1000.00           | $985.17            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $200.00            | $188.11            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $100.00            | $92.58             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 1.2500%  | 0.0000% | $4400.00           | $4115.14           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $91.95             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-15      | 3.1250%  | 0.0000% | $700.00            | $709.57            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 3.1250%  | 0.0000% | $45000000.00       | $44878253.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $1000.00           | $990.16            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-31      | 4.8750%  | 0.0000% | $36999800.00       | $39032328.51       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 4.8750%  | 0.0000% | $19300000.00       | $19621161.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $50000000.00       | $50103912.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $10663200.00       | $10860847.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.1250%  | 0.0000% | $800.00            | $808.43            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $205297800.00      | $206244974.86      | U.S. Treasuries (including strips) |

### Security 151: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 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: BIV8TT7W7, C.3 - LEI: N/A, C.5 - Other ID: BIV8TT7W7
- **C.18 - Value (incl. sponsor support):** $1225000000.00
- **C.18.a - Value (excl. sponsor support):** $1225000000.00
- **C.19 - Percentage of Net Assets:** 1.6200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-10-30      | 0.0000%  | 0.0000% | $747422700.00      | $739500019.38      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $5106400.00        | $3885051.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $13521400.00       | $10969020.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $31000.00          | $25474.86          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $9346800.00        | $7435034.60        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $5013100.00        | $2962297.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $100.00            | $63.23             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $82.68             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $11003200.00       | $8003583.60        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $91.30             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $100.00            | $90.52             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $300.00            | $270.60            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $300.00            | $299.93            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $29711200.00       | $27378809.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $96.98             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $417900.00         | $387277.85         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $1000.00           | $985.17            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $4000000.00        | $3729600.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $700.00            | $650.73            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $9000.00           | $7712.84           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 3.6250%  | 0.0000% | $75396800.00       | $75320372.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $1000.00           | $990.16            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $370349200.00      | $369892176.87      | U.S. Treasuries (including strips) |

### Security 152: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 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: BIV8TT822, C.3 - LEI: N/A, C.5 - Other ID: BIV8TT822
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 5.2700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-08-15      | 0.0000%  | 0.0000% | $157000100.00      | $156841372.90      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-02-15      | 0.0000%  | 0.0000% | $20000000.00       | $10836220.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 0.0000%  | 0.0000% | $131000000.00      | $66436519.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 0.0000%  | 0.0000% | $64559200.00       | $25494879.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 0.0000%  | 0.0000% | $118400000.00      | $46072400.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 0.0000%  | 0.0000% | $21000000.00       | $8060178.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 0.0000%  | 0.0000% | $88000000.00       | $31271152.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.0000%  | 0.0000% | $188000000.00      | $64150112.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 0.0000%  | 0.0000% | $521000.00         | $171145.89         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 0.0000%  | 0.0000% | $138650400.00      | $35851804.48       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $300.00            | $319.18            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $9137400.00        | $8771480.60        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $500.00            | $485.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $200.00            | $162.25            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $6908100.00        | $5318274.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $300.00            | $246.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $4182600.00        | $3005371.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $300.00            | $237.18            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $1300.00           | $966.47            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $88863600.00       | $56084277.70       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $48798000.00       | $31328776.12       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $59.09             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $100.00            | $49.45             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $62.14             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $18752100.00       | $9837616.74        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $8419400.00        | $5836758.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $260869000.00      | $164937406.72      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $13000000.00       | $9443718.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $268821400.00      | $179578303.35      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $1800.00           | $997.16            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $1400.00           | $982.91            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $82.68             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $197580200.00      | $143717250.36      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $24000000.00       | $20343660.46       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $100.00            | $87.32             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $41270300.00       | $37678734.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $29659600.00       | $24444669.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $988300.00         | $804360.49         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $600.00            | $535.97            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $64666300.00       | $62396070.23       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $113966500.00      | $112783169.76      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $400.00            | $399.90            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $100.00            | $92.15             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $25346300.00       | $24792897.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $46445200.00       | $45591783.85       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $2000.00           | $1843.93           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $49307800.00       | $45694709.12       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $1300000.00        | $1236034.49        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $11062000.00       | $10835697.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $800.00            | $785.97            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $900.00            | $906.55            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $2500.00           | $2462.92           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-15      | 1.5000%  | 0.0000% | $800.00            | $726.08            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $50000.00          | $47027.77          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 0.5000%  | 0.0000% | $10400.00          | $9752.01           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $200.00            | $186.89            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $100.00            | $92.86             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 0.6250%  | 0.0000% | $40200.00          | $37343.74          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 0.5000%  | 0.0000% | $1700.00           | $1666.40           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.7500%  | 0.0000% | $1400.00           | $1366.55           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 1.0000%  | 0.0000% | $100.00            | $91.95             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $5000100.00        | $4609648.63        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $100.00            | $88.21             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $32092500.00       | $30211543.04       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $2000.00           | $1951.05           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 2.7500%  | 0.0000% | $49999900.00       | $48871552.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-15      | 3.1250%  | 0.0000% | $100.00            | $101.37            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $17503200.00       | $16262091.79       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $232850000.00      | $229086335.31      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $600000.00         | $594466.20         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $24854000.00       | $24187856.23       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-02-28      | 4.0000%  | 0.0000% | $84938600.00       | $86662635.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $1000.00           | $990.16            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $95.35             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $50000000.00       | $49724648.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 4.0000%  | 0.0000% | $700.00            | $704.99            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $2140000.00        | $2155446.52        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 4.0000%  | 0.0000% | $1852600.00        | $1856703.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $14309200.00       | $14241364.91       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $800.00            | $837.01            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $1046000.00        | $1090211.80        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $9235500.00        | $9444634.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-31      | 4.2500%  | 0.0000% | $5909000.00        | $5927448.86        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $10541800.00       | $10549838.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $17987500.00       | $18536043.87       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-15      | 4.2500%  | 0.0000% | $291590100.00      | $297417090.76      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $278000.00         | $284015.09         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 4.5000%  | 0.0000% | $2000.00           | $2043.49           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $162438200.00      | $165203095.04      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 4.6250%  | 0.0000% | $1999700.00        | $2015001.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $18877400.00       | $18916631.96       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $2200.00           | $2240.78           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $37200800.00       | $37372431.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $103518900.00      | $105112262.91      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 0.0000%  | 0.0000% | $49999757.55       | $34371083.33       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 0.0000%  | 0.0000% | $500000.00         | $326081.00         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 0.0000%  | 0.0000% | $146000000.00      | $92666638.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 0.0000%  | 0.0000% | $8099087.95        | $5004507.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-08-15      | 0.0000%  | 0.0000% | $222999999.99      | $134026790.99      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-02-15      | 0.0000%  | 0.0000% | $128192409.68      | $75027684.38       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 0.0000%  | 0.0000% | $25000.00          | $17868.45          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-15      | 0.0000%  | 0.0000% | $39414351.13       | $39351564.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 0.0000%  | 0.0000% | $51.94             | $46.10             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-11-15      | 0.0000%  | 0.0000% | $125994000.00      | $74720867.69       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-08-15      | 0.0000%  | 0.0000% | $999955.99         | $569099.95         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 0.0000%  | 0.0000% | $76004999.99       | $20144669.22       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-11-15      | 0.0000%  | 0.0000% | $167851.00         | $94083.51          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.0000%  | 0.0000% | $1.96              | $0.52              | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 0.0000%  | 0.0000% | $134340000.00      | $34827645.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 0.0000%  | 0.0000% | $17675000.00       | $4549120.80        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-11-15      | 0.0000%  | 0.0000% | $165000000.00      | $87466005.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 0.0000%  | 0.0000% | $132900163.44      | $68245562.93       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 0.0000%  | 0.0000% | $149000000.00      | $74349957.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 0.0000%  | 0.0000% | $10190000.00       | $2595576.42        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 0.0000%  | 0.0000% | $152076000.00      | $38567690.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 0.0000%  | 0.0000% | $157859999.98      | $39653169.11       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 0.0000%  | 0.0000% | $78666000.00       | $19563526.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 0.0000%  | 0.0000% | $87000000.00       | $40374525.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 0.0000%  | 0.0000% | $75999956.00       | $34216548.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.0000%  | 0.0000% | $200000000.00      | $87281200.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 0.0000%  | 0.0000% | $144999825.56      | $62301060.05       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 0.0000%  | 0.0000% | $55000000.00       | $23279740.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 0.0000%  | 0.0000% | $234600000.99      | $93668977.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 0.0000%  | 0.0000% | $90000000.00       | $35405460.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 0.0000%  | 0.0000% | $34000000.00       | $12853802.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.0000%  | 0.0000% | $217000000.00      | $79994663.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 0.0000%  | 0.0000% | $66000000.00       | $22332882.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 0.0000%  | 0.0000% | $168000205.03      | $55425115.64       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 0.0000%  | 0.0000% | $80000000.00       | $22170560.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 0.0000%  | 0.0000% | $78965000.00       | $21390512.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 0.0000%  | 0.0000% | $48825000.00       | $13066937.10       | U.S. Treasuries (including strips) |

### Security 153: Fixed Income Clearing Corp. - State Street Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street 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: BIV8TT855, C.3 - LEI: N/A, C.5 - Other ID: BIV8TT855
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 2.3100%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| T Note 4 07/31/2032 | 2032-07-31      | 4.0000%  | 0.0000% | $1750000000.00     | $1785000172.00     | U.S. Treasuries (including strips) |

### Security 154: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 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: BIV8TT889, C.3 - LEI: N/A, C.5 - Other ID: BIV8TT889
- **C.18 - Value (incl. sponsor support):** $3350000000.00
- **C.18.a - Value (excl. sponsor support):** $3350000000.00
- **C.19 - Percentage of Net Assets:** 4.4200%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $292563000.00      | $194202108.77      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $394296700.00      | $274474516.57      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $731383300.00      | $590658510.66      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $668384900.00      | $611465208.50      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $598000000.00      | $568720048.52      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $624500000.00      | $580869307.50      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $602400000.00      | $596610313.72      | U.S. Treasuries (including strips) |

### Security 155: Fixed Income Clearing Corp. - BNP Paribas Securities Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas Securities 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: BIV8TT8B2, C.3 - LEI: N/A, C.5 - Other ID: BIV8TT8B2
- **C.18 - Value (incl. sponsor support):** $1725000000.00
- **C.18.a - Value (excl. sponsor support):** $1725000000.00
- **C.19 - Percentage of Net Assets:** 2.2700%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2025-08-07      | 0.0000%  | 0.0000% | $600.00            | $599.57            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-30      | 0.0000%  | 0.0000% | $2823700.00        | $2793768.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-28      | 0.0000%  | 0.0000% | $200.00            | $199.36            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-18      | 0.0000%  | 0.0000% | $300.00            | $295.16            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-08-15      | 6.8750%  | 0.0000% | $4000.00           | $4133.58           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 5.2500%  | 0.0000% | $100.00            | $105.24            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-02-15      | 4.7500%  | 0.0000% | $12653900.00       | $13330146.79       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-02-15      | 4.3750%  | 0.0000% | $657200.00         | $663451.39         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $8226500.00        | $8013036.01        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $78100.00          | $78761.14          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 4.3750%  | 0.0000% | $600.00            | $587.34            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $1136100.00        | $1090603.36        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $3980300.00        | $4088109.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $200.00            | $194.02            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 3.7500%  | 0.0000% | $11869500.00       | $10752569.76       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $500.00            | $409.70            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 3.1250%  | 0.0000% | $25000000.00       | $20600377.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $4646900.00        | $3707794.85        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $9817100.00        | $7573082.71        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $260300.00         | $200394.72         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $201200.00         | $174825.88         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $1900.00           | $1561.36           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $3161600.00        | $2514936.17        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 3.0000%  | 0.0000% | $8540800.00        | $6570080.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $3800.00           | $2693.09           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $700.00            | $535.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $16930000.00       | $12759391.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $1040000.00        | $726247.69         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $7264000.00        | $5009116.22        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $327000.00         | $215619.77         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $1300.00           | $985.17            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $6534600.00        | $4695381.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $2401700.00        | $1705541.02        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $37856200.00       | $28394531.38       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $22117700.00       | $16507499.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $22697400.00       | $17944855.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $29895900.00       | $22225685.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $2360000.00        | $1691267.16        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $1811300.00        | $1143161.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $239500.00         | $153761.26         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $44239700.00       | $26141737.36       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $539588100.00      | $266845874.98      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $23134800.00       | $14374899.13       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $100.00            | $52.46             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $500.00            | $282.27            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $491300.00         | $284624.47         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $22303100.00       | $14898936.09       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $28792800.00       | $15950642.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $63014800.00       | $43330538.18       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $300.00            | $184.39            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $51459200.00       | $37715934.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $899100.00         | $653993.57         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 3.3750%  | 0.0000% | $100.00            | $84.77             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $897000.00         | $783220.54         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $12304700.00       | $11233878.13       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $4021300.00        | $3314250.62        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $6533500.00        | $5836290.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $5878800.00        | $5302658.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $1916300.00        | $1915822.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $90765600.00       | $88025142.38       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $139548300.00      | $136984143.25      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $150260000.00      | $138534453.39      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $5561800.00        | $5288135.86        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $1000.00           | $1007.28           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $2128200.00        | $2080800.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $49396300.00       | $48576208.94       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 2.2500%  | 0.0000% | $100.00            | $99.42             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 2.2500%  | 0.0000% | $3000.00           | $2952.49           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $9057000.00        | $8855195.81        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $200.00            | $186.89            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $600.00            | $513.43            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 0.6250%  | 0.0000% | $100.00            | $92.89             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $125964000.00      | $118172076.94      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $85.70             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $200.00            | $184.38            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $900600.00         | $838388.35         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $13000.00          | $11467.46          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $94.14             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $37500000.00       | $36582206.85       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 2.5000%  | 0.0000% | $100.00            | $98.46             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $7183400.00        | $6702835.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 2.7500%  | 0.0000% | $2085900.00        | $2011169.16        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $900.00            | $882.88            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 2.6250%  | 0.0000% | $3469100.00        | $3307689.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $92.91             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 4.1250%  | 0.0000% | $13100.00          | $13339.14          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.0000%  | 0.0000% | $13397500.00       | $13576490.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 3.8750%  | 0.0000% | $2200.00           | $2210.79           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $3200.00           | $3114.23           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $100.00            | $95.35             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $178700.00         | $177715.89         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $4681400.00        | $4715190.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $1800.00           | $1791.47           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-31      | 4.3750%  | 0.0000% | $1000.00           | $1032.58           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $700.00            | $726.19            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-31      | 4.4559%  | 0.0000% | $700.00            | $700.21            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $2900.00           | $3022.58           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $20809200.00       | $21405482.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $259080100.00      | $257028695.22      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $3900.00           | $3895.19           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.5309%  | 0.0000% | $800.00            | $800.78            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $737200.00         | $739995.46         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $6987700.00        | $6991005.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 4.6250%  | 0.0000% | $100.00            | $102.09            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $100.00            | $103.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-15      | 4.2500%  | 0.0000% | $710000.00         | $724188.29         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $700.00            | $715.15            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $1000.00           | $1017.02           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $1491500.00        | $1534441.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $2000.00           | $2077.43           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $76900.00          | $78144.41          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.4679%  | 0.0000% | $10941000.00       | $10951415.83       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $1842600.00        | $1851227.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $2970900.00        | $2931863.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $10207900.00       | $10204899.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-09-30      | 3.6250%  | 0.0000% | $71677400.00       | $70886750.47       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $20500.00          | $20420.95          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $900800.00         | $913205.37         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $7100.00           | $7295.55           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $14835400.00       | $14986125.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $11748200.00       | $11906236.79       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $22944100.00       | $23322654.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $27800000.00       | $28330372.18       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $1700.00           | $1732.80           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 4.4459%  | 0.0000% | $21475000.00       | $21482194.13       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $100.00            | $100.76            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-31      | 4.1250%  | 0.0000% | $7388700.00        | $7445770.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $4801000.00        | $4848480.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $2493600.00        | $2506791.69        | U.S. Treasuries (including strips) |

### Security 156: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 4.380000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TT8Y2, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV8TT8Y2
- **C.18 - Value (incl. sponsor support):** $170001600.00
- **C.18.a - Value (excl. sponsor support):** $170001600.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-08-06
- **C.12 - Maturity Date (WAL):** 2025-08-06
- **C.13 - Final Legal Maturity Date:** 2025-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY STRIP (PRIN) CSTRIP 15-FEB-2043 | 2043-02-15      | 0.0000%  | 0.0000% | $170001600.00      | $173420248.97      | U.S. Treasuries (including strips) |

### Security 157: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America 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: BIV8TTA37, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: BIV8TTA37
- **C.18 - Value (incl. sponsor support):** $800028125.00
- **C.18.a - Value (excl. sponsor support):** $800028125.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 | 2027-08-15      | 0.0000%  | 0.0000% | $45250000.00       | $46156500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 | 2027-08-15      | 0.0000%  | 0.0000% | $45250000.00       | $46156500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $25875000.00       | $26397000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $25875000.00       | $26397000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $25875000.00       | $26397000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $14000000.00       | $14618500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $14000000.00       | $14618500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $14000000.00       | $14618500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14000000.00       | $14320000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14000000.00       | $14320000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14000000.00       | $14320000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14000000.00       | $14320000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14000000.00       | $14320000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14000000.00       | $14320000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $7000000.00        | $7160000.00        | U.S. Treasuries (including strips) |
| TREASURY BOND 2.75 15-NOV-2042           | 2042-11-15      | 2.7500%  | 0.0000% | $17106250.00       | $17429033.75       | U.S. Treasuries (including strips) |
| TREASURY BOND 3.375 15-MAY-2044          | 2044-05-15      | 3.3750%  | 0.0000% | $18457500.00       | $18824851.88       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.875 15-NOV-2046          | 2046-11-15      | 2.8750%  | 0.0000% | $35937500.00       | $36628781.25       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.875 15-NOV-2046          | 2046-11-15      | 2.8750%  | 0.0000% | $10781250.00       | $10988634.38       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.375 31-JUL-2026          | 2026-07-31      | 4.3750%  | 0.0000% | $50187500.00       | $50097500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2038  | 2038-02-15      | 0.0000%  | 0.0000% | $12960000.00       | $13212720.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2037  | 2037-11-15      | 0.0000%  | 0.0000% | $27437500.00       | $27952000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2038  | 2038-05-15      | 0.0000%  | 0.0000% | $26625000.00       | $27166500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2052  | 2052-02-15      | 0.0000%  | 0.0000% | $12812500.00       | $13032000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2052  | 2052-05-15      | 0.0000%  | 0.0000% | $12625000.00       | $12859500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2052  | 2052-05-15      | 0.0000%  | 0.0000% | $10605000.00       | $10801980.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12500000.00       | $12778500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12500000.00       | $12778500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12500000.00       | $12778500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12500000.00       | $12778500.00       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP          | 2038-11-15      | 0.0000%  | 0.0000% | $6484375.00        | $6604125.00        | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2039  | 2039-05-15      | 0.0000%  | 0.0000% | $12562500.00       | $12792250.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2040  | 2040-02-15      | 0.0000%  | 0.0000% | $24062500.00       | $24491000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2041  | 2041-02-15      | 0.0000%  | 0.0000% | $22625000.00       | $23073500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2041  | 2041-11-15      | 0.0000%  | 0.0000% | $17300000.00       | $17645200.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2042  | 2042-02-15      | 0.0000%  | 0.0000% | $20033750.00       | $20406930.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2042  | 2042-08-15      | 0.0000%  | 0.0000% | $20687500.00       | $21054000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2050  | 2050-02-15      | 0.0000%  | 0.0000% | $14062500.00       | $14310500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2050  | 2050-05-15      | 0.0000%  | 0.0000% | $13937500.00       | $14178500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2050  | 2050-05-15      | 0.0000%  | 0.0000% | $5575000.00        | $5671400.00        | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2050  | 2050-08-15      | 0.0000%  | 0.0000% | $13750000.00       | $13979500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2050  | 2050-11-15      | 0.0000%  | 0.0000% | $10850000.00       | $11028000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2051  | 2051-02-15      | 0.0000%  | 0.0000% | $13125000.00       | $13639000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2051  | 2051-02-15      | 0.0000%  | 0.0000% | $5250000.00        | $5455600.00        | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2051  | 2051-08-15      | 0.0000%  | 0.0000% | $13062500.00       | $13294500.00       | U.S. Treasuries (including strips) |

### Security 158: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.440000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TTE17, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: BIV8TTE17
- **C.18 - Value (incl. sponsor support):** $761575714.30
- **C.18.a - Value (excl. sponsor support):** $761575714.30
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| TREASURY BOND 2.5 15-FEB-2045   | 2045-02-15      | 2.5000%  | 0.0000% | $236100000.00      | $247905000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-FEB-2050   | 2050-02-15      | 2.0000%  | 0.0000% | $294750000.00      | $309487500.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 1.875 15-FEB-2051 | 2051-02-15      | 1.8750%  | 0.0000% | $230725714.29      | $242262000.00      | U.S. Treasuries (including strips) |

### Security 159: 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: BIV8TV6M5, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8TV6M5
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **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
- **Characteristics:** C.9 Eligible 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 | 2043-07-01      | 3.5000%  | 0.0000% | $27313379.00       | $22210539.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $22866406.00       | $19864002.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $19626639.00       | $18873670.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $20195937.00       | $20470601.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $15654781.00       | $15918431.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $5835801.00        | $5881535.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $25432248.00       | $20719830.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $19069361.00       | $18861390.09       | Agency Mortgage-Backed Securities |

### Security 160: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TW9K4, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TW9K4
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2029-08-15      | 1.6250%  | 0.0000% | $180279000.00      | $166547988.13      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-07-15      | 1.8750%  | 0.0000% | $37689600.00       | $37452074.09       | U.S. Treasuries (including strips) |

### Security 161: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.200000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8TWD94, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TWD94
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **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
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2030-07-31      | 3.8750%  | 0.0000% | $153632000.00      | $152994888.10      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 3.8750%  | 0.0000% | $5200.00           | $5193.92           | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** SHORT TERM INVESTMENTS TRUST

**Date:** 2025-08-07

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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