# EDGAR Filing Document

**Accession Number:** 0000205007
**File Stem:** 0001145549-25-058111
**Filing Date:** 2025-9
**Character Count:** 808463
**Document Hash:** 912e16e2252316bcc947408d3ec658d3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-058111.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0001145549-25-058111

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20250908

**DATE AS OF CHANGE**: 20250908

**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:** 251299725

**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):** 2025-08-31

**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:** 32 days

- **WAL:** 108 days

- **Total Value of Portfolio Securities:** $73212876190.73

- **Amortized Cost of Portfolio Securities:** $73201020614.53

- **Cash:** $2286372226.48

- **Total Other Assets:** $256965161.08

- **Total Liabilities:** $1749502116.03

- **Net Assets of Series:** $73994855886.06

- **Number of Shares Outstanding (Series):** 74011955647.9500

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $30322449878.01           | $55385844864.35            | 39.5900%                  | 72.3100%                   |
| 2025-08-04 | $34006358032.30           | $58066800829.73            | 43.2200%                  | 73.8100%                   |
| 2025-08-05 | $39722458135.66           | $60635650761.66            | 48.9300%                  | 74.7000%                   |
| 2025-08-06 | $34487413198.54           | $59352737043.77            | 43.7600%                  | 75.3100%                   |
| 2025-08-07 | $37081324994.42           | $60207402172.98            | 46.5400%                  | 75.5700%                   |
| 2025-08-08 | $33311927302.27           | $58050370786.59            | 42.8400%                  | 74.6600%                   |
| 2025-08-11 | $33599657954.82           | $57510570486.76            | 43.5100%                  | 74.4700%                   |
| 2025-08-12 | $39399307762.62           | $59548821340.99            | 50.0500%                  | 75.6400%                   |
| 2025-08-13 | $36760944451.78           | $60848883811.70            | 46.0000%                  | 76.1400%                   |
| 2025-08-14 | $35309201516.90           | $58543430035.63            | 45.5000%                  | 75.4400%                   |
| 2025-08-15 | $34763655887.20           | $57198710707.81            | 45.5300%                  | 74.9100%                   |
| 2025-08-18 | $33671130445.77           | $56581890411.82            | 44.6800%                  | 75.0800%                   |
| 2025-08-19 | $38938807224.85           | $56595503790.31            | 52.5300%                  | 76.3500%                   |
| 2025-08-20 | $34449319853.44           | $57911872066.52            | 46.1500%                  | 77.5800%                   |
| 2025-08-21 | $34689641587.98           | $57659799039.15            | 46.7300%                  | 77.6800%                   |
| 2025-08-22 | $34445296609.78           | $58383186918.09            | 46.1900%                  | 78.2900%                   |
| 2025-08-25 | $36342965761.59           | $59460751434.23            | 47.9900%                  | 78.5200%                   |
| 2025-08-26 | $39429320495.26           | $59630560978.43            | 51.1400%                  | 77.3300%                   |
| 2025-08-27 | $35450092519.12           | $56738289536.64            | 47.7700%                  | 76.4500%                   |
| 2025-08-28 | $37148004946.98           | $57531373375.05            | 49.5900%                  | 76.8000%                   |
| 2025-08-29 | $37298259577.34           | $57600982218.99            | 49.2500%                  | 76.0600%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 4.4100%             |
| 2025-08-04 | 4.4200%             |
| 2025-08-05 | 4.4100%             |
| 2025-08-06 | 4.4100%             |
| 2025-08-07 | 4.4100%             |
| 2025-08-08 | 4.4000%             |
| 2025-08-11 | 4.3900%             |
| 2025-08-12 | 4.3900%             |
| 2025-08-13 | 4.3900%             |
| 2025-08-14 | 4.3900%             |
| 2025-08-15 | 4.3900%             |
| 2025-08-18 | 4.3900%             |
| 2025-08-19 | 4.3900%             |
| 2025-08-20 | 4.3800%             |
| 2025-08-21 | 4.3800%             |
| 2025-08-22 | 4.3700%             |
| 2025-08-25 | 4.3600%             |
| 2025-08-26 | 4.3700%             |
| 2025-08-27 | 4.3700%             |
| 2025-08-28 | 4.3700%             |
| 2025-08-29 | 4.3700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 0.9999                      |
|  |  |
| 2025-08-04 | 0.9999                      |
|  |  |
| 2025-08-05 | 0.9999                      |
|  |  |
| 2025-08-06 | 0.9999                      |
|  |  |
| 2025-08-07 | 0.9999                      |
|  |  |
| 2025-08-08 | 0.9999                      |
|  |  |
| 2025-08-11 | 0.9999                      |
|  |  |
| 2025-08-12 | 0.9999                      |
|  |  |
| 2025-08-13 | 0.9999                      |
|  |  |
| 2025-08-14 | 0.9999                      |
|  |  |
| 2025-08-15 | 0.9999                      |
|  |  |
| 2025-08-18 | 0.9999                      |
|  |  |
| 2025-08-19 | 0.9999                      |
|  |  |
| 2025-08-20 | 0.9999                      |
|  |  |
| 2025-08-21 | 0.9998                      |
|  |  |
| 2025-08-22 | 0.9999                      |
|  |  |
| 2025-08-25 | 0.9999                      |
|  |  |
| 2025-08-26 | 0.9999                      |
|  |  |
| 2025-08-27 | 0.9999                      |
|  |  |
| 2025-08-28 | 0.9999                      |
|  |  |
| 2025-08-29 | 1.0000                      |
|  |  |

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

### Class: Cash Management

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $902346740.87

- **Number of Shares Outstanding:** 902550764.9200

- **Expense Reimbursement/Waiver:** 638.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9999          |
|  |  |
| 2025-08-04 | 0.9999          |
|  |  |
| 2025-08-05 | 0.9999          |
|  |  |
| 2025-08-06 | 0.9999          |
|  |  |
| 2025-08-07 | 0.9999          |
|  |  |
| 2025-08-08 | 0.9999          |
|  |  |
| 2025-08-11 | 0.9999          |
|  |  |
| 2025-08-12 | 0.9999          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 0.9999          |
|  |  |
| 2025-08-18 | 0.9999          |
|  |  |
| 2025-08-19 | 0.9999          |
|  |  |
| 2025-08-20 | 0.9999          |
|  |  |
| 2025-08-21 | 0.9999          |
|  |  |
| 2025-08-22 | 0.9999          |
|  |  |
| 2025-08-25 | 0.9999          |
|  |  |
| 2025-08-26 | 0.9999          |
|  |  |
| 2025-08-27 | 0.9999          |
|  |  |
| 2025-08-28 | 0.9999          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $2850668.63               | $1344791.58             |
| 2025-08-04 | $0.00                     | $13750.00               |
| 2025-08-05 | $64000.00                 | $43032.30               |
| 2025-08-06 | $0.00                     | $141000.99              |
| 2025-08-07 | $195015.00                | $323004.46              |
| 2025-08-08 | $0.00                     | $618000.00              |
| 2025-08-11 | $242000.00                | $1153.09                |
| 2025-08-12 | $313573.77                | $19536.00               |
| 2025-08-13 | $551503.09                | $2000.00                |
| 2025-08-14 | $0.00                     | $20000.00               |
| 2025-08-15 | $0.00                     | $3125175.00             |
| 2025-08-18 | $314500.00                | $0.00                   |
| 2025-08-19 | $1121102.00               | $0.00                   |
| 2025-08-20 | $0.00                     | $3902669.77             |
| 2025-08-21 | $306975.05                | $224329.30              |
| 2025-08-22 | $725844.92                | $0.00                   |
| 2025-08-25 | $0.00                     | $2654000.00             |
| 2025-08-26 | $939327.11                | $1000.00                |
| 2025-08-27 | $8812103.00               | $1589.29                |
| 2025-08-28 | $0.00                     | $40429.25               |
| 2025-08-29 | $0.00                     | $7903404.31             |

**Total Gross Subscriptions (Month):** $16436612.57

**Total Gross Redemptions (Month):** $20378865.34

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.1700%           |
| 2025-08-04 | 4.1700%           |
| 2025-08-05 | 4.1700%           |
| 2025-08-06 | 4.1600%           |
| 2025-08-07 | 4.1600%           |
| 2025-08-08 | 4.1600%           |
| 2025-08-11 | 4.1400%           |
| 2025-08-12 | 4.1400%           |
| 2025-08-13 | 4.1500%           |
| 2025-08-14 | 4.1400%           |
| 2025-08-15 | 4.1400%           |
| 2025-08-18 | 4.1400%           |
| 2025-08-19 | 4.1400%           |
| 2025-08-20 | 4.1300%           |
| 2025-08-21 | 4.1300%           |
| 2025-08-22 | 4.1300%           |
| 2025-08-25 | 4.1200%           |
| 2025-08-26 | 4.1200%           |
| 2025-08-27 | 4.1200%           |
| 2025-08-28 | 4.1300%           |
| 2025-08-29 | 4.1300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 79.1800%         | 0.0000%              |
| Non-financial corporation                           |  | 13.4700%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $59017881794.65

- **Number of Shares Outstanding:** 59030802508.3580

- **Expense Reimbursement/Waiver:** 41558.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9999          |
|  |  |
| 2025-08-04 | 0.9999          |
|  |  |
| 2025-08-05 | 0.9999          |
|  |  |
| 2025-08-06 | 0.9999          |
|  |  |
| 2025-08-07 | 0.9999          |
|  |  |
| 2025-08-08 | 0.9999          |
|  |  |
| 2025-08-11 | 0.9999          |
|  |  |
| 2025-08-12 | 0.9999          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 0.9999          |
|  |  |
| 2025-08-18 | 0.9999          |
|  |  |
| 2025-08-19 | 0.9999          |
|  |  |
| 2025-08-20 | 0.9999          |
|  |  |
| 2025-08-21 | 0.9999          |
|  |  |
| 2025-08-22 | 0.9999          |
|  |  |
| 2025-08-25 | 0.9999          |
|  |  |
| 2025-08-26 | 0.9999          |
|  |  |
| 2025-08-27 | 0.9999          |
|  |  |
| 2025-08-28 | 0.9999          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $6164734154.62            | $3470945092.22          |
| 2025-08-04 | $4960059912.21            | $6408536310.27          |
| 2025-08-05 | $2313765634.88            | $671614461.83           |
| 2025-08-06 | $963237767.47             | $2102472406.32          |
| 2025-08-07 | $2467127227.67            | $1424536191.71          |
| 2025-08-08 | $1528522004.95            | $2610545238.35          |
| 2025-08-11 | $1856662104.78            | $2270570033.08          |
| 2025-08-12 | $1995059013.62            | $984293517.61           |
| 2025-08-13 | $1192152751.61            | $1605931135.55          |
| 2025-08-14 | $1232114389.88            | $1980356542.98          |
| 2025-08-15 | $2667895650.73            | $2077071160.11          |
| 2025-08-18 | $1412268214.79            | $1482531822.16          |
| 2025-08-19 | $792095038.52             | $1919069914.97          |
| 2025-08-20 | $1614656548.12            | $1388455918.85          |
| 2025-08-21 | $2450740572.26            | $1852766407.28          |
| 2025-08-22 | $1968760020.08            | $2115069719.67          |
| 2025-08-25 | $1312107235.29            | $1880479915.40          |
| 2025-08-26 | $1004766460.06            | $1842315196.43          |
| 2025-08-27 | $1487460558.76            | $1759847835.08          |
| 2025-08-28 | $2221779478.97            | $1254326063.43          |
| 2025-08-29 | $3116138438.66            | $2127081530.82          |

**Total Gross Subscriptions (Month):** $44722103177.93

**Total Gross Redemptions (Month):** $43228816414.12

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2500%           |
| 2025-08-04 | 4.2500%           |
| 2025-08-05 | 4.2500%           |
| 2025-08-06 | 4.2400%           |
| 2025-08-07 | 4.2400%           |
| 2025-08-08 | 4.2400%           |
| 2025-08-11 | 4.2200%           |
| 2025-08-12 | 4.2200%           |
| 2025-08-13 | 4.2300%           |
| 2025-08-14 | 4.2200%           |
| 2025-08-15 | 4.2200%           |
| 2025-08-18 | 4.2200%           |
| 2025-08-19 | 4.2200%           |
| 2025-08-20 | 4.2100%           |
| 2025-08-21 | 4.2100%           |
| 2025-08-22 | 4.2100%           |
| 2025-08-25 | 4.2000%           |
| 2025-08-26 | 4.2000%           |
| 2025-08-27 | 4.2000%           |
| 2025-08-28 | 4.2100%           |
| 2025-08-29 | 4.2100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.9500%          | 0.0000%              |
| Non-financial corporation                           |  | 31.1300%         | 0.0000%              |

### Class: Personal

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $116275127.40

- **Number of Shares Outstanding:** 116302394.9300

- **Expense Reimbursement/Waiver:** 84.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9999          |
|  |  |
| 2025-08-04 | 0.9999          |
|  |  |
| 2025-08-05 | 0.9999          |
|  |  |
| 2025-08-06 | 0.9999          |
|  |  |
| 2025-08-07 | 0.9999          |
|  |  |
| 2025-08-08 | 0.9999          |
|  |  |
| 2025-08-11 | 0.9999          |
|  |  |
| 2025-08-12 | 0.9999          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 0.9999          |
|  |  |
| 2025-08-18 | 0.9999          |
|  |  |
| 2025-08-19 | 0.9999          |
|  |  |
| 2025-08-20 | 0.9999          |
|  |  |
| 2025-08-21 | 0.9998          |
|  |  |
| 2025-08-22 | 0.9999          |
|  |  |
| 2025-08-25 | 0.9999          |
|  |  |
| 2025-08-26 | 0.9999          |
|  |  |
| 2025-08-27 | 0.9999          |
|  |  |
| 2025-08-28 | 0.9999          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $1004932.05               | $864164.12              |
| 2025-08-04 | $1481177.97               | $426671.75              |
| 2025-08-05 | $2516828.74               | $2400943.38             |
| 2025-08-06 | $577920.27                | $2469131.18             |
| 2025-08-07 | $1128085.31               | $3236207.75             |
| 2025-08-08 | $1614221.74               | $456966.62              |
| 2025-08-11 | $952447.60                | $1212069.56             |
| 2025-08-12 | $3077864.41               | $244014.90              |
| 2025-08-13 | $562445.77                | $3027661.26             |
| 2025-08-14 | $1053002.14               | $2713525.68             |
| 2025-08-15 | $810432.09                | $596196.86              |
| 2025-08-18 | $1491746.72               | $2641498.62             |
| 2025-08-19 | $3858446.65               | $339899.13              |
| 2025-08-20 | $1730788.27               | $2449754.35             |
| 2025-08-21 | $1107856.26               | $3757559.99             |
| 2025-08-22 | $675876.97                | $621672.89              |
| 2025-08-25 | $675681.41                | $827530.77              |
| 2025-08-26 | $3191634.51               | $356997.95              |
| 2025-08-27 | $183309.36                | $1489854.07             |
| 2025-08-28 | $1065411.02               | $3021212.85             |
| 2025-08-29 | $919150.48                | $1322571.03             |

**Total Gross Subscriptions (Month):** $29679259.74

**Total Gross Redemptions (Month):** $34476104.71

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.7000%           |
| 2025-08-04 | 3.7000%           |
| 2025-08-05 | 3.7000%           |
| 2025-08-06 | 3.6900%           |
| 2025-08-07 | 3.6900%           |
| 2025-08-08 | 3.6900%           |
| 2025-08-11 | 3.6700%           |
| 2025-08-12 | 3.6700%           |
| 2025-08-13 | 3.6800%           |
| 2025-08-14 | 3.6700%           |
| 2025-08-15 | 3.6700%           |
| 2025-08-18 | 3.6700%           |
| 2025-08-19 | 3.6700%           |
| 2025-08-20 | 3.6600%           |
| 2025-08-21 | 3.6600%           |
| 2025-08-22 | 3.6600%           |
| 2025-08-25 | 3.6500%           |
| 2025-08-26 | 3.6500%           |
| 2025-08-27 | 3.6500%           |
| 2025-08-28 | 3.6600%           |
| 2025-08-29 | 3.6600%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 48.6100%         | 0.0000%              |
| Retail investor           |  | 5.3200%          | 0.0000%              |

### Class: Private

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1154164229.43

- **Number of Shares Outstanding:** 1154439078.7850

- **Expense Reimbursement/Waiver:** 815.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9999          |
|  |  |
| 2025-08-04 | 0.9999          |
|  |  |
| 2025-08-05 | 0.9999          |
|  |  |
| 2025-08-06 | 0.9999          |
|  |  |
| 2025-08-07 | 0.9999          |
|  |  |
| 2025-08-08 | 0.9999          |
|  |  |
| 2025-08-11 | 0.9999          |
|  |  |
| 2025-08-12 | 0.9999          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 0.9999          |
|  |  |
| 2025-08-18 | 0.9999          |
|  |  |
| 2025-08-19 | 0.9999          |
|  |  |
| 2025-08-20 | 0.9999          |
|  |  |
| 2025-08-21 | 0.9998          |
|  |  |
| 2025-08-22 | 0.9999          |
|  |  |
| 2025-08-25 | 0.9999          |
|  |  |
| 2025-08-26 | 0.9999          |
|  |  |
| 2025-08-27 | 0.9999          |
|  |  |
| 2025-08-28 | 0.9999          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $6323367.90               | $66030158.86            |
| 2025-08-04 | $3621861.77               | $6586445.95             |
| 2025-08-05 | $16928099.40              | $10554418.61            |
| 2025-08-06 | $4190546.83               | $7325822.04             |
| 2025-08-07 | $10803978.40              | $9804988.72             |
| 2025-08-08 | $5754992.54               | $13094336.45            |
| 2025-08-11 | $15605566.43              | $16639177.50            |
| 2025-08-12 | $29194876.88              | $4307089.09             |
| 2025-08-13 | $4923145.02               | $16467873.92            |
| 2025-08-14 | $17735823.44              | $3684731.40             |
| 2025-08-15 | $24658556.17              | $9108919.72             |
| 2025-08-18 | $5379209.73               | $16279166.60            |
| 2025-08-19 | $11765237.59              | $20155561.80            |
| 2025-08-20 | $6989060.25               | $21594188.73            |
| 2025-08-21 | $16107806.99              | $11638573.16            |
| 2025-08-22 | $7480697.06               | $28513501.99            |
| 2025-08-25 | $7348463.19               | $18743797.70            |
| 2025-08-26 | $11077469.49              | $5259305.69             |
| 2025-08-27 | $3783672.79               | $7356315.51             |
| 2025-08-28 | $30049612.22              | $12779829.13            |
| 2025-08-29 | $14284593.33              | $10150032.87            |

**Total Gross Subscriptions (Month):** $254006637.42

**Total Gross Redemptions (Month):** $316074235.44

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.9500%           |
| 2025-08-04 | 3.9500%           |
| 2025-08-05 | 3.9500%           |
| 2025-08-06 | 3.9400%           |
| 2025-08-07 | 3.9400%           |
| 2025-08-08 | 3.9400%           |
| 2025-08-11 | 3.9200%           |
| 2025-08-12 | 3.9200%           |
| 2025-08-13 | 3.9300%           |
| 2025-08-14 | 3.9200%           |
| 2025-08-15 | 3.9200%           |
| 2025-08-18 | 3.9200%           |
| 2025-08-19 | 3.9200%           |
| 2025-08-20 | 3.9100%           |
| 2025-08-21 | 3.9100%           |
| 2025-08-22 | 3.9100%           |
| 2025-08-25 | 3.9000%           |
| 2025-08-26 | 3.9000%           |
| 2025-08-27 | 3.9000%           |
| 2025-08-28 | 3.9100%           |
| 2025-08-29 | 3.9100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 45.0800%         | 0.0000%              |
| Depository institution or other banking institution |  | 15.1500%         | 0.0000%              |

### Class: Reserve

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $431796441.01

- **Number of Shares Outstanding:** 431908684.2100

- **Expense Reimbursement/Waiver:** 327.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9999          |
|  |  |
| 2025-08-04 | 0.9999          |
|  |  |
| 2025-08-05 | 0.9999          |
|  |  |
| 2025-08-06 | 0.9999          |
|  |  |
| 2025-08-07 | 0.9999          |
|  |  |
| 2025-08-08 | 0.9999          |
|  |  |
| 2025-08-11 | 0.9999          |
|  |  |
| 2025-08-12 | 0.9999          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 0.9999          |
|  |  |
| 2025-08-18 | 0.9998          |
|  |  |
| 2025-08-19 | 0.9998          |
|  |  |
| 2025-08-20 | 0.9998          |
|  |  |
| 2025-08-21 | 0.9998          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9998          |
|  |  |
| 2025-08-26 | 0.9998          |
|  |  |
| 2025-08-27 | 0.9999          |
|  |  |
| 2025-08-28 | 0.9999          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $3296130.76               | $321497.55              |
| 2025-08-04 | $4289304.40               | $101156.97              |
| 2025-08-05 | $1783495.45               | $146513.32              |
| 2025-08-06 | $8570.98                  | $2758643.06             |
| 2025-08-07 | $8481259.35               | $17023.97               |
| 2025-08-08 | $1414415.99               | $675459.78              |
| 2025-08-11 | $5917699.57               | $448167.60              |
| 2025-08-12 | $25523.28                 | $584544.47              |
| 2025-08-13 | $10663.57                 | $5038384.84             |
| 2025-08-14 | $114.60                   | $2882550.22             |
| 2025-08-15 | $193629.57                | $360874.42              |
| 2025-08-18 | $502821.10                | $95307222.64            |
| 2025-08-19 | $7715.79                  | $3963473.76             |
| 2025-08-20 | $204933.64                | $10877254.67            |
| 2025-08-21 | $979.69                   | $10251185.21            |
| 2025-08-22 | $10350471.44              | $75572.41               |
| 2025-08-25 | $538877.83                | $2755153.19             |
| 2025-08-26 | $5279087.45               | $36579.33               |
| 2025-08-27 | $32680737.61              | $157005.78              |
| 2025-08-28 | $16536.05                 | $2508814.20             |
| 2025-08-29 | $1002747.79               | $1325705.22             |

**Total Gross Subscriptions (Month):** $76005715.91

**Total Gross Redemptions (Month):** $140592782.61

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.3800%           |
| 2025-08-04 | 3.3800%           |
| 2025-08-05 | 3.3800%           |
| 2025-08-06 | 3.3700%           |
| 2025-08-07 | 3.3700%           |
| 2025-08-08 | 3.3700%           |
| 2025-08-11 | 3.3500%           |
| 2025-08-12 | 3.3500%           |
| 2025-08-13 | 3.3600%           |
| 2025-08-14 | 3.3500%           |
| 2025-08-15 | 3.3500%           |
| 2025-08-18 | 3.3500%           |
| 2025-08-19 | 3.3500%           |
| 2025-08-20 | 3.3400%           |
| 2025-08-21 | 3.3400%           |
| 2025-08-22 | 3.3400%           |
| 2025-08-25 | 3.3300%           |
| 2025-08-26 | 3.3300%           |
| 2025-08-27 | 3.3300%           |
| 2025-08-28 | 3.3400%           |
| 2025-08-29 | 3.3400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 93.7700%         | 0.0000%              |

### Class: Resource

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $169671294.32

- **Number of Shares Outstanding:** 169712807.1900

- **Expense Reimbursement/Waiver:** 122.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9999          |
|  |  |
| 2025-08-04 | 0.9999          |
|  |  |
| 2025-08-05 | 0.9999          |
|  |  |
| 2025-08-06 | 0.9999          |
|  |  |
| 2025-08-07 | 0.9999          |
|  |  |
| 2025-08-08 | 0.9999          |
|  |  |
| 2025-08-11 | 0.9998          |
|  |  |
| 2025-08-12 | 0.9999          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 0.9999          |
|  |  |
| 2025-08-18 | 0.9999          |
|  |  |
| 2025-08-19 | 0.9999          |
|  |  |
| 2025-08-20 | 0.9999          |
|  |  |
| 2025-08-21 | 0.9998          |
|  |  |
| 2025-08-22 | 0.9999          |
|  |  |
| 2025-08-25 | 0.9999          |
|  |  |
| 2025-08-26 | 0.9999          |
|  |  |
| 2025-08-27 | 0.9999          |
|  |  |
| 2025-08-28 | 0.9999          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $1592739.53               | $8999166.88             |
| 2025-08-04 | $110540.91                | $3646092.25             |
| 2025-08-05 | $14464882.75              | $492121.37              |
| 2025-08-06 | $131125.00                | $7543852.95             |
| 2025-08-07 | $119000.00                | $6081528.22             |
| 2025-08-08 | $5991000.25               | $7452205.04             |
| 2025-08-11 | $2556242.29               | $14552142.60            |
| 2025-08-12 | $6493507.56               | $4824762.02             |
| 2025-08-13 | $1589045.64               | $4278199.15             |
| 2025-08-14 | $1802601.78               | $3936977.08             |
| 2025-08-15 | $11392720.35              | $143789.81              |
| 2025-08-18 | $87344.06                 | $8154948.11             |
| 2025-08-19 | $7563058.53               | $3387647.56             |
| 2025-08-20 | $4704882.95               | $4648104.12             |
| 2025-08-21 | $4912127.91               | $3158472.47             |
| 2025-08-22 | $18950455.17              | $56865.00               |
| 2025-08-25 | $8455044.14               | $5303000.00             |
| 2025-08-26 | $12696357.17              | $8236005.89             |
| 2025-08-27 | $1989235.44               | $2440000.00             |
| 2025-08-28 | $1089120.77               | $5051326.20             |
| 2025-08-29 | $1451457.21               | $18991904.06            |

**Total Gross Subscriptions (Month):** $108142489.41

**Total Gross Redemptions (Month):** $121379110.78

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.0900%           |
| 2025-08-04 | 4.0900%           |
| 2025-08-05 | 4.0900%           |
| 2025-08-06 | 4.0800%           |
| 2025-08-07 | 4.0800%           |
| 2025-08-08 | 4.0800%           |
| 2025-08-11 | 4.0600%           |
| 2025-08-12 | 4.0600%           |
| 2025-08-13 | 4.0700%           |
| 2025-08-14 | 4.0600%           |
| 2025-08-15 | 4.0600%           |
| 2025-08-18 | 4.0600%           |
| 2025-08-19 | 4.0600%           |
| 2025-08-20 | 4.0500%           |
| 2025-08-21 | 4.0500%           |
| 2025-08-22 | 4.0500%           |
| 2025-08-25 | 4.0400%           |
| 2025-08-26 | 4.0400%           |
| 2025-08-27 | 4.0400%           |
| 2025-08-28 | 4.0500%           |
| 2025-08-29 | 4.0500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 36.7300%         | 0.0000%              |
| Depository institution or other banking institution |  | 45.0500%         | 0.0000%              |

### Class: Corporate

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $310504461.24

- **Number of Shares Outstanding:** 310576514.8300

- **Expense Reimbursement/Waiver:** 224.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9999          |
|  |  |
| 2025-08-04 | 0.9999          |
|  |  |
| 2025-08-05 | 0.9999          |
|  |  |
| 2025-08-06 | 0.9999          |
|  |  |
| 2025-08-07 | 0.9999          |
|  |  |
| 2025-08-08 | 0.9999          |
|  |  |
| 2025-08-11 | 0.9999          |
|  |  |
| 2025-08-12 | 0.9999          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 0.9999          |
|  |  |
| 2025-08-18 | 0.9999          |
|  |  |
| 2025-08-19 | 0.9999          |
|  |  |
| 2025-08-20 | 0.9999          |
|  |  |
| 2025-08-21 | 0.9998          |
|  |  |
| 2025-08-22 | 0.9999          |
|  |  |
| 2025-08-25 | 0.9999          |
|  |  |
| 2025-08-26 | 0.9999          |
|  |  |
| 2025-08-27 | 0.9999          |
|  |  |
| 2025-08-28 | 0.9999          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $7333148.45               | $296526.85              |
| 2025-08-04 | $21988205.77              | $9888602.03             |
| 2025-08-05 | $7887000.00               | $530049.31              |
| 2025-08-06 | $8000000.00               | $3280000.00             |
| 2025-08-07 | $1140000.00               | $17005100.00            |
| 2025-08-08 | $180000.00                | $1491586.26             |
| 2025-08-11 | $545.93                   | $10550774.32            |
| 2025-08-12 | $3200000.00               | $12963000.00            |
| 2025-08-13 | $3356000.00               | $3074462.41             |
| 2025-08-14 | $331600.00                | $45042.00               |
| 2025-08-15 | $0.00                     | $10682800.00            |
| 2025-08-18 | $1300000.00               | $11795412.76            |
| 2025-08-19 | $5320000.00               | $800000.00              |
| 2025-08-20 | $7617403.44               | $6738640.14             |
| 2025-08-21 | $19500000.00              | $9882500.00             |
| 2025-08-22 | $7073000.00               | $837621.00              |
| 2025-08-25 | $2150000.00               | $250000.00              |
| 2025-08-26 | $1965000.00               | $0.00                   |
| 2025-08-27 | $0.00                     | $620347.61              |
| 2025-08-28 | $445500.00                | $9004500.00             |
| 2025-08-29 | $2410000.00               | $951406.76              |

**Total Gross Subscriptions (Month):** $101197403.59

**Total Gross Redemptions (Month):** $110688371.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2200%           |
| 2025-08-04 | 4.2200%           |
| 2025-08-05 | 4.2200%           |
| 2025-08-06 | 4.2100%           |
| 2025-08-07 | 4.2100%           |
| 2025-08-08 | 4.2100%           |
| 2025-08-11 | 4.1900%           |
| 2025-08-12 | 4.1900%           |
| 2025-08-13 | 4.2000%           |
| 2025-08-14 | 4.1900%           |
| 2025-08-15 | 4.1900%           |
| 2025-08-18 | 4.1900%           |
| 2025-08-19 | 4.1900%           |
| 2025-08-20 | 4.1800%           |
| 2025-08-21 | 4.1800%           |
| 2025-08-22 | 4.1800%           |
| 2025-08-25 | 4.1700%           |
| 2025-08-26 | 4.1700%           |
| 2025-08-27 | 4.1700%           |
| 2025-08-28 | 4.1800%           |
| 2025-08-29 | 4.1800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 76.5900%         | 0.0000%              |
| Non-financial corporation                           |  | 20.9300%         | 0.0000%              |

### Class: CAVU Securities

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $10606724563.55

- **Number of Shares Outstanding:** 10609872103.5000

- **Expense Reimbursement/Waiver:** 7742.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9998          |
|  |  |
| 2025-08-04 | 0.9999          |
|  |  |
| 2025-08-05 | 0.9999          |
|  |  |
| 2025-08-06 | 0.9998          |
|  |  |
| 2025-08-07 | 0.9998          |
|  |  |
| 2025-08-08 | 0.9998          |
|  |  |
| 2025-08-11 | 0.9998          |
|  |  |
| 2025-08-12 | 0.9998          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 0.9998          |
|  |  |
| 2025-08-18 | 0.9998          |
|  |  |
| 2025-08-19 | 0.9998          |
|  |  |
| 2025-08-20 | 0.9998          |
|  |  |
| 2025-08-21 | 0.9998          |
|  |  |
| 2025-08-22 | 0.9998          |
|  |  |
| 2025-08-25 | 0.9998          |
|  |  |
| 2025-08-26 | 0.9998          |
|  |  |
| 2025-08-27 | 0.9998          |
|  |  |
| 2025-08-28 | 0.9999          |
|  |  |
| 2025-08-29 | 0.9998          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $172458647.69             | $2797703733.18          |
| 2025-08-04 | $1399870925.04            | $235378509.16           |
| 2025-08-05 | $1498788792.14            | $401778885.19           |
| 2025-08-06 | $411583517.68             | $2028316963.88          |
| 2025-08-07 | $1665696333.00            | $1467617966.94          |
| 2025-08-08 | $1942564443.05            | $2605382005.56          |
| 2025-08-11 | $228020702.00             | $329440924.89           |
| 2025-08-12 | $257865555.00             | $534163699.03           |
| 2025-08-13 | $549843904.18             | $315015850.41           |
| 2025-08-14 | $2236482375.00            | $606101464.57           |
| 2025-08-15 | $238201900.00             | $1780009465.01          |
| 2025-08-18 | $644795144.00             | $1860936776.38          |
| 2025-08-19 | $225588485.00             | $223360968.99           |
| 2025-08-20 | $516945608.93             | $181616205.37           |
| 2025-08-21 | $274108000.00             | $588752909.63           |
| 2025-08-22 | $275070807.22             | $407485000.00           |
| 2025-08-25 | $351201735.95             | $81927855.00            |
| 2025-08-26 | $712921635.70             | $327955000.00           |
| 2025-08-27 | $275280170.00             | $445320535.00           |
| 2025-08-28 | $2229318366.67            | $1430576579.50          |
| 2025-08-29 | $471380825.00             | $1068111100.00          |

**Total Gross Subscriptions (Month):** $16577987873.25

**Total Gross Redemptions (Month):** $19716952397.69

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2500%           |
| 2025-08-04 | 4.2500%           |
| 2025-08-05 | 4.2500%           |
| 2025-08-06 | 4.2400%           |
| 2025-08-07 | 4.2400%           |
| 2025-08-08 | 4.2400%           |
| 2025-08-11 | 4.2200%           |
| 2025-08-12 | 4.2200%           |
| 2025-08-13 | 4.2300%           |
| 2025-08-14 | 4.2200%           |
| 2025-08-15 | 4.2200%           |
| 2025-08-18 | 4.2200%           |
| 2025-08-19 | 4.2200%           |
| 2025-08-20 | 4.2100%           |
| 2025-08-21 | 4.2100%           |
| 2025-08-22 | 4.2100%           |
| 2025-08-25 | 4.2000%           |
| 2025-08-26 | 4.2000%           |
| 2025-08-27 | 4.2000%           |
| 2025-08-28 | 4.2100%           |
| 2025-08-29 | 4.2100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 7.8700%          | 0.0000%              |
| Non-financial corporation                           |  | 41.8900%         | 0.0000%              |

### Class: Premier

- **Minimum Initial Investment:** $100000000.00

- **Net Assets of Class:** $1285491233.58

- **Number of Shares Outstanding:** 1285790791.2300

- **Expense Reimbursement/Waiver:** 954.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 0.9999          |
|  |  |
| 2025-08-04 | 0.9999          |
|  |  |
| 2025-08-05 | 0.9999          |
|  |  |
| 2025-08-06 | 0.9999          |
|  |  |
| 2025-08-07 | 0.9999          |
|  |  |
| 2025-08-08 | 0.9999          |
|  |  |
| 2025-08-11 | 0.9999          |
|  |  |
| 2025-08-12 | 0.9999          |
|  |  |
| 2025-08-13 | 0.9999          |
|  |  |
| 2025-08-14 | 0.9999          |
|  |  |
| 2025-08-15 | 0.9999          |
|  |  |
| 2025-08-18 | 0.9999          |
|  |  |
| 2025-08-19 | 0.9999          |
|  |  |
| 2025-08-20 | 0.9999          |
|  |  |
| 2025-08-21 | 0.9999          |
|  |  |
| 2025-08-22 | 0.9999          |
|  |  |
| 2025-08-25 | 0.9999          |
|  |  |
| 2025-08-26 | 1.0000          |
|  |  |
| 2025-08-27 | 1.0000          |
|  |  |
| 2025-08-28 | 0.9999          |
|  |  |
| 2025-08-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $794695500.40             | $844311179.00           |
| 2025-08-04 | $824000000.00             | $793000000.00           |
| 2025-08-05 | $769000000.00             | $824000000.00           |
| 2025-08-06 | $798000000.00             | $787000000.00           |
| 2025-08-07 | $856000000.00             | $798000000.00           |
| 2025-08-08 | $823000000.00             | $896000000.00           |
| 2025-08-11 | $951000000.00             | $839000000.00           |
| 2025-08-12 | $756000000.00             | $935000000.00           |
| 2025-08-13 | $994000000.00             | $806000000.00           |
| 2025-08-14 | $1208500000.00            | $1099000000.00          |
| 2025-08-15 | $970000000.00             | $1143000000.00          |
| 2025-08-18 | $873000000.00             | $925000000.00           |
| 2025-08-19 | $750000000.00             | $873000000.00           |
| 2025-08-20 | $1215000000.00            | $750000000.00           |
| 2025-08-21 | $779000000.00             | $1070000000.00          |
| 2025-08-22 | $996000000.00             | $749000000.00           |
| 2025-08-25 | $968000000.00             | $976000000.00           |
| 2025-08-26 | $1019000000.00            | $668000000.00           |
| 2025-08-27 | $700000000.00             | $997000000.00           |
| 2025-08-28 | $633000000.00             | $1010000000.00          |
| 2025-08-29 | $750000000.00             | $683000000.00           |

**Total Gross Subscriptions (Month):** $18427195500.40

**Total Gross Redemptions (Month):** $18465311179.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 4.2900%           |
| 2025-08-04 | 4.3000%           |
| 2025-08-05 | 4.2900%           |
| 2025-08-06 | 4.2900%           |
| 2025-08-07 | 4.2900%           |
| 2025-08-08 | 4.2800%           |
| 2025-08-11 | 4.2700%           |
| 2025-08-12 | 4.2700%           |
| 2025-08-13 | 4.2700%           |
| 2025-08-14 | 4.2700%           |
| 2025-08-15 | 4.2700%           |
| 2025-08-18 | 4.2700%           |
| 2025-08-19 | 4.2700%           |
| 2025-08-20 | 4.2600%           |
| 2025-08-21 | 4.2600%           |
| 2025-08-22 | 4.2500%           |
| 2025-08-25 | 4.2400%           |
| 2025-08-26 | 4.2500%           |
| 2025-08-27 | 4.2500%           |
| 2025-08-28 | 4.2500%           |
| 2025-08-29 | 4.2500%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution                         |  | 58.4100%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 41.4000%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.590000%
- **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):** $35048370.70
- **C.18.a - Value (excl. sponsor support):** $35048370.70
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 4.520000%
- **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):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXS90, C.4 - ISIN: US3130AXS902, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $10003269.10
- **C.18.a - Value (excl. sponsor support):** $10003269.10
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXTA6, C.4 - ISIN: US3130AXTA60, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $115035430.40
- **C.18.a - Value (excl. sponsor support):** $115035430.40
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZ92, C.4 - ISIN: US3130AXZ923, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $258108741.80
- **C.18.a - Value (excl. sponsor support):** $258108741.80
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZJ0, C.4 - ISIN: US3130AXZJ06, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $37015182.58
- **C.18.a - Value (excl. sponsor support):** $37015182.58
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.485000%
- **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):** $8003881.20
- **C.18.a - Value (excl. sponsor support):** $8003881.20
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: 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: 3130AYFA9, C.4 - ISIN: US3130AYFA99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $7001850.87
- **C.18.a - Value (excl. sponsor support):** $7001850.87
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 9: 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: 3130AYP42, C.4 - ISIN: US3130AYP427, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $150078633.00
- **C.18.a - Value (excl. sponsor support):** $150078633.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 10: 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: 3130AYYT7, C.4 - ISIN: US3130AYYT79, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $50018153.50
- **C.18.a - Value (excl. sponsor support):** $50018153.50
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 11: 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: 3130B02D0, C.4 - ISIN: US3130B02D09, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $22002439.58
- **C.18.a - Value (excl. sponsor support):** $22002439.58
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 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: 3130B1D87, C.4 - ISIN: US3130B1D874, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $34004551.58
- **C.18.a - Value (excl. sponsor support):** $34004551.58
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 13: 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: 3130B2T39, C.4 - ISIN: US3130B2T399, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193169114.30
- **C.18.a - Value (excl. sponsor support):** $193169114.30
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.340000%
- **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):** $249998637.50
- **C.18.a - Value (excl. sponsor support):** $249998637.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.345000%
- **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):** $199997620.00
- **C.18.a - Value (excl. sponsor support):** $199997620.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.415000%
- **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):** $449985946.50
- **C.18.a - Value (excl. sponsor support):** $449985946.50
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 17: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.340000%
- **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):** $699994225.00
- **C.18.a - Value (excl. sponsor support):** $699994225.00
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 18: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.340000%
- **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):** $300020598.00
- **C.18.a - Value (excl. sponsor support):** $300020598.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 19: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.340000%
- **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):** $349999643.00
- **C.18.a - Value (excl. sponsor support):** $349999643.00
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 20: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.450000%
- **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):** $143997553.40
- **C.18.a - Value (excl. sponsor support):** $143997553.40
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 21: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.450000%
- **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):** $204955080.40
- **C.18.a - Value (excl. sponsor support):** $204955080.40
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 22: 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: 3130B7BA1, C.4 - ISIN: US3130B7BA13, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $123032245.70
- **C.18.a - Value (excl. sponsor support):** $123032245.70
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 23: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SP2, C.4 - ISIN: US313385SP29, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $169085817.80
- **C.18.a - Value (excl. sponsor support):** $169085817.80
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SS6, C.4 - ISIN: US313385SS67, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $65843133.11
- **C.18.a - Value (excl. sponsor support):** $65843133.11
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, 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
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.4 - ISIN: US313385TX44, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $465461406.30
- **C.18.a - Value (excl. sponsor support):** $465461406.30
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.690000%
- **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):** $60049276.20
- **C.18.a - Value (excl. sponsor support):** $60049276.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 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: 3133EN5B2, C.4 - ISIN: US3133EN5B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20021647.80
- **C.18.a - Value (excl. sponsor support):** $20021647.80
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 28: 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: 3133EP4H5, C.4 - ISIN: US3133EP4H58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $286001690.30
- **C.18.a - Value (excl. sponsor support):** $286001690.30
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 1.1400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 29: 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: 3133EP4L6, C.4 - ISIN: US3133EP4L60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $28016953.16
- **C.18.a - Value (excl. sponsor support):** $28016953.16
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 30: 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: 3133EP6P5, C.4 - ISIN: US3133EP6P56, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35002020.55
- **C.18.a - Value (excl. sponsor support):** $35002020.55
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH24, C.4 - ISIN: US3133EPH246, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $242092066.50
- **C.18.a - Value (excl. sponsor support):** $242092066.50
- **C.19 - Percentage of Net Assets:** 0.3300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.515000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPH73, C.4 - ISIN: US3133EPH733, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $77030437.33
- **C.18.a - Value (excl. sponsor support):** $77030437.33
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.490000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPM69, C.4 - ISIN: US3133EPM691, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24010483.92
- **C.18.a - Value (excl. sponsor support):** $24010483.92
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.485000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPS55, C.4 - ISIN: US3133EPS557, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $550261013.50
- **C.18.a - Value (excl. sponsor support):** $550261013.50
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 35: 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: 3133EPS97, C.4 - ISIN: US3133EPS979, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10001021.00
- **C.18.a - Value (excl. sponsor support):** $10001021.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 36: 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):** $112962997.60
- **C.18.a - Value (excl. sponsor support):** $112962997.60
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 37: 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: 3133EPZ57, C.4 - ISIN: US3133EPZ578, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $170091596.00
- **C.18.a - Value (excl. sponsor support):** $170091596.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 38: 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: 3133ER6F3, C.4 - ISIN: US3133ER6F39, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $54992689.95
- **C.18.a - Value (excl. sponsor support):** $54992689.95
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 39: 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: 3133ER7A3, C.4 - ISIN: US3133ER7A33, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $29999837.40
- **C.18.a - Value (excl. sponsor support):** $29999837.40
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 40: 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: 3133ERB42, C.4 - ISIN: US3133ERB427, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20002344.60
- **C.18.a - Value (excl. sponsor support):** $20002344.60
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.415000%
- **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):** $20002950.20
- **C.18.a - Value (excl. sponsor support):** $20002950.20
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 4.500000%
- **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):** $186170340.70
- **C.18.a - Value (excl. sponsor support):** $186170340.70
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 43: 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: 3133ERH53, C.4 - ISIN: US3133ERH531, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $204326479.60
- **C.18.a - Value (excl. sponsor support):** $204326479.60
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 44: 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: 3133ERN23, C.4 - ISIN: US3133ERN232, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $197164993.40
- **C.18.a - Value (excl. sponsor support):** $197164993.40
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 45: 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: 3133ERPW5, C.4 - ISIN: US3133ERPW51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75013436.25
- **C.18.a - Value (excl. sponsor support):** $75013436.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 46: 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: 3133ERQ46, C.4 - ISIN: US3133ERQ466, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19017092.02
- **C.18.a - Value (excl. sponsor support):** $19017092.02
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 47: 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: 3133ERQ95, C.4 - ISIN: US3133ERQ953, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $19011967.91
- **C.18.a - Value (excl. sponsor support):** $19011967.91
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 48: 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: 3133ERQW4, C.4 - ISIN: US3133ERQW43, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $107092673.80
- **C.18.a - Value (excl. sponsor support):** $107092673.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 49: 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: 3133ERR86, C.4 - ISIN: US3133ERR860, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $47026475.57
- **C.18.a - Value (excl. sponsor support):** $47026475.57
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 50: 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: 3133ERRZ6, C.4 - ISIN: US3133ERRZ64, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $175146956.30
- **C.18.a - Value (excl. sponsor support):** $175146956.30
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 51: 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: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $192163104.00
- **C.18.a - Value (excl. sponsor support):** $192163104.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 52: 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: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $456400436.40
- **C.18.a - Value (excl. sponsor support):** $456400436.40
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 53: 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: 3133ERVT5, C.4 - ISIN: US3133ERVT58, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $465415082.30
- **C.18.a - Value (excl. sponsor support):** $465415082.30
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 54: 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: 3133ETAL1, C.4 - ISIN: US3133ETAL18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99959773.00
- **C.18.a - Value (excl. sponsor support):** $99959773.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 55: 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: 3133ETAU1, C.4 - ISIN: US3133ETAU17, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $686983099.80
- **C.18.a - Value (excl. sponsor support):** $686983099.80
- **C.19 - Percentage of Net Assets:** 0.9300%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 56: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.360000%
- **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):** $139009035.00
- **C.18.a - Value (excl. sponsor support):** $139009035.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 57: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.415000%
- **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):** $64993776.25
- **C.18.a - Value (excl. sponsor support):** $64993776.25
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 58: 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: 3133ETCN5, C.4 - ISIN: US3133ETCN55, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64973511.20
- **C.18.a - Value (excl. sponsor support):** $64973511.20
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 59: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.440000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETNS2, C.4 - ISIN: US3133ETNS24, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $55023086.80
- **C.18.a - Value (excl. sponsor support):** $55023086.80
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 60: 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: 3133ETQK6, C.4 - ISIN: US3133ETQK60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $429906427.70
- **C.18.a - Value (excl. sponsor support):** $429906427.70
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 61: 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: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $520087573.20
- **C.18.a - Value (excl. sponsor support):** $520087573.20
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 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: 3133ETTA5, C.4 - ISIN: US3133ETTA51, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $123998261.50
- **C.18.a - Value (excl. sponsor support):** $123998261.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 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: 3133ETVH7, C.4 - ISIN: US3133ETVH76, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $429996151.50
- **C.18.a - Value (excl. sponsor support):** $429996151.50
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-07-27
- **C.13 - Final Legal Maturity Date:** 2027-07-27
- **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 64: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.495000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.4 - ISIN: US3133ETVS32, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100048654.00
- **C.18.a - Value (excl. sponsor support):** $100048654.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.480000%
- **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):** $296249036.60
- **C.18.a - Value (excl. sponsor support):** $296249036.60
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 66: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.480000%
- **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):** $263855503.20
- **C.18.a - Value (excl. sponsor support):** $263855503.20
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 67: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.480000%
- **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):** $7005175.87
- **C.18.a - Value (excl. sponsor support):** $7005175.87
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 68: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.480000%
- **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):** $82078244.40
- **C.18.a - Value (excl. sponsor support):** $82078244.40
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 69: 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: 3134HBF55, C.4 - ISIN: US3134HBF555, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $249996495.00
- **C.18.a - Value (excl. sponsor support):** $249996495.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.5300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.465000%
- **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):** $586269735.80
- **C.18.a - Value (excl. sponsor support):** $586269735.80
- **C.19 - Percentage of Net Assets:** 0.7900%
- **C.17 - Yield as of Reporting Date:** 4.5100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 71: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.435000%
- **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):** $264957062.10
- **C.18.a - Value (excl. sponsor support):** $264957062.10
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.5200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 72: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.440000%
- **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):** $170055965.70
- **C.18.a - Value (excl. sponsor support):** $170055965.70
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 73: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.475000%
- **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):** $403318853.60
- **C.18.a - Value (excl. sponsor support):** $403318853.60
- **C.19 - Percentage of Net Assets:** 0.5500%
- **C.17 - Yield as of Reporting Date:** 4.4500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 74: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.480000%
- **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):** $143112749.80
- **C.18.a - Value (excl. sponsor support):** $143112749.80
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 75: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.480000%
- **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):** $103083180.70
- **C.18.a - Value (excl. sponsor support):** $103083180.70
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 76: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.480000%
- **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):** $105096419.40
- **C.18.a - Value (excl. sponsor support):** $105096419.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.4800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 77: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.480000%
- **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):** $832101191.70
- **C.18.a - Value (excl. sponsor support):** $832101191.70
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.4900%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 78: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Notes 4.143000%
- **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:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 79: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 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:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 80: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 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:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 81: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 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:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 82: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 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:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 83: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.500000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 690353D38, C.4 - ISIN: US690353D389, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $29545454.98
- **C.18.a - Value (excl. sponsor support):** $29545454.98
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.5000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 84: 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):** 2025-09-04
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 85: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.550000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 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:** 4.5500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 86: 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):** $943669562.00
- **C.18.a - Value (excl. sponsor support):** $943669562.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.2900%
- **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 87: 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):** $99331453.00
- **C.18.a - Value (excl. sponsor support):** $99331453.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-30
- **C.12 - Maturity Date (WAL):** 2025-10-30
- **C.13 - Final Legal Maturity Date:** 2025-10-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: 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):** $792173864.00
- **C.18.a - Value (excl. sponsor support):** $792173864.00
- **C.19 - Percentage of Net Assets:** 1.0700%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **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 89: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $427069580.30
- **C.18.a - Value (excl. sponsor support):** $427069580.30
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: 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):** $362262930.00
- **C.18.a - Value (excl. sponsor support):** $362262930.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 91: 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):** $622305293.80
- **C.18.a - Value (excl. sponsor support):** $622305293.80
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **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 92: 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):** $457663968.20
- **C.18.a - Value (excl. sponsor support):** $457663968.20
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **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 93: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QP5, C.4 - ISIN: US912797QP55, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $521123778.00
- **C.18.a - Value (excl. sponsor support):** $521123778.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-06
- **C.12 - Maturity Date (WAL):** 2025-11-06
- **C.13 - Final Legal Maturity Date:** 2025-11-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QQ3, C.4 - ISIN: US912797QQ39, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1066228935.00
- **C.18.a - Value (excl. sponsor support):** $1066228935.00
- **C.19 - Percentage of Net Assets:** 1.4400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-11-13
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $394619800.00
- **C.18.a - Value (excl. sponsor support):** $394619800.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RC3, C.4 - ISIN: US912797RC34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $248785207.50
- **C.18.a - Value (excl. sponsor support):** $248785207.50
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-10-14
- **C.12 - Maturity Date (WAL):** 2025-10-14
- **C.13 - Final Legal Maturity Date:** 2025-10-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: 912797RD1, C.4 - ISIN: US912797RD17, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1367228486.00
- **C.18.a - Value (excl. sponsor support):** $1367228486.00
- **C.19 - Percentage of Net Assets:** 1.8500%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-10-21
- **C.12 - Maturity Date (WAL):** 2025-10-21
- **C.13 - Final Legal Maturity Date:** 2025-10-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1292197177.00
- **C.18.a - Value (excl. sponsor support):** $1292197177.00
- **C.19 - Percentage of Net Assets:** 1.7500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 99: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $477855373.10
- **C.18.a - Value (excl. sponsor support):** $477855373.10
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1622225831.00
- **C.18.a - Value (excl. sponsor support):** $1622225831.00
- **C.19 - Percentage of Net Assets:** 2.1900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: 912797RN9, C.4 - ISIN: US912797RN98, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1403726299.00
- **C.18.a - Value (excl. sponsor support):** $1403726299.00
- **C.19 - Percentage of Net Assets:** 1.9000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-11-12
- **C.12 - Maturity Date (WAL):** 2025-11-12
- **C.13 - Final Legal Maturity Date:** 2025-11-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: 912797RR0, C.4 - ISIN: US912797RR03, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $445425543.00
- **C.18.a - Value (excl. sponsor support):** $445425543.00
- **C.19 - Percentage of Net Assets:** 0.6000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1252640912.00
- **C.18.a - Value (excl. sponsor support):** $1252640912.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $469800621.50
- **C.18.a - Value (excl. sponsor support):** $469800621.50
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $351941408.00
- **C.18.a - Value (excl. sponsor support):** $351941408.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Floating Rate Notes 4.303000%
- **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):** $399951304.00
- **C.18.a - Value (excl. sponsor support):** $399951304.00
- **C.19 - Percentage of Net Assets:** 0.5400%
- **C.17 - Yield as of Reporting Date:** 4.4000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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 107: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 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:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2027-09-20      | 7.5000%  | 0.0000% | $2999970.00        | $25354.75          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-12-25      | 2.6027%  | 0.0000% | $185580000.00      | $182398705.24      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2036-04-20      | 4.5549%  | 0.0000% | $341310232.00      | $8546.43           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 1.0000%  | 0.0000% | $25525280.00       | $9420462.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.4450%  | 0.0000% | $50000000.00       | $39531142.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.5450%  | 0.0000% | $100000000.00      | $89875980.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.4450%  | 0.0000% | $100970112.00      | $99288387.08       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 4.0000%  | 0.0000% | $17134048.00       | $16559241.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.3950%  | 0.0000% | $213491000.00      | $210266211.39      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 5.0000%  | 0.0000% | $28036640.00       | $28115475.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.5950%  | 0.0000% | $26998112.00       | $27128480.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $200000000.00      | $200074488.49      | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2041-02-15      | 0.0000%  | 0.0000% | $3500.00           | $1671.99           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-05-15      | 0.0000%  | 0.0000% | $3700.00           | $1848.31           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 0.0000%  | 0.0000% | $1000.00           | $441.22            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 0.0000%  | 0.0000% | $5000.00           | $1914.37           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-15      | 0.0000%  | 0.0000% | $2000.00           | $1648.83           | U.S. Treasuries (including strips)        |

### Security 108: 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: 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:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.4200%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 | 2026-02-19      | 0.0000%  | 0.0000% | $1103100.00        | $1082394.81        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-04      | 0.0000%  | 0.0000% | $800.00            | $791.27            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-14      | 0.0000%  | 0.0000% | $99884000.00       | $99349620.60       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-09      | 0.0000%  | 0.0000% | $300.00            | $290.21            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-06      | 0.0000%  | 0.0000% | $194917200.00      | $188046368.70      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 2.0000%  | 0.0000% | $300.00            | $489.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $61456200.00       | $49298311.29       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $7604300.00        | $8842084.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $3829100.00        | $3171224.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $100.00            | $77.06             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $377500.00         | $269653.61         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $17220400.00       | $16471053.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $71.89             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $95177600.00       | $52768442.56       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $2000.00           | $1670.05           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $3189000.00        | $3170138.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-15      | 2.3750%  | 0.0000% | $5784800.00        | $5573203.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $16941700.00       | $22916215.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-15      | 1.6250%  | 0.0000% | $11811500.00       | $11674636.69       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $12136200.00       | $11770124.45       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $93.98             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-15      | 0.1250%  | 0.0000% | $168600.00         | $209106.93         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 0.8750%  | 0.0000% | $99200.00          | $96846.94          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 0.6250%  | 0.0000% | $200.00            | $194.18            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $86.44             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $78325300.00       | $74574152.41       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $100.00            | $98.21             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $1600.00           | $1516.43           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $105.34            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $2600.00           | $2640.18           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $550500.00         | $577632.63         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-31      | 4.3134%  | 0.0000% | $100.00            | $100.36            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-15      | 2.3750%  | 0.0000% | $68059700.00       | $75654490.28       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.3750%  | 0.0000% | $800.00            | $805.93            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $2797800.00        | $2924810.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $4970300.00        | $5255321.53        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $23831600.00       | $24449096.18       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $151500.00         | $156726.87         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $4506900.00        | $4689347.49        | U.S. Treasuries (including strips) |

### Security 109: 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:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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       | $166565.69         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-01-15      | 4.0000%  | 0.0000% | $51435022.00       | $827263.14         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-08-15      | 3.5000%  | 0.0000% | $42857142.00       | $989785.85         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-12-15      | 3.5000%  | 0.0000% | $30257194.00       | $450581.18         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-12-15      | 3.5000%  | 0.0000% | $140549112.00      | $3125863.50        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2039-04-15      | 6.5000%  | 0.0000% | $41232145.00       | $795596.02         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-12-15      | 4.5000%  | 0.0000% | $21805461.00       | $433575.61         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2039-06-15      | 5.5000%  | 0.0000% | $30900000.00       | $615462.52         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-06-15      | 3.0000%  | 0.0000% | $54252950.00       | $684547.19         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2045-08-15      | 4.0000%  | 0.0000% | $47666227.00       | $1284574.58        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2047-12-15      | 3.5000%  | 0.0000% | $131322370.00      | $3630564.18        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2047-11-15      | 4.0000%  | 0.0000% | $14674356.00       | $551832.82         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2050-07-15      | 2.5000%  | 0.0000% | $32082090.00       | $2692286.19        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2048-09-15      | 3.0000%  | 0.0000% | $10420187.00       | $322486.57         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-11-15      | 4.5000%  | 0.0000% | $75000000.00       | $13719266.88       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-11-15      | 4.0000%  | 0.0000% | $8807646.00        | $798253.82         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 5.5000%  | 0.0000% | $58855000.00       | $52182520.99       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-01-25      | 5.0000%  | 0.0000% | $9869632.00        | $1265998.73        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-10-15      | 4.7784%  | 0.0000% | $13036116.00       | $828249.36         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-02-15      | 2.0646%  | 0.0000% | $836261762.00      | $2833587.68        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2050-08-01      | 2.0000%  | 0.0000% | $217633265.00      | $112726485.43      | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $79650964.00       | $46292127.64       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-25      | 2.5000%  | 0.0000% | $11250000.00       | $1315204.24        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-01-25      | 5.5000%  | 0.0000% | $70000000.00       | $11886176.72       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-06-25      | 6.0000%  | 0.0000% | $106201325.00      | $17995310.31       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-07-25      | 2.0000%  | 0.0000% | $6245370.00        | $348948.63         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-04-25      | 1.5000%  | 0.0000% | $11208011.00       | $508381.41         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2042-04-25      | 2.0000%  | 0.0000% | $7109513.00        | $578808.32         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 6.0000%  | 0.0000% | $1427091.00        | $173525.87         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-07-25      | 3.5000%  | 0.0000% | $2566459.00        | $201822.72         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-08-25      | 2.5000%  | 0.0000% | $2194437.00        | $102212.37         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 6.5000%  | 0.0000% | $17188919.00       | $2715261.51        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 7.0000%  | 0.0000% | $1422643.00        | $205984.39         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-11-25      | 3.0000%  | 0.0000% | $3466452.00        | $190905.55         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-12-25      | 4.0000%  | 0.0000% | $2522078.00        | $456808.48         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-06-25      | 4.5000%  | 0.0000% | $3857923.00        | $712806.30         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 5.0000%  | 0.0000% | $4961121.00        | $361469.31         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 5.5000%  | 0.0000% | $1476801.00        | $83212.67          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 4.0000%  | 0.0000% | $3696456.00        | $327115.82         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-08-25      | 4.5000%  | 0.0000% | $31000000.00       | $6478734.69        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-08-25      | 4.5000%  | 0.0000% | $5329944.00        | $445787.23         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 6.0000%  | 0.0000% | $46100000.00       | $8079832.88        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-02-25      | 5.5000%  | 0.0000% | $25000000.00       | $4936937.54        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-05-25      | 5.5000%  | 0.0000% | $167380526.00      | $35632173.95       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-05-25      | 6.0000%  | 0.0000% | $60386518.00       | $11604717.63       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 4.5000%  | 0.0000% | $48528242.00       | $9724581.38        | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2054-06-20      | 5.4950%  | 0.0000% | $1136.00           | $1077.05           | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2045-05-15      | 5.0000%  | 0.0000% | $3100.00           | $3192.92           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 2.8750%  | 0.0000% | $200.00            | $197.91            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-15      | 4.0000%  | 0.0000% | $835900.00         | $850057.41         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-03-31      | 4.1250%  | 0.0000% | $31285700.00       | $32228477.14       | U.S. Treasuries (including strips)        |

### Security 110: 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:** 1.5300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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      | $104702346.52      | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.0000%  | 0.0000% | $44987660.00       | $40003907.22       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $116736813.00      | $99985156.97       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-25      | 0.8500%  | 0.0000% | $1000.00           | $533.22            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-01-01      | 6.0000%  | 0.0000% | $31314046.00       | $210467.41         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-01-01      | 6.0000%  | 0.0000% | $20796794.00       | $132578.16         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-01-01      | 6.0000%  | 0.0000% | $9483808.00        | $59348.04          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-11-01      | 4.0000%  | 0.0000% | $91211734.00       | $499231.97         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-10-01      | 4.0000%  | 0.0000% | $25000000.00       | $85482.18          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-06-01      | 3.5000%  | 0.0000% | $55154544.00       | $765873.38         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-08-01      | 3.5000%  | 0.0000% | $18000000.00       | $433175.18         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-08-01      | 5.0000%  | 0.0000% | $22985961.00       | $430662.75         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2044-04-01      | 3.5000%  | 0.0000% | $106646610.00      | $2709179.68        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-02-01      | 3.0000%  | 0.0000% | $153827361.00      | $3180039.44        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-02-01      | 3.5000%  | 0.0000% | $83600000.00       | $1666071.17        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-01-01      | 3.0000%  | 0.0000% | $26880449.00       | $193210.39         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2043-01-01      | 3.5000%  | 0.0000% | $21177373.00       | $328682.52         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-01-01      | 4.0000%  | 0.0000% | $21653116.00       | $347911.68         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-07-01      | 3.5000%  | 0.0000% | $100000000.00      | $1390706.22        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-02-01      | 3.5000%  | 0.0000% | $50043825.00       | $1290797.26        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2030-05-01      | 3.5000%  | 0.0000% | $31048777.00       | $92413.94          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2041-02-01      | 2.0000%  | 0.0000% | $147789470.00      | $85180473.67       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $250511104.00      | $105384979.04      | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $90158654.00       | $47985048.96       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $5891.00           | $3227.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $71621606.00       | $1178025.35        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2049-04-01      | 3.5000%  | 0.0000% | $9250000.00        | $400518.27         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2049-04-01      | 4.0000%  | 0.0000% | $9750000.00        | $519257.26         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $82267460.00       | $9117878.63        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-08-25      | 2.0000%  | 0.0000% | $130617312.00      | $5755405.97        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-05-25      | 2.5000%  | 0.0000% | $100000000.00      | $12395783.95       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2048-06-25      | 3.5000%  | 0.0000% | $61068482.00       | $7514579.08        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-08-25      | 4.5000%  | 0.0000% | $60741444.00       | $10907879.42       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2042-04-01      | 2.0000%  | 0.0000% | $13799708.00       | $1071960.24        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $27127000.00       | $3987365.40        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-10-01      | 3.0000%  | 0.0000% | $98335925.00       | $15280708.55       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $34979633.00       | $6001784.11        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-02-01      | 5.0000%  | 0.0000% | $30829180.00       | $4513936.41        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-02-01      | 5.0000%  | 0.0000% | $6472820.00        | $477395.30         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-06-01      | 1.5000%  | 0.0000% | $15554957.00       | $667735.24         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-05-01      | 2.5000%  | 0.0000% | $10215045.00       | $681831.40         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-07-01      | 3.5000%  | 0.0000% | $11771783.00       | $1025806.12        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-10-01      | 4.5000%  | 0.0000% | $8038683.00        | $662282.14         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-11-01      | 5.5000%  | 0.0000% | $1658684.00        | $132320.59         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $7378736.00        | $951693.41         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $20000000.00       | $3958772.67        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-11-01      | 3.3773%  | 0.0000% | $744037.00         | $50307.00          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-06-01      | 3.1812%  | 0.0000% | $2664945.00        | $365925.94         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 4.5095%  | 0.0000% | $4016787.00        | $750393.59         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-11-01      | 5.8843%  | 0.0000% | $1240574.00        | $206539.47         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2038-09-01      | 5.0000%  | 0.0000% | $10821484.00       | $605866.43         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $40000000.00       | $8335158.33        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-06-01      | 2.5000%  | 0.0000% | $49550250.00       | $6958496.00        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-03-01      | 4.0000%  | 0.0000% | $15505570.00       | $3155879.42        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $35719555.00       | $5048301.47        | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2054-06-20      | 5.4950%  | 0.0000% | $1048.00           | $993.62            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.4950%  | 0.0000% | $33405954.00       | $33407320.51       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $98.96             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-15      | 0.8750%  | 0.0000% | $10487300.00       | $9109964.93        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-29      | 4.0000%  | 0.0000% | $45045500.00       | $46357928.08       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-06-30      | 4.0000%  | 0.0000% | $244304800.00      | $248569076.52      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-30      | 4.2500%  | 0.0000% | $168723100.00      | $171397162.04      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-04-30      | 4.0000%  | 0.0000% | $59300000.00       | $60401329.92       | U.S. Treasuries (including strips)        |

### Security 111: 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:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 National Mortgage Association    | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $547.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.0000%  | 0.0000% | $5026270.00        | $4844614.21        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 5.1450%  | 0.0000% | $50000000.00       | $46621615.57       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2031-11-30      | 4.1250%  | 0.0000% | $4079600.00        | $4179698.87        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 3.8750%  | 0.0000% | $119031900.00      | $121253394.97      | U.S. Treasuries (including strips)        |

### Security 112: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 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:** 1.8400%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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    | 2043-01-25      | 2.5000%  | 0.0000% | $750000.00         | $603150.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-07-25      | 3.0000%  | 0.0000% | $40999.00          | $4040.10           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-09-25      | 2.7500%  | 0.0000% | $10000000.00       | $719143.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-07-25      | 3.0000%  | 0.0000% | $100000000.00      | $16569741.35       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-10-25      | 5.2184%  | 0.0000% | $58211328.00       | $42345213.57       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 5.3484%  | 0.0000% | $100000000.00      | $74888553.37       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-06-15      | 2.2500%  | 0.0000% | $16581216.00       | $167463.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-03-15      | 3.5000%  | 0.0000% | $4000000.00        | $877156.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-02-15      | 3.0000%  | 0.0000% | $3994000.00        | $1099808.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-05-25      | 1.2349%  | 0.0000% | $25630000.00       | $23150982.13       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 5.2984%  | 0.0000% | $138516000.00      | $124094369.05      | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 5.2984%  | 0.0000% | $2419456.00        | $2237590.50        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.4484%  | 0.0000% | $100000000.00      | $91880398.34       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-02-25      | 5.3484%  | 0.0000% | $400000.00         | $367684.38         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 5.2484%  | 0.0000% | $97562368.00       | $89243812.10       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-04-25      | 5.2500%  | 0.0000% | $250000.00         | $244160.24         | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-02-25      | 5.5000%  | 0.0000% | $2000000.00        | $370816.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2037-05-15      | 5.5000%  | 0.0000% | $2267000.00        | $304112.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-11-27      | 8.3484%  | 0.0000% | $26575000.00       | $27517870.34       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2057-08-27      | 3.5000%  | 0.0000% | $88973440.00       | $21387026.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-20      | 6.0817%  | 0.0000% | $6000000.00        | $135761.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-20      | 4.9417%  | 0.0000% | $2673484.00        | $105124.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 5.0717%  | 0.0000% | $2800000.00        | $397130.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-11-20      | 4.8330%  | 0.0000% | $1862000.00        | $345487.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-07-20      | 4.8607%  | 0.0000% | $495000.00         | $140356.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-09-20      | 5.2417%  | 0.0000% | $5000000.00        | $2752371.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-02-16      | 4.5000%  | 0.0000% | $12029328.00       | $10945016.40       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-02-20      | 5.0450%  | 0.0000% | $200000.00         | $186397.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-07-20      | 5.0450%  | 0.0000% | $149875968.00      | $149359578.18      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-09-08      | 5.0427%  | 0.0000% | $84882304.00       | $84475350.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.7500%  | 0.0000% | $49999999.00       | $51362810.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $51517261.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.7500%  | 0.0000% | $49999900.00       | $51449158.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.4450%  | 0.0000% | $100000000.00      | $77233936.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.5450%  | 0.0000% | $288692000.00      | $229408517.20      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $100000000.00      | $88267959.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.4050%  | 0.0000% | $55380000.00       | $51827263.51       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.4950%  | 0.0000% | $21663000.00       | $21257425.20       | Agency Collateralized Mortgage Obligation |

### Security 113: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.410000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 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:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.4100%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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                  | 2041-09-25      | 2.0000%  | 0.0000% | $35905800.00       | $564447.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2033-04-25      | 3.0000%  | 0.0000% | $5350000.00        | $480922.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2044-07-25      | 2.0000%  | 0.0000% | $5000000.00        | $114406.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2054-04-25      | 5.2984%  | 0.0000% | $25000000.00       | $18453113.47       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2055-06-25      | 5.0000%  | 0.0000% | $1295930.00        | $1210504.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2055-05-25      | 5.2000%  | 0.0000% | $31365000.00       | $31341814.29       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2042-02-15      | 3.4500%  | 0.0000% | $50000000.00       | $1132608.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2030-07-15      | 1.7500%  | 0.0000% | $6000000.00        | $166782.12         | Agency Collateralized Mortgage Obligation |
| FHLMC WLST 2017-SC01           1-A    20461225 3.00000 | 2046-12-25      | 3.0000%  | 0.0000% | $5000000.00        | $557401.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2032-11-25      | 3.7800%  | 0.0000% | $17500000.00       | $16966390.00       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2033-08-25      | 4.5000%  | 0.0000% | $19999999.00       | $20206618.99       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2054-04-25      | 5.2984%  | 0.0000% | $101483000.00      | $90917069.90       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2055-06-25      | 5.5000%  | 0.0000% | $1225000.00        | $1207303.38        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2036-05-25      | 5.2500%  | 0.0000% | $7611000.00        | $7571514.71        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association                  | 2036-01-25      | 5.5000%  | 0.0000% | $3092000.00        | $933057.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2064-10-20      | 4.8717%  | 0.0000% | $3497330.00        | $412981.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2065-04-20      | 5.0617%  | 0.0000% | $2500000.00        | $456079.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2065-03-20      | 1.7500%  | 0.0000% | $638671.00         | $125.18            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2066-06-20      | 5.2417%  | 0.0000% | $2000000.00        | $279116.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2042-06-20      | 2.7500%  | 0.0000% | $6955710.00        | $601490.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-09-16      | 2.0500%  | 0.0000% | $99983.00          | $5071.95           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2036-06-20      | 4.5061%  | 0.0000% | $12689488.00       | $982959.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2071-03-20      | 5.0950%  | 0.0000% | $5004504.00        | $2345781.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-04-20      | 5.0000%  | 0.0000% | $18521728.00       | $17761501.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-01-20      | 3.0000%  | 0.0000% | $399989000.00      | $242671442.58      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-04-20      | 5.2450%  | 0.0000% | $200000000.00      | $104096264.40      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3450%  | 0.0000% | $85000000.00       | $55051040.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3450%  | 0.0000% | $150000000.00      | $67388678.53       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2075-07-20      | 5.1450%  | 0.0000% | $5050000.00        | $5052769.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-06-20      | 5.5000%  | 0.0000% | $5692000.00        | $5690740.80        | Agency Collateralized Mortgage Obligation |

### Security 114: 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:** 1.6200%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-12
- **C.12 - Maturity Date (WAL):** 2025-09-12
- **C.13 - Final Legal Maturity Date:** 2025-09-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2028-12-01      | 5.5000%  | 0.0000% | $550378.00         | $1211.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 7.5000%  | 0.0000% | $82861.00          | $719.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $24000.00          | $1438.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 4.0000%  | 0.0000% | $4819537.00        | $42861.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 4.5000%  | 0.0000% | $101135.00         | $34152.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-09-01      | 5.5000%  | 0.0000% | $1069492.00        | $17978.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 4.5000%  | 0.0000% | $1950627.00        | $261870.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 4.0000%  | 0.0000% | $17192273.00       | $15499072.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 3.5000%  | 0.0000% | $1167000.00        | $211604.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 4.5000%  | 0.0000% | $5000.00           | $524.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 2.5000%  | 0.0000% | $170000.00         | $33004.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 3.0000%  | 0.0000% | $250000.00         | $73633.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 5.5000%  | 0.0000% | $16509422.00       | $125780.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 4.5000%  | 0.0000% | $125000.00         | $1403.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $14045912.00       | $10917184.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $1020398.00        | $688486.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $250613.00         | $249350.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $13331738.00       | $13416383.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $8509000.00        | $8003815.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $2600117.00        | $2270848.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1186449.00        | $1076029.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1154756.00        | $770586.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $2982550.00        | $2800257.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $14431000.00       | $14069103.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $1692164.00        | $1738965.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 5.5000%  | 0.0000% | $1601826.00        | $1632814.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $2079799.00        | $2166872.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1837335.00        | $1839570.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $4323940.00        | $4139651.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $1173656.00        | $1212242.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 6.0000%  | 0.0000% | $1038091.00        | $1046519.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $92361138.00       | $94830105.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $2820978.00        | $2776274.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1062349.00        | $1114092.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $9848589.00        | $9976722.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.0000%  | 0.0000% | $1092700.00        | $1039901.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $4759031.00        | $4877298.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $3015094.00        | $3042458.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $5995522.00        | $6211738.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1127341.00        | $1188519.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $10866303.00       | $10771189.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $14986667.00       | $14589961.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1101930.00        | $1160950.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1962538.00        | $2071974.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1855102.00        | $1913523.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1003942.00        | $1042538.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1265400.00        | $1298220.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $5512891.00        | $5682031.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $5212108.00        | $5281416.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $2115300.00        | $2189089.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $104960820.00      | $107715376.81      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1059095.00        | $1085388.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 7.0000%  | 0.0000% | $5133459.00        | $5448604.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $11547010.00       | $11855692.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $9936245.00        | $10279886.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 5.0000%  | 0.0000% | $1073602.00        | $1088561.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.0000%  | 0.0000% | $1027895.00        | $1035617.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2056-06-01      | 4.5000%  | 0.0000% | $260000.00         | $62425.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-05-01      | 5.5000%  | 0.0000% | $4000.00           | $907.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $106334.00         | $18652.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 4.0000%  | 0.0000% | $5000000.00        | $1117914.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 3.5000%  | 0.0000% | $298000.00         | $55931.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $39938492.00       | $11791921.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 4.0000%  | 0.0000% | $14000.00          | $3810.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $1775493.00        | $491066.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 5.0000%  | 0.0000% | $4000.00           | $788.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $111718080.00      | $26496995.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $70000.00          | $39098.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $10172835.00       | $8537660.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 4.5000%  | 0.0000% | $3393658.00        | $3229168.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 4.5000%  | 0.0000% | $2312561.00        | $2226255.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $704791.00         | $450686.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $3130839.00        | $2412878.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $100000.00         | $77728.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $3186382.00        | $3191198.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $30000.00          | $20239.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $1382973.00        | $896340.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 5.5000%  | 0.0000% | $1033012.00        | $680169.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 3.0000%  | 0.0000% | $620405.00         | $381547.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $729267.00         | $515421.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 3.0000%  | 0.0000% | $3033126.00        | $2326162.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $750000.00         | $585006.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 4.0000%  | 0.0000% | $3101760.00        | $1788851.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $156645.00         | $149118.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $200000.00         | $202149.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $100000.00         | $82271.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $400000.00         | $290117.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.0000%  | 0.0000% | $184411.00         | $43995.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $675665.00         | $411629.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-03-01      | 3.5000%  | 0.0000% | $750701.00         | $171428.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $12599167.00       | $7718655.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $475000.00         | $296568.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $1000000.00        | $690984.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.5000%  | 0.0000% | $1520779.00        | $987704.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $778308.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.5000%  | 0.0000% | $1332770.00        | $935541.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 2.5000%  | 0.0000% | $427052.00         | $279904.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $9000.00           | $6559.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $588066.00         | $483582.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $1100000.00        | $921404.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.0000%  | 0.0000% | $5774958.00        | $4251617.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.0000%  | 0.0000% | $1200000.00        | $1113267.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 6.0000%  | 0.0000% | $2622966.00        | $2549349.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 6.0000%  | 0.0000% | $13151610.00       | $10982699.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.0000%  | 0.0000% | $37027760.00       | $32393581.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $6046611.00        | $6068193.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 2.5000%  | 0.0000% | $3459656.00        | $3118936.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $231554618.00      | $229294044.45      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 3.5000%  | 0.0000% | $700000.00         | $251356.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.0000%  | 0.0000% | $601000.00         | $239114.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 3.0000%  | 0.0000% | $2000.00           | $656.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 4.0000%  | 0.0000% | $109000.00         | $33666.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 2.5000%  | 0.0000% | $200000.00         | $45156.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $22000.00          | $3362.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 5.0000%  | 0.0000% | $3368000.00        | $790070.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 5.0000%  | 0.0000% | $3477118.00        | $529838.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $1000000.00        | $520694.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 3.0000%  | 0.0000% | $100000.00         | $46702.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 2.0000%  | 0.0000% | $400000.00         | $204081.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 1.5000%  | 0.0000% | $8953041.00        | $4895216.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $272258.00         | $186834.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $21552751.00       | $13989111.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 4.5000%  | 0.0000% | $11000.00          | $6920.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 5.0000%  | 0.0000% | $111130.00         | $54672.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.5000%  | 0.0000% | $25000.00          | $13937.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 1.5000%  | 0.0000% | $840048.00         | $476558.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 2.0000%  | 0.0000% | $90000.00          | $58966.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $625000.00         | $392872.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 4.5000%  | 0.0000% | $2451000.00        | $1393090.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 4.0000%  | 0.0000% | $17000.00          | $7757.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 2.5000%  | 0.0000% | $828965.00         | $496812.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $125000.00         | $84293.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $8756165.00        | $5463732.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.0000%  | 0.0000% | $160000.00         | $93869.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $500000.00         | $331236.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $1943000.00        | $1280640.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $4176440.00        | $2865778.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.0000%  | 0.0000% | $29550000.00       | $18873685.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.0000%  | 0.0000% | $145000.00         | $96117.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $602990.00         | $417800.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $165000.00         | $107541.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $700000.00         | $452717.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 3.5000%  | 0.0000% | $20000.00          | $13379.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $460000.00         | $334434.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.0000%  | 0.0000% | $10000000.00       | $7058299.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $795000.00         | $594543.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $10000.00          | $6729.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.5000%  | 0.0000% | $1500000.00        | $934788.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $1445000.00        | $948949.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 1.5000%  | 0.0000% | $2800000.00        | $1837597.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 4.0000%  | 0.0000% | $545205.00         | $23244.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $6266000.00        | $4871908.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $115000.00         | $93555.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $1148519.00        | $829879.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $17837422.00       | $14920615.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $12000.00          | $9644.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $20000.00          | $17983.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 2.5000%  | 0.0000% | $400000.00         | $307721.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $30000000.00       | $25785358.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 4.5000%  | 0.0000% | $1600000.00        | $1476630.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-25      | 3.5000%  | 0.0000% | $611300.00         | $490909.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 4.5000%  | 0.0000% | $2079209.00        | $1897307.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 5.5000%  | 0.0000% | $2655730.00        | $2685471.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 4.5000%  | 0.0000% | $51506238.00       | $49637597.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $75623092.00       | $76985423.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 4.5000%  | 0.0000% | $2594920.00        | $2526578.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 7.0000%  | 0.0000% | $132000.00         | $2144.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 4.0000%  | 0.0000% | $651226.00         | $68374.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-06-01      | 3.5000%  | 0.0000% | $300000.00         | $920.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 3.5000%  | 0.0000% | $25000.00          | $1493.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $330000.00         | $51226.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $56000.00          | $1172.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-02-01      | 2.5000%  | 0.0000% | $165000.00         | $17355.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $150000.00         | $25645.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 4.0000%  | 0.0000% | $2000000.00        | $206853.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $55000.00          | $7126.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 2.0000%  | 0.0000% | $2894199.00        | $1677210.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 1.5000%  | 0.0000% | $1964512.00        | $1191631.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $422721.00         | $19119.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.5000%  | 0.0000% | $15000.00          | $1728.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $16000.00          | $3994.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 1.5000%  | 0.0000% | $642170.00         | $336976.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $1396000.00        | $1085511.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 4.0000%  | 0.0000% | $245890.00         | $213891.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $1016000.00        | $689149.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 3.0000%  | 0.0000% | $8312331.00        | $5153324.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.5000%  | 0.0000% | $1000000.00        | $733097.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 2.5000%  | 0.0000% | $2231198.00        | $1495539.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $1031079.00        | $821580.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 3.5000%  | 0.0000% | $3000.00           | $1964.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $715744.00         | $553450.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 3.5000%  | 0.0000% | $3000.00           | $2370.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $77042343.00       | $64882098.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.0000%  | 0.0000% | $400817.00         | $262955.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 6.0000%  | 0.0000% | $7596856.00        | $5683565.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $126851945.00      | $123975176.35      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 5.0000%  | 0.0000% | $5500000.00        | $266836.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-05-01      | 5.0000%  | 0.0000% | $263125.00         | $6794.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 6.5000%  | 0.0000% | $2121987.00        | $34787.06          | Agency Mortgage-Backed Securities |

### Security 115: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 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: 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:** 1.8900%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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          | 2032-07-01      | 6.5000%  | 0.0000% | $1000.00           | $14.32             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-09-01      | 5.0000%  | 0.0000% | $4989426.00        | $121092.17         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-12-01      | 4.5000%  | 0.0000% | $2707766.00        | $109775.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 3.0000%  | 0.0000% | $25980.00          | $7457.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-10-01      | 2.5000%  | 0.0000% | $585000.00         | $95148.98          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-06-01      | 3.0000%  | 0.0000% | $1948999.00        | $310145.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-12-01      | 3.0000%  | 0.0000% | $1000.00           | $149.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $234115.00         | $16943.30          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-09-01      | 5.0000%  | 0.0000% | $5422600.00        | $4271547.95        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $251514.00         | $137126.13         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.0000%  | 0.0000% | $773715.00         | $506642.82         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-12-01      | 2.5000%  | 0.0000% | $69583.00          | $50443.01          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $956560.00         | $704522.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.0000%  | 0.0000% | $24632.00          | $17542.08          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.0000%  | 0.0000% | $796942.00         | $530537.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 4.0000%  | 0.0000% | $46070.00          | $35039.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.0000%  | 0.0000% | $104000.00         | $75579.14          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $39000.00          | $33452.72          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.0000%  | 0.0000% | $43999.00          | $39592.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.5000%  | 0.0000% | $34000.00          | $29189.32          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 1.5000%  | 0.0000% | $301685.00         | $163972.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 2.5000%  | 0.0000% | $3000.00           | $2032.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.5000%  | 0.0000% | $113000.00         | $88952.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.0000%  | 0.0000% | $6014148.00        | $4749883.68        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.0000%  | 0.0000% | $345000.00         | $270761.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $921495.00         | $734776.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 3.5000%  | 0.0000% | $110000.00         | $87208.61          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.0000%  | 0.0000% | $557234.00         | $461844.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $2630340.00        | $2236143.74        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 5.5000%  | 0.0000% | $5852070.00        | $5083940.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 4.0000%  | 0.0000% | $219000.00         | $187150.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.5000%  | 0.0000% | $849000.00         | $773713.63         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $1881451.00        | $1648498.44        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $29600155.00       | $27939273.80       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $9033002.00        | $7974825.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 4.5000%  | 0.0000% | $2117366.00        | $687030.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.0000%  | 0.0000% | $482186.00         | $304498.69         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 4.5000%  | 0.0000% | $162000.00         | $140583.18         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 4.5000%  | 0.0000% | $27064809.00       | $22469837.81       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 7.5000%  | 0.0000% | $287836.00         | $307713.89         | Agency Mortgage-Backed Securities         |
| Federal Farm Credit Bank                 | 2035-06-04      | 1.8000%  | 0.0000% | $49000.00          | $38241.56          | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2036-07-14      | 2.3100%  | 0.0000% | $356000.00         | $283745.71         | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2036-12-01      | 2.7800%  | 0.0000% | $55000.00          | $45940.71          | Agency Debentures and Agency Strips       |
| Federal Farm Credit Bank                 | 2042-03-24      | 3.7000%  | 0.0000% | $1000.00           | $841.22            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-05-01      | 2.0000%  | 0.0000% | $79000.00          | $44834.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $5146553.00        | $3866645.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1845384.00        | $1518782.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-07-13      | 2.1500%  | 0.0000% | $7000.00           | $4851.42           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2044-03-25      | 4.7284%  | 0.0000% | $1283.00           | $40.26             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 4.7200%  | 0.0000% | $12356199.00       | $12452689.01       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-25      | 5.5000%  | 0.0000% | $26088455.00       | $26321344.16       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-10-15      | 3.5000%  | 0.0000% | $2000000.00        | $709754.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-10-25      | 5.0690%  | 0.0000% | $175569.00         | $181223.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-12-01      | 6.6940%  | 0.0000% | $2453.00           | $50.61             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-11-01      | 3.5000%  | 0.0000% | $4580346.00        | $515774.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 3.5000%  | 0.0000% | $102149.00         | $15655.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-25      | 6.0000%  | 0.0000% | $1000.00           | $250.40            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-10-25      | 4.8629%  | 0.0000% | $2163.00           | $65.41             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $480860.00         | $505105.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $69000.00          | $60524.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $66118.00          | $54342.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $4491472.00        | $4075486.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1841340.00        | $1890047.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $3545928.00        | $3637278.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1819710.00        | $1811027.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.5000%  | 0.0000% | $1001.00           | $1060.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $8954.00           | $9268.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $4347061.00        | $4472666.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $96607.00          | $100879.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2110040.00        | $2167480.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-07-01      | 4.0000%  | 0.0000% | $157020.00         | $46287.85          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.5000%  | 0.0000% | $560040.00         | $114682.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $3998000.00        | $716479.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $84001.00          | $44203.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $76834.00          | $44521.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $54000.00          | $32945.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.9400%  | 0.0000% | $1641.00           | $1194.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0510%  | 0.0000% | $466273.00         | $329408.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $222348.00         | $142182.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $499866.00         | $340815.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $249212.00         | $209064.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $369513.00         | $288579.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $412385.00         | $411814.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $670338.00         | $660155.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 5.2500%  | 0.0000% | $402792.00         | $421388.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-09-01      | 5.2800%  | 0.0000% | $2934000.00        | $3066028.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 4.5100%  | 0.0000% | $88027.00          | $89754.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-01-01      | 3.5000%  | 0.0000% | $185000.00         | $53519.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $42000.00          | $4189.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 5.0000%  | 0.0000% | $431907.00         | $68776.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $40000.00          | $25419.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $150179.00         | $100917.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 6.0000%  | 0.0000% | $9862940.00        | $7155332.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 6.0000%  | 0.0000% | $1000.00           | $706.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $807856.00         | $670826.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $7059990.00        | $5810574.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $155997.00         | $116432.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 4.5000%  | 0.0000% | $5923576.00        | $5050502.33        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $620096.00         | $630964.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1321.00           | $1060.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $2068.00           | $2067.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.5000%  | 0.0000% | $26125851.00       | $27289955.07       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 5.0000%  | 0.0000% | $353000.00         | $54933.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-03-01      | 4.0000%  | 0.0000% | $92999.00          | $14345.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-09-01      | 3.0000%  | 0.0000% | $238803.00         | $99956.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $27208.00          | $15800.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $56000.00          | $28205.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $17794.00          | $11350.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 4.0000%  | 0.0000% | $37971.00          | $23419.42          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $11395000.00       | $9418247.21        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $12449.00          | $9088.84           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 4.0000%  | 0.0000% | $1156866.00        | $869208.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $2650847.00        | $2171447.98        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 3.5000%  | 0.0000% | $500000.00         | $379982.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $217370.00         | $153931.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $767407.00         | $676635.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $104000.00         | $90081.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $842328.00         | $776339.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1093.00           | $886.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.0000%  | 0.0000% | $31341.00          | $28016.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $20826401.00       | $18199415.02       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $166233.00         | $165101.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 6.5000%  | 0.0000% | $2515283.00        | $25127.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $15213011.00       | $111929.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-10-01      | 6.5000%  | 0.0000% | $1423907.00        | $25463.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-10-01      | 6.0000%  | 0.0000% | $35775.00          | $68.96             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 4.5000%  | 0.0000% | $985337.00         | $39892.95          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-02-01      | 4.5000%  | 0.0000% | $2230090.00        | $187500.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 3.5000%  | 0.0000% | $410000.00         | $30955.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 4.5000%  | 0.0000% | $631000.00         | $16839.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-01-01      | 3.0000%  | 0.0000% | $102000.00         | $18891.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $152654786.00      | $12155237.41       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $1019.00           | $76.59             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.0000%  | 0.0000% | $1103992.00        | $102440.64         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $258846.00         | $158744.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.5000%  | 0.0000% | $548082.00         | $324654.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $31362.00          | $16771.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-07-01      | 3.0000%  | 0.0000% | $1799000.00        | $195986.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 2.5000%  | 0.0000% | $1053999.00        | $135662.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $225000.00         | $68480.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 2.0000%  | 0.0000% | $1000.00           | $401.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 1.5000%  | 0.0000% | $169000.00         | $94812.42          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $10987.00          | $9937.34           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.5000%  | 0.0000% | $1500000.00        | $1068573.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $716.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $232804.00         | $176102.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $5010000.00        | $3992047.94        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $121997.00         | $96727.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $28413281.00       | $23596807.97       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1079660.00        | $898139.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.0000%  | 0.0000% | $254734.00         | $224987.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $27279020.00       | $21708840.38       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $27186858.00       | $23190715.82       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $18126.00          | $11652.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $73325.00          | $67878.42          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.5000%  | 0.0000% | $1002.00           | $849.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $6951904.00        | $6454504.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $4488730.00        | $4412545.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $244626.00         | $250086.44         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.5000%  | 0.0000% | $1014160.00        | $1021406.68        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $2075228.00        | $2160818.18        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $1465180.00        | $1478540.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $1018.00           | $1057.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $4200728.00        | $4239911.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $53908.00          | $54448.87          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1400400.00        | $1412435.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1007.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $4403146.00        | $4400248.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $3749010.00        | $3740086.05        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $5114600.00        | $5143306.27        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $1075460.00        | $1123567.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $2994640.00        | $3025910.42        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 5.5000%  | 0.0000% | $6136214.00        | $6187150.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1026.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $5553531.00        | $5710133.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $2928678.00        | $3010901.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $22447086.00       | $23045764.76       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $11360.00          | $11700.23          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $7917402.00        | $7925506.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $1016.00           | $1040.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $26620150.00       | $27196684.44       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 7.0000%  | 0.0000% | $16811912.00       | $16434020.67       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $23504110.00       | $23841344.90       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $12235352.00       | $12425039.23       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $1726936.00        | $1705130.38        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $61682.00          | $60125.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $30166351.00       | $30473226.59       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-20      | 5.5000%  | 0.0000% | $434028.00         | $59803.54          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-01-20      | 3.5000%  | 0.0000% | $595131.00         | $41936.55          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-08-20      | 5.5000%  | 0.0000% | $7263.00           | $473.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-10-20      | 4.0000%  | 0.0000% | $20989324.00       | $1943392.65        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $19794010.00       | $1833668.27        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $503792.00         | $80736.42          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $26168544.00       | $8226532.58        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $38000.00          | $15864.25          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-12-20      | 6.0000%  | 0.0000% | $25000.00          | $5256.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 4.0000%  | 0.0000% | $82328444.00       | $60258639.04       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $115559628.00      | $74663216.46       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $1231665.00        | $695137.19         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $29682237.00       | $17017414.15       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 4.5000%  | 0.0000% | $22018.00          | $19452.17          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $15498278.00       | $9555095.37        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $23999.00          | $19101.23          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $33428903.00       | $26656032.73       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-07-20      | 5.0000%  | 0.0000% | $1064062.00        | $794642.96         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $1003.00           | $765.42            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $615073.00         | $483753.73         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $243131002.00      | $181324692.89      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $45458096.00       | $26830402.44       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $198000.00         | $79106.14          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-20      | 4.5000%  | 0.0000% | $14929376.00       | $13603096.50       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 6.5000%  | 0.0000% | $18219839.00       | $10788941.41       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $791726.00         | $175309.87         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $16472.00          | $10919.15          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-01-20      | 5.0000%  | 0.0000% | $1609506.00        | $741611.30         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $598303.00         | $130183.48         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $1889186.00        | $1472528.20        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-09-20      | 5.0000%  | 0.0000% | $74000.00          | $70644.10          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.5000%  | 0.0000% | $2045760.00        | $1966705.39        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-04-15      | 2.5000%  | 0.0000% | $471728.00         | $83731.68          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $1155309.00        | $675474.75         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $3229683.00        | $2975948.90        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-15      | 7.0000%  | 0.0000% | $2323840.00        | $2413294.37        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 7.5000%  | 0.0000% | $1068022.00        | $419451.87         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $82779.00          | $83548.73          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 8.0000%  | 0.0000% | $168736.00         | $72441.37          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $10497689.00       | $9981916.84        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $1039355.00        | $282463.50         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1384793.00        | $1263667.14        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $682061.00         | $729688.80         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $3479757.00        | $3131143.03        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $1204409.00        | $1172454.26        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.0000%  | 0.0000% | $54847.00          | $53486.13          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.5000%  | 0.0000% | $120408.00         | $68933.89          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1716012.00        | $1758045.08        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $2003125.00        | $2129729.70        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $69821.00          | $73285.77          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $416691.00         | $433405.56         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $2310941.00        | $2472238.01        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1746580.00        | $1800147.18        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 4.5000%  | 0.0000% | $90453.00          | $84242.67          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $4144904.00        | $4229923.35        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1000.00           | $1040.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $4494318.00        | $4652665.76        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1639081.00        | $1689339.46        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $15154.00          | $15634.27          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $2333846.00        | $2405624.03        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1008.00           | $1039.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $277544.00         | $286340.66         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $11176.00          | $11653.15          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $10468425.00       | $10211891.91       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $17811737.00       | $17641711.35       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1986705.00        | $1980595.41        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $49886119.00       | $50075660.85       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $433935.00         | $442762.25         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $4633592.00        | $4677104.32        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $2431094.00        | $2388379.06        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1008.00           | $1036.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $378744.00         | $388723.27         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $25340.00          | $25920.03          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 7.0000%  | 0.0000% | $206744.00         | $213133.15         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-10-15      | 4.0000%  | 0.0000% | $1029.00           | $45.20             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-20      | 7.0000%  | 0.0000% | $65004.00          | $8735.84           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $1020.00           | $288.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2049-08-20      | 5.1560%  | 0.0000% | $18359.00          | $13347.74          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.8950%  | 0.0000% | $78760611.00       | $78919326.70       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.5000%  | 0.0000% | $68575732.00       | $69303989.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.3950%  | 0.0000% | $1000.00           | $998.82            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.4450%  | 0.0000% | $47064569.00       | $47156291.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 4.5000%  | 0.0000% | $1518.00           | $341.02            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.3750%  | 0.0000% | $1000.00           | $711.16            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $76240.00          | $46531.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $1940.00           | $1371.41           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.6450%  | 0.0000% | $987183.00         | $756862.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 5.2450%  | 0.0000% | $7156401.00        | $4250146.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.3450%  | 0.0000% | $5361999.00        | $4166330.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.4950%  | 0.0000% | $52788004.00       | $40096515.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.5450%  | 0.0000% | $1056.00           | $543.89            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.6450%  | 0.0000% | $1684.00           | $668.66            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.7500%  | 0.0000% | $5593550.00        | $5714830.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.5450%  | 0.0000% | $28266025.00       | $16115428.49       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.4450%  | 0.0000% | $585114.00         | $483246.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.4550%  | 0.0000% | $43017000.00       | $40060457.99       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.6950%  | 0.0000% | $18998702.00       | $18780158.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $7641108.00        | $7432581.31        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2051-11-15      | 0.0000%  | 0.0000% | $2249400.00        | $606058.09         | U.S. Treasuries (including strips)        |

### Security 116: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 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: 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:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 | 2044-05-15      | 3.3750%  | 0.0000% | $68502500.00       | $56733117.47       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-08-15      | 4.7500%  | 0.0000% | $50284400.00       | $49405029.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $44596700.00       | $46069813.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-31      | 4.1250%  | 0.0000% | $598857600.00      | $612792083.93      | U.S. Treasuries (including strips) |

### Security 117: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 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: 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:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.4400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 | 2038-05-15      | 4.5000%  | 0.0000% | $1196000.00        | $1226079.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $15332600.00       | $15433848.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $16956900.00       | $19717048.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $17623800.00       | $13180175.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $141913600.00      | $191959642.66      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-01-15      | 1.7500%  | 0.0000% | $217300000.00      | $229787061.57      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $123006200.00      | $130123732.47      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $155193600.00      | $163572475.39      | U.S. Treasuries (including strips) |

### Security 118: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.430000%
- **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:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 | 2027-08-15      | 6.3750%  | 0.0000% | $50100.00          | $52812.73          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 0.5000%  | 0.0000% | $171700.00         | $163159.30         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $66915500.00       | $80394046.40       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $10024200.00       | $9442884.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 4.6250%  | 0.0000% | $7110700.00        | $7203073.40        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $117702400.00      | $119803489.53      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $735077700.00      | $746840541.26      | U.S. Treasuries (including strips) |

### Security 119: 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:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 4.4300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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                        | 2046-03-01      | 6.5440%  | 0.0000% | $51039.00          | $44329.92          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-01-01      | 6.6330%  | 0.0000% | $2212460.00        | $2124728.34        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-01-01      | 6.7500%  | 0.0000% | $9661704.00        | $5572.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-01-01      | 6.8590%  | 0.0000% | $48256.00          | $76.10             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-07-01      | 6.7140%  | 0.0000% | $35407866.00       | $223878.53         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-04-01      | 6.9010%  | 0.0000% | $11898.00          | $120.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-06-01      | 6.4950%  | 0.0000% | $1987.00           | $26.70             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-08-01      | 4.0000%  | 0.0000% | $6548586.00        | $621989.52         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2026-09-01      | 4.5000%  | 0.0000% | $1127384.00        | $194.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-02-01      | 3.0000%  | 0.0000% | $1000.00           | $139.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-04-01      | 3.0000%  | 0.0000% | $1000.00           | $152.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-09-01      | 3.5000%  | 0.0000% | $20029.00          | $1547.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-08-01      | 3.5000%  | 0.0000% | $8000.00           | $621.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-06-01      | 4.0000%  | 0.0000% | $13111.00          | $1351.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-12-01      | 3.0000%  | 0.0000% | $87070.00          | $15676.20          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-12-01      | 3.5000%  | 0.0000% | $16028.00          | $2267.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-01-01      | 3.0000%  | 0.0000% | $1037.00           | $51.97             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-06-01      | 6.4510%  | 0.0000% | $1181.00           | $8.92              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-04-01      | 6.3010%  | 0.0000% | $3175.00           | $44.15             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 6.9560%  | 0.0000% | $1206.00           | $12.73             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-06-01      | 6.1850%  | 0.0000% | $3257993.00        | $6616.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-01-01      | 7.0750%  | 0.0000% | $3257642.00        | $40176.64          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 6.4350%  | 0.0000% | $1556.00           | $21.15             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-09-01      | 6.4810%  | 0.0000% | $1308.00           | $22.45             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-09-01      | 6.8830%  | 0.0000% | $79236448.00       | $1185111.77        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-02-01      | 6.7530%  | 0.0000% | $1272.00           | $40.98             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-02-01      | 6.5490%  | 0.0000% | $3288.00           | $161.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-03-01      | 4.2330%  | 0.0000% | $43020.00          | $996.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-12-01      | 6.3950%  | 0.0000% | $5571.00           | $10.43             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-09-01      | 7.0000%  | 0.0000% | $27850.00          | $132.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-04-01      | 6.5000%  | 0.0000% | $1147.00           | $61.72             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-05-01      | 5.0000%  | 0.0000% | $20000.00          | $438.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-03-01      | 7.0000%  | 0.0000% | $500000.00         | $159.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-05-01      | 6.0000%  | 0.0000% | $71911.00          | $3406.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-03-01      | 6.0000%  | 0.0000% | $176508.00         | $3990.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-02-01      | 6.5000%  | 0.0000% | $110000.00         | $1514.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-02-01      | 6.5000%  | 0.0000% | $19038.00          | $383.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 6.5000%  | 0.0000% | $150000.00         | $791.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-06-01      | 6.5000%  | 0.0000% | $60000.00          | $276.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-07-01      | 7.0000%  | 0.0000% | $40000.00          | $1487.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-03-01      | 5.5000%  | 0.0000% | $293271.00         | $4011.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-03-01      | 5.0000%  | 0.0000% | $772000.00         | $3391.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-09-01      | 6.5000%  | 0.0000% | $101972.00         | $3645.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 6.5000%  | 0.0000% | $15050.00          | $142.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 6.5000%  | 0.0000% | $370690.00         | $805.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 6.5000%  | 0.0000% | $1583909.00        | $3869.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-10-01      | 6.5000%  | 0.0000% | $750624.00         | $3248.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 6.5000%  | 0.0000% | $185723.00         | $424.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-12-01      | 6.5000%  | 0.0000% | $2224.00           | $17.27             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-12-01      | 6.5000%  | 0.0000% | $130095.00         | $778.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-09-01      | 6.5000%  | 0.0000% | $190882.00         | $3676.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-05-01      | 4.5000%  | 0.0000% | $1000.00           | $36.53             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-08-01      | 6.5000%  | 0.0000% | $99031.00          | $622.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-09-01      | 6.5000%  | 0.0000% | $1719.00           | $55.35             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-05-01      | 4.0000%  | 0.0000% | $64000.00          | $621.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-12-01      | 4.5000%  | 0.0000% | $7998.00           | $324.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-01-01      | 4.5000%  | 0.0000% | $12000.00          | $706.28            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-05-01      | 7.0000%  | 0.0000% | $100000.00         | $419.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-07-01      | 7.0000%  | 0.0000% | $245000.00         | $214.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-07-01      | 6.5000%  | 0.0000% | $222500.00         | $178.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-09-01      | 6.5000%  | 0.0000% | $4299.00           | $0.52              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-04-01      | 7.0000%  | 0.0000% | $25000.00          | $2.99              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-02-01      | 7.5000%  | 0.0000% | $1991.00           | $2.89              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-01-01      | 7.0000%  | 0.0000% | $91575.00          | $183.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-06-01      | 7.0000%  | 0.0000% | $28000.00          | $27.76             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-06-01      | 7.0000%  | 0.0000% | $60038.00          | $387.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-12-01      | 6.5000%  | 0.0000% | $161000.00         | $256.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-01-01      | 7.0000%  | 0.0000% | $35987.00          | $453.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-04-01      | 7.0000%  | 0.0000% | $35000.00          | $154.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-04-01      | 6.5000%  | 0.0000% | $125000.00         | $135.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-04-01      | 7.0000%  | 0.0000% | $2069632.00        | $8502.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-05-01      | 6.5000%  | 0.0000% | $613000.00         | $317.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-05-01      | 7.0000%  | 0.0000% | $132027.00         | $784.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-06-01      | 7.0000%  | 0.0000% | $128369.00         | $136.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-03-01      | 2.5000%  | 0.0000% | $1000.00           | $20.02             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-07-01      | 4.5000%  | 0.0000% | $1032.00           | $34.74             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-04-01      | 4.5000%  | 0.0000% | $4026.00           | $370.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-09-01      | 4.0000%  | 0.0000% | $1011.00           | $87.87             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-08-01      | 3.5000%  | 0.0000% | $1110.00           | $78.80             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-09-01      | 3.5000%  | 0.0000% | $3001.00           | $338.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-10-01      | 3.5000%  | 0.0000% | $13960.00          | $803.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-10-01      | 4.0000%  | 0.0000% | $1009.00           | $179.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-08-01      | 3.5000%  | 0.0000% | $18828.00          | $2264.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-12-01      | 3.0000%  | 0.0000% | $178208.00         | $29845.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-04-01      | 3.5000%  | 0.0000% | $22746.00          | $2504.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $149.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-07-01      | 4.0000%  | 0.0000% | $1001.00           | $158.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-10-01      | 4.5000%  | 0.0000% | $955596.00         | $76027.57          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-11-01      | 5.0000%  | 0.0000% | $1000.00           | $200.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-02-01      | 4.0000%  | 0.0000% | $15000.00          | $1583.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-04-01      | 4.0000%  | 0.0000% | $150136.00         | $18991.35          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-06-01      | 4.0000%  | 0.0000% | $7000000.00        | $943278.67         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-11-01      | 4.0000%  | 0.0000% | $45000.00          | $3295.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-05-01      | 3.5000%  | 0.0000% | $400820.00         | $58874.42          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-06-01      | 3.5000%  | 0.0000% | $3000.00           | $497.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-09-01      | 3.5000%  | 0.0000% | $10002.00          | $2131.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-04-01      | 4.5000%  | 0.0000% | $28457.00          | $4908.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-08-01      | 3.0000%  | 0.0000% | $4129.00           | $908.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-11-01      | 3.5000%  | 0.0000% | $3495000.00        | $1088641.76        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-01-01      | 3.0000%  | 0.0000% | $3004.00           | $862.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-01-01      | 3.0000%  | 0.0000% | $4000.00           | $1291.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-01-01      | 3.5000%  | 0.0000% | $158220.00         | $52058.30          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-11-01      | 4.0000%  | 0.0000% | $27000.00          | $3291.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-04-01      | 4.0000%  | 0.0000% | $723313.00         | $244467.88         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-04-01      | 5.0000%  | 0.0000% | $2798415.00        | $1057214.82        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $181.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-07-01      | 4.5000%  | 0.0000% | $28000.00          | $3382.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-07-01      | 4.5000%  | 0.0000% | $4000.00           | $321.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-10-01      | 4.0000%  | 0.0000% | $2826383.00        | $476136.62         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-11-01      | 3.5000%  | 0.0000% | $1000.00           | $239.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-11-01      | 4.5000%  | 0.0000% | $5000.00           | $175.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-02-01      | 3.5000%  | 0.0000% | $19000.00          | $1675.70           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $104.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-02-01      | 4.5000%  | 0.0000% | $7770270.00        | $1585700.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-03-01      | 3.5000%  | 0.0000% | $3000.00           | $279.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-10-01      | 3.0000%  | 0.0000% | $1340000.00        | $196166.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-04-01      | 3.5000%  | 0.0000% | $2000.00           | $274.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-06-01      | 6.5000%  | 0.0000% | $370000.00         | $570.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-07-01      | 7.0000%  | 0.0000% | $230000.00         | $619.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2027-01-01      | 6.5000%  | 0.0000% | $871906.00         | $206.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-02-01      | 7.0000%  | 0.0000% | $315000.00         | $80.58             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-09-01      | 6.5000%  | 0.0000% | $390585.00         | $169.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-11-01      | 6.5000%  | 0.0000% | $379290.00         | $213.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-05-01      | 7.0000%  | 0.0000% | $84000.00          | $35.33             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-02-01      | 6.5000%  | 0.0000% | $3250000.00        | $2539.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-08-01      | 6.5000%  | 0.0000% | $1012818.00        | $812.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-08-01      | 7.0000%  | 0.0000% | $1065000.00        | $490.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-02-01      | 7.0000%  | 0.0000% | $73407.00          | $37.47             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-04-01      | 7.0000%  | 0.0000% | $114000.00         | $57.73             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-05-01      | 7.0000%  | 0.0000% | $67000.00          | $29.89             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-12-01      | 5.5000%  | 0.0000% | $200000.00         | $1549.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-11-01      | 6.5000%  | 0.0000% | $360000.00         | $3757.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-04-01      | 3.5000%  | 0.0000% | $3571.00           | $498.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-02-01      | 4.0000%  | 0.0000% | $7000.00           | $314.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2026-04-01      | 6.5000%  | 0.0000% | $277213.00         | $11.86             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2027-11-01      | 6.0000%  | 0.0000% | $425000.00         | $1299.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-03-01      | 3.0000%  | 0.0000% | $12000.00          | $947.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-04-01      | 3.0000%  | 0.0000% | $35000.00          | $2995.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-06-01      | 3.0000%  | 0.0000% | $34000.00          | $4189.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-05-01      | 3.5000%  | 0.0000% | $23000.00          | $2013.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-05-01      | 3.5000%  | 0.0000% | $6190138.00        | $538055.42         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-12-01      | 4.0000%  | 0.0000% | $19000.00          | $2142.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-04-01      | 3.0000%  | 0.0000% | $1001.00           | $212.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-03-01      | 4.0000%  | 0.0000% | $6530.00           | $1185.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-05-01      | 5.0000%  | 0.0000% | $35016390.00       | $6782381.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-07-01      | 4.5000%  | 0.0000% | $1009.00           | $225.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-12-01      | 4.5000%  | 0.0000% | $2016.00           | $99.25             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-05-01      | 4.0000%  | 0.0000% | $12000.00          | $1005.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-05-01      | 4.5000%  | 0.0000% | $13000.00          | $1397.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-08-01      | 6.5000%  | 0.0000% | $710144.00         | $2409.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2027-05-01      | 7.5000%  | 0.0000% | $51369.00          | $5.32              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-01-01      | 6.5000%  | 0.0000% | $918000.00         | $99.65             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-09-01      | 7.0000%  | 0.0000% | $18924.00          | $7.61              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-03-01      | 7.0000%  | 0.0000% | $813089.00         | $491.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-02-01      | 7.0000%  | 0.0000% | $55000.00          | $10.29             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-06-01      | 6.5000%  | 0.0000% | $4301072.00        | $3717.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-06-01      | 7.0000%  | 0.0000% | $115000.00         | $100.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-04-01      | 7.0000%  | 0.0000% | $125000.00         | $39.58             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-08-01      | 7.0000%  | 0.0000% | $70000.00          | $30.61             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-09-01      | 7.0000%  | 0.0000% | $443000.00         | $242.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-09-01      | 7.0000%  | 0.0000% | $112057.00         | $61.19             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-10-01      | 7.0000%  | 0.0000% | $65000.00          | $27.00             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-08-01      | 6.5000%  | 0.0000% | $2052728.00        | $2303.31           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-07-01      | 7.0000%  | 0.0000% | $528312.00         | $454.91            | 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          | $648.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 5.0000%  | 0.0000% | $2503.00           | $43.77             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-11-01      | 7.0000%  | 0.0000% | $125000.00         | $1715.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 6.5000%  | 0.0000% | $22000.00          | $181.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2028-12-01      | 7.0000%  | 0.0000% | $260000.00         | $1363.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 6.5000%  | 0.0000% | $134290.00         | $1401.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-11-01      | 6.5000%  | 0.0000% | $233921.00         | $1578.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-09-01      | 6.5000%  | 0.0000% | $700000.00         | $12182.03          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 6.5000%  | 0.0000% | $550000.00         | $3293.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-05-01      | 6.5000%  | 0.0000% | $32000.00          | $198.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-05-01      | 6.0000%  | 0.0000% | $50000.00          | $224.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-06-01      | 6.5000%  | 0.0000% | $100717.00         | $631.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-04-01      | 6.5000%  | 0.0000% | $6170.00           | $45.52             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-12-01      | 5.0000%  | 0.0000% | $53000.00          | $721.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-11-01      | 5.5000%  | 0.0000% | $307000.00         | $1974.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-01-01      | 6.5000%  | 0.0000% | $7500.00           | $66.43             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-04-01      | 5.5000%  | 0.0000% | $550000.00         | $3897.38           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-06-01      | 6.0000%  | 0.0000% | $1112983.00        | $23762.57          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-12-01      | 6.5000%  | 0.0000% | $263908.00         | $2683.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-03-01      | 5.0000%  | 0.0000% | $132000.00         | $1398.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-11-01      | 5.0000%  | 0.0000% | $27000.00          | $232.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-04-01      | 3.5000%  | 0.0000% | $26497.00          | $4147.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-02-01      | 5.0000%  | 0.0000% | $84000.00          | $730.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-10-01      | 5.5000%  | 0.0000% | $42000.00          | $2014.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2038-09-01      | 6.5000%  | 0.0000% | $278000.00         | $3848.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2042-11-01      | 3.5000%  | 0.0000% | $56558.00          | $6833.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-03-01      | 7.0000%  | 0.0000% | $99999.00          | $4262.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-08-01      | 5.5000%  | 0.0000% | $4000.00           | $185.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-09-01      | 6.5000%  | 0.0000% | $1017.00           | $61.51             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2039-04-01      | 6.5000%  | 0.0000% | $28000.00          | $1933.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-08-01      | 5.5000%  | 0.0000% | $22000.00          | $1422.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-08-01      | 4.0000%  | 0.0000% | $2224.00           | $287.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-06-01      | 5.5000%  | 0.0000% | $41000.00          | $3278.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-05-01      | 3.5000%  | 0.0000% | $11000.00          | $2082.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2043-04-01      | 3.5000%  | 0.0000% | $598426.00         | $79969.04          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-02-01      | 4.0000%  | 0.0000% | $4000.00           | $699.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 4.0000%  | 0.0000% | $4070000.00        | $634398.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-03-01      | 3.5000%  | 0.0000% | $6001.00           | $769.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-07-01      | 6.5000%  | 0.0000% | $28000.00          | $219.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-10-01      | 6.0000%  | 0.0000% | $165000.00         | $2217.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 6.5000%  | 0.0000% | $100000.00         | $1673.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-08-01      | 6.5000%  | 0.0000% | $14000.00          | $114.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-08-01      | 4.5000%  | 0.0000% | $19000.00          | $1102.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-09-01      | 4.5000%  | 0.0000% | $6000.00           | $579.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-08-01      | 3.5000%  | 0.0000% | $8000.00           | $788.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 3.5000%  | 0.0000% | $309000.00         | $26782.77          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 4.0000%  | 0.0000% | $42000.00          | $3275.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-04-01      | 4.0000%  | 0.0000% | $30000.00          | $2058.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-05-01      | 3.0000%  | 0.0000% | $3581.00           | $491.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-03-01      | 4.5000%  | 0.0000% | $5000.00           | $441.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-09-01      | 4.0000%  | 0.0000% | $2000.00           | $165.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-10-01      | 4.5000%  | 0.0000% | $3000.00           | $409.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-12-01      | 3.5000%  | 0.0000% | $1014.00           | $109.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-12-01      | 4.0000%  | 0.0000% | $5000.00           | $507.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-11-01      | 2.5000%  | 0.0000% | $2000.00           | $498.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-12-01      | 2.5000%  | 0.0000% | $1000.00           | $251.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-06-01      | 3.0000%  | 0.0000% | $70000.00          | $10351.42          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-06-01      | 4.5000%  | 0.0000% | $2000.00           | $157.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-10-01      | 3.0000%  | 0.0000% | $15002.00          | $2375.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-05-01      | 4.0000%  | 0.0000% | $12000.00          | $1257.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-06-01      | 4.0000%  | 0.0000% | $10023.00          | $1031.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-12-01      | 3.0000%  | 0.0000% | $5113050.00        | $919398.12         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-01-01      | 2.5000%  | 0.0000% | $2000.00           | $559.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-04-01      | 4.5000%  | 0.0000% | $9000.00           | $796.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-01-01      | 3.5000%  | 0.0000% | $22771.00          | $2893.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-02-01      | 3.0000%  | 0.0000% | $20000.00          | $2785.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-02-01      | 3.5000%  | 0.0000% | $356996.00         | $42444.73          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $117.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-10-01      | 3.5000%  | 0.0000% | $17480008.00       | $2179222.92        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-12-01      | 3.0000%  | 0.0000% | $20045.00          | $2990.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-02-01      | 4.5000%  | 0.0000% | $1000.00           | $117.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-04-01      | 4.5000%  | 0.0000% | $1000.00           | $99.90             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-06-01      | 4.5000%  | 0.0000% | $1141.00           | $97.27             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-05-01      | 5.0000%  | 0.0000% | $26000.00          | $2134.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-09-01      | 4.5000%  | 0.0000% | $7000.00           | $593.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-07-01      | 4.0000%  | 0.0000% | $2994.00           | $527.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-02-01      | 3.0000%  | 0.0000% | $25000.00          | $1677.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-04-01      | 2.5000%  | 0.0000% | $3890.00           | $348.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-09-01      | 3.5000%  | 0.0000% | $7000.00           | $907.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-06-01      | 3.5000%  | 0.0000% | $1000.00           | $94.40             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-07-01      | 3.5000%  | 0.0000% | $130000.00         | $11410.23          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-09-01      | 3.5000%  | 0.0000% | $23000.00          | $1951.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-09-01      | 3.5000%  | 0.0000% | $17000.00          | $2835.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-08-01      | 3.5000%  | 0.0000% | $14960.00          | $2385.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-06-01      | 5.5000%  | 0.0000% | $20000.00          | $2391.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-02-01      | 4.0000%  | 0.0000% | $3000.00           | $468.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2044-12-01      | 4.5000%  | 0.0000% | $11000.00          | $846.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-12-01      | 4.0000%  | 0.0000% | $1263.00           | $130.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-03-01      | 3.5000%  | 0.0000% | $14000.00          | $2713.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $120.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $279.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-12-01      | 3.0000%  | 0.0000% | $20000.00          | $4706.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-04-01      | 4.5000%  | 0.0000% | $8000.00           | $2060.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-01-01      | 3.5000%  | 0.0000% | $1011.00           | $179.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-05-01      | 5.5000%  | 0.0000% | $23000.00          | $4247.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-08-01      | 4.5000%  | 0.0000% | $1476849.00        | $289323.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-06-01      | 5.5000%  | 0.0000% | $5000.00           | $1355.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $434.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-09-01      | 4.5000%  | 0.0000% | $3000.00           | $712.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-10-01      | 3.0000%  | 0.0000% | $1001.00           | $252.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $292.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-10-01      | 4.5000%  | 0.0000% | $8000.00           | $739.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-10-01      | 3.5000%  | 0.0000% | $1000.00           | $81.93             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-03-01      | 3.5000%  | 0.0000% | $5000.00           | $435.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-10-01      | 6.5000%  | 0.0000% | $150000.00         | $2755.07           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-11-01      | 3.5000%  | 0.0000% | $6000.00           | $559.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-11-01      | 5.0000%  | 0.0000% | $12000.00          | $1011.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-02-01      | 3.5000%  | 0.0000% | $7538002.00        | $958530.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-09-01      | 3.0000%  | 0.0000% | $1005.00           | $280.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-03-01      | 4.0000%  | 0.0000% | $1004.00           | $252.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-12-01      | 4.5000%  | 0.0000% | $507000.00         | $36151.39          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $65.16             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-01-01      | 4.5000%  | 0.0000% | $12032.00          | $737.74            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-11-01      | 4.5000%  | 0.0000% | $5000.00           | $658.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-04-01      | 4.0000%  | 0.0000% | $67939.00          | $5049.94           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-04-01      | 3.5000%  | 0.0000% | $3000.00           | $252.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-05-01      | 4.5000%  | 0.0000% | $8000.00           | $777.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-06-01      | 4.0000%  | 0.0000% | $5000.00           | $488.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-06-01      | 3.0000%  | 0.0000% | $12000.00          | $1242.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-12-15      | 4.5000%  | 0.0000% | $4000.00           | $3612.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-05-01      | 3.5000%  | 0.0000% | $9010.00           | $1228.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2034-04-01      | 3.5000%  | 0.0000% | $2000.00           | $447.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-06-01      | 3.5000%  | 0.0000% | $12004.00          | $2611.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-04-01      | 3.5000%  | 0.0000% | $7000.00           | $2220.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-03-01      | 3.5000%  | 0.0000% | $9000.00           | $1926.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2035-12-01      | 2.5000%  | 0.0000% | $11000.00          | $3720.14           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-01-01      | 2.0000%  | 0.0000% | $4006000.00        | $2387525.05        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-04-01      | 2.5000%  | 0.0000% | $7000.00           | $4282.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-08-01      | 3.5000%  | 0.0000% | $2000.00           | $1259.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-08-01      | 4.0000%  | 0.0000% | $5000.00           | $3024.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2037-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1208.60           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-02-01      | 5.0000%  | 0.0000% | $1014.00           | $912.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-12-01      | 2.0000%  | 0.0000% | $200000.00         | $143800.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 3.0000%  | 0.0000% | $1001.00           | $574.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 3.0000%  | 0.0000% | $10396.00          | $5667.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 2.5000%  | 0.0000% | $699493.00         | $475061.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 2.0000%  | 0.0000% | $2010.00           | $1268.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-03-01      | 4.0000%  | 0.0000% | $3002.00           | $610.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-10-01      | 2.5000%  | 0.0000% | $2000.00           | $956.24            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2045-09-01      | 4.0000%  | 0.0000% | $3001.00           | $1341.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-02-01      | 3.0000%  | 0.0000% | $19854.00          | $9099.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-02-01      | 3.5000%  | 0.0000% | $2000.00           | $794.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-11-01      | 2.5000%  | 0.0000% | $7001.00           | $3699.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-12-01      | 4.0000%  | 0.0000% | $1000.00           | $534.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $625.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $820.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 3.5000%  | 0.0000% | $1137.00           | $758.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.5000%  | 0.0000% | $3662.00           | $2762.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1414.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 3.5000%  | 0.0000% | $2022.00           | $1420.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-12-01      | 2.5000%  | 0.0000% | $4671544.00        | $3386556.18        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-03-01      | 5.5000%  | 0.0000% | $239275.00         | $186644.56         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $834.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.0000%  | 0.0000% | $2057.00           | $1516.18           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1403.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-03-01      | 3.0000%  | 0.0000% | $1656969.00        | $1180037.77        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1604.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 3.5000%  | 0.0000% | $2000.00           | $1378.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 4.5000%  | 0.0000% | $4000.00           | $3185.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 6.0000%  | 0.0000% | $2000.00           | $1471.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 3.5000%  | 0.0000% | $13000.00          | $9993.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 3.5000%  | 0.0000% | $1001.00           | $768.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-02-01      | 5.5000%  | 0.0000% | $2000.00           | $1596.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 4.5000%  | 0.0000% | $3000.00           | $2313.79           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 5.0000%  | 0.0000% | $2014.00           | $1628.52           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1665.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 6.0000%  | 0.0000% | $1010.00           | $768.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-05-01      | 5.0000%  | 0.0000% | $10110.00          | $8370.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $222244.00         | $184201.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 5.5000%  | 0.0000% | $63353.00          | $51126.86          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2275.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.0000%  | 0.0000% | $19775.00          | $13844.97          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-02-01      | 1.5000%  | 0.0000% | $217489.00         | $142608.33         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.5000%  | 0.0000% | $5056.00           | $4107.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1761.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-01      | 3.0000%  | 0.0000% | $1000.00           | $773.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $898.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $1680.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2041-07-01      | 6.0000%  | 0.0000% | $300000.00         | $251758.94         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $1780466.00        | $1674240.07        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2048-06-01      | 4.0000%  | 0.0000% | $155410.00         | $130556.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 2.0000%  | 0.0000% | $1186000.00        | $885955.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-01-01      | 4.5000%  | 0.0000% | $13535.00          | $12384.49          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $925.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-07-01      | 3.5000%  | 0.0000% | $3001.00           | $273.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-07-01      | 4.5000%  | 0.0000% | $1001.00           | $110.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-07-01      | 4.0000%  | 0.0000% | $2000.00           | $205.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-08-01      | 4.0000%  | 0.0000% | $7781.00           | $803.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-10-01      | 4.5000%  | 0.0000% | $5000.00           | $649.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-09-01      | 2.5000%  | 0.0000% | $1200000.00        | $224940.93         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-11-01      | 3.0000%  | 0.0000% | $7000.00           | $1125.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-12-01      | 3.0000%  | 0.0000% | $3000.00           | $523.43            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $144.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $249.40            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-05-01      | 4.5000%  | 0.0000% | $3000.00           | $695.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-07-01      | 3.0000%  | 0.0000% | $3047.00           | $837.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-03-01      | 2.0000%  | 0.0000% | $2000.00           | $1543.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-11-01      | 3.0000%  | 0.0000% | $3000.00           | $1102.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.5000%  | 0.0000% | $30561.00          | $24783.80          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-02-01      | 2.5000%  | 0.0000% | $6000.00           | $2842.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-11-01      | 3.0000%  | 0.0000% | $1016.00           | $363.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-12-01      | 2.0000%  | 0.0000% | $5000.00           | $2692.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-08-01      | 2.5000%  | 0.0000% | $21000.00          | $12611.65          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-03-01      | 2.0000%  | 0.0000% | $4015.00           | $2267.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-04-01      | 2.0000%  | 0.0000% | $4768488.00        | $2755448.56        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-06-01      | 2.5000%  | 0.0000% | $4000.00           | $2317.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 3.0000%  | 0.0000% | $3000.00           | $1882.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-09-01      | 2.5000%  | 0.0000% | $4000.00           | $2443.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-09-01      | 3.5000%  | 0.0000% | $7000.00           | $3349.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-10-01      | 2.5000%  | 0.0000% | $1403044.00        | $864343.46         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-10-01      | 3.5000%  | 0.0000% | $2000.00           | $1039.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $632.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-12-01      | 3.5000%  | 0.0000% | $2000.00           | $1225.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-01-01      | 2.0000%  | 0.0000% | $38000.00          | $24534.89          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 4.0000%  | 0.0000% | $16000.00          | $12300.53          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 3.0000%  | 0.0000% | $110001.00         | $76751.91          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 3.5000%  | 0.0000% | $5000.00           | $3628.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $789.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 5.0000%  | 0.0000% | $3001.00           | $2220.81           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 2.5000%  | 0.0000% | $170732.00         | $122625.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 3.5000%  | 0.0000% | $101000.00         | $77349.71          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 5.5000%  | 0.0000% | $4000.00           | $2967.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $795.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-11-01      | 3.5000%  | 0.0000% | $61000.00          | $46648.77          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 3.0000%  | 0.0000% | $5000.00           | $3779.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $791.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-03-01      | 3.5000%  | 0.0000% | $2000.00           | $1590.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $837.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.5000%  | 0.0000% | $5000.00           | $4039.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 3.5000%  | 0.0000% | $1000.00           | $777.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 4.5000%  | 0.0000% | $1017.00           | $875.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1714.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1738.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-01      | 4.0000%  | 0.0000% | $8000.00           | $6718.97           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 6.0000%  | 0.0000% | $1259978.00        | $1006848.70        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3737.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 5.5000%  | 0.0000% | $4748824.00        | $4502315.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $5000.00           | $4524.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-11-01      | 6.0000%  | 0.0000% | $3597168.00        | $3464754.72        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 2.0000%  | 0.0000% | $1001.00           | $706.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-04-01      | 3.0000%  | 0.0000% | $5000.00           | $3791.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $835.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $848.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-10-01      | 3.0000%  | 0.0000% | $2001.00           | $1586.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-12-01      | 4.5000%  | 0.0000% | $138894.00         | $140114.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-11-01      | 1.2200%  | 0.0000% | $1775.00           | $1412.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-04-01      | 4.9800%  | 0.0000% | $5352756.00        | $5444921.54        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2032-11-01      | 4.9000%  | 0.0000% | $1180898.00        | $1212106.90        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-07-01      | 3.0000%  | 0.0000% | $4000.00           | $560.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $324.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $167.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $324.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-07-01      | 2.5000%  | 0.0000% | $4000.00           | $1567.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $383.07            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-11-01      | 2.0000%  | 0.0000% | $45999.00          | $23936.06          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-11-01      | 2.0000%  | 0.0000% | $96000.00          | $48793.50          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $271.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $568.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1656.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-08-01      | 2.5000%  | 0.0000% | $2001.00           | $1249.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-08-01      | 3.5000%  | 0.0000% | $1000.00           | $461.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-10-01      | 3.0000%  | 0.0000% | $590527.00         | $372352.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 3.5000%  | 0.0000% | $163841.00         | $101315.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 3.5000%  | 0.0000% | $8000.00           | $4750.05           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 4.0000%  | 0.0000% | $1001.00           | $804.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 2.5000%  | 0.0000% | $34315.00          | $25306.02          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1460.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-07-01      | 4.0000%  | 0.0000% | $2000.00           | $1555.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 4.5000%  | 0.0000% | $306034.00         | $221970.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 4.5000%  | 0.0000% | $180000.00         | $136507.59         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 5.0000%  | 0.0000% | $465308.00         | $329648.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 4.5000%  | 0.0000% | $5000.00           | $4334.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-09-01      | 5.0000%  | 0.0000% | $667530.00         | $411015.45         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-12-01      | 5.5000%  | 0.0000% | $2298.00           | $1941.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 5.0000%  | 0.0000% | $2078273.00        | $1614086.95        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-01-01      | 6.0000%  | 0.0000% | $6000.00           | $4763.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-03-01      | 5.5000%  | 0.0000% | $1788564.00        | $1527011.37        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $3000.00           | $2427.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $728.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.5000%  | 0.0000% | $2719114.00        | $1857395.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2243.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $833.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $987.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1694.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1609.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-08-01      | 6.5000%  | 0.0000% | $5000.00           | $4970.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-11-01      | 5.5000%  | 0.0000% | $9287.00           | $6225.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $864.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-11-01      | 6.5000%  | 0.0000% | $753941.00         | $507023.11         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $771.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-08-01      | 5.0000%  | 0.0000% | $1344651.00        | $1316529.02        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $781.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-08-01      | 6.0000%  | 0.0000% | $1002.00           | $910.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-08-01      | 5.5000%  | 0.0000% | $1001.00           | $997.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-09-01      | 6.5000%  | 0.0000% | $1006.00           | $863.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-09-01      | 5.5000%  | 0.0000% | $18256.00          | $18273.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-09-01      | 6.0000%  | 0.0000% | $4000.00           | $3749.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 6.0000%  | 0.0000% | $7000.00           | $7114.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.5000%  | 0.0000% | $3000.00           | $3020.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-10-01      | 5.5000%  | 0.0000% | $1652284.00        | $1655796.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-11-01      | 5.5000%  | 0.0000% | $2002.00           | $1924.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1060.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2049-11-01      | 5.0000%  | 0.0000% | $8797.00           | $2017.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-02-01      | 3.5000%  | 0.0000% | $5000.00           | $1223.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-01-01      | 2.5000%  | 0.0000% | $3002.00           | $1594.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-11-01      | 2.0000%  | 0.0000% | $6000.00           | $3256.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-11-01      | 2.5000%  | 0.0000% | $3999.00           | $2061.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2050-12-01      | 2.5000%  | 0.0000% | $1000.00           | $526.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-06-01      | 2.0000%  | 0.0000% | $1028.00           | $620.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $701.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-02-01      | 2.0000%  | 0.0000% | $592406.00         | $327998.45         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 2.0000%  | 0.0000% | $6004.00           | $3572.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-07-01      | 3.0000%  | 0.0000% | $2391072.00        | $1457635.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-07-01      | 2.5000%  | 0.0000% | $1205.00           | $720.19            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-09-01      | 2.5000%  | 0.0000% | $2000.00           | $1243.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 2.0000%  | 0.0000% | $6003.00           | $3671.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-04-01      | 4.0000%  | 0.0000% | $3000.00           | $2128.16           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-11-01      | 2.0000%  | 0.0000% | $684000.00         | $430762.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2051-12-01      | 2.5000%  | 0.0000% | $7001.00           | $4321.15           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 3.0000%  | 0.0000% | $3008.00           | $2030.23           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 3.0000%  | 0.0000% | $5059.00           | $3566.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-02-01      | 2.5000%  | 0.0000% | $6001.00           | $3788.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-05-01      | 3.5000%  | 0.0000% | $2142.00           | $1450.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1411.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-08-01      | 4.5000%  | 0.0000% | $15800.00          | $11628.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-04-01      | 5.0000%  | 0.0000% | $100000.00         | $81985.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-06-01      | 5.5000%  | 0.0000% | $3000.00           | $2473.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-07-01      | 5.0000%  | 0.0000% | $367554.00         | $312003.72         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2040-09-01      | 2.0000%  | 0.0000% | $1000.00           | $454.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2053-09-25      | 0.0000%  | 0.0000% | $6192479.00        | $3563477.70        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2051-01-25      | 2.0000%  | 0.0000% | $100011.00         | $9300.84           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2045-01-01      | 3.5000%  | 0.0000% | $509187.00         | $448751.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $805.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 5.0000%  | 0.0000% | $1001.00           | $975.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 5.5000%  | 0.0000% | $3999.00           | $3291.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-03-01      | 5.5000%  | 0.0000% | $2000.00           | $1816.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-04-01      | 5.0000%  | 0.0000% | $1170774.00        | $1145823.70        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1817.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-05-01      | 6.0000%  | 0.0000% | $3000.00           | $2062.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-06-01      | 5.5000%  | 0.0000% | $1403800.00        | $1360982.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 5.5000%  | 0.0000% | $1034285.00        | $1035160.77        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1809.36           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2033-10-01      | 7.2190%  | 0.0000% | $1379.00           | $11.73             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-06-01      | 4.6450%  | 0.0000% | $2335.00           | $0.73              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2029-06-01      | 4.2530%  | 0.0000% | $5826.00           | $2.73              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2030-11-01      | 5.4500%  | 0.0000% | $3392.00           | $0.49              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2031-04-01      | 4.1820%  | 0.0000% | $252366656.00      | $158835.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2047-03-01      | 2.8120%  | 0.0000% | $1519.00           | $207.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-09-01      | 5.6250%  | 0.0000% | $5644.00           | $0.71              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-09-01      | 6.0000%  | 0.0000% | $4202.00           | $24.84             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-10-25      | 1.7500%  | 0.0000% | $22936659.00       | $1460679.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2025-10-25      | 2.9226%  | 0.0000% | $424968.00         | $58306.38          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2026-04-25      | 2.4690%  | 0.0000% | $168821.00         | $131263.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2046-03-25      | 3.0000%  | 0.0000% | $1000.00           | $829.99            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2046-07-25      | 6.6608%  | 0.0000% | $1100000.00        | $101970.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2046-09-25      | 4.8984%  | 0.0000% | $7763804.00        | $560589.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2046-09-25      | 4.8784%  | 0.0000% | $5300000.00        | $320554.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2026-06-25      | 2.2920%  | 0.0000% | $1000.00           | $826.69            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2046-11-25      | 4.8284%  | 0.0000% | $8210000.00        | $810919.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2049-09-25      | 4.8284%  | 0.0000% | $5000000.00        | $846249.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2050-02-25      | 3.5000%  | 0.0000% | $123359.00         | $85130.32          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2050-03-25      | 2.0000%  | 0.0000% | $2515351.00        | $1540691.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2033-10-25      | 4.7200%  | 0.0000% | $4155698.00        | $4188150.00        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-25      | 5.0000%  | 0.0000% | $3588362.00        | $3462209.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association                  | 2040-12-01      | 5.5000%  | 0.0000% | $139316.00         | $394.74            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association                  | 2026-05-01      | 6.5000%  | 0.0000% | $34350.00          | $3.12              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-07-01      | 7.5000%  | 0.0000% | $7317.00           | $2.45              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-09-01      | 7.5000%  | 0.0000% | $1716.00           | $1.14              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-04-01      | 6.0000%  | 0.0000% | $1011.00           | $9.57              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-08-01      | 6.5000%  | 0.0000% | $5334.00           | $219.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-06-01      | 5.0000%  | 0.0000% | $1210.00           | $20.59             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2027-11-01      | 7.5000%  | 0.0000% | $5896.00           | $0.76              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2027-04-01      | 6.6250%  | 0.0000% | $9921958.00        | $10219.09          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2028-08-01      | 3.6500%  | 0.0000% | $490000.00         | $486785.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2036-11-15      | 4.7784%  | 0.0000% | $6949979.00        | $251681.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2042-12-15      | 2.5000%  | 0.0000% | $1321000.00        | $1079335.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2040-10-15      | 4.7284%  | 0.0000% | $11226401.00       | $517988.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2036-12-15      | 4.7784%  | 0.0000% | $7750.00           | $587.13            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2031-01-25      | 3.0800%  | 0.0000% | $2177.00           | $2078.26           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2026-07-25      | 2.3400%  | 0.0000% | $11539.00          | $2314.20           | Agency Collateralized Mortgage Obligation |
| FHLMC REMIC SERIES K-062       A-1    20260925 3.03200 | 2026-09-25      | 3.0320%  | 0.0000% | $2422.00           | $58.78             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2044-07-15      | 4.7784%  | 0.0000% | $5640000.00        | $702873.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2050-03-25      | 2.5000%  | 0.0000% | $1568.00           | $282.66            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2050-09-25      | 1.0000%  | 0.0000% | $9059865.00        | $3025729.68        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2031-01-25      | 1.8140%  | 0.0000% | $446691.00         | $392653.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2053-08-25      | 6.0000%  | 0.0000% | $1999000.00        | $2080732.45        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2053-10-25      | 5.2984%  | 0.0000% | $4826082.00        | $2781697.63        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2030-11-25      | 4.9400%  | 0.0000% | $170153.00         | $176838.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp                        | 2052-02-25      | 5.0000%  | 0.0000% | $14643298.00       | $14017180.26       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association                  | 2027-05-01      | 6.6950%  | 0.0000% | $1830.00           | $2.43              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-08-01      | 5.3500%  | 0.0000% | $1798664.00        | $1448486.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-04-01      | 4.1900%  | 0.0000% | $1666000.00        | $1226734.18        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-02-01      | 6.0000%  | 0.0000% | $3410.00           | $0.27              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-10-01      | 8.0000%  | 0.0000% | $2604.00           | $1.26              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-04-01      | 6.1250%  | 0.0000% | $398668.00         | $482.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-08-01      | 4.6310%  | 0.0000% | $50771445.00       | $43797.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-12-01      | 4.8800%  | 0.0000% | $3315.00           | $2.04              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-07-01      | 6.5000%  | 0.0000% | $60034.00          | $89.52             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-07-01      | 6.5000%  | 0.0000% | $4470682.00        | $5802.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-03-01      | 6.0000%  | 0.0000% | $13986.00          | $35.70             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-09-01      | 6.6270%  | 0.0000% | $5845.00           | $45.21             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-02-01      | 6.0000%  | 0.0000% | $6396.00           | $14.80             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-08-01      | 4.1880%  | 0.0000% | $13339.00          | $1.10              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-05-01      | 4.5000%  | 0.0000% | $71000.00          | $4910.22           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-08-01      | 4.5000%  | 0.0000% | $5662228.00        | $109936.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-08-01      | 4.5000%  | 0.0000% | $10260.00          | $833.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-08-01      | 4.5000%  | 0.0000% | $4035.00           | $258.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-06-01      | 6.3320%  | 0.0000% | $16058254.00       | $497805.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-05-01      | 6.3850%  | 0.0000% | $2861.00           | $87.93             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-06-01      | 6.7380%  | 0.0000% | $17324.00          | $828.76            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-05-01      | 6.5000%  | 0.0000% | $1578392.00        | $104344.82         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $155.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-04-01      | 6.5900%  | 0.0000% | $17210.00          | $851.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-09-01      | 4.5000%  | 0.0000% | $299034.00         | $37883.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-06-01      | 4.0000%  | 0.0000% | $19993502.00       | $2571473.17        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-05-01      | 6.0000%  | 0.0000% | $1007.00           | $117.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-06-01      | 4.0000%  | 0.0000% | $3000.00           | $392.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-03-01      | 4.5000%  | 0.0000% | $20032.00          | $2689.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-06-01      | 4.5000%  | 0.0000% | $1000.00           | $110.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-04-01      | 6.5660%  | 0.0000% | $173000.00         | $8842.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-03-01      | 6.7370%  | 0.0000% | $7694000.00        | $408773.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-04-01      | 3.2000%  | 0.0000% | $56697.00          | $5372.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-06-01      | 4.0000%  | 0.0000% | $483999.00         | $76151.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-01-01      | 4.0000%  | 0.0000% | $11000.00          | $1199.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-04-01      | 4.5000%  | 0.0000% | $3009.00           | $438.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-12-01      | 4.5000%  | 0.0000% | $3025.00           | $462.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-01-01      | 4.5000%  | 0.0000% | $1003.00           | $159.43            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-07-01      | 4.0000%  | 0.0000% | $50000.00          | $3288.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-01-01      | 3.5000%  | 0.0000% | $91019.00          | $9925.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-02-01      | 3.5000%  | 0.0000% | $112000.00         | $22132.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-04-01      | 4.5000%  | 0.0000% | $3072.00           | $296.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-05-01      | 4.5000%  | 0.0000% | $1000.00           | $38.71             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-07-01      | 3.5000%  | 0.0000% | $4028.00           | $911.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-09-01      | 3.5000%  | 0.0000% | $1000000.00        | $238231.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-12-01      | 3.0000%  | 0.0000% | $2032.00           | $640.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-02-01      | 4.0000%  | 0.0000% | $222258.00         | $68408.75          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-02-01      | 4.5000%  | 0.0000% | $1002.00           | $320.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-06-01      | 4.0000%  | 0.0000% | $1042.00           | $167.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-08-01      | 3.5000%  | 0.0000% | $27921.00          | $4096.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-06-01      | 6.2150%  | 0.0000% | $1000.00           | $20.83             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2044-09-01      | 5.0000%  | 0.0000% | $171295.00         | $14094.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-04-01      | 3.5000%  | 0.0000% | $2000.00           | $529.44            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-05-01      | 3.0000%  | 0.0000% | $5003.00           | $684.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-10-01      | 1.6371%  | 0.0000% | $100793.00         | $1022.92           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association                  | 2033-08-01      | 6.0390%  | 0.0000% | $27699.00          | $390.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-12-01      | 6.5000%  | 0.0000% | $7167.00           | $35.31             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-08-01      | 5.5000%  | 0.0000% | $2251.00           | $36.33             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-08-01      | 6.3480%  | 0.0000% | $20034530.00       | $464160.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-06-01      | 5.0000%  | 0.0000% | $378005.00         | $3726.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-07-01      | 6.3910%  | 0.0000% | $9999000.00        | $77260.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-09-01      | 6.5000%  | 0.0000% | $12021.00          | $132.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-03-01      | 5.0000%  | 0.0000% | $28000.00          | $286.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-11-01      | 4.5000%  | 0.0000% | $13244306.00       | $81691.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-11-01      | 6.6200%  | 0.0000% | $8808.00           | $77.58             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-03-01      | 6.1970%  | 0.0000% | $1573.00           | $4.38              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-01-01      | 6.6250%  | 0.0000% | $1993997.00        | $13571.27          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-04-01      | 5.0000%  | 0.0000% | $44000.00          | $386.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-06-01      | 6.5000%  | 0.0000% | $1963.00           | $15.35             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-06-01      | 6.3250%  | 0.0000% | $5598.00           | $13.29             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-04-01      | 6.5000%  | 0.0000% | $5153.00           | $0.61              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-07-01      | 6.2520%  | 0.0000% | $3401.00           | $45.46             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-12-01      | 6.5150%  | 0.0000% | $9999000.00        | $137732.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-07-01      | 5.9400%  | 0.0000% | $100001008.00      | $473985.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-08-01      | 7.4700%  | 0.0000% | $5212743.00        | $27104.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-10-01      | 6.1510%  | 0.0000% | $850000.00         | $14004.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-11-01      | 6.7700%  | 0.0000% | $62453621.00       | $554656.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-09-01      | 6.3000%  | 0.0000% | $533104.00         | $4275.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-12-01      | 6.9150%  | 0.0000% | $14924941.00       | $276171.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-04-01      | 6.7570%  | 0.0000% | $3454000.00        | $51135.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-05-01      | 6.9970%  | 0.0000% | $19668.00          | $164.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-02-01      | 6.0000%  | 0.0000% | $5004.00           | $4451.40           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-02-01      | 5.5000%  | 0.0000% | $1000.00           | $991.69            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 6.0000%  | 0.0000% | $2001.00           | $1894.36           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-08-01      | 5.5000%  | 0.0000% | $16924563.00       | $17104975.08       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-05-01      | 6.0000%  | 0.0000% | $2000.00           | $1950.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 6.5000%  | 0.0000% | $4001.00           | $3214.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 6.0000%  | 0.0000% | $4000.00           | $3801.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2780.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 6.5000%  | 0.0000% | $157508.00         | $162873.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-08-01      | 7.0000%  | 0.0000% | $1001.00           | $1069.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 5.5000%  | 0.0000% | $394125.00         | $396258.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 5.5000%  | 0.0000% | $68467.00          | $67093.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 5.5000%  | 0.0000% | $6964287.00        | $6520779.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.0000%  | 0.0000% | $1540.00           | $1587.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.0000%  | 0.0000% | $6017.00           | $6004.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-01      | 6.0000%  | 0.0000% | $3001.00           | $3055.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 5.5000%  | 0.0000% | $12275441.00       | $12267016.61       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3828.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.5000%  | 0.0000% | $1183402.00        | $1233603.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 5.5000%  | 0.0000% | $2006.00           | $1997.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $4000.00           | $3993.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $1260.00           | $1293.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 5.0000%  | 0.0000% | $81292.00          | $75477.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-02-01      | 5.5000%  | 0.0000% | $3000.00           | $3009.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 5.5000%  | 0.0000% | $37460.00          | $37887.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 4.5000%  | 0.0000% | $4000.00           | $3837.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-02-01      | 6.5000%  | 0.0000% | $4473856.00        | $4231607.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 4.5000%  | 0.0000% | $1250325.00        | $957411.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $926.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.58           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-03-01      | 5.5000%  | 0.0000% | $1685324.00        | $1702508.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-03-01      | 6.0000%  | 0.0000% | $4000.00           | $4117.35           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 6.0000%  | 0.0000% | $2963168.00        | $3036337.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2053.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 6.5000%  | 0.0000% | $686254.00         | $716997.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1008.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 6.5000%  | 0.0000% | $3506148.00        | $3657668.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $988.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 5.5000%  | 0.0000% | $325623.00         | $305810.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-07-01      | 6.0000%  | 0.0000% | $18236758.00       | $18505256.51       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-08-01      | 6.0000%  | 0.0000% | $283007.00         | $292506.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-06-01      | 5.3220%  | 0.0000% | $3429125.00        | $3363924.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-07-01      | 6.0000%  | 0.0000% | $4670608.00        | $4798820.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-09-01      | 6.5000%  | 0.0000% | $1866344.00        | $1955694.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-08-01      | 3.0000%  | 0.0000% | $1093828.00        | $493416.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-12-01      | 4.5000%  | 0.0000% | $1590.00           | $230.52            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-05-01      | 3.0000%  | 0.0000% | $1712538.00        | $432950.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-12-01      | 3.0000%  | 0.0000% | $2060.00           | $511.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-07-01      | 3.0000%  | 0.0000% | $2004.00           | $380.58            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-11-01      | 3.0000%  | 0.0000% | $2217693.00        | $183961.72         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-02-01      | 3.0000%  | 0.0000% | $1000.00           | $230.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-01-01      | 3.5000%  | 0.0000% | $9539000.00        | $1462076.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-12-01      | 4.0000%  | 0.0000% | $461827.00         | $97199.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-12-01      | 4.5000%  | 0.0000% | $6693.00           | $1177.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $133.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-10-01      | 4.5000%  | 0.0000% | $4600000.00        | $897997.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-09-01      | 2.8900%  | 0.0000% | $11751.00          | $10449.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-11-01      | 2.8000%  | 0.0000% | $1277.00           | $1017.50           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-01-01      | 2.4700%  | 0.0000% | $39000.00          | $32431.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-05-01      | 2.1700%  | 0.0000% | $28278.00          | $25952.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-04-01      | 2.4500%  | 0.0000% | $1420000.00        | $1186138.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-02-01      | 4.0000%  | 0.0000% | $1000.00           | $233.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-03-01      | 4.5000%  | 0.0000% | $159002.00         | $30787.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-02-01      | 4.0000%  | 0.0000% | $1037.00           | $219.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-10-01      | 3.5000%  | 0.0000% | $113000.00         | $31713.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-07-01      | 5.0000%  | 0.0000% | $18000.00          | $3584.73           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-12-01      | 3.5000%  | 0.0000% | $13813.00          | $3820.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-03-01      | 3.5000%  | 0.0000% | $2885032.00        | $792711.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-12-01      | 5.0000%  | 0.0000% | $123093.00         | $17618.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-02-01      | 3.5000%  | 0.0000% | $1000.00           | $185.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-02-01      | 5.0000%  | 0.0000% | $16000.00          | $5060.72           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-11-01      | 5.0000%  | 0.0000% | $6004.00           | $1282.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-12-01      | 6.4500%  | 0.0000% | $5833788.00        | $1616451.03        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-08-01      | 1.7546%  | 0.0000% | $21646.00          | $18668.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-01-01      | 4.1840%  | 0.0000% | $10023.00          | $9331.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-04-01      | 6.7570%  | 0.0000% | $50351.00          | $48219.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-09-01      | 5.0000%  | 0.0000% | $2008988.00        | $75388.34          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-12-01      | 4.5000%  | 0.0000% | $1000.00           | $193.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-05-01      | 3.5000%  | 0.0000% | $3001.00           | $1089.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 4.5000%  | 0.0000% | $2004.00           | $602.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-10-01      | 3.0000%  | 0.0000% | $88000.00          | $11127.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-06-01      | 2.5000%  | 0.0000% | $4000.00           | $1702.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-09-01      | 2.0000%  | 0.0000% | $996000.00         | $429051.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 2.0000%  | 0.0000% | $6001.00           | $3692.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-02-01      | 2.0000%  | 0.0000% | $2106000.00        | $1023049.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-06-01      | 2.5900%  | 0.0000% | $3267932.00        | $2274222.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-11-01      | 1.7500%  | 0.0000% | $598529.00         | $521062.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2031-11-01      | 1.9800%  | 0.0000% | $10536.00          | $9210.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-07-01      | 4.2400%  | 0.0000% | $255042.00         | $238176.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-10-01      | 3.9700%  | 0.0000% | $596448.00         | $556882.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-12-01      | 4.9400%  | 0.0000% | $100000.00         | $99256.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-01-01      | 4.6900%  | 0.0000% | $290243.00         | $285308.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-06-01      | 4.5900%  | 0.0000% | $34006.00          | $34441.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2033-05-01      | 4.2700%  | 0.0000% | $16845328.00       | $16365867.25       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 2.5000%  | 0.0000% | $100000.00         | $57924.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.5000%  | 0.0000% | $348858.00         | $195026.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 5.5000%  | 0.0000% | $1794.00           | $1747.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 6.0000%  | 0.0000% | $39986.00          | $35896.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $757634.00         | $498344.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $750000.00         | $601654.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 6.0000%  | 0.0000% | $1003.00           | $840.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 6.0000%  | 0.0000% | $1486244.00        | $1513892.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-01      | 6.0000%  | 0.0000% | $5000.00           | $4324.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.5000%  | 0.0000% | $2002.00           | $2075.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 2.0000%  | 0.0000% | $87999.00          | $54952.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 3.5000%  | 0.0000% | $1206.00           | $869.81            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-04-01      | 5.5000%  | 0.0000% | $2001.00           | $2022.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-03-01      | 5.0000%  | 0.0000% | $76960.00          | $75832.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 4.5000%  | 0.0000% | $2042973.00        | $1966481.66        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $9475.00           | $5575.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 3.0000%  | 0.0000% | $70974.00          | $45049.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.5000%  | 0.0000% | $2001.00           | $1141.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 6.0000%  | 0.0000% | $6048854.00        | $5017175.49        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 6.5000%  | 0.0000% | $2016.00           | $1471.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 5.0000%  | 0.0000% | $919576.00         | $621103.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-10-01      | 5.0000%  | 0.0000% | $1591000.00        | $1154326.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 5.5000%  | 0.0000% | $100000.00         | $70702.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 4.0000%  | 0.0000% | $2000.00           | $1465.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 6.5000%  | 0.0000% | $4723.00           | $4929.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.0000%  | 0.0000% | $4780970.00        | $4029032.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1609.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 5.0000%  | 0.0000% | $2029806.00        | $1489643.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $981.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $3000.00           | $2393.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1594.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $1838700.00        | $980593.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 5.5000%  | 0.0000% | $2352073.00        | $2005363.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1027.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-05-01      | 5.5000%  | 0.0000% | $15895.00          | $12574.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 6.5000%  | 0.0000% | $1001.00           | $759.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2029-06-01      | 4.7600%  | 0.0000% | $570682.00         | $585832.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-04-01      | 5.1300%  | 0.0000% | $1050.00           | $1032.64           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-11-01      | 4.3400%  | 0.0000% | $10739.00          | $10837.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2032-04-01      | 4.4000%  | 0.0000% | $2863336.00        | $2887022.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-02-01      | 4.9300%  | 0.0000% | $121563.00         | $125081.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-07-01      | 4.3400%  | 0.0000% | $9901000.00        | $10009688.78       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-06-01      | 4.3900%  | 0.0000% | $799112.00         | $809002.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-11-01      | 3.5000%  | 0.0000% | $1000.00           | $283.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-05-01      | 4.5000%  | 0.0000% | $2335.00           | $623.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-04-01      | 3.5000%  | 0.0000% | $800000.00         | $206331.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-04-01      | 4.5000%  | 0.0000% | $345000.00         | $41553.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-08-01      | 4.5000%  | 0.0000% | $3002.00           | $618.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $164.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-09-01      | 4.5000%  | 0.0000% | $24850661.00       | $2890665.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-11-01      | 4.5000%  | 0.0000% | $5012.00           | $364.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-12-01      | 5.5000%  | 0.0000% | $9745936.00        | $1899304.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $73.90             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 4.0000%  | 0.0000% | $1000.00           | $297.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-07-01      | 4.0000%  | 0.0000% | $1125.00           | $324.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-07-01      | 3.5000%  | 0.0000% | $73998.00          | $7381.28           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-08-01      | 5.0000%  | 0.0000% | $1051.00           | $167.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-09-01      | 3.0000%  | 0.0000% | $29571224.00       | $5113316.92        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-03-01      | 3.0000%  | 0.0000% | $4000.00           | $1592.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-06-01      | 4.0000%  | 0.0000% | $1000.00           | $226.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-07-01      | 3.0000%  | 0.0000% | $1426.00           | $438.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-08-01      | 2.5000%  | 0.0000% | $3158189.00        | $1586704.60        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-10-01      | 3.0000%  | 0.0000% | $1000.00           | $359.50            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-10-01      | 2.0000%  | 0.0000% | $3725000.00        | $1988583.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.0000%  | 0.0000% | $2001.00           | $1206.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.0000%  | 0.0000% | $716732.00         | $439899.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 2.5000%  | 0.0000% | $5199.00           | $3379.14           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 2.5000%  | 0.0000% | $4000.00           | $2711.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 3.5000%  | 0.0000% | $200000.00         | $121121.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-05-01      | 3.0000%  | 0.0000% | $191858.00         | $122099.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 2.0000%  | 0.0000% | $67000.00          | $44458.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.0000%  | 0.0000% | $95951.00          | $65345.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 5.0000%  | 0.0000% | $1535370.00        | $1073896.01        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.0000%  | 0.0000% | $2000.00           | $1469.71           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1464.82           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1432.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.0000%  | 0.0000% | $9000.00           | $6604.65           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.5000%  | 0.0000% | $49040.00          | $36135.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 6.0000%  | 0.0000% | $100000.00         | $75441.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 4.5000%  | 0.0000% | $17671.00          | $13364.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 6.0000%  | 0.0000% | $146597.00         | $103617.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 5.5000%  | 0.0000% | $147127.00         | $118030.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 5.0000%  | 0.0000% | $184300.00         | $153038.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 6.5000%  | 0.0000% | $10005.00          | $7763.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 4.5000%  | 0.0000% | $85036.00          | $62085.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-02-01      | 4.0000%  | 0.0000% | $4003.00           | $3308.87           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $826.78            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.0000%  | 0.0000% | $258084.00         | $189719.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $88721.00          | $75147.16          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $23080.00          | $19101.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 6.0000%  | 0.0000% | $47576.00          | $39384.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 6.0000%  | 0.0000% | $8003.00           | $6556.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 4.0000%  | 0.0000% | $11177.00          | $9865.15           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 6.0000%  | 0.0000% | $2007.00           | $1617.33           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $935.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-12-01      | 6.0000%  | 0.0000% | $2016.00           | $1489.62           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-12-01      | 6.5000%  | 0.0000% | $43000.00          | $36308.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 6.0000%  | 0.0000% | $3885470.00        | $3945386.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.13           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-01-01      | 4.5000%  | 0.0000% | $4087.00           | $3902.90           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 2.5000%  | 0.0000% | $1000.00           | $815.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 4.5000%  | 0.0000% | $221583.00         | $205399.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $968.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-01-01      | 6.5000%  | 0.0000% | $142368.00         | $148711.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-11-01      | 3.5000%  | 0.0000% | $58000.00          | $8433.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 5.5000%  | 0.0000% | $1004.00           | $262.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 3.5000%  | 0.0000% | $140000.00         | $26412.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-10-01      | 3.5000%  | 0.0000% | $1626064.00        | $396837.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-09-01      | 5.0000%  | 0.0000% | $20895493.00       | $5623401.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-08-01      | 3.5000%  | 0.0000% | $20123.00          | $4810.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-08-01      | 4.0000%  | 0.0000% | $2004.00           | $642.42            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-05-01      | 3.0000%  | 0.0000% | $1669000.00        | $779028.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-05-01      | 3.5000%  | 0.0000% | $1860.00           | $694.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-10-01      | 3.5000%  | 0.0000% | $299000.00         | $114796.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-04-01      | 3.5000%  | 0.0000% | $11000.00          | $2294.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2030-05-01      | 3.5000%  | 0.0000% | $200000.00         | $45775.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-06-01      | 5.0000%  | 0.0000% | $1031.00           | $248.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-02-01      | 2.0000%  | 0.0000% | $1026.00           | $601.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-01-01      | 2.5000%  | 0.0000% | $1000.00           | $506.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 2.0000%  | 0.0000% | $1001.00           | $535.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-01-01      | 4.0000%  | 0.0000% | $3000.00           | $903.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $472.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-03-01      | 4.0000%  | 0.0000% | $7001.00           | $2334.98           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-01-01      | 3.5000%  | 0.0000% | $53992.00          | $18234.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $593.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-01-01      | 4.0000%  | 0.0000% | $659899.00         | $273735.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-09-01      | 2.0000%  | 0.0000% | $35000.00          | $18851.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-09-01      | 2.5000%  | 0.0000% | $1001.00           | $631.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $541.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-03-01      | 3.0000%  | 0.0000% | $1003.00           | $550.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 2.5000%  | 0.0000% | $383599.00         | $249447.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-08-01      | 3.0000%  | 0.0000% | $20000.00          | $11144.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 2.0000%  | 0.0000% | $440000.00         | $263612.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 3.0000%  | 0.0000% | $92427.00          | $59983.08          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-03-01      | 3.0000%  | 0.0000% | $41968.00          | $24860.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.0000%  | 0.0000% | $79241.00          | $53423.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 3.0000%  | 0.0000% | $95999.00          | $67291.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1252.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 5.0000%  | 0.0000% | $1383000.00        | $1076720.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-01-01      | 4.0000%  | 0.0000% | $7770460.00        | $5091766.67        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $660.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.0000%  | 0.0000% | $4000.00           | $2948.25           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 4.0000%  | 0.0000% | $21818.00          | $16318.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 3.5000%  | 0.0000% | $3000.00           | $2317.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 4.5000%  | 0.0000% | $6594.00           | $5104.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-09-01      | 5.0000%  | 0.0000% | $50825.00          | $39842.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-01-01      | 3.0000%  | 0.0000% | $1005.00           | $682.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-02-01      | 2.5000%  | 0.0000% | $10000.00          | $6530.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $829.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 4.5000%  | 0.0000% | $1660.00           | $1281.85           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 5.0000%  | 0.0000% | $2000.00           | $1543.20           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.0000%  | 0.0000% | $365845.00         | $249215.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 5.5000%  | 0.0000% | $1958.00           | $1650.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.0000%  | 0.0000% | $774444.00         | $666547.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.0000%  | 0.0000% | $1111.00           | $852.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.5000%  | 0.0000% | $4000.00           | $2935.66           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.0000%  | 0.0000% | $92000.00          | $79129.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 2.5000%  | 0.0000% | $1233.00           | $833.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 6.5000%  | 0.0000% | $4200000.00        | $3160426.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2042-01-01      | 6.0000%  | 0.0000% | $17000.00          | $12768.67          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $74275.00          | $60446.42          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $2078.00           | $1712.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1475.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.0000%  | 0.0000% | $532756.00         | $436408.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 3.0000%  | 0.0000% | $189478.00         | $138621.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 6.5000%  | 0.0000% | $4006688.00        | $3226221.68        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-08-01      | 4.5000%  | 0.0000% | $1001.00           | $835.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $767.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.5000%  | 0.0000% | $39000.00          | $30660.28          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 3.5000%  | 0.0000% | $1018.00           | $784.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-11-01      | 3.0000%  | 0.0000% | $6000.00           | $4502.67           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 5.0000%  | 0.0000% | $56218.00          | $47128.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 3.0000%  | 0.0000% | $2000.00           | $1565.81           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.0000%  | 0.0000% | $6509240.00        | $5586260.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.0000%  | 0.0000% | $3001.00           | $2326.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 6.5000%  | 0.0000% | $281333.00         | $241809.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $936.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 3.0000%  | 0.0000% | $4134091.00        | $3349155.85        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-05-01      | 4.0000%  | 0.0000% | $1012.00           | $874.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-07-01      | 2.5000%  | 0.0000% | $23000.00          | $17977.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.5000%  | 0.0000% | $6362.00           | $5160.86           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.0000%  | 0.0000% | $1216994.00        | $976727.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $773.66            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $925.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 5.5000%  | 0.0000% | $1577000.00        | $1400546.56        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-03-01      | 3.5000%  | 0.0000% | $173026.00         | $151200.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2055-05-01      | 6.0000%  | 0.0000% | $2526090.00        | $2463299.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-05-01      | 6.0750%  | 0.0000% | $28010241.00       | $60402.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-06-01      | 6.3790%  | 0.0000% | $4992000.00        | $29648.71          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-12-01      | 7.0000%  | 0.0000% | $21280.00          | $196.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-02-01      | 4.5000%  | 0.0000% | $1035.00           | $76.64             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-03-01      | 6.5000%  | 0.0000% | $1028.00           | $18.18             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-11-01      | 7.0000%  | 0.0000% | $12640.00          | $43.32             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-10-01      | 6.0000%  | 0.0000% | $1010.00           | $42.14             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-07-01      | 6.0000%  | 0.0000% | $2021.00           | $32.17             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-04-01      | 5.0000%  | 0.0000% | $1000.00           | $101.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-02-01      | 7.0000%  | 0.0000% | $8956.00           | $95.01             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-03-01      | 5.0000%  | 0.0000% | $4003.00           | $69.46             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2038-08-01      | 5.5000%  | 0.0000% | $5025.00           | $87.24             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-09-01      | 7.2070%  | 0.0000% | $10500000.00       | $248848.97         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-04-01      | 6.0000%  | 0.0000% | $2997.00           | $207.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2039-04-01      | 6.0000%  | 0.0000% | $1162.00           | $39.55             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2041-11-01      | 4.0000%  | 0.0000% | $1009.00           | $100.19            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2043-06-01      | 4.0000%  | 0.0000% | $1046.00           | $133.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2036-07-01      | 3.0000%  | 0.0000% | $273233.00         | $38563.10          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-03-01      | 3.5000%  | 0.0000% | $21684.00          | $2144.52           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-11-01      | 4.0000%  | 0.0000% | $13816.00          | $495.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $66.03             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-11-01      | 3.0000%  | 0.0000% | $1000.00           | $175.74            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $188.22            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2047-11-01      | 3.5000%  | 0.0000% | $13678417.00       | $1794271.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-01-01      | 3.5000%  | 0.0000% | $26662846.00       | $3715688.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2048-07-01      | 4.5000%  | 0.0000% | $1177.00           | $93.72             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 1.5000%  | 0.0000% | $1027.00           | $625.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.0000%  | 0.0000% | $5277052.00        | $3225221.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-07-01      | 2.5000%  | 0.0000% | $443016.00         | $258683.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.0000%  | 0.0000% | $15000.00          | $9199.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-08-01      | 2.5000%  | 0.0000% | $526119.00         | $311644.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-09-01      | 2.5000%  | 0.0000% | $3000.00           | $1821.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-12-01      | 2.0000%  | 0.0000% | $3000.00           | $1927.16           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-06-01      | 3.5000%  | 0.0000% | $199817.00         | $17348.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2034-08-01      | 2.5000%  | 0.0000% | $1000.00           | $128.71            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2049-12-01      | 3.5000%  | 0.0000% | $537008.00         | $73816.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2040-01-01      | 3.0000%  | 0.0000% | $1463888.00        | $252105.40         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-02-01      | 2.5000%  | 0.0000% | $13001.00          | $2918.80           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-09-01      | 2.0000%  | 0.0000% | $72115.00          | $34988.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-09-01      | 2.5000%  | 0.0000% | $318999.00         | $129393.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-10-01      | 3.0000%  | 0.0000% | $3000.00           | $981.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-11-01      | 1.5000%  | 0.0000% | $252304.00         | $137736.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2050-11-01      | 3.0000%  | 0.0000% | $3000.00           | $1037.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-03-01      | 1.5000%  | 0.0000% | $748337.00         | $428410.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-03-01      | 2.0000%  | 0.0000% | $3000.00           | $1696.83           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1108.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-04-01      | 3.0000%  | 0.0000% | $3000.00           | $1389.29           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-05-01      | 2.5000%  | 0.0000% | $1001.00           | $555.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-06-01      | 3.0000%  | 0.0000% | $203998.00         | $102553.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 5.0000%  | 0.0000% | $1001.00           | $905.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-03-01      | 5.5000%  | 0.0000% | $60000.00          | $51858.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-04-01      | 5.0000%  | 0.0000% | $1003.00           | $907.18            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-04-01      | 5.5000%  | 0.0000% | $2406945.00        | $2114977.07        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-01-01      | 2.5000%  | 0.0000% | $56000.00          | $36364.30          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-02-01      | 3.0000%  | 0.0000% | $609000.00         | $391897.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-03-01      | 3.0000%  | 0.0000% | $1000.00           | $666.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 3.5000%  | 0.0000% | $22000.00          | $15206.58          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 2.0000%  | 0.0000% | $550000.00         | $376408.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-06-01      | 2.5000%  | 0.0000% | $222003.00         | $156450.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2037-05-01      | 2.5000%  | 0.0000% | $1455.00           | $938.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-04-01      | 4.0000%  | 0.0000% | $4000.00           | $2665.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 3.0000%  | 0.0000% | $18000.00          | $13218.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-07-01      | 4.0000%  | 0.0000% | $397228.00         | $302637.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-08-01      | 4.5000%  | 0.0000% | $60954.00          | $46915.06          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3025.77           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-11-01      | 4.5000%  | 0.0000% | $614346.00         | $492429.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2052-12-01      | 5.5000%  | 0.0000% | $11235500.00       | $8885879.09        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 4.5000%  | 0.0000% | $21000.00          | $17432.17          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-01-01      | 6.5000%  | 0.0000% | $6083.00           | $3658.01           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-03-01      | 5.0000%  | 0.0000% | $5000.00           | $4066.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-02-01      | 6.0000%  | 0.0000% | $266000.00         | $183941.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-02-01      | 6.5000%  | 0.0000% | $10083127.00       | $5972344.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-04-01      | 5.5000%  | 0.0000% | $1004.00           | $796.04            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-05-01      | 5.5000%  | 0.0000% | $208481.00         | $168514.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $818.23            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-09-01      | 5.5000%  | 0.0000% | $5045.00           | $4244.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $779.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 5.5000%  | 0.0000% | $1175000.00        | $994086.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-10-01      | 4.0000%  | 0.0000% | $3000.00           | $2530.49           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2053-11-01      | 5.5000%  | 0.0000% | $1520903.00        | $1324314.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-01-01      | 5.5000%  | 0.0000% | $4000000.00        | $3534255.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-07-01      | 6.0000%  | 0.0000% | $9887012.00        | $8433739.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2054-12-01      | 6.0000%  | 0.0000% | $10000.00          | $9324.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2035-05-01      | 7.0000%  | 0.0000% | $308954.00         | $25694.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association                  | 2051-09-01      | 2.0000%  | 0.0000% | $100006.00         | $11769.78          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 5.5000%  | 0.0000% | $5302860.00        | $5259612.06        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 5.5000%  | 0.0000% | $104119.00         | $101460.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.5000%  | 0.0000% | $319457.00         | $331999.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.5000%  | 0.0000% | $1095269.00        | $1145603.98        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1850.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $987.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $2000.00           | $2038.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $2114504.00        | $1772668.02        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.5000%  | 0.0000% | $4918840.00        | $4887729.99        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 4.5000%  | 0.0000% | $6008.00           | $5742.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $1057.00           | $1014.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $2007.00           | $1695.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.5000%  | 0.0000% | $84116.00          | $69574.65          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.5000%  | 0.0000% | $2001.00           | $2076.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $25788.00          | $26261.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $1202242.00        | $886964.32         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1006.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 5.5000%  | 0.0000% | $24532.00          | $24793.40          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.5000%  | 0.0000% | $1000.00           | $954.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1016.87           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.0000%  | 0.0000% | $17685.00          | $17136.98          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $3017834.00        | $2947182.41        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $9002.00           | $8357.92           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 4.5000%  | 0.0000% | $1012.00           | $974.95            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.5000%  | 0.0000% | $140419.00         | $145618.55         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 6.0000%  | 0.0000% | $18862.00          | $19283.03          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1006.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $2010.00           | $2028.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $71962.00          | $72662.77          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.0000%  | 0.0000% | $4549921.00        | $4605257.06        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 5.5000%  | 0.0000% | $1722528.00        | $1734429.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $2003.00           | $2017.64           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $975.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $33714.00          | $34053.61          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $5000.00           | $5002.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.0000%  | 0.0000% | $5004.00           | $5119.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $992.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $12693.00          | $12823.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 5.5000%  | 0.0000% | $79765.00          | $80565.30          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.0000%  | 0.0000% | $12580.00          | $12837.38          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.5000%  | 0.0000% | $5001.00           | $5146.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.5000%  | 0.0000% | $5002.00           | $5232.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 4.5000%  | 0.0000% | $65471.00          | $63070.17          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.5000%  | 0.0000% | $306324.00         | $320022.37         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.5000%  | 0.0000% | $5000.00           | $5210.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-07-01      | 6.0000%  | 0.0000% | $225808.00         | $232833.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-07-01      | 6.0000%  | 0.0000% | $409019.00         | $418661.48         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $172033.00         | $173829.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $3898576.00        | $3979346.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-09-01      | 6.0000%  | 0.0000% | $2685295.00        | $2761357.77        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $1640000.00        | $1571095.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-03-01      | 6.5000%  | 0.0000% | $3085.00           | $2939.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-11-01      | 5.5000%  | 0.0000% | $5042607.00        | $5047768.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 6.0000%  | 0.0000% | $9567.00           | $9800.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-02-01      | 6.0000%  | 0.0000% | $3865148.00        | $3753539.34        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 5.5000%  | 0.0000% | $272581.00         | $265267.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-10-01      | 4.2700%  | 0.0000% | $75000.00          | $55389.70          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2052-03-25      | 2.0000%  | 0.0000% | $806672.00         | $96906.94          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp                        | 2053-11-01      | 6.5000%  | 0.0000% | $1061244.00        | $879079.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-07-01      | 6.5000%  | 0.0000% | $517190.00         | $471492.74         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $1343883.00        | $1274074.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2054-12-01      | 4.5000%  | 0.0000% | $793461.00         | $754689.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-01-01      | 4.5000%  | 0.0000% | $2000.00           | $1864.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 6.0000%  | 0.0000% | $12573558.00       | $12791672.18       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 4.5000%  | 0.0000% | $13158.00          | $12602.72          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-04-01      | 6.0000%  | 0.0000% | $532106.00         | $495848.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.0000%  | 0.0000% | $98367.00          | $99892.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-05-01      | 6.0000%  | 0.0000% | $1640835.00        | $1668036.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp                        | 2055-06-01      | 5.0000%  | 0.0000% | $527540.00         | $514224.94         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-03-20      | 4.5000%  | 0.0000% | $1000.00           | $74.46             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-05-15      | 4.7500%  | 0.0000% | $1050.00           | $14.60             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2034-04-20      | 5.5000%  | 0.0000% | $30041.00          | $322.23            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2042-09-20      | 5.5000%  | 0.0000% | $1001.00           | $28.48             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-02-20      | 4.0000%  | 0.0000% | $194000.00         | $16012.63          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2044-08-20      | 4.6250%  | 0.0000% | $4571.00           | $60.79             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-08-20      | 5.5000%  | 0.0000% | $1000.00           | $65.22             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-09-20      | 5.5000%  | 0.0000% | $211000.00         | $20529.54          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-01-20      | 6.5000%  | 0.0000% | $1000.00           | $153.91            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-09-20      | 4.5000%  | 0.0000% | $1001.00           | $100.71            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-11-20      | 4.6250%  | 0.0000% | $1089.00           | $43.63             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-10-20      | 5.0000%  | 0.0000% | $7220627.00        | $688867.15         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-03-20      | 4.0000%  | 0.0000% | $21688.00          | $1980.18           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-04-20      | 6.5000%  | 0.0000% | $1000.00           | $146.16            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-06-20      | 6.0000%  | 0.0000% | $1000.00           | $121.43            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2036-04-20      | 6.0000%  | 0.0000% | $1000.00           | $154.74            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-10-20      | 4.0000%  | 0.0000% | $1000.00           | $92.59             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2048-10-20      | 6.5000%  | 0.0000% | $1000.00           | $114.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-08-20      | 5.5000%  | 0.0000% | $1316.00           | $172.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-12-20      | 4.5000%  | 0.0000% | $176455.00         | $118446.62         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-12-20      | 4.0000%  | 0.0000% | $40466.00          | $5627.10           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-02-20      | 3.0000%  | 0.0000% | $3319.00           | $531.89            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-10-20      | 6.0000%  | 0.0000% | $1000.00           | $252.82            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-11-20      | 5.0000%  | 0.0000% | $1000.00           | $274.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-04-20      | 4.5000%  | 0.0000% | $1000.00           | $202.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-04-20      | 6.0000%  | 0.0000% | $1000.00           | $358.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2034-06-20      | 6.0000%  | 0.0000% | $1000.00           | $412.56            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-04-20      | 4.5000%  | 0.0000% | $120208.00         | $107009.49         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2051-08-20      | 4.5000%  | 0.0000% | $988861.00         | $873625.64         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-02-20      | 2.5000%  | 0.0000% | $421240.00         | $279686.24         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-05-20      | 4.5000%  | 0.0000% | $1000.00           | $639.99            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 5.0000%  | 0.0000% | $1501014.00        | $1277953.78        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-06-20      | 5.5000%  | 0.0000% | $6256.00           | $4988.50           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 5.0000%  | 0.0000% | $42258.00          | $32248.23          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-09-20      | 6.5000%  | 0.0000% | $1001.00           | $515.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2052-11-20      | 5.0000%  | 0.0000% | $13217.00          | $10395.15          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-03-20      | 6.0000%  | 0.0000% | $2977897.00        | $1757622.56        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-04-20      | 6.5000%  | 0.0000% | $41185.00          | $20454.35          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-07-20      | 6.5000%  | 0.0000% | $1024.00           | $671.86            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-12-20      | 5.5000%  | 0.0000% | $7251909.00        | $6191732.58        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-01-20      | 5.5000%  | 0.0000% | $1000.00           | $839.51            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-09-15      | 4.5000%  | 0.0000% | $1001.00           | $161.04            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2047-10-15      | 3.5000%  | 0.0000% | $1000.00           | $84.41             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2045-04-20      | 4.5000%  | 0.0000% | $3995908.00        | $1661108.96        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-09-20      | 4.5000%  | 0.0000% | $2026667.00        | $952811.61         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-06-20      | 5.0000%  | 0.0000% | $292531.00         | $116736.25         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-07-20      | 5.0000%  | 0.0000% | $6245167.00        | $2320422.10        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-07-20      | 5.5000%  | 0.0000% | $1496771.00        | $313059.30         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-01-20      | 5.0000%  | 0.0000% | $1126758.00        | $519175.74         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2050-02-20      | 5.5000%  | 0.0000% | $346175.00         | $132977.25         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2049-02-20      | 5.0000%  | 0.0000% | $1344326.00        | $290317.19         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-12-20      | 5.5000%  | 0.0000% | $981705.00         | $517334.55         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-08-20      | 6.0000%  | 0.0000% | $4012.00           | $1692.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-12-20      | 6.5000%  | 0.0000% | $4042.00           | $1540.13           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2046-07-20      | 4.0000%  | 0.0000% | $1002.00           | $218.02            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-12-20      | 4.0000%  | 0.0000% | $25361.00          | $15532.29          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2038-11-20      | 6.5000%  | 0.0000% | $3001.00           | $2367.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-09-20      | 7.0000%  | 0.0000% | $1000.00           | $621.31            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.5000%  | 0.0000% | $867099.00         | $917295.21         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-12-20      | 8.0000%  | 0.0000% | $149299.00         | $64096.72          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-11-20      | 8.0000%  | 0.0000% | $1000.00           | $271.77            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2053-11-20      | 7.5000%  | 0.0000% | $2007.00           | $879.80            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $39677.00          | $34928.91          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-02-20      | 7.5000%  | 0.0000% | $2000.00           | $2110.43           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-01-20      | 7.5000%  | 0.0000% | $666460.00         | $568387.63         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-03-20      | 5.0000%  | 0.0000% | $10981.00          | $8065.49           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $316579.00         | $326413.53         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-08-20      | 6.5000%  | 0.0000% | $950842.00         | $544359.52         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-03-20      | 6.5000%  | 0.0000% | $5097.00           | $4950.41           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.0000%  | 0.0000% | $442602.00         | $453443.37         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-03-20      | 7.0000%  | 0.0000% | $6458.00           | $6658.89           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-07-20      | 6.0000%  | 0.0000% | $1000.00           | $1033.15           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-03-20      | 6.5000%  | 0.0000% | $3237.00           | $3435.76           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 6.5000%  | 0.0000% | $117545.00         | $120854.17         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-03-20      | 6.5000%  | 0.0000% | $230895.00         | $237012.77         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-08-20      | 6.0000%  | 0.0000% | $10132704.00       | $10478722.33       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 7.0000%  | 0.0000% | $1234310.00        | $1290543.39        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $974612.00         | $1004830.88        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-06-20      | 4.5000%  | 0.0000% | $615084.00         | $572853.49         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-08-20      | 5.5000%  | 0.0000% | $287988.00         | $293895.15         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-08-20      | 6.0000%  | 0.0000% | $1008.00           | $1039.95           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2054-11-20      | 5.5000%  | 0.0000% | $13562095.00       | $13229750.24       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-01-20      | 5.5000%  | 0.0000% | $5855257.00        | $5799364.42        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-07-20      | 6.5000%  | 0.0000% | $16118472.00       | $16684964.66       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $268319.00         | $263604.57         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-04-20      | 6.0000%  | 0.0000% | $1000.00           | $1027.26           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-04-20      | 7.0000%  | 0.0000% | $37689.00          | $38859.82          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2065-02-20      | 7.0000%  | 0.0000% | $614711.00         | $633767.65         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-10-20      | 4.5000%  | 0.0000% | $2899000.00        | $30120.30          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-09-20      | 4.5000%  | 0.0000% | $9196437.00        | $61067.12          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2040-10-20      | 4.5000%  | 0.0000% | $2000.00           | $92.09             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2039-09-15      | 5.0000%  | 0.0000% | $2819.00           | $110.36            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2032-10-20      | 4.7500%  | 0.0000% | $25467.00          | $87.00             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2041-12-20      | 6.5000%  | 0.0000% | $643092.00         | $16890.69          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association               | 2055-07-20      | 5.4450%  | 0.0000% | $2748032.00        | $2753387.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-09-20      | 5.3450%  | 0.0000% | $1965671.00        | $1321106.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2049-05-20      | 4.5000%  | 0.0000% | $22268307.00       | $4350331.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-04-20      | 4.8847%  | 0.0000% | $4300000.00        | $1904552.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-05-20      | 4.7250%  | 0.0000% | $7508731.00        | $4310175.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2051-10-20      | 2.0000%  | 0.0000% | $223770.00         | $107129.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.4750%  | 0.0000% | $55953272.00       | $41233488.79       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-12-20      | 5.2450%  | 0.0000% | $1137.00           | $776.45            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-02-20      | 3.0000%  | 0.0000% | $22225360.00       | $13564685.95       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-05-20      | 4.5000%  | 0.0000% | $1206.00           | $852.54            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2052-06-20      | 4.5000%  | 0.0000% | $7366336.00        | $5257566.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-02-20      | 5.2450%  | 0.0000% | $1000.00           | $761.75            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-02-20      | 5.2550%  | 0.0000% | $7855997.00        | $6010301.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-03-20      | 5.3450%  | 0.0000% | $368123.00         | $168955.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3450%  | 0.0000% | $7203242.00        | $5596995.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.3450%  | 0.0000% | $1000.00           | $449.59            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-05-20      | 5.4050%  | 0.0000% | $41400.00          | $19914.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-10-20      | 6.0000%  | 0.0000% | $4016280.00        | $4165166.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-07-20      | 5.3650%  | 0.0000% | $9393169.00        | $7940405.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-08-20      | 5.3450%  | 0.0000% | $1479986.00        | $968130.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-08-20      | 5.4550%  | 0.0000% | $21972284.00       | $11277434.98       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-08-20      | 5.5450%  | 0.0000% | $995677.00         | $512819.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-01-20      | 5.4450%  | 0.0000% | $60740608.00       | $30233849.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-12-20      | 5.6450%  | 0.0000% | $743399.00         | $295178.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2053-12-20      | 5.5950%  | 0.0000% | $24614477.00       | $13065780.54       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2047-09-20      | 5.5000%  | 0.0000% | $7746523.00        | $2218433.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-02-20      | 5.5450%  | 0.0000% | $973287.00         | $486481.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-02-20      | 5.5000%  | 0.0000% | $55000000.00       | $55302047.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-03-20      | 5.7500%  | 0.0000% | $32538714.00       | $33533852.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-03-20      | 5.5000%  | 0.0000% | $78689718.00       | $80060475.34       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.5000%  | 0.0000% | $50000000.00       | $51080388.85       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.7500%  | 0.0000% | $69129316.00       | $70628193.18       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.1450%  | 0.0000% | $4293521.00        | $2812741.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-05-20      | 5.5000%  | 0.0000% | $32229637.00       | $32861169.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $51401961.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-04-20      | 5.7500%  | 0.0000% | $50000000.00       | $51237011.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-06-20      | 5.5450%  | 0.0000% | $2721133.00        | $1551411.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2054-11-20      | 5.9450%  | 0.0000% | $12806.00          | $11286.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-02-20      | 5.9950%  | 0.0000% | $12523457.00       | $10453854.11       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-04-20      | 5.6450%  | 0.0000% | $26674.00          | $26375.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2050-01-20      | 4.5000%  | 0.0000% | $2517460.00        | $2425840.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-04-20      | 4.5000%  | 0.0000% | $13890481.00       | $13246385.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association               | 2055-06-20      | 6.0000%  | 0.0000% | $99503789.00       | $99867807.50       | Agency Collateralized Mortgage Obligation |

### Security 120: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.460000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: 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:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.4600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **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 National Mortgage Association    | 2049-11-25      | 3.0000%  | 0.0000% | $55990016.00       | $11191604.37       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-06-25      | 5.2500%  | 0.0000% | $10003392.00       | $9963764.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-25      | 5.0000%  | 0.0000% | $82460200.00       | $83155412.78       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-07-25      | 3.5000%  | 0.0000% | $7000000.00        | $6690734.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-08-25      | 5.0000%  | 0.0000% | $4544400.00        | $4562286.25        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-03-25      | 4.0000%  | 0.0000% | $1999978.00        | $2514.47           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-10-20      | 5.0000%  | 0.0000% | $9050.00           | $885.80            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.0000%  | 0.0000% | $159087000.00      | $159457791.75      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 5.0000%  | 0.0000% | $150000000.00      | $151030183.33      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $174999999.00      | $177600110.10      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $38717376.00       | $38030605.12       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $58619776.00       | $51914106.70       | Agency Collateralized Mortgage Obligation |

### Security 121: 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:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **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 Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $200000.00         | $185141.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.5000%  | 0.0000% | $217000.00         | $200499.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $80000.00          | $67438.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $95000.00          | $77866.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $746864.00         | $675496.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $10773811.00       | $10072637.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $4500000.00        | $4406249.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.0000%  | 0.0000% | $920000.00         | $884670.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.5000%  | 0.0000% | $56636.00          | $56881.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 7.0000%  | 0.0000% | $2641554.00        | $2759749.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $1513920.00        | $1022657.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $932602.00         | $744965.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $1093152.00        | $939822.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $1079951.00        | $1002653.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 7.0000%  | 0.0000% | $1033661.00        | $1092905.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 7.0000%  | 0.0000% | $2097425.00        | $2020096.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 7.0000%  | 0.0000% | $1420242.00        | $1222900.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 8.0000%  | 0.0000% | $1060066.00        | $217739.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 7.0000%  | 0.0000% | $1127190.00        | $1185341.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $2167401.00        | $1569064.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 7.0000%  | 0.0000% | $1228115.00        | $1294128.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 7.0000%  | 0.0000% | $1590336.00        | $1671764.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $1343128.00        | $1415087.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $1731346.00        | $1766600.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.5000%  | 0.0000% | $385818.00         | $329869.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $13424463.00       | $12392558.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 7.0000%  | 0.0000% | $1035923.00        | $991987.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $74264.00          | $75254.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $2428087.00        | $2292840.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $2989454.00        | $2678903.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $11888851.00       | $10285736.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.5000%  | 0.0000% | $751548.00         | $678271.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 7.0000%  | 0.0000% | $1570617.00        | $1648124.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.0000%  | 0.0000% | $104728.00         | $102083.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.5000%  | 0.0000% | $5057013.00        | $5045930.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.0000%  | 0.0000% | $234841.00         | $229088.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $4242050.00        | $3838033.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 7.0000%  | 0.0000% | $1436974.00        | $587172.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.5000%  | 0.0000% | $1006628.00        | $1006151.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $381538.00         | $334335.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.5000%  | 0.0000% | $2002100.00        | $1838855.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 7.0000%  | 0.0000% | $1279746.00        | $1347542.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $912013.00         | $680660.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $1022112.00        | $1054872.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1441167.00        | $1078234.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 4.5000%  | 0.0000% | $1584745.00        | $1370033.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1349310.00        | $1366188.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1866192.00        | $1776954.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1027689.00        | $943100.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1552716.00        | $1170644.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $110000.00         | $104903.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $939.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1883.00           | $1475.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $31927761.00       | $30755321.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.0000%  | 0.0000% | $3524454.00        | $3149215.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.5000%  | 0.0000% | $440078.00         | $413508.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $10862723.00       | $10487991.71       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $2670488.00        | $2198502.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.5000%  | 0.0000% | $2568465.00        | $2376108.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-01-15      | 4.7500%  | 0.0000% | $873362.00         | $862496.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-15      | 5.8800%  | 0.0000% | $721993.00         | $753747.21         | Agency Mortgage-Backed Securities |

### Security 122: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.960000%
- **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: BIV8UV0J6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8UV0J6
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.9600%
- **C.11 - Maturity Date (WAM):** 2026-08-10
- **C.12 - Maturity Date (WAL):** 2026-08-10
- **C.13 - Final Legal Maturity Date:** 2026-08-10
- **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? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2042-07-15      | 5.0000%  | 0.0000% | $11290000.00       | $1622061.80        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2043-12-15      | 4.5000%  | 0.0000% | $70916806.00       | $1434146.77        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2046-12-15      | 3.5000%  | 0.0000% | $19182788.00       | $724633.19         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 5.0000%  | 0.0000% | $999015.00         | $933990.11         | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $3969509.00        | $3478022.75        | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.5000%  | 0.0000% | $30500460.00       | $23797700.88       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2046-10-15      | 4.2500%  | 0.0000% | $28080282.00       | $5218374.03        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $1064020.00        | $906960.58         | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 4.5000%  | 0.0000% | $128592.00         | $121951.91         | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 7.0000%  | 0.0000% | $1411507.00        | $1486795.36        | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 7.0000%  | 0.0000% | $1110299.00        | $1170506.65        | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $2840949.00        | $2920444.03        | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.5000%  | 0.0000% | $2483000.00        | $2430825.10        | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $159000.00         | $148038.43         | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.0000%  | 0.0000% | $154900.00         | $141728.50         | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1605214.00        | $1515801.96        | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $26778381.00       | $24512453.47       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $1612637.00        | $1192550.97        | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $1177809.00        | $1091145.37        | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $39824.00          | $29721.75          | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2037-10-15      | 4.7784%  | 0.0000% | $4818841.00        | $306164.96         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2042-11-01      | 3.0000%  | 0.0000% | $4700000.00        | $399571.37         | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $2155559.00        | $2206744.76        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1017957.00        | $836346.05         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1150877.00        | $1028280.83        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1124553.00        | $1138977.78        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $1064488.00        | $1081002.87        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $1002403.00        | $956070.74         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $1096430.00        | $1012594.02        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2054-07-01      | 5.5000%  | 0.0000% | $2899850.00        | $2703389.12        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $1162464.00        | $974258.96         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2054-07-01      | 7.0000%  | 0.0000% | $1114294.00        | $1003664.77        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $5102892.00        | $4116445.65        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2054-08-01      | 4.0000%  | 0.0000% | $93842665.00       | $82343556.95       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $1736146.00        | $1516612.33        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $9999000.00        | $8097654.06        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association    | 2037-08-25      | 1.5000%  | 0.0000% | $33000000.00       | $1276054.28        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association    | 2038-01-01      | 3.5000%  | 0.0000% | $3132055.00        | $192590.27         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $21300320.00       | $21891316.40       | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.5000%  | 0.0000% | $2459403.00        | $2403550.91        | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $965.50            | Agency Mortgage-Backed Securities   |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.0000%  | 0.0000% | $898779.00         | $878363.32         | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2060-08-15      | 4.5000%  | 0.0000% | $24202111.00       | $23417163.93       | Agency Mortgage-Backed Securities   |
| Government National Mortgage Association | 2060-09-15      | 5.5800%  | 0.0000% | $18459322.00       | $20340806.85       | Agency Mortgage-Backed Securities   |

### Security 123: 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: BIV8VQAE6, C.3 - LEI: 549300445CON3DBMU275, C.5 - Other ID: BIV8VQAE6
- **C.18 - Value (incl. sponsor support):** $1175000000.00
- **C.18.a - Value (excl. sponsor support):** $1175000000.00
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-08
- **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 | 2025-09-04      | 0.0000%  | 0.0000% | $278702.99         | $278637.49         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-11      | 0.0000%  | 0.0000% | $4359916.42        | $4355299.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-11      | 0.0000%  | 0.0000% | $8122792.54        | $7885704.47        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-18      | 0.0000%  | 0.0000% | $140.30            | $138.63            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 1.7500%  | 0.0000% | $1495231.34        | $2352327.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $210.45            | $206.64            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $72323.88          | $70525.25          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 3.1250%  | 0.0000% | $189473.13         | $153613.80         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.0000%  | 0.0000% | $280.60            | $224.54            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $2031873.13        | $1619624.08        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $70.15             | $73.05             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $11085055.22       | $12810348.92       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $600407.46         | $494216.08         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $210.45            | $164.41            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $140.30            | $103.75            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $4918795.52        | $3371829.84        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $70.15             | $48.38             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $91108658.21       | $67658866.13       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.8750%  | 0.0000% | $277300.00         | $265272.59         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 1.0000%  | 0.0000% | $28460394.03       | $27010801.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $70.15             | $55.40             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $50335386.57       | $24321560.37       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $23739349.25       | $14829745.69       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $14609704.48       | $7598327.70        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $356288.06         | $228013.17         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $10705617.91       | $5891647.49        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $350.75            | $231.14            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $70.15             | $48.17             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $153245744.78      | $86557314.36       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $9459416.42        | $6258404.40        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $1529323.88        | $915003.62         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $983492.54         | $696188.11         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $629379.10         | $504465.65         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $140.30            | $117.71            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $29711997.01       | $26408058.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $513211.94         | $415527.48         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $2123558.21        | $1903879.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $284805.97         | $269415.74         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $23903849.25       | $23552272.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $10418567.16       | $10450615.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $26446.27          | $25362.37          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $127601.49         | $114305.40         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $6664179.10        | $6547069.56        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $1069074.63        | $1020450.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 2.3750%  | 0.0000% | $1870389.55        | $1809183.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $8702576.12        | $8579626.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $6776628.36        | $6682399.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $33419174.63       | $43848189.22       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 0.5000%  | 0.0000% | $55848346.27       | $72385010.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $5112617.91        | $5059294.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-15      | 2.6250%  | 0.0000% | $130126.87         | $126106.68         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-15      | 0.6250%  | 0.0000% | $101862468.66      | $137788290.26      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-15      | 0.1250%  | 0.0000% | $4646055.22        | $6224114.08        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 2.2500%  | 0.0000% | $211780.60         | $207533.76         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $525698.51         | $518036.47         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-15      | 1.6250%  | 0.0000% | $5752028.36        | $5342519.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $4018850.75        | $4831405.49        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $33671641.79       | $32674727.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $70.15             | $66.52             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $140.30            | $120.86            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-15      | 0.1250%  | 0.0000% | $8109814.93        | $10060180.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $4532062.69        | $3936850.49        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $3139529.85        | $3667775.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $796474.63         | $744722.92         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-15      | 1.1250%  | 0.0000% | $7316707.46        | $6389826.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.7500%  | 0.0000% | $25367373.13       | $24893638.28       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 0.7500%  | 0.0000% | $280.60            | $274.52            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 1.2500%  | 0.0000% | $70.15             | $65.90             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $7668505.97        | $8651373.74        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 0.8750%  | 0.0000% | $70.15             | $68.21             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.1250%  | 0.0000% | $2627229.85        | $2556502.32        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 1.3750%  | 0.0000% | $11536746.27       | $10762098.15       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.2500%  | 0.0000% | $3507392.54        | $3400571.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 2.5000%  | 0.0000% | $210.45            | $208.74            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $3151385.07        | $3552207.77        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $27568.66          | $27122.87          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $1885752.24        | $1874209.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $23545807.46       | $22299274.76       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 3.2500%  | 0.0000% | $124865.67         | $123808.05         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 2.7500%  | 0.0000% | $1122.39           | $1106.17           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $1909602.99        | $1773975.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 1.6250%  | 0.0000% | $59977.61          | $66939.28          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.0000%  | 0.0000% | $10382.09          | $10655.12          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.1250%  | 0.0000% | $29459179.10       | $30158103.40       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 3.8750%  | 0.0000% | $1895152.24        | $1922643.19        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-31      | 3.8750%  | 0.0000% | $2532738.81        | $2563572.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $7738655.22        | $7506337.09        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $701.49            | $721.93            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-15      | 4.6250%  | 0.0000% | $872867.16         | $894224.00         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 3.6250%  | 0.0000% | $25253.73          | $25650.00          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-15      | 3.7500%  | 0.0000% | $1464716.42        | $1482869.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $185264.18         | $201635.14         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-30      | 3.5000%  | 0.0000% | $436889.55         | $440770.51         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $641234.33         | $620675.37         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $6650920.90        | $6714031.04        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $9979502.99        | $10365957.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $48459455.22       | $50816488.43       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $25990158.21       | $27129591.62       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 4.6250%  | 0.0000% | $1897467.16        | $1940516.92        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 4.8750%  | 0.0000% | $136931.34         | $138780.97         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $22048471.64       | $22181559.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.2500%  | 0.0000% | $2314.93           | $2323.34           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $945682.09         | $960243.87         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 4.1250%  | 0.0000% | $5740874.63        | $5779833.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $1289343.28        | $1343035.43        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $23360262.69       | $25478813.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $5845958.21        | $6030561.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $210.45            | $215.96            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $3437.31           | $3578.46           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $9049253.73        | $9282411.91        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-06-30      | 4.2500%  | 0.0000% | $210.45            | $216.67            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $1947904.48        | $2003603.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $6278428.36        | $6392443.76        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.3750%  | 0.0000% | $70.15             | $70.68             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $64958.21          | $66002.03          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $3278846.27        | $3424008.92        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $14555759.70       | $14284151.92       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $280.60            | $281.57            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 3.7500%  | 0.0000% | $70.15             | $71.36             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $88893274.63       | $89678992.59       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-30      | 3.5000%  | 0.0000% | $48823.88          | $49347.41          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-15      | 3.8750%  | 0.0000% | $8520959.70        | $8686606.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $550671.64         | $567982.10         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.3484%  | 0.0000% | $6117365.67        | $6140572.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-15      | 1.6250%  | 0.0000% | $5121035.82        | $5415241.77        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $70.15             | $71.43             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $60117.91          | $61136.11          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $9350685.07        | $9679437.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $342608.96         | $347045.86         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $13879731.34       | $14152093.46       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $517140.30         | $530886.50         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-31      | 4.3750%  | 0.0000% | $213183.58         | $219798.60         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $18079847.76       | $18719503.93       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $7183283.58        | $7360106.70        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $70.15             | $71.39             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $70.15             | $71.09             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $18639217.91       | $19028351.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $350.75            | $364.95            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-31      | 4.1250%  | 0.0000% | $140.30            | $143.43            | U.S. Treasuries (including strips) |

### Security 124: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.880000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8W20L3, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8W20L3
- **C.18 - Value (incl. sponsor support):** $2100000000.00
- **C.18.a - Value (excl. sponsor support):** $2100000000.00
- **C.19 - Percentage of Net Assets:** 2.8400%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-07-20
- **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 | 2039-11-15      | 4.3750%  | 0.0000% | $247701000.00      | $245791201.02      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $94554300.00       | $92647792.38       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $229000000.00      | $127216442.14      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $281000000.00      | $187022854.84      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $139745100.00      | $98323150.10       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $388200000.00      | $277249064.21      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $199397300.00      | $183633296.21      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $308452000.00      | $260880714.01      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $137930000.00      | $130654113.29      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $171750000.00      | $155118390.89      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $300000000.00      | $274227687.90      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-15      | 1.6250%  | 0.0000% | $99985300.00       | $98826741.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $4089200.00        | $4205535.07        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $1517500.00        | $1543461.37        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $4564000.00        | $4659575.49        | U.S. Treasuries (including strips) |

### Security 125: Societe Generale

- **C.1 - Title:** Societe Generale 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: BIV8WKMU9, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV8WKMU9
- **C.18 - Value (incl. sponsor support):** $220000000.00
- **C.18.a - Value (excl. sponsor support):** $220000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $23542599.52       | $23389178.35       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 3.0000%  | 0.0000% | $27672271.00       | $23000615.40       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $309124.64         | $250162.63         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-05-19      | 4.0000%  | 0.0000% | $28074524.72       | $20770575.81       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $53593999.36       | $23829751.89       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1852616.04        | $997805.51         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $47200770.32       | $22587101.63       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $36077928.92       | $20280972.66       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $23859732.60       | $24152916.25       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $23839094.84       | $21287849.02       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $16171555.84       | $15596115.72       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $21117580.44       | $21671783.19       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $4585472.76        | $4388269.11        | Agency Mortgage-Backed Securities  |
| U.S. Treasury                            | 2041-08-15      | 3.7500%  | 0.0000% | $2452868.00        | $2196902.96        | U.S. Treasuries (including strips) |

### Security 126: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.250000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8WNX64, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8WNX64
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-11-24
- **C.12 - Maturity Date (WAL):** 2025-11-24
- **C.13 - Final Legal Maturity Date:** 2025-11-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank              | 2025-09-08      | 0.0000%  | 0.0000% | $5000000.00        | $4993700.00        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-11-07      | 0.0000%  | 0.0000% | $91428000.00       | $90692004.60       | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2025-11-12      | 0.0000%  | 0.0000% | $3302000.00        | $3273569.78        | Agency Debentures and Agency Strips |
| Federal Home Loan Banks               | 2026-02-13      | 0.0000%  | 0.0000% | $27186000.00       | $26682406.54       | Agency Debentures and Agency Strips |
| Federal National Mortgage Association | 2028-03-01      | 5.5000%  | 0.0000% | $75870137.00       | $260369.59         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2038-02-01      | 6.5000%  | 0.0000% | $97000.00          | $1267.91           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2026-12-01      | 8.0000%  | 0.0000% | $1150000.00        | $702.50            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2031-08-01      | 6.5000%  | 0.0000% | $174983.00         | $810.44            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2026-05-01      | 4.0000%  | 0.0000% | $2500000.00        | $4838.53           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $1093891.00        | $27277.99          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2029-09-01      | 3.5000%  | 0.0000% | $85000.00          | $5175.27           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2044-09-01      | 4.0000%  | 0.0000% | $1275000.00        | $178458.68         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2045-02-01      | 4.5000%  | 0.0000% | $65492.00          | $4294.50           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2045-08-01      | 4.0000%  | 0.0000% | $102000.00         | $9488.09           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2041-10-01      | 3.0000%  | 0.0000% | $108000.00         | $17366.91          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2043-11-01      | 4.5000%  | 0.0000% | $701000.00         | $84818.87          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2030-05-01      | 3.0000%  | 0.0000% | $30000.00          | $2418.05           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $2820000.00        | $249234.90         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2030-12-01      | 2.5000%  | 0.0000% | $101000.00         | $13179.21          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2037-05-01      | 3.5000%  | 0.0000% | $5202228.00        | $592768.76         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $14000.00          | $2451.91           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2044-01-01      | 4.0000%  | 0.0000% | $96000.00          | $10999.75          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2029-01-01      | 3.5000%  | 0.0000% | $26544.00          | $1312.38           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2044-03-01      | 4.5000%  | 0.0000% | $23000.00          | $797.44            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2045-04-01      | 2.5000%  | 0.0000% | $662481.00         | $136085.56         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $90000.00          | $1120.71           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2034-12-01      | 4.5000%  | 0.0000% | $329005.00         | $4764.98           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $14780460.00       | $9441448.05        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2039-11-01      | 4.5000%  | 0.0000% | $1977369.00        | $1868548.27        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $135000.00         | $95806.72          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $108000.00         | $103571.21         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1419264.00        | $1305672.13        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1017041.00        | $1042243.82        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-08-01      | 5.0000%  | 0.0000% | $4642532.00        | $4155914.19        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $3105304.00        | $2965396.47        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $2112070.00        | $2018607.69        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-11-01      | 7.5000%  | 0.0000% | $696636.00         | $722705.50         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $948333.00         | $838667.18         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $41142.00          | $39354.54          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $1927349.00        | $1955858.30        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1197165.00        | $1213298.18        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-01-01      | 4.5000%  | 0.0000% | $1983019.00        | $1898949.86        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1935657.00        | $1916009.96        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1284727.00        | $1301375.09        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1316139.00        | $1364366.01        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $5602991.00        | $5576084.16        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $246802.00         | $247980.44         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1238174.00        | $1268528.45        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1369226.00        | $1394411.00        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1037903.00        | $1072983.17        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2040-06-01      | 6.0000%  | 0.0000% | $1281048.00        | $1324226.82        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $7320225.00        | $7651288.73        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $2161157.00        | $2258687.42        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $5542367.00        | $5765476.96        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $5972100.00        | $6203588.65        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $17630293.00       | $17776479.14       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $5246821.00        | $5316386.09        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1205799.00        | $1223630.70        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2040-06-01      | 6.0000%  | 0.0000% | $1924121.00        | $1983016.62        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $2214243.00        | $2334532.97        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $2862040.00        | $2987534.06        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1679859.00        | $1703119.69        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-08-01      | 5.0000%  | 0.0000% | $1081126.00        | $1072021.72        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1669351.00        | $1731545.83        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1347912.00        | $1426060.66        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $2847825.00        | $2972903.06        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $2041742.00        | $2112009.91        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $244108.00         | $232475.75         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1388305.00        | $1417398.05        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1115767.00        | $1142493.84        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1558145.00        | $1593371.20        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1863550.00        | $1927305.90        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1022555.00        | $1033610.71        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2040-08-01      | 4.5000%  | 0.0000% | $4156268.00        | $4161305.40        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2047-10-01      | 4.5000%  | 0.0000% | $940000.00         | $131856.20         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $176000.00         | $22991.80          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2045-01-01      | 4.0000%  | 0.0000% | $6000.00           | $1420.60           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2044-05-01      | 5.5000%  | 0.0000% | $3000.00           | $829.00            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2048-12-01      | 5.5000%  | 0.0000% | $1870000.00        | $306850.12         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $776000.00         | $162290.66         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $2300000.00        | $415733.61         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2050-02-01      | 2.5000%  | 0.0000% | $413000.00         | $90130.90          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $615000.00         | $294571.19         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2035-09-01      | 2.0000%  | 0.0000% | $200000.00         | $69192.49          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $100000.00         | $73985.90          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2037-06-01      | 1.5000%  | 0.0000% | $2021384.00        | $1339870.79        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $500000.00         | $324707.54         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-10-01      | 3.5000%  | 0.0000% | $5136423.00        | $2518790.01        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $191686.00         | $112855.34         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $1424480.00        | $1311778.64        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2038-03-01      | 4.5000%  | 0.0000% | $136793.00         | $67715.23          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $246486.00         | $173164.52         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $14130665.00       | $12925068.94       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1904017.00        | $1597922.06        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $130000.00         | $121566.65         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $3791.00           | $2984.89           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2032-05-01      | 3.0000%  | 0.0000% | $230358.00         | $30614.49          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $400000.00         | $72899.63          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2049-08-01      | 4.0000%  | 0.0000% | $1549000.00        | $313234.92         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2050-11-01      | 1.5000%  | 0.0000% | $150000.00         | $78829.62          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $483473.00         | $261177.13         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2050-12-01      | 2.5000%  | 0.0000% | $563000.00         | $256812.69         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1150795.00        | $658757.09         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $23500000.00       | $15987819.63       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $17000.00          | $11280.40          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $674.85            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $631000.00         | $539389.72         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $74709.00          | $45805.85          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1270000.00        | $1215998.58        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2048-11-01      | 3.5000%  | 0.0000% | $69500000.00       | $61056813.64       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $7990229.00        | $7531752.21        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-05-01      | 2.0000%  | 0.0000% | $400000.00         | $310388.78         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-04-01      | 5.0000%  | 0.0000% | $2384308.00        | $2349309.98        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $12283022.00       | $12067446.24       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2045-03-01      | 7.0000%  | 0.0000% | $567742.00         | $559879.46         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2037-03-01      | 2.5000%  | 0.0000% | $19943479.00       | $18846596.52       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2031-09-01      | 3.0000%  | 0.0000% | $110000.00         | $15995.39          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2050-03-01      | 3.5000%  | 0.0000% | $5169000.00        | $998015.48         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2030-08-01      | 3.5000%  | 0.0000% | $32000.00          | $521.17            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $652000.00         | $204684.10         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $6000.00           | $2077.57           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2036-02-01      | 2.0000%  | 0.0000% | $70000.00          | $39544.47          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2036-01-01      | 2.0000%  | 0.0000% | $49000.00          | $26715.58          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2040-08-01      | 3.0000%  | 0.0000% | $81026.00          | $28688.80          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $377693.00         | $255422.49         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $437940.00         | $283373.47         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2036-07-01      | 2.0000%  | 0.0000% | $1432941.00        | $875849.44         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2036-05-01      | 2.0000%  | 0.0000% | $1000000.00        | $493871.18         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2048-11-01      | 3.0000%  | 0.0000% | $8000.00           | $4096.45           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $5000.00           | $2944.63           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2036-09-01      | 1.5000%  | 0.0000% | $1046959.00        | $572441.36         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2047-07-01      | 5.0000%  | 0.0000% | $354000.00         | $200884.84         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-08-01      | 4.0000%  | 0.0000% | $1000.00           | $616.77            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $1366000.00        | $1038510.59        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $50000.00          | $36716.45          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2052-02-01      | 4.0000%  | 0.0000% | $1500000.00        | $1103962.79        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $500000.00         | $386880.33         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $29000.00          | $26421.86          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $56150319.00       | $46774330.17       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $755000.00         | $673186.66         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $15445220.00       | $14113347.14       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2051-08-25      | 3.0000%  | 0.0000% | $200000.00         | $132572.09         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2037-10-01      | 6.5000%  | 0.0000% | $207000.00         | $1952.42           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2035-09-01      | 5.0000%  | 0.0000% | $548100.00         | $8501.92           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2037-05-01      | 5.5000%  | 0.0000% | $1127811.00        | $6843.90           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2047-08-01      | 5.0000%  | 0.0000% | $7825909.00        | $114221.57         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2039-08-01      | 4.5000%  | 0.0000% | $205000.00         | $9560.81           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2037-02-01      | 5.5000%  | 0.0000% | $74000.00          | $2688.05           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $4800000.00        | $364519.96         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $392000.00         | $59559.87          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2030-06-01      | 2.5000%  | 0.0000% | $35000.00          | $2308.55           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $13000.00          | $941.96            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2048-08-01      | 3.5000%  | 0.0000% | $30000.00          | $2884.62           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2036-09-01      | 2.0000%  | 0.0000% | $1471000.00        | $824055.72         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2050-04-01      | 5.5000%  | 0.0000% | $1201687.00        | $220786.49         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-05-01      | 5.0000%  | 0.0000% | $37000.00          | $33662.38          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $1316293.00        | $1158192.74        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2037-03-01      | 3.0000%  | 0.0000% | $2963825.00        | $1766582.33        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2037-07-01      | 3.0000%  | 0.0000% | $10131086.00       | $6562073.11        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2038-04-01      | 2.5000%  | 0.0000% | $562905.00         | $451892.81         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $3000.00           | $2387.42           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $2821000.00        | $2464287.78        | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2039-09-01      | 4.0000%  | 0.0000% | $38318.00          | $30973.73          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2040-01-01      | 5.0000%  | 0.0000% | $6000.00           | $5376.36           | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-02-01      | 3.5000%  | 0.0000% | $1000.00           | $881.66            | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $48269743.00       | $47315470.38       | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $240342869.00      | $242066374.78      | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2040-08-01      | 5.5000%  | 0.0000% | $528500.00         | $542284.75         | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2039-09-01      | 6.0000%  | 0.0000% | $705000.00         | $15644.76          | Agency Mortgage-Backed Securities   |
| Federal National Mortgage Association | 2035-12-01      | 5.5000%  | 0.0000% | $75000.00          | $1725.67           | Agency Mortgage-Backed Securities   |

### Security 127: Societe Generale

- **C.1 - Title:** Societe Generale 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: BIV8WNXH0, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV8WNXH0
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? 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 | 2029-04-30      | 2.8750%  | 0.0000% | $76330700.00       | $75069421.05       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-15      | 4.2500%  | 0.0000% | $35182420.00       | $36128640.10       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-12-31      | 4.5000%  | 0.0000% | $70121640.00       | $73134553.49       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $74353680.00       | $75495349.08       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-15      | 3.8750%  | 0.0000% | $45621020.00       | $46172051.25       | U.S. Treasuries (including strips) |

### Security 128: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.300000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR582, C.3 - LEI: N/A, C.5 - Other ID: BIV8WR582
- **C.18 - Value (incl. sponsor support):** $365000000.00
- **C.18.a - Value (excl. sponsor support):** $365000000.00
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-11-07
- **C.12 - Maturity Date (WAL):** 2025-11-07
- **C.13 - Final Legal Maturity Date:** 2025-11-07
- **Characteristics:** C.9 Eligible 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 | 2025-10-21      | 0.0000%  | 0.0000% | $900.00            | $894.92            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-04      | 0.0000%  | 0.0000% | $10000100.00       | $9928779.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-23      | 0.0000%  | 0.0000% | $55110600.00       | $54421441.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $1400.00           | $1022.18           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $12649900.00       | $9989973.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $1000.00           | $697.50            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $5867800.00        | $4153658.97        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $100.00            | $91.59             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $132868500.00      | $133277212.14      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 2.5000%  | 0.0000% | $5000000.00        | $5023650.65        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-15      | 1.6250%  | 0.0000% | $100.00            | $98.86             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $139000000.00      | $119741379.31      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-31      | 0.5000%  | 0.0000% | $33872900.00       | $31932722.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 0.7500%  | 0.0000% | $100.00            | $98.13             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-31      | 4.2500%  | 0.0000% | $2131000.00        | $2146422.79        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $100.00            | $101.47            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $838000.00         | $864462.28         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $794500.00         | $813032.56         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $4200.00           | $4265.54           | U.S. Treasuries (including strips) |

### Security 129: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR5H2, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR5H2
- **C.18 - Value (incl. sponsor support):** $493000000.00
- **C.18.a - Value (excl. sponsor support):** $493000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-07-27
- **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% | $259000.00         | $258939.14         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-02      | 0.0000%  | 0.0000% | $800.00            | $797.20            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-09      | 0.0000%  | 0.0000% | $100.00            | $99.57             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-23      | 0.0000%  | 0.0000% | $100.00            | $99.42             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-20      | 0.0000%  | 0.0000% | $4938500.00        | $4894473.27        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-05-15      | 4.5000%  | 0.0000% | $1166000.00        | $1191563.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 2.5000%  | 0.0000% | $100.00            | $158.23            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $1000.00           | $781.22            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $51171500.00       | $50747160.41       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $700.00            | $479.85            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $17105000.00       | $11076889.73       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $71.24             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $300.00            | $197.70            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.1250%  | 0.0000% | $200.00            | $120.32            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $200.00            | $139.50            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $1000.00           | $895.80            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $800.00            | $785.94            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $200.00            | $254.92            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-15      | 1.6250%  | 0.0000% | $42077000.00       | $41595626.79       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-15      | 0.3750%  | 0.0000% | $100.00            | $132.59            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $200.00            | $172.83            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $48330200.00       | $56712244.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-15      | 2.8750%  | 0.0000% | $11400.00          | $10796.48          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.2500%  | 0.0000% | $54100.00          | $53999.32          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $100.00            | $108.84            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $112200.00         | $116544.92         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $50479000.00       | $51222917.81       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $413000.00         | $427135.11         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $23238100.00       | $25345571.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $387100.00         | $409297.94         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $47008900.00       | $49523027.69       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-07-15      | 1.8750%  | 0.0000% | $100.00            | $104.43            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $81140000.00       | $82425973.25       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $4135900.00        | $4252348.10        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $3558500.00        | $3684397.99        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $73030000.00       | $74940816.44       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $43458000.00       | $44136143.58       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 3.6250%  | 0.0000% | $152700.00         | $153083.29         | U.S. Treasuries (including strips) |

### Security 130: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.830000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8WR616, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WR616
- **C.18 - Value (incl. sponsor support):** $496000000.00
- **C.18.a - Value (excl. sponsor support):** $496000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **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% | $1400.00           | $1399.67           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-11      | 0.0000%  | 0.0000% | $44200.00          | $44153.19          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-23      | 0.0000%  | 0.0000% | $100.00            | $99.42             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $76.22             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 3.6250%  | 0.0000% | $100.00            | $84.81             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $100.00            | $115.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.7500%  | 0.0000% | $100.00            | $99.17             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $200.00            | $152.26            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $400.00            | $297.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $75.72             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $61.46             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $69.75             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 1.5000%  | 0.0000% | $200.00            | $167.80            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $138147000.00      | $129841857.72      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $95.45             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $1000.00           | $985.87            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-08-15      | 4.7500%  | 0.0000% | $300.00            | $292.36            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-15      | 0.8750%  | 0.0000% | $100.00            | $127.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-15      | 1.6250%  | 0.0000% | $117798000.00      | $116450356.37      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $924000.00         | $1079468.73        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $18642600.00       | $17668115.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $200.00            | $172.83            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 1.5000%  | 0.0000% | $800.00            | $751.69            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $100.00            | $107.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $100.00            | $105.46            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $479400.00         | $490139.42         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 1.2500%  | 0.0000% | $2071600.00        | $2254658.01        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $43712600.00       | $43298780.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 4.1250%  | 0.0000% | $300.00            | $311.62            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $1897700.00        | $1925666.74        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $1761900.00        | $1921687.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $173062000.00      | $174910284.33      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $471800.00         | $480434.34         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 4.2500%  | 0.0000% | $15623900.00       | $15871520.38       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $200.00            | $202.59            | U.S. Treasuries (including strips) |

### Security 131: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.370000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8WUGB6, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8WUGB6
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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? 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        | $3237068.33        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2048-10-25      | 2.5000%  | 0.0000% | $2078000.00        | $51126.96          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2048-01-25      | 3.0000%  | 0.0000% | $16659500.00       | $2210529.32        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2038-04-25      | 3.0000%  | 0.0000% | $907620.00         | $884141.99         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2050-02-25      | 4.5000%  | 0.0000% | $6684310.00        | $1290310.33        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2049-09-25      | 3.0000%  | 0.0000% | $100000.00         | $62330.79          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2033-06-25      | 5.0000%  | 0.0000% | $475000.00         | $364443.84         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-12-25      | 5.0000%  | 0.0000% | $5000000.00        | $3805100.61        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-11-25      | 5.0000%  | 0.0000% | $9906358.50        | $8625504.50        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-04-25      | 0.1250%  | 0.0000% | $12693830.50       | $8271557.37        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-08-25      | 5.5000%  | 0.0000% | $16666667.00       | $10364508.30       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2035-12-25      | 5.0000%  | 0.0000% | $1706642.50        | $1630021.59        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-02-25      | 5.0000%  | 0.0000% | $897650.50         | $868887.88         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-02-25      | 5.5000%  | 0.0000% | $9469615.00        | $9588560.73        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 4.5000%  | 0.0000% | $809944.00         | $754844.32         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.2884%  | 0.0000% | $60950000.00       | $56133570.96       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 5.5484%  | 0.0000% | $20516471.00       | $18886397.14       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.0000%  | 0.0000% | $6927652.00        | $6649596.06        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.0000%  | 0.0000% | $2559235.00        | $2446142.12        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.0000%  | 0.0000% | $916526.50         | $861507.31         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.0000%  | 0.0000% | $1432321.00        | $1376468.92        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.0000%  | 0.0000% | $427217.50         | $406538.42         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-07-25      | 5.0000%  | 0.0000% | $16877733.50       | $16287270.92       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-08-25      | 5.0000%  | 0.0000% | $33292077.00       | $32238912.99       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-11-25      | 5.0000%  | 0.0000% | $4026630.00        | $3628935.41        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-07-25      | 4.0000%  | 0.0000% | $404717.50         | $350362.77         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-09-25      | 5.2464%  | 0.0000% | $50000000.00       | $50008896.56       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-07-25      | 2.0000%  | 0.0000% | $14117000.00       | $12705237.26       | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2035-01-16      | 5.0000%  | 0.0000% | $56500.00          | $6223.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-20      | 5.2417%  | 0.0000% | $950000.00         | $105684.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 1.7500%  | 0.0000% | $115000.00         | $9085.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-08-16      | 2.5000%  | 0.0000% | $77000.00          | $35147.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 1.4000%  | 0.0000% | $100000.00         | $64710.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-16      | 5.0000%  | 0.0000% | $3807.00           | $3448.89           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-11-16      | 5.0000%  | 0.0000% | $45808.50          | $38477.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-16      | 5.0000%  | 0.0000% | $30680.00          | $25093.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 5.0000%  | 0.0000% | $7455.00           | $5998.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-16      | 4.2500%  | 0.0000% | $32427.50          | $25284.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.5000%  | 0.0000% | $24158.50          | $18192.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 1.5000%  | 0.0000% | $181168.50         | $65121.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.0000%  | 0.0000% | $40920.50          | $23452.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 1.5000%  | 0.0000% | $15000.00          | $10349.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $51537.00          | $30883.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $925.00            | $572.08            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $614.50            | $332.63            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $147791.00         | $110476.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $23073.00          | $19163.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.4450%  | 0.0000% | $7912.50           | $6019.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 7.0000%  | 0.0000% | $500.00            | $481.79            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.6950%  | 0.0000% | $107748.50         | $91646.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.4450%  | 0.0000% | $1762.50           | $1473.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.4950%  | 0.0000% | $61997.50          | $45528.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $3100.50           | $2670.06           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 3.0000%  | 0.0000% | $150813.00         | $88113.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $5109.50           | $5004.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $500.00            | $488.00            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.7150%  | 0.0000% | $9655.50           | $9639.39           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.1450%  | 0.0000% | $1000.00           | $988.43            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.6550%  | 0.0000% | $52281.50          | $51701.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $4222.50           | $4216.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $12256.00          | $12174.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $93514.50          | $93382.30          | Agency Collateralized Mortgage Obligation |

### Security 132: 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: BIV8WUGP5, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV8WUGP5
- **C.18 - Value (incl. sponsor support):** $170000600.00
- **C.18.a - Value (excl. sponsor support):** $170000600.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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? 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% | $1857000.00        | $799164.30         | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) CSTRIP 15-FEB-2043 | 2043-02-15      | 0.0000%  | 0.0000% | $409640000.00      | $172832876.00      | U.S. Treasuries (including strips) |

### Security 133: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 4.380000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8WUGV2, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8WUGV2
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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? 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 | 2031-10-01      | 6.5000%  | 0.0000% | $3350000.00        | $2877.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-10-01      | 6.5000%  | 0.0000% | $1000000.00        | $2439.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 6.0000%  | 0.0000% | $910927.00         | $3530.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 7.0000%  | 0.0000% | $2661162.00        | $9303.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-04-01      | 6.5000%  | 0.0000% | $18305695.00       | $7308.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-12-01      | 5.8000%  | 0.0000% | $120000.00         | $59293.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $75000.00          | $2512.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-06-01      | 2.0000%  | 0.0000% | $793073.00         | $53767.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 3.5000%  | 0.0000% | $600000.00         | $94789.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $57000.00          | $9369.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $1000000.00        | $97968.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 5.0000%  | 0.0000% | $1526000.00        | $15169.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1424.00           | $1400.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $42283.00          | $25126.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $7374813.00        | $3672275.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $1541317.00        | $1276689.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 6.5000%  | 0.0000% | $3640712.00        | $2673625.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $34000.00          | $28716.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $10943840.00       | $7580327.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $2089779.00        | $2087599.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $3146579.00        | $3028011.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $27983000.00       | $26540769.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.0000%  | 0.0000% | $1275059.00        | $1212357.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $4195015.00        | $4155019.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $2155311.00        | $2158689.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1668788.00        | $1654230.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1560400.00        | $1578174.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 4.5000%  | 0.0000% | $1855149.00        | $1785023.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $1581848.00        | $1605070.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $6371694.00        | $6553134.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $1506291.00        | $1461509.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1810814.00        | $1909102.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $6051736.00        | $6140574.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1053200.00        | $1096225.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $2028038.00        | $2063597.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $3932729.00        | $3969396.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1601520.00        | $1626957.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1439721.00        | $1463303.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1817921.00        | $1893679.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $1329025.00        | $1403273.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $2160373.00        | $2257593.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.0000%  | 0.0000% | $2629920.00        | $2611668.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $8393400.00        | $8756242.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.5000%  | 0.0000% | $425000.00         | $87630.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $1380000.00        | $394591.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 2.5000%  | 0.0000% | $1248808.00        | $402067.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.5000%  | 0.0000% | $55000.00          | $6856.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 4.5000%  | 0.0000% | $80077.00          | $11681.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 3.0000%  | 0.0000% | $465000.00         | $75499.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 5.5000%  | 0.0000% | $16000.00          | $1370.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 5.0000%  | 0.0000% | $4460000.00        | $952469.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 1.5000%  | 0.0000% | $6277060.00        | $3573427.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $25000.00          | $16079.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $100000.00         | $80220.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $3442908.00        | $3547494.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 6.0000%  | 0.0000% | $2505157.00        | $2531458.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $1405300.00        | $1395655.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $2666346.00        | $2338045.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 4.5000%  | 0.0000% | $3367455.00        | $2990622.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $2572361.00        | $2553852.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $14258481.00       | $12943878.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 3.0000%  | 0.0000% | $441087.00         | $226782.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $6932601.00        | $4826300.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $144947.00         | $135271.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $69000000.00       | $17663713.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.5000%  | 0.0000% | $16231000.00       | $6004912.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $300000.00         | $165495.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.0000%  | 0.0000% | $6571619.00        | $2310276.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 1.5000%  | 0.0000% | $10000000.00       | $6007617.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $441493.00         | $306772.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $570000.00         | $382501.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $5689824.00        | $3648820.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $2000000.00        | $1266311.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.0000%  | 0.0000% | $782805.00         | $488136.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 2.5000%  | 0.0000% | $400000.00         | $266485.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $200000.00         | $142012.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $525000.00         | $363232.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $40000.00          | $26257.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 3.0000%  | 0.0000% | $253085.00         | $201755.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $29000.00          | $22270.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 3.0000%  | 0.0000% | $65000.00          | $44908.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 1.5000%  | 0.0000% | $542319.00         | $355283.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $550000.00         | $389430.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $1291605.00        | $1086261.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.0000%  | 0.0000% | $3000.00           | $2201.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $1298000.00        | $986276.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1800000.00        | $1362873.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 4.0000%  | 0.0000% | $308303.00         | $194830.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 2.0000%  | 0.0000% | $7158565.00        | $4939493.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 3.5000%  | 0.0000% | $3000.00           | $2196.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $3732455.00        | $2965027.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 4.5000%  | 0.0000% | $152000.00         | $96201.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $127200.00         | $101432.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $5290000.00        | $3922215.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-11-01      | 4.5000%  | 0.0000% | $56337.00          | $36490.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.5000%  | 0.0000% | $4500000.00        | $3213663.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1463249.00        | $1074190.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $1540000.00        | $1336524.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $82902.00          | $71629.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.0000%  | 0.0000% | $36607018.00       | $34121566.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 4.5000%  | 0.0000% | $1181415.00        | $1148076.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $3271886.00        | $3083494.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.5000%  | 0.0000% | $150000.00         | $147032.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $52134914.00       | $53576427.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 5.5000%  | 0.0000% | $22354706.00       | $23024984.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 3.5000%  | 0.0000% | $300000.00         | $92455.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-11-01      | 3.5000%  | 0.0000% | $2200000.00        | $327404.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 3.5000%  | 0.0000% | $100000.00         | $33919.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $70000.00          | $38924.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $185510.00         | $128043.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-05-01      | 5.5000%  | 0.0000% | $15000.00          | $7108.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $700000.00         | $413913.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $3450000.00        | $2154289.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $119291399.00      | $83889121.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $2600000.00        | $1611550.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-11-01      | 1.5000%  | 0.0000% | $598741.00         | $377565.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $376000.00         | $275205.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $12000000.00       | $8975467.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $800000.00         | $614429.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 4.0000%  | 0.0000% | $3131225.00        | $1948681.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $21681902.00       | $16825748.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $916392.00         | $749183.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $37000.00          | $30731.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $200000.00         | $161240.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 3.5000%  | 0.0000% | $62583.00          | $46575.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 1.5000%  | 0.0000% | $4316406.00        | $3108229.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $100000.00         | $72976.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.5000%  | 0.0000% | $7746306.00        | $6739713.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.5000%  | 0.0000% | $9279240.00        | $8016310.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.5000%  | 0.0000% | $23564434.00       | $22928335.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.0000%  | 0.0000% | $2857488.00        | $2731827.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 6.5000%  | 0.0000% | $149000.00         | $1844.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 6.5000%  | 0.0000% | $622054.00         | $3852.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 6.0000%  | 0.0000% | $2475000.00        | $18079.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 6.5000%  | 0.0000% | $446000.00         | $2112.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 6.5000%  | 0.0000% | $1564902.00        | $23882.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 4.5000%  | 0.0000% | $1237000.00        | $44174.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 4.5000%  | 0.0000% | $2446722.00        | $214774.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 5.0000%  | 0.0000% | $1963931.00        | $113070.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 5.0000%  | 0.0000% | $61927.00          | $1253.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 3.5000%  | 0.0000% | $130000.00         | $21573.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $225000.00         | $35969.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $150000.00         | $13492.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-03-01      | 4.0000%  | 0.0000% | $5000000.00        | $490905.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-11-01      | 2.5000%  | 0.0000% | $130000.00         | $21424.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 3.0000%  | 0.0000% | $900000.00         | $137049.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 4.5000%  | 0.0000% | $1718793.00        | $1544809.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-04-01      | 7.5000%  | 0.0000% | $1072012.00        | $753182.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 2.5000%  | 0.0000% | $700000.00         | $479394.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $19991337.00       | $18622052.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-03-01      | 4.5000%  | 0.0000% | $1411975.00        | $1300359.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 3.5000%  | 0.0000% | $4000634.00        | $3587927.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 6.5000%  | 0.0000% | $146997.00         | $1628.20           | Agency Mortgage-Backed Securities |

### Security 134: 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: BIV8WUHJ8, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV8WUHJ8
- **C.18 - Value (incl. sponsor support):** $721375000.00
- **C.18.a - Value (excl. sponsor support):** $721375000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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? 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% | $100000000.00      | $64145380.00       | U.S. Treasuries (including strips) |
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $391000.00         | $255824.61         | U.S. Treasuries (including strips) |
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $760000.00         | $497254.99         | U.S. Treasuries (including strips) |
| TREASURY NOTE 1.25 30-JUN-2028  | 2028-06-30      | 1.2500%  | 0.0000% | $250000000.00      | $235016141.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.125 30-SEP-2027 | 2027-09-30      | 4.1250%  | 0.0000% | $30000000.00       | $30831108.00       | U.S. Treasuries (including strips) |
| TREASURY NOTE 3.875 15-OCT-2027 | 2027-10-15      | 3.8750%  | 0.0000% | $200000000.00      | $204002301.00      | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.0 15-DEC-2027   | 2027-12-15      | 4.0000%  | 0.0000% | $200000000.00      | $203515836.00      | U.S. Treasuries (including strips) |

### Security 135: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 3.870000%
- **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: BIV8WUJT4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WUJT4
- **C.18 - Value (incl. sponsor support):** $698000000.00
- **C.18.a - Value (excl. sponsor support):** $698000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2026-07-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-06-20      | 4.0000%  | 0.0000% | $47436.00          | $42117.86          | Agency Mortgage-Backed Securities  |
| U.S. Treasury                            | 2025-10-30      | 0.0000%  | 0.0000% | $57500.00          | $57116.01          | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2044-08-15      | 3.1250%  | 0.0000% | $1300.00           | $1015.59           | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2046-02-15      | 2.5000%  | 0.0000% | $100.00            | $68.55             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2041-05-15      | 2.2500%  | 0.0000% | $104400.00         | $76172.33          | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $69.75             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2052-08-15      | 3.0000%  | 0.0000% | $69737900.00       | $49365597.69       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2054-05-15      | 4.6250%  | 0.0000% | $100.00            | $96.56             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2044-05-15      | 4.6250%  | 0.0000% | $995700.00         | $980807.33         | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2055-02-15      | 4.6250%  | 0.0000% | $18009700.00       | $17190574.02       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2026-05-15      | 1.6250%  | 0.0000% | $100.00            | $98.86             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2025-12-31      | 0.3750%  | 0.0000% | $100.00            | $98.85             | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2028-01-31      | 0.7500%  | 0.0000% | $11800.00          | $11033.28          | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2028-05-31      | 1.2500%  | 0.0000% | $149152000.00      | $140521136.06      | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2026-10-15      | 0.1250%  | 0.0000% | $100.00            | $117.34            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2030-02-28      | 4.0000%  | 0.0000% | $251437000.00      | $259847217.90      | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2030-07-31      | 4.0000%  | 0.0000% | $100.00            | $101.59            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2030-09-30      | 4.6250%  | 0.0000% | $12700.00          | $13465.33          | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2034-01-15      | 1.7500%  | 0.0000% | $63476000.00       | $67070360.64       | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2031-03-31      | 4.1250%  | 0.0000% | $218000.00         | $225461.15         | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2031-04-30      | 4.6250%  | 0.0000% | $100.00            | $105.73            | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-09-15      | 3.3750%  | 0.0000% | $175068000.00      | $176937708.21      | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2031-12-31      | 4.5000%  | 0.0000% | $1000.00           | $1042.35           | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-02-15      | 0.0000%  | 0.0000% | $1140.57           | $1081.94           | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2029-05-15      | 0.0000%  | 0.0000% | $15.59             | $13.59             | U.S. Treasuries (including strips) |

### Security 136: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 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: BIV8X0M65, C.3 - LEI: N/A, C.5 - Other ID: BIV8X0M65
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.6800%
- **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? 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 | 2036-02-15      | 4.5000%  | 0.0000% | $2416600.00        | $2479523.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $1400.00           | $1039.66           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $356887000.00      | $220333817.55      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 4.5000%  | 0.0000% | $108923000.00      | $104458786.16      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $33354400.00       | $31187165.61       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 0.8750%  | 0.0000% | $300.00            | $293.02            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-28      | 4.6250%  | 0.0000% | $21996900.00       | $22558143.01       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $1000.00           | $1014.81           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $126040000.00      | $128980017.36      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $100.00            | $100.78            | U.S. Treasuries (including strips) |

### Security 137: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.430000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8X0P54, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: BIV8X0P54
- **C.18 - Value (incl. sponsor support):** $749847142.90
- **C.18.a - Value (excl. sponsor support):** $749847142.90
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? 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% | $232966666.67      | $244615000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-FEB-2050   | 2050-02-15      | 2.0000%  | 0.0000% | $289850000.00      | $304342500.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 1.875 15-FEB-2051 | 2051-02-15      | 1.8750%  | 0.0000% | $226384761.90      | $237704000.00      | U.S. Treasuries (including strips) |

### Security 138: Fixed Income Clearing Corp. - BNP Paribas Securities Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas Securities Corp. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8X5PS3, C.3 - LEI: N/A, C.5 - Other ID: BIV8X5PS3
- **C.18 - Value (incl. sponsor support):** $1725000000.00
- **C.18.a - Value (excl. sponsor support):** $1725000000.00
- **C.19 - Percentage of Net Assets:** 2.3300%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? 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 | 2025-09-18      | 0.0000%  | 0.0000% | $9034400.00        | $9017306.92        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-13      | 0.0000%  | 0.0000% | $10000000.00       | $9918580.00        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-07      | 0.0000%  | 0.0000% | $3686000.00        | $3670953.75        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-08      | 0.0000%  | 0.0000% | $600.00            | $591.67            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-05      | 0.0000%  | 0.0000% | $5269900.00        | $5181355.14        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 6.3750%  | 0.0000% | $100.00            | $105.42            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 6.1250%  | 0.0000% | $165000.00         | $176739.03         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 5.2500%  | 0.0000% | $403100.00         | $428849.34         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-02-15      | 4.7500%  | 0.0000% | $11468300.00       | $11937136.32       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-02-15      | 3.5000%  | 0.0000% | $149200.00         | $134480.60         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $276900.00         | $271894.71         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 4.3750%  | 0.0000% | $23337500.00       | $22973479.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 3.8750%  | 0.0000% | $13700.00          | $12547.19          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $1634000.00        | $1576337.53        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $55300.00          | $55755.84          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 4.3750%  | 0.0000% | $300.00            | $292.54            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 3.7500%  | 0.0000% | $11869500.00       | $10576859.58       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $82.24             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 3.1250%  | 0.0000% | $18800000.00       | $15241946.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 2.7500%  | 0.0000% | $8015200.00        | $6084620.42        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $76.22             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $201200.00         | $171591.62         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $2200.00           | $1810.90           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $3189600.00        | $2491794.81        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $3600.00           | $2507.66           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $700.00            | $535.90            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $15342100.00       | $11345003.51       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $33694500.00       | $25650891.81       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $141882000.00      | $97259981.46       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $24999900.00       | $16189484.69       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $4810700.00        | $3387700.69        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 2.7500%  | 0.0000% | $2401700.00        | $1702873.02        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $37856200.00       | $27784872.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $200.00            | $151.44            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 3.0000%  | 0.0000% | $2304300.00        | $1682436.96        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $25602100.00       | $20218681.58       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $29896000.00       | $21730783.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $621200.00         | $444097.28         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $44239600.00       | $25543939.29       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $7583600.00        | $3664320.43        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $23135100.00       | $14452276.93       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $55.03             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $164871300.00      | $113212886.99      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $72.96             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $28792900.00       | $15815329.99       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $69.00             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $72.34             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $69.75             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $11260300.00       | $9788564.59        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $850600.00         | $779073.67         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $333999800.00      | $267710551.08      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-05-15      | 3.6250%  | 0.0000% | $1200.00           | $971.59            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $2865600.00        | $2569158.51        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $1917000.00        | $1681228.73        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $1491200.00        | $1410619.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $1552400.00        | $1529567.40        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $6045000.00        | $5415321.66        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $57949600.00       | $57082848.47       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $69932000.00       | $62645074.97       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $83800900.00       | $82328267.71       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 2.2500%  | 0.0000% | $52000.00          | $50685.75          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 2.8750%  | 0.0000% | $100.00            | $98.09             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 3.1250%  | 0.0000% | $1136000.00        | $1129722.87        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 2.8750%  | 0.0000% | $5100.00           | $5120.20           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-15      | 2.0000%  | 0.0000% | $387000.00         | $381047.50         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $107400.00         | $105834.65         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 1.6250%  | 0.0000% | $100.00            | $98.05             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 1.7500%  | 0.0000% | $5566800.00        | $5438241.77        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 1.5000%  | 0.0000% | $100.00            | $97.04             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 0.3750%  | 0.0000% | $100.00            | $94.05             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-15      | 0.6250%  | 0.0000% | $100.00            | $86.14             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $500.00            | $468.65            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-11-15      | 0.8750%  | 0.0000% | $1300.00           | $1129.27           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 0.6250%  | 0.0000% | $41833900.00       | $39233248.96       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-31      | 0.3750%  | 0.0000% | $11867000.00       | $11730071.59       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-31      | 1.2500%  | 0.0000% | $3770500.00        | $3573408.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-31      | 0.7500%  | 0.0000% | $200000.00         | $195665.85         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $15251400.00       | $13179292.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $93.83             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $900600.00         | $848337.35         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $800.00            | $708.97            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $95.25             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $34276700.00       | $33676861.11       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 2.7500%  | 0.0000% | $800.00            | $795.10            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $3600.00           | $3344.31           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-15      | 4.2500%  | 0.0000% | $61900.00          | $62885.96          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-11-15      | 4.1250%  | 0.0000% | $400.00            | $408.96            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 3.5000%  | 0.0000% | $13507100.00       | $13448251.62       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $5007300.00        | $5023809.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-05-15      | 3.3750%  | 0.0000% | $1100.00           | $1064.73           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-30      | 4.0000%  | 0.0000% | $53999200.00       | $54941741.94       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $4681400.00        | $4764151.61        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-09-15      | 4.6250%  | 0.0000% | $3211700.00        | $3304166.29        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $800.00            | $848.21            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-30      | 5.0000%  | 0.0000% | $4521000.00        | $4616562.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-31      | 4.3134%  | 0.0000% | $800.00            | $802.88            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 4.5000%  | 0.0000% | $16962900.00       | $17706569.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-30      | 4.8750%  | 0.0000% | $14303000.00       | $14496200.70       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-31      | 4.0000%  | 0.0000% | $314000.00         | $318627.47         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 4.0000%  | 0.0000% | $28065000.00       | $27931150.69       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 4.1250%  | 0.0000% | $100.00            | $100.68            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $41026900.00       | $42863880.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $700.00            | $723.67            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 4.2934%  | 0.0000% | $100.00            | $100.34            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-05-15      | 4.3750%  | 0.0000% | $3100.00           | $3197.89           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.3254%  | 0.0000% | $23197400.00       | $23290795.10       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 4.3750%  | 0.0000% | $100.00            | $100.76            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-08-15      | 3.8750%  | 0.0000% | $2970900.00        | $2915463.56        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-09-30      | 3.6250%  | 0.0000% | $16205200.00       | $16258865.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.1250%  | 0.0000% | $240200.00         | $244262.79         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.3484%  | 0.0000% | $28256300.00       | $28363493.95       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $2721000.00        | $2770796.61        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $5000.00           | $5112.73           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $83800.00          | $85856.15          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-12-31      | 4.2500%  | 0.0000% | $3014000.00        | $3053032.35        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-15      | 4.2500%  | 0.0000% | $5806200.00        | $5920135.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $132400.00         | $135919.35         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.1250%  | 0.0000% | $2000.00           | $2016.55           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-01-31      | 4.2414%  | 0.0000% | $700.00            | $702.08            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 4.2500%  | 0.0000% | $16472600.00       | $16747047.48       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $1000.00           | $1033.92           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-03-31      | 4.0000%  | 0.0000% | $400.00            | $411.93            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-04-15      | 3.7500%  | 0.0000% | $701000.00         | $713368.74         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 4.3034%  | 0.0000% | $3627800.00        | $3638202.28        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $10000.00          | $10208.77          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-04-30      | 4.0000%  | 0.0000% | $12600.00          | $12834.01          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $253888200.00      | $257709686.60      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 3.7500%  | 0.0000% | $44390000.00       | $45047310.70       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 3.8750%  | 0.0000% | $11300.00          | $11445.34          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-31      | 4.1250%  | 0.0000% | $59240000.00       | $60563033.16       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $300.00            | $307.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $2000.00           | $2031.21           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $1000.00           | $1007.81           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-31      | 4.3024%  | 0.0000% | $100.00            | $100.27            | U.S. Treasuries (including strips) |

### Security 139: Prudential Insurance Co. of America

- **C.1 - Title:** Prudential Insurance Co. of America 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: BIV8X5UX6, C.3 - LEI: X574KRZ6V5A7UBU45C31, C.5 - Other ID: BIV8X5UX6
- **C.18 - Value (incl. sponsor support):** $908308750.00
- **C.18.a - Value (excl. sponsor support):** $908308750.00
- **C.19 - Percentage of Net Assets:** 1.2300%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? 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% | $45687500.00       | $46894396.74       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2027 | 2027-08-15      | 0.0000%  | 0.0000% | $45687500.00       | $46578500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $26312500.00       | $27220562.50       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $26312500.00       | $26806500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-MAY-2039 | 2039-05-15      | 0.0000%  | 0.0000% | $26312500.00       | $26806500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $14437500.00       | $14684000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $14437500.00       | $14684000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-FEB-2050 | 2050-02-15      | 0.0000%  | 0.0000% | $14437500.00       | $14684000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14125000.00       | $14366000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14125000.00       | $14366000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14125000.00       | $14366000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14125000.00       | $14366000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14125000.00       | $14366000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $14125000.00       | $14366000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (PRIN) PSTRIP 15-AUG-2050 | 2050-08-15      | 0.0000%  | 0.0000% | $7062500.00        | $7183000.00        | U.S. Treasuries (including strips) |
| TREASURY BOND 2.75 15-NOV-2042           | 2042-11-15      | 2.7500%  | 0.0000% | $17307500.00       | $17465740.00       | U.S. Treasuries (including strips) |
| TREASURY BOND 3.375 15-MAY-2044          | 2044-05-15      | 3.3750%  | 0.0000% | $18687500.00       | $18831250.00       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.875 15-NOV-2046          | 2046-11-15      | 2.8750%  | 0.0000% | $36312500.00       | $36609500.00       | U.S. Treasuries (including strips) |
| TREASURY BOND 2.875 15-NOV-2046          | 2046-11-15      | 2.8750%  | 0.0000% | $10893750.00       | $11107068.75       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-NOV-2026          | 2026-11-15      | 4.6250%  | 0.0000% | $50125000.00       | $50461000.00       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.625 15-NOV-2026          | 2025-11-15      | 4.6250%  | 0.0000% | $50125000.00       | $51127100.54       | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.375 31-JUL-2026          | 2026-07-31      | 4.3750%  | 0.0000% | $49375000.00       | $50685073.37       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2038  | 2038-02-15      | 0.0000%  | 0.0000% | $13200000.00       | $13468320.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2037  | 2037-11-15      | 0.0000%  | 0.0000% | $27937500.00       | $28663384.51       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2038  | 2038-05-15      | 0.0000%  | 0.0000% | $27187500.00       | $27689000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2052  | 2052-02-15      | 0.0000%  | 0.0000% | $12812500.00       | $13063500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2052  | 2052-05-15      | 0.0000%  | 0.0000% | $12625000.00       | $12844500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2052  | 2052-05-15      | 0.0000%  | 0.0000% | $10605000.00       | $10789380.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12500000.00       | $13149059.78       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12500000.00       | $12753000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12500000.00       | $12753000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2052  | 2052-08-15      | 0.0000%  | 0.0000% | $12500000.00       | $12753000.00       | U.S. Treasuries (including strips) |
| US TREASURY INTEREST ONLY STRIP          | 2038-11-15      | 0.0000%  | 0.0000% | $6593750.00        | $6726250.00        | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2039  | 2039-05-15      | 0.0000%  | 0.0000% | $12781250.00       | $13033500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2040  | 2040-02-15      | 0.0000%  | 0.0000% | $24375000.00       | $24841000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2041  | 2041-02-15      | 0.0000%  | 0.0000% | $23000000.00       | $23408500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2041  | 2041-11-15      | 0.0000%  | 0.0000% | $17550000.00       | $17904800.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2042  | 2042-02-15      | 0.0000%  | 0.0000% | $20327500.00       | $20696920.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2042  | 2042-08-15      | 0.0000%  | 0.0000% | $20937500.00       | $21351000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2050  | 2050-02-15      | 0.0000%  | 0.0000% | $14125000.00       | $14357500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2050  | 2050-05-15      | 0.0000%  | 0.0000% | $13937500.00       | $14215000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-MAY-2050  | 2050-05-15      | 0.0000%  | 0.0000% | $5575000.00        | $5686000.00        | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2050  | 2050-08-15      | 0.0000%  | 0.0000% | $13750000.00       | $14005500.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-NOV-2050  | 2050-11-15      | 0.0000%  | 0.0000% | $10850000.00       | $11062800.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2051  | 2051-02-15      | 0.0000%  | 0.0000% | $13437500.00       | $13654000.00       | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-FEB-2051  | 2051-02-15      | 0.0000%  | 0.0000% | $5375000.00        | $5461600.00        | U.S. Treasuries (including strips) |
| TREASURY STRIP (INT) CSTRIP 15-AUG-2051  | 2051-08-15      | 0.0000%  | 0.0000% | $13062500.00       | $13317500.00       | U.S. Treasuries (including strips) |

### Security 140: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 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: BIV8X5V80, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV8X5V80
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.8100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? 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       | 2042-06-01      | 3.5000%  | 0.0000% | $9201889.00        | $1462579.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2042-09-01      | 3.5000%  | 0.0000% | $13644296.50       | $1941120.31        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2049-05-01      | 4.0000%  | 0.0000% | $2950000.00        | $1100511.21        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2039-01-01      | 6.5000%  | 0.0000% | $8873477.50        | $4658080.19        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-09-01      | 4.5000%  | 0.0000% | $5281619.50        | $4063263.67        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2054-05-01      | 6.0000%  | 0.0000% | $8953299.00        | $8288713.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-12-01      | 5.5000%  | 0.0000% | $25000000.00       | $21890217.11       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2042-08-01      | 4.5000%  | 0.0000% | $758270.00         | $70252.06          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-04-01      | 3.5000%  | 0.0000% | $955484.00         | $694752.07         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-01-01      | 6.0000%  | 0.0000% | $1626490.50        | $829042.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-07-01      | 4.5000%  | 0.0000% | $16600726.50       | $1083437.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-02-01      | 4.0000%  | 0.0000% | $595.50            | $36.91             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $9326959.00        | $9608202.31        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $2500000.00        | $273225.89         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-06-01      | 4.1700%  | 0.0000% | $7350000.00        | $7258928.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $25000000.00       | $21468105.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $15000000.00       | $2723684.09        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $1047860.00        | $782303.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.5000%  | 0.0000% | $1902656.00        | $1336479.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $18446805.00       | $13798048.12       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $10150191.50       | $8348077.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $32996029.50       | $31952068.72       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $30000000.00       | $30877432.98       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-10-01      | 3.5000%  | 0.0000% | $3712500.00        | $640419.08         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2039-08-01      | 6.0000%  | 0.0000% | $1526597.00        | $108515.65         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-07-01      | 2.0000%  | 0.0000% | $24467600.00       | $10607771.84       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $160775.50         | $130761.08         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-02-01      | 5.5000%  | 0.0000% | $15325708.00       | $15325780.45       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-07-01      | 6.0000%  | 0.0000% | $15950398.00       | $16430811.77       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2054-12-01      | 6.5000%  | 0.0000% | $3685264.00        | $3635551.67        | Agency Mortgage-Backed Securities  |
| U.S. Treasury                         | 2028-08-15      | 2.8750%  | 0.0000% | $20347700.00       | $19953641.35       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2025-09-30      | 3.0000%  | 0.0000% | $14936800.00       | $15103450.61       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2028-11-15      | 3.1250%  | 0.0000% | $25000000.00       | $24852133.98       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2025-11-30      | 2.8750%  | 0.0000% | $7360700.00        | $7388300.21        | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2025-12-31      | 2.6250%  | 0.0000% | $21124150.00       | $21103805.14       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2030-02-15      | 1.5000%  | 0.0000% | $25029150.00       | $22833834.54       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2025-12-31      | 0.3750%  | 0.0000% | $16898900.00       | $16696238.47       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2028-01-31      | 0.7500%  | 0.0000% | $24999950.00       | $23363579.10       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2028-04-30      | 1.2500%  | 0.0000% | $16823500.00       | $15892639.83       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2025-10-15      | 4.2500%  | 0.0000% | $16420050.00       | $16679525.38       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2030-02-28      | 4.0000%  | 0.0000% | $13167400.00       | $13608410.58       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2026-03-15      | 4.6250%  | 0.0000% | $12745800.00       | $13057262.12       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2033-05-15      | 3.3750%  | 0.0000% | $25250000.00       | $24461807.79       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2033-08-15      | 3.8750%  | 0.0000% | $23575000.00       | $23381099.99       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2030-08-31      | 4.1250%  | 0.0000% | $15857550.00       | $16475912.23       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2033-11-15      | 4.5000%  | 0.0000% | $19388350.00       | $20262220.88       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2026-12-15      | 4.3750%  | 0.0000% | $13228350.00       | $13441394.75       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2026-04-30      | 4.8750%  | 0.0000% | $12440450.00       | $12710236.24       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2029-04-30      | 4.6250%  | 0.0000% | $18315000.00       | $19211321.47       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2029-09-30      | 3.5000%  | 0.0000% | $19799550.00       | $19971803.93       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2030-01-31      | 4.2500%  | 0.0000% | $12500000.00       | $12833364.81       | U.S. Treasuries (including strips) |
| U.S. Treasury                         | 2030-06-30      | 3.8750%  | 0.0000% | $17084450.00       | $17329867.01       | U.S. Treasuries (including strips) |

### Security 141: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8X5W06, C.3 - LEI: MBNUM2BPBDO7JBLYG310, C.5 - Other ID: BIV8X5W06
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? 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 | 2030-05-15      | 6.2500%  | 0.0000% | $2550.00           | $2874.46           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $75.00             | $65.28             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $2539650.00        | $3051202.49        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $75.00             | $75.26             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $7531575.00        | $7619252.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $2525400.00        | $2546371.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $145950.00         | $149386.55         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $383131950.00      | $388635615.56      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $359154675.00      | $363085144.52      | U.S. Treasuries (including strips) |

### Security 142: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 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: BIV8X5W14, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV8X5W14
- **C.18 - Value (incl. sponsor support):** $1757749223.00
- **C.18.a - Value (excl. sponsor support):** $1757749223.00
- **C.19 - Percentage of Net Assets:** 2.3800%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? 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% | $597111.72         | $473431.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $69744809.10       | $56374501.78       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $23826036.34       | $2565271.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $68267104.81       | $52509893.48       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $40175743.72       | $31598145.20       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $37611376.65       | $29741958.34       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $7203124.32        | $4889244.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $479375805.07      | $332553430.42      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $2237109.33        | $1184267.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $225068297.63      | $208163832.47      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 5.5000%  | 0.0000% | $473557572.89      | $436153252.46      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $189205870.85      | $156690006.33      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $27144150.49       | $26478971.84       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $211318876.10      | $209676596.42      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $163745687.89      | $163575628.38      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $124692288.27      | $90389195.10       | Agency Mortgage-Backed Securities |

### Security 143: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8X5W97, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV8X5W97
- **C.18 - Value (incl. sponsor support):** $1072512554.00
- **C.18.a - Value (excl. sponsor support):** $1072512554.00
- **C.19 - Percentage of Net Assets:** 1.4500%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? 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 | 2025-10-02      | 0.0000%  | 0.0000% | $37197926.10       | $37067584.56       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-11-28      | 0.0000%  | 0.0000% | $8843160.95        | $8756347.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-22      | 0.0000%  | 0.0000% | $16500846.96       | $16246535.91       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $4788098.23        | $4827566.84        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.6250%  | 0.0000% | $102892510.75      | $107149626.61      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $7051662.79        | $8149193.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 3.3750%  | 0.0000% | $36830885.49       | $30316771.30       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $2892861.30        | $2015083.54        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $2879696.21        | $2113576.94        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 1.0000%  | 0.0000% | $5359801.05        | $4900701.53        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $6461754.07        | $3989338.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-05-15      | 1.2500%  | 0.0000% | $6385578.87        | $3027508.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $33913731.78       | $16386779.38       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $2049732.37        | $1259734.74        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 1.6250%  | 0.0000% | $6904219.13        | $3590799.49        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $7449913.52        | $4767710.71        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $2154275.53        | $1479285.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $2949195.02        | $2151791.61        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 2.0000%  | 0.0000% | $3820691.91        | $2158029.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $36573133.91       | $20088847.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $2997216.77        | $2121649.74        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $26445800.05       | $23691069.27       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-15      | 0.1250%  | 0.0000% | $2170416.84        | $2609244.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $13403457.52       | $14403004.68       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 1.8750%  | 0.0000% | $6703123.02        | $6585819.03        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-15      | 0.6250%  | 0.0000% | $65307059.06       | $68874836.38       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 4.1250%  | 0.0000% | $13950894.74       | $14325119.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-01-15      | 1.1250%  | 0.0000% | $12923803.09       | $13608800.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $6849655.05        | $6644025.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.5000%  | 0.0000% | $28957838.96       | $29053317.35       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 3.6250%  | 0.0000% | $11470682.64       | $11579527.19       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 3.7500%  | 0.0000% | $3029794.34        | $3064786.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-07-15      | 1.3750%  | 0.0000% | $8650591.32        | $9072133.73        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 4.6250%  | 0.0000% | $3137018.78        | $3326062.70        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $11063074.25       | $11601174.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-10-31      | 4.8750%  | 0.0000% | $6577960.81        | $6930889.53        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $9209987.05        | $9265579.73        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-12-31      | 3.7500%  | 0.0000% | $3485612.17        | $3521873.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.2500%  | 0.0000% | $52521100.65       | $52712024.56       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-02-28      | 4.2500%  | 0.0000% | $5179511.69        | $5411424.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 4.5000%  | 0.0000% | $3513014.87        | $3604953.83        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $8778434.82        | $9247922.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $17084266.98       | $17524450.96       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $22940319.58       | $23596283.07       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $11545034.57       | $11754690.83       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-07-31      | 4.0000%  | 0.0000% | $5835862.56        | $5929640.05        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-31      | 4.1250%  | 0.0000% | $93844741.22       | $95647750.11       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-08-31      | 3.7500%  | 0.0000% | $4791637.52        | $4874495.46        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.6250%  | 0.0000% | $18768889.26       | $19091920.40       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $2935708.18        | $2967061.24        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $31371474.84       | $31648763.88       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.1250%  | 0.0000% | $26812894.29       | $27266412.38       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.3484%  | 0.0000% | $26812813.85       | $26914531.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $11112222.13       | $11427233.40       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $2771962.32        | $2822691.58        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $7416772.88        | $7583989.90        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $14777935.98       | $15140533.96       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-12-15      | 4.0000%  | 0.0000% | $4466934.35        | $4542589.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-12-31      | 4.3750%  | 0.0000% | $16154934.85       | $16722912.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $33643244.11       | $34523513.37       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-29      | 4.1250%  | 0.0000% | $3658769.33        | $3782870.45        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-03-15      | 3.8750%  | 0.0000% | $68946737.66       | $70643924.90       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $3458879.80        | $3523432.95        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $11294039.82       | $11444997.80       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-30      | 3.8750%  | 0.0000% | $4139925.27        | $4226355.19        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $2707692.01        | $2748447.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-31      | 4.0000%  | 0.0000% | $9330912.85        | $9548566.33        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.8750%  | 0.0000% | $13689898.81       | $13883363.57       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $13747439.10       | $13854739.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-31      | 3.8750%  | 0.0000% | $3646864.44        | $3686074.31        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-31      | 4.0000%  | 0.0000% | $5429326.68        | $5468842.26        | U.S. Treasuries (including strips) |

### Security 144: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 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: BIV8X5WP1, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV8X5WP1
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? 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    | 2031-02-25      | 3.6100%  | 0.0000% | $168000.00         | $142158.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.2984%  | 0.0000% | $5890014.00        | $5485598.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 5.5000%  | 0.0000% | $399938.00         | $399565.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 5.3484%  | 0.0000% | $266666.67         | $251329.38         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 5.5484%  | 0.0000% | $103333.33         | $95362.99          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 5.2484%  | 0.0000% | $199278.00         | $189537.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 5.0000%  | 0.0000% | $2995333.33        | $2887234.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 5.0000%  | 0.0000% | $2973374.00        | $2831722.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 5.6864%  | 0.0000% | $32327536.00       | $33228692.47       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-02-15      | 3.5000%  | 0.0000% | $770000.00         | $22808.52          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2042-07-15      | 2.5000%  | 0.0000% | $185530.00         | $147491.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2042-01-15      | 3.0000%  | 0.0000% | $8647333.33        | $715778.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2042-09-15      | 3.0000%  | 0.0000% | $166000.00         | $140596.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-10-15      | 3.0000%  | 0.0000% | $66666.67          | $64257.82          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2042-11-15      | 2.0000%  | 0.0000% | $218000.00         | $142218.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-11-15      | 2.5000%  | 0.0000% | $400000.00         | $18827.17          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-01-15      | 2.5000%  | 0.0000% | $217400.00         | $162547.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-01-15      | 3.0000%  | 0.0000% | $245333.33         | $209090.32         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2042-10-15      | 2.5000%  | 0.0000% | $666666.67         | $26332.75          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-07-15      | 3.5000%  | 0.0000% | $166666.67         | $158350.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-10-15      | 2.5000%  | 0.0000% | $86748.00          | $336.62            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-12-15      | 4.5000%  | 0.0000% | $362000.00         | $44041.31          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-09-15      | 3.0000%  | 0.0000% | $1099154.67        | $988909.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-11-15      | 3.0000%  | 0.0000% | $316666.67         | $239870.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2048-01-15      | 3.0000%  | 0.0000% | $92666.67          | $80666.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2048-06-15      | 3.0000%  | 0.0000% | $1225438.67        | $112478.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2048-08-15      | 3.0000%  | 0.0000% | $800000.00         | $43733.02          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2048-06-15      | 3.5000%  | 0.0000% | $6228000.00        | $320502.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2049-07-15      | 4.0000%  | 0.0000% | $108666.67         | $85436.90          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2049-10-25      | 2.5000%  | 0.0000% | $425333.33         | $120580.98         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2047-12-25      | 2.5000%  | 0.0000% | $446666.67         | $279457.92         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-03-25      | 3.0000%  | 0.0000% | $1998923.33        | $1270400.13        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2049-11-25      | 3.0000%  | 0.0000% | $666666.67         | $414584.75         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2042-02-25      | 3.5000%  | 0.0000% | $1566666.67        | $1285118.21        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-12-25      | 2.0000%  | 0.0000% | $66666.67          | $53595.17          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-08-25      | 3.2500%  | 0.0000% | $285562.00         | $190731.08         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-08-25      | 3.2500%  | 0.0000% | $285562.00         | $190731.08         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-06-25      | 5.5000%  | 0.0000% | $332640.00         | $338950.44         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-07-25      | 0.1250%  | 0.0000% | $484848.67         | $339557.50         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-09-25      | 4.7500%  | 0.0000% | $124000.00         | $106421.94         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-09-25      | 4.5000%  | 0.0000% | $146666.67         | $143431.79         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-09-25      | 4.7500%  | 0.0000% | $111333.33         | $97655.08          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-10-25      | 4.7500%  | 0.0000% | $168666.67         | $144848.65         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-08-25      | 4.7500%  | 0.0000% | $146666.67         | $143302.05         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.4984%  | 0.0000% | $133333.33         | $113685.29         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.4984%  | 0.0000% | $150000.00         | $129208.43         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.6984%  | 0.0000% | $320000.00         | $277093.76         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.6484%  | 0.0000% | $333333.33         | $294599.66         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-12-25      | 5.0000%  | 0.0000% | $384996.00         | $374126.75         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-01-25      | 5.4984%  | 0.0000% | $66666.67          | $61168.50          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 6.0000%  | 0.0000% | $1209247.33        | $1200487.14        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 5.2984%  | 0.0000% | $266666.67         | $238701.34         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-03-25      | 5.5484%  | 0.0000% | $133333.33         | $122739.74         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-04-25      | 5.5484%  | 0.0000% | $130000.00         | $123909.38         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-04-25      | 5.0000%  | 0.0000% | $341125.33         | $338546.22         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.0000%  | 0.0000% | $1010888.00        | $897327.76         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-05-25      | 5.0000%  | 0.0000% | $3316220.00        | $3156410.99        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-07-25      | 5.0000%  | 0.0000% | $3768636.00        | $3731224.18        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-08-25      | 6.0000%  | 0.0000% | $14916230.67       | $15200389.78       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-09-25      | 5.4116%  | 0.0000% | $33333333.33       | $33906176.11       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2033-02-15      | 5.5000%  | 0.0000% | $3331636.00        | $58228.28          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-08-25      | 5.5000%  | 0.0000% | $533333.33         | $11744.61          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2033-05-15      | 5.5000%  | 0.0000% | $3362124.00        | $127765.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | 4.8329%  | 0.0000% | $806666.67         | $11274.57          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-04-15      | 5.5000%  | 0.0000% | $13333333.33       | $616955.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-06-25      | 4.8629%  | 0.0000% | $1066666.67        | $13516.85          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2035-11-15      | 5.5000%  | 0.0000% | $860666.67         | $336383.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-12-25      | 4.5000%  | 0.0000% | $25000000.00       | $202915.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-07-25      | 5.0029%  | 0.0000% | $666666.67         | $12339.50          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2039-08-15      | 4.0000%  | 0.0000% | $28569531.33       | $396012.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $235778485.33      | $150894378.02      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 5.0000%  | 0.0000% | $44754818.00       | $38909069.11       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $80513010.00       | $81172873.50       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-08-20      | 5.2500%  | 0.0000% | $100964322.67      | $101647077.07      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 5.2427%  | 0.0000% | $136810561.33      | $137781187.80      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.4450%  | 0.0000% | $11558229.33       | $10007758.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.9950%  | 0.0000% | $133333333.33      | $116673282.59      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $133333333.33      | $133303299.07      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $133333333.33      | $133303299.07      | Agency Collateralized Mortgage Obligation |

### Security 145: Credit Agricole Corporate & Investment Bank

- **C.1 - Title:** Credit Agricole Corporate & Investment Bank 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8X5WV8, C.3 - LEI: 254900BN8XS34XZDJ223, C.5 - Other ID: BIV8X5WV8
- **C.18 - Value (incl. sponsor support):** $650000000.00
- **C.18.a - Value (excl. sponsor support):** $650000000.00
- **C.19 - Percentage of Net Assets:** 0.8800%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? 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 | 2042-02-15      | 3.1250%  | 0.0000% | $107466926.67      | $87127935.91       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 2.0000%  | 0.0000% | $169518830.00      | $97880150.40       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 1.8750%  | 0.0000% | $156000736.67      | $85687899.78       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $110272890.00      | $101000124.17      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 3.6250%  | 0.0000% | $40899820.00       | $32782394.93       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $110791676.67      | $97165440.82       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $70517200.00       | $69462475.02       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $93210476.67       | $91893605.11       | U.S. Treasuries (including strips) |

### Security 146: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, 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: BIV8X5WX4, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8X5WX4
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? 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    | 2040-04-25      | 2.0000%  | 0.0000% | $64999419.00       | $62672.37          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | 2.5000%  | 0.0000% | $542564.00         | $503260.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-08-25      | 2.0000%  | 0.0000% | $750000.00         | $413592.42         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2044-01-25      | 5.2853%  | 0.0000% | $31771500.00       | $31614916.14       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2055-01-25      | 5.6484%  | 0.0000% | $40000000.00       | $34972359.37       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-06-25      | 5.3484%  | 0.0000% | $400000.00         | $391173.72         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2055-07-25      | 5.2500%  | 0.0000% | $12828416.00       | $12398168.04       | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2036-03-25      | 5.5000%  | 0.0000% | $3717000.00        | $617178.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-20      | 5.4417%  | 0.0000% | $10000000.00       | $621427.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 4.8867%  | 0.0000% | $4900000.00        | $328346.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-20      | 5.1917%  | 0.0000% | $1800000.00        | $430721.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-02-16      | 1.7050%  | 0.0000% | $214986.00         | $1914.87           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-12-20      | 4.8917%  | 0.0000% | $410000.00         | $58619.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-12-20      | 5.1994%  | 0.0000% | $1322962.00        | $501855.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 3.5000%  | 0.0000% | $625000.00         | $31258.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 5.2500%  | 0.0000% | $32231040.00       | $29443681.19       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 3.5000%  | 0.0000% | $30344864.00       | $9469236.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.6450%  | 0.0000% | $100000000.00      | $51730113.17       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.5000%  | 0.0000% | $19999999.00       | $20109834.53       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.5950%  | 0.0000% | $40000000.00       | $38405776.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.3450%  | 0.0000% | $23195100.00       | $22893894.40       | Agency Collateralized Mortgage Obligation |

### Security 147: Standard Chartered Bank

- **C.1 - Title:** Standard Chartered Bank 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: BIV8X5X88, C.3 - LEI: RILFO74KP1CM8P6PCT96, C.5 - Other ID: BIV8X5X88
- **C.18 - Value (incl. sponsor support):** $1010000000.00
- **C.18.a - Value (excl. sponsor support):** $1010000000.00
- **C.19 - Percentage of Net Assets:** 1.3600%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? 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          | 2052-08-01      | 5.0000%  | 0.0000% | $15843196.67       | $12448791.45       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.0000%  | 0.0000% | $49024058.72       | $39288218.38       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $101675659.36      | $102709983.27      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $49193760.60       | $35056138.61       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-01-16      | 4.8744%  | 0.0000% | $145747621.42      | $4007528.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 4.7549%  | 0.0000% | $60998949.33       | $4231609.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 4.8049%  | 0.0000% | $30284247.03       | $7258887.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 4.8549%  | 0.0000% | $18987976.43       | $5038389.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.9049%  | 0.0000% | $24726487.37       | $6697287.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 4.9049%  | 0.0000% | $20199999.33       | $4611525.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-06-16      | 4.8744%  | 0.0000% | $11737882.66       | $3323213.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.7549%  | 0.0000% | $11964219.62       | $5321458.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 4.9049%  | 0.0000% | $16437801.17       | $4260393.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.8049%  | 0.0000% | $16896781.20       | $3920736.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.8549%  | 0.0000% | $16177503.30       | $4091350.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.8549%  | 0.0000% | $17790252.11       | $4543369.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.8549%  | 0.0000% | $27448109.80       | $4624256.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.9049%  | 0.0000% | $19584846.03       | $6278202.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.9049%  | 0.0000% | $28788416.49       | $4242137.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.8549%  | 0.0000% | $21568518.02       | $6580047.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 4.8049%  | 0.0000% | $24041013.84       | $5670472.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $8416666.67        | $6010454.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $33666666.67       | $22388393.32       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $17952124.81       | $11427385.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $33666598.66       | $20625302.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $24850801.54       | $16673622.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $20350499.76       | $12682558.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $16833333.33       | $11820969.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $21210000.00       | $13781762.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $25250000.00       | $15760688.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 4.0000%  | 0.0000% | $13129213.55       | $7634544.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $25249999.66       | $14467050.95       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $51146183.52       | $32260913.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $16833333.33       | $11683192.49       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $16833333.33       | $11216806.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $16833332.66       | $12120335.21       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $16833332.66       | $12141429.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $19526666.67       | $12310062.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $16833333.33       | $11416759.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $16833331.31       | $12769869.52       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $13919824.71       | $7602499.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 4.8450%  | 0.0000% | $23566665.66       | $14238598.81       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $16833332.32       | $11470456.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.3950%  | 0.0000% | $16833298.99       | $6066106.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.7450%  | 0.0000% | $6733333.33        | $6714812.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.7950%  | 0.0000% | $3366666.67        | $3361025.35        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2025-09-16      | 0.0000%  | 0.0000% | $33659933.33       | $33604125.16       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 1.8750%  | 0.0000% | $6060000.00        | $5959595.39        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 1.8750%  | 0.0000% | $26509705.67       | $26045788.42       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 2.7500%  | 0.0000% | $25036385.00       | $24674512.10       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-03-31      | 3.6250%  | 0.0000% | $29660299.67       | $30125717.25       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-30      | 4.3750%  | 0.0000% | $20764623.67       | $21471497.08       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $18835692.00       | $19620067.14       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 4.5000%  | 0.0000% | $129636664.67      | $133029380.24      | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-10-15      | 3.8750%  | 0.0000% | $38716633.00       | $39469280.74       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-03-31      | 4.1250%  | 0.0000% | $73971457.33       | $76200546.00       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 3.7500%  | 0.0000% | $27282019.00       | $27646674.91       | U.S. Treasuries (including strips)        |

### Security 148: Banco Santander

- **C.1 - Title:** Banco Santander 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: BIV8X5X96, C.3 - LEI: 5493006QMFDDMYWIAM13, C.5 - Other ID: BIV8X5X96
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2036-07-01      | 6.0000%  | 0.0000% | $227405.70         | $2275.15           | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2036-11-01      | 9.0000%  | 0.0000% | $450.00            | $13.42             | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2039-06-01      | 5.0000%  | 0.0000% | $1134117.00        | $43069.87          | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-04-01      | 5.0000%  | 0.0000% | $452.25            | $12.66             | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2040-05-01      | 5.0000%  | 0.0000% | $450.00            | $14.39             | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2042-04-01      | 3.5000%  | 0.0000% | $4678286.40        | $867756.05         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2042-11-01      | 3.5000%  | 0.0000% | $18252605.25       | $2380221.74        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2050-02-01      | 3.5000%  | 0.0000% | $1882613.25        | $831131.97         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 4.0000%  | 0.0000% | $3942324.00        | $2888144.78        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $1284674.85        | $997478.41         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $317751.30         | $251541.84         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 5.5000%  | 0.0000% | $5033082.15        | $4497656.09        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.5000%  | 0.0000% | $900.00            | $785.24            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-03-01      | 5.5000%  | 0.0000% | $900.00            | $719.71            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-05-01      | 6.0000%  | 0.0000% | $5975.10           | $5329.94           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-02-01      | 2.5000%  | 0.0000% | $621553.50         | $422846.95         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.5000%  | 0.0000% | $3062077.20        | $2626107.47        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-04-01      | 6.0000%  | 0.0000% | $15489763.20       | $14053039.83       | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-12-01      | 5.5000%  | 0.0000% | $1059341.40        | $911247.51         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-05-01      | 6.0000%  | 0.0000% | $118354.95         | $105797.60         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2054-12-01      | 5.0000%  | 0.0000% | $2157890.40        | $2053140.00        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2051-07-01      | 3.0000%  | 0.0000% | $1235386.35        | $725631.74         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-01-01      | 5.5000%  | 0.0000% | $19144507.05       | $18655694.56       | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.5000%  | 0.0000% | $3005.55           | $1940.31           | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-01-01      | 5.5000%  | 0.0000% | $2376730.80        | $1891763.73        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-11-01      | 5.0000%  | 0.0000% | $19098806.85       | $15455926.34       | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-12-01      | 5.0000%  | 0.0000% | $11460190.50       | $9377628.54        | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-04-01      | 5.0000%  | 0.0000% | $450.00            | $56.13             | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2041-07-01      | 5.0000%  | 0.0000% | $896704.20         | $75279.83          | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2045-05-01      | 4.0000%  | 0.0000% | $460.80            | $89.52             | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2044-02-01      | 4.5000%  | 0.0000% | $3677436.90        | $638730.64         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2049-04-01      | 4.5000%  | 0.0000% | $4421272.50        | $845063.38         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-02-01      | 3.5000%  | 0.0000% | $1318888.80        | $319367.22         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2047-05-01      | 4.0000%  | 0.0000% | $1314583.20        | $555377.03         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2048-05-01      | 4.5000%  | 0.0000% | $3077867.70        | $701860.71         | Agency Mortgage-Backed Securities  |
| GOLD PC (PARTICIPATING CERTIFICATES)     | 2042-05-01      | 3.5000%  | 0.0000% | $6807981.60        | $1735411.67        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $5253847.65        | $3535323.91        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $10467925.65       | $7074962.59        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-01-01      | 2.0000%  | 0.0000% | $580.50            | $380.82            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-04-01      | 3.5000%  | 0.0000% | $481.95            | $335.22            | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $362269.35         | $277631.65         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $139525.20         | $93007.10          | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $3390552.00        | $2107989.96        | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-08-01      | 5.0000%  | 0.0000% | $32283351.45       | $24649253.33       | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-09-01      | 5.0000%  | 0.0000% | $602914.50         | $437145.13         | Agency Mortgage-Backed Securities  |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2053-04-01      | 5.5000%  | 0.0000% | $9596446.20        | $8871965.05        | Agency Mortgage-Backed Securities  |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2055-08-25      | 5.4984%  | 0.0000% | $48392875.35       | $48419630.96       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-04-01      | 4.0000%  | 0.0000% | $2556946.80        | $633493.71         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-03-01      | 5.0000%  | 0.0000% | $1172932.20        | $125492.94         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-02-01      | 4.5000%  | 0.0000% | $1359259.20        | $102852.39         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2042-04-01      | 4.0000%  | 0.0000% | $16488.90          | $2718.30           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-10-01      | 3.5000%  | 0.0000% | $2470005.90        | $647176.30         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2056-08-01      | 3.5000%  | 0.0000% | $692829.45         | $204191.17         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-07-01      | 3.5000%  | 0.0000% | $29333491.20       | $10750246.32       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-03-01      | 4.5000%  | 0.0000% | $2654215.20        | $853802.83         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-05-01      | 4.5000%  | 0.0000% | $8466119.55        | $2772650.17        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-10-01      | 5.5000%  | 0.0000% | $9506808.00        | $7402914.38        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $7244550.00        | $5397054.94        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-11-01      | 5.5000%  | 0.0000% | $1397932.20        | $861354.94         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-08-01      | 5.0000%  | 0.0000% | $2248335.90        | $1634651.62        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2049-04-01      | 4.0000%  | 0.0000% | $2073.60           | $413.38            | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-04-01      | 5.5000%  | 0.0000% | $9973425.60        | $7354394.93        | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-06-01      | 5.5000%  | 0.0000% | $16043.85          | $14850.94          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-11-01      | 5.5000%  | 0.0000% | $525186.90         | $505570.55         | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-12-01      | 5.5000%  | 0.0000% | $43558452.90       | $41973043.92       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2045-08-01      | 4.0000%  | 0.0000% | $3291.75           | $2510.31           | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-11-01      | 5.0000%  | 0.0000% | $31860.00          | $28346.87          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2040-11-01      | 4.0000%  | 0.0000% | $1043032.50        | $57208.71          | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-12-01      | 5.0000%  | 0.0000% | $77612913.00       | $62507535.66       | Agency Mortgage-Backed Securities  |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-01-01      | 5.0000%  | 0.0000% | $103311159.75      | $84453034.77       | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-05-20      | 6.0000%  | 0.0000% | $2162993.40        | $2196877.74        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2053-01-20      | 6.0000%  | 0.0000% | $64060.20          | $65658.03          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY LOAN POOL 15-30 YR | 2055-04-20      | 5.5000%  | 0.0000% | $1111905.00        | $1122776.12        | Agency Mortgage-Backed Securities  |
| GNMA I SINGLE FAMILY PLATINUM POOL 30 YR | 2040-08-15      | 5.0000%  | 0.0000% | $450.00            | $31.92             | Agency Mortgage-Backed Securities  |
| GNMA I SINGLE FAMILY PLATINUM POOL 30 YR | 2039-11-15      | 5.5000%  | 0.0000% | $450.00            | $41.90             | Agency Mortgage-Backed Securities  |
| GNMA I SINGLE FAMILY PLATINUM POOL 30 YR | 2029-08-15      | 7.0000%  | 0.0000% | $1337400.00        | $91306.59          | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY PLATINUM POOL      | 2049-01-20      | 5.5000%  | 0.0000% | $450.00            | $82.07             | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY PLATINUM POOL      | 2049-02-20      | 4.0000%  | 0.0000% | $52715174.40       | $10709741.78       | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY PLATINUM POOL      | 2050-12-20      | 3.0000%  | 0.0000% | $2415780.00        | $1122737.82        | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY PLATINUM POOL      | 2050-12-20      | 3.0000%  | 0.0000% | $450.00            | $210.93            | Agency Mortgage-Backed Securities  |
| GNMA II SINGLE FAMILY PLATINUM POOL      | 2051-01-20      | 3.5000%  | 0.0000% | $75376519.20       | $34458061.16       | Agency Mortgage-Backed Securities  |
| U.S. TREASURY BILL                       | 2025-10-14      | 0.0000%  | 0.0000% | $1700505.00        | $1692228.64        | U.S. Treasuries (including strips) |
| U.S. TREASURY BILL                       | 2025-10-21      | 0.0000%  | 0.0000% | $90810.00          | $90297.65          | U.S. Treasuries (including strips) |

### Security 149: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8X6AY4, C.3 - LEI: N/A, C.5 - Other ID: BIV8X6AY4
- **C.18 - Value (incl. sponsor support):** $2450000000.00
- **C.18.a - Value (excl. sponsor support):** $2450000000.00
- **C.19 - Percentage of Net Assets:** 3.3100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? 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 | 2031-08-15      | 1.2500%  | 0.0000% | $192266500.00      | $166200073.66      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $678000000.00      | $728517684.27      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 2.8750%  | 0.0000% | $132456800.00      | $130268100.39      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $700300000.00      | $724613325.63      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-03-31      | 3.8750%  | 0.0000% | $735935400.00      | $749400826.20      | U.S. Treasuries (including strips) |

### Security 150: Fixed Income Clearing Corp. - State Street Bank

- **C.1 - Title:** Fixed Income Clearing Corp. - State Street Bank 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8X6AZ1, C.3 - LEI: N/A, C.5 - Other ID: BIV8X6AZ1
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 2.7000%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? 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 1.25 08/15/2031  | 2031-08-15      | 1.2500%  | 0.0000% | $2000000000.00     | $732063862.06      | U.S. Treasuries (including strips) |
| T Note 3.75 08/31/2031  | 2031-08-31      | 3.7500%  | 0.0000% | $2000000000.00     | $755704525.09      | U.S. Treasuries (including strips) |
| T Note 3.625 09/30/2031 | 2031-09-30      | 3.6250%  | 0.0000% | $2000000000.00     | $422955716.28      | U.S. Treasuries (including strips) |
| T Note 4.125 10/31/2031 | 2031-10-31      | 4.1250%  | 0.0000% | $2000000000.00     | $129275987.07      | 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. 4.300000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8X6BG2, C.3 - LEI: N/A, C.5 - Other ID: BIV8X6BG2
- **C.18 - Value (incl. sponsor support):** $735000000.00
- **C.18.a - Value (excl. sponsor support):** $735000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2025-10-29
- **C.12 - Maturity Date (WAL):** 2025-10-29
- **C.13 - Final Legal Maturity Date:** 2025-10-29
- **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? 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 | 2025-10-21      | 0.0000%  | 0.0000% | $100.00            | $99.44             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $1000.00           | $996.39            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $10000.00          | $10088.39          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $722770000.00      | $748341249.17      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $1000.00           | $1015.05           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-05-31      | 4.1250%  | 0.0000% | $4000.00           | $4089.33           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $1312000.00        | $1332473.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $10100.00          | $10178.83          | U.S. Treasuries (including strips) |

### Security 152: Natixis

- **C.1 - Title:** Natixis 4.350000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8X6BJ6, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV8X6BJ6
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-09-05
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 4.8050%  | 0.0000% | $6614265.60        | $5738104.68        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-01-01      | 3.0000%  | 0.0000% | $19333753.20       | $2633996.25        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-03-01      | 3.5000%  | 0.0000% | $1800.00           | $191.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-04-01      | 3.0000%  | 0.0000% | $3000.00           | $563.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-03-01      | 4.5000%  | 0.0000% | $1798.80           | $57.44             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-11-01      | 2.5000%  | 0.0000% | $1800.00           | $331.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-11-01      | 3.5000%  | 0.0000% | $1800.00           | $167.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 3.0000%  | 0.0000% | $600.00            | $103.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-09-01      | 3.0000%  | 0.0000% | $661800.00         | $263615.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.0000%  | 0.0000% | $258000.00         | $75066.03          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $1800.00           | $471.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $6000.00           | $4494.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1814.40           | $1390.75           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $1800.00           | $1578.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.0000%  | 0.0000% | $1303089.60        | $956994.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.0000%  | 0.0000% | $1800.00           | $1562.19           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 5.0000%  | 0.0000% | $1795.20           | $1604.10           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 3.0000%  | 0.0000% | $1800.00           | $1403.25           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $1800.00           | $1631.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 4.5000%  | 0.0000% | $1200.00           | $1098.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $1124304.00        | $1059912.26        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-02-01      | 3.0000%  | 0.0000% | $1798.20           | $330.66            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 3.5000%  | 0.0000% | $1800.00           | $659.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.5000%  | 0.0000% | $358798.80         | $221037.54         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 4.5000%  | 0.0000% | $1800.00           | $1280.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1800.00           | $1386.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1800.00           | $1409.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $1800.00           | $1435.27           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 3.5000%  | 0.0000% | $1800.00           | $1438.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 5.5000%  | 0.0000% | $614.40            | $527.50            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-11-01      | 4.0000%  | 0.0000% | $1800.00           | $395.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-03-01      | 4.6500%  | 0.0000% | $11227699.20       | $11228245.62       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-02-15      | 6.5000%  | 0.0000% | $223.20            | $11.34             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2032-04-15      | 6.0000%  | 0.0000% | $2.40              | $0.04              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.5000%  | 0.0000% | $1800.00           | $1007.06           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.0000%  | 0.0000% | $1800.00           | $1045.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.5000%  | 0.0000% | $1800.00           | $1181.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $600.00            | $550.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1346154.00        | $1306193.45        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $760414.80         | $767298.07         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 4.0000%  | 0.0000% | $1800.00           | $1287.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $1799.40           | $1269.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $624.00            | $480.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $600.00            | $468.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-11-01      | 2.0000%  | 0.0000% | $1800.00           | $911.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 3.5000%  | 0.0000% | $1800.00           | $1342.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-04-25      | 3.1089%  | 0.0000% | $836468.40         | $434797.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-04-25      | 2.1530%  | 0.0000% | $181800.00         | $138700.02         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-25      | 5.6484%  | 0.0000% | $600.00            | $555.36            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $1799.40           | $203.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 6.5820%  | 0.0000% | $40861437.00       | $1268074.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $600.00            | $551.38            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $9773.40           | $10163.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $5443.20           | $5636.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $913761.60         | $955642.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 7.0000%  | 0.0000% | $602.40            | $638.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $1807965.60        | $1865161.80        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $3922262.40        | $3976869.58        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $665700.00         | $689421.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1445.40           | $1490.68           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $6600.00           | $6809.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 4.0000%  | 0.0000% | $231778.80         | $58895.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 2.5000%  | 0.0000% | $614.40            | $242.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 5.1550%  | 0.0000% | $20537883.60       | $21295699.55       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-11-01      | 4.5000%  | 0.0000% | $600.00            | $172.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.5000%  | 0.0000% | $113118412.20      | $43983014.56       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $614.40            | $327.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $614.40            | $322.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $49888281.00       | $26948692.17       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $600.00            | $343.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $600.00            | $357.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 3.0000%  | 0.0000% | $51355238.40       | $36696605.21       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $600.00            | $372.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $600.00            | $369.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $600.00            | $391.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $32131410.00       | $24603799.95       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $33486480.00       | $23943307.92       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.0000%  | 0.0000% | $600.00            | $464.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $38001333.00       | $28424663.31       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $655.80            | $516.49            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $624.00            | $498.17            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $600.00            | $472.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $600.00            | $488.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $600.00            | $495.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $600.00            | $472.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $613.80            | $516.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $601.20            | $446.92            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $624.00            | $534.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $600.00            | $536.06            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $27821491.20       | $22056570.86       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1093027.20        | $901348.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 4.5000%  | 0.0000% | $14948400.00       | $2880986.16        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 7.0000%  | 0.0000% | $600.00            | $607.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $600.00            | $616.04            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $596290.20         | $33603.41          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-15      | 4.0000%  | 0.0000% | $879967.20         | $113781.11         | Agency Mortgage-Backed Securities         |
| U.S. Treasury                            | 2025-10-09      | 0.0000%  | 0.0000% | $180.00            | $179.14            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-15      | 6.0000%  | 0.0000% | $7800000.00        | $7884806.35        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 3.7500%  | 0.0000% | $60.00             | $52.83             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 1.3750%  | 0.0000% | $240.00            | $279.07            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-11-15      | 3.3750%  | 0.0000% | $60.00             | $47.73             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-08-15      | 2.2500%  | 0.0000% | $60.00             | $37.36             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-08-15      | 1.3750%  | 0.0000% | $120.00            | $58.54             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-02-15      | 1.8750%  | 0.0000% | $840.00            | $466.65            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-08-15      | 2.0000%  | 0.0000% | $360.00            | $205.19            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-11-15      | 4.0000%  | 0.0000% | $120.00            | $105.18            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 4.0000%  | 0.0000% | $120.00            | $110.51            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $120.00            | $106.11            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-11-15      | 4.7500%  | 0.0000% | $120.00            | $119.21            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $60.00             | $54.85             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-02-15      | 2.3750%  | 0.0000% | $60.00             | $58.51             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-15      | 0.0000%  | 0.0000% | $1320.00           | $1207.77           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 2.6250%  | 0.0000% | $1020.00           | $1019.02           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-15      | 2.6250%  | 0.0000% | $60.00             | $58.13             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 1.8750%  | 0.0000% | $47298720.00       | $46633703.07       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-07-31      | 1.8750%  | 0.0000% | $60.00             | $58.98             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $120.00            | $104.45            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-12-31      | 0.6250%  | 0.0000% | $60300.00          | $56336.54          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-15      | 0.1250%  | 0.0000% | $120.00            | $140.19            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-31      | 0.7500%  | 0.0000% | $60.00             | $59.06             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 1.3750%  | 0.0000% | $54245280.00       | $50583389.88       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 2.5000%  | 0.0000% | $6698400.00        | $6641645.85        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-15      | 0.1250%  | 0.0000% | $2999640.00        | $3380216.93        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-30      | 2.7500%  | 0.0000% | $60.00             | $59.61             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 3.8750%  | 0.0000% | $2705760.00        | $2753418.42        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 3.5000%  | 0.0000% | $2999460.00        | $2999418.46        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-02-15      | 4.0000%  | 0.0000% | $120.00            | $120.11            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-15      | 3.6250%  | 0.0000% | $120.00            | $120.97            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-15      | 4.1250%  | 0.0000% | $14999880.00       | $15145001.87       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-31      | 4.3750%  | 0.0000% | $4799940.00        | $5007668.10        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 4.8750%  | 0.0000% | $60.00             | $63.21             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-11-30      | 4.3750%  | 0.0000% | $60.00             | $62.45             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 4.2500%  | 0.0000% | $60.00             | $60.43             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-15      | 4.0000%  | 0.0000% | $5823300.00        | $5868088.77        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-15      | 4.1250%  | 0.0000% | $589860.00         | $593753.25         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $4452060.00        | $4636767.16        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-15      | 4.2500%  | 0.0000% | $60.00             | $61.61             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-04-30      | 4.6250%  | 0.0000% | $10774560.00       | $11398010.53       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-05-15      | 4.3750%  | 0.0000% | $60.00             | $61.98             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-01-31      | 4.3750%  | 0.0000% | $2709720.00        | $2795693.16        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-29      | 4.1250%  | 0.0000% | $534240.00         | $552671.72         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-05-31      | 4.1250%  | 0.0000% | $18188160.00       | $18611370.16       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-06-30      | 4.0000%  | 0.0000% | $7241700.00        | $7328533.33        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.7500%  | 0.0000% | $60.00             | $60.44             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-07-31      | 3.8750%  | 0.0000% | $529920.00         | $533525.40         | U.S. Treasuries (including strips)        |

### Security 153: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.330000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8X6C22, C.3 - LEI: N/A, C.5 - Other ID: BIV8X6C22
- **C.18 - Value (incl. sponsor support):** $4000000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000000.00
- **C.19 - Percentage of Net Assets:** 5.4100%
- **C.17 - Yield as of Reporting Date:** 4.3300%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? 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% | $200.00            | $198.66            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-09-30      | 0.0000%  | 0.0000% | $119400.00         | $119005.74         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-10-21      | 0.0000%  | 0.0000% | $1000.00           | $994.36            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-02-15      | 0.0000%  | 0.0000% | $20000000.00       | $10896700.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 0.0000%  | 0.0000% | $131000000.00      | $66462064.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 0.0000%  | 0.0000% | $296000000.00      | $124676384.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 0.0000%  | 0.0000% | $123000000.00      | $51091740.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 0.0000%  | 0.0000% | $112000000.00      | $43913744.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 0.0000%  | 0.0000% | $119000000.00      | $46071445.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 0.0000%  | 0.0000% | $68000000.00       | $25944924.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 0.0000%  | 0.0000% | $138000000.00      | $49201140.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 0.0000%  | 0.0000% | $87000000.00       | $30641313.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 0.0000%  | 0.0000% | $207000000.00      | $69902658.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-11-15      | 0.0000%  | 0.0000% | $131866700.00      | $42783491.48       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-08-15      | 0.0000%  | 0.0000% | $437000000.00      | $135983912.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 0.0000%  | 0.0000% | $354119600.00      | $88838338.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-02-15      | 4.5000%  | 0.0000% | $1000.00           | $1026.04           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 2.3750%  | 0.0000% | $9022400.00        | $5664163.77        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $117058000.00      | $117418078.02      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $100.00            | $89.58             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $19808200.00       | $18000311.39       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-15      | 1.6250%  | 0.0000% | $100.00            | $98.86             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 0.5000%  | 0.0000% | $50000.00          | $47410.53          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 0.7500%  | 0.0000% | $14802600.00       | $13840786.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 1.7500%  | 0.0000% | $386104000.00      | $363698028.12      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-08-31      | 3.1250%  | 0.0000% | $1000.00           | $996.39            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $80500.00          | $83240.40          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-15      | 4.6250%  | 0.0000% | $20271000.00       | $20793291.62       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-08-15      | 3.7500%  | 0.0000% | $8111400.00        | $8139551.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-15      | 3.3750%  | 0.0000% | $800.00            | $808.54            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-10-31      | 4.1250%  | 0.0000% | $87200.00          | $89941.15          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-11-15      | 4.2500%  | 0.0000% | $1000.00           | $1018.30           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $90048000.00       | $93233854.21       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $342000000.00      | $350948366.73      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-06-30      | 3.7500%  | 0.0000% | $29000100.00       | $29226449.55       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $100.25            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 0.0000%  | 0.0000% | $229000000.00      | $164427954.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2034-02-15      | 0.0000%  | 0.0000% | $50000000.00       | $34945800.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-08-15      | 0.0000%  | 0.0000% | $146000000.00      | $93995822.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2036-08-15      | 0.0000%  | 0.0000% | $223000000.00      | $135761731.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-11-15      | 0.0000%  | 0.0000% | $352000000.00      | $249376160.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-08-15      | 0.0000%  | 0.0000% | $200000000.00      | $179577800.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 0.0000%  | 0.0000% | $100000000.00      | $90612800.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-08-15      | 0.0000%  | 0.0000% | $272000000.00      | $156555040.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-11-15      | 0.0000%  | 0.0000% | $76005000.00       | $19685827.04       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-11-15      | 0.0000%  | 0.0000% | $265000000.00      | $150186630.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.0000%  | 0.0000% | $86991054.00       | $22270405.75       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 0.0000%  | 0.0000% | $134340000.00      | $33926357.94       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-11-15      | 0.0000%  | 0.0000% | $206000000.00      | $110180336.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 0.0000%  | 0.0000% | $122000000.00      | $63184288.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 0.0000%  | 0.0000% | $170000000.00      | $85217770.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 0.0000%  | 0.0000% | $10190000.00       | $2522972.67        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-02-15      | 0.0000%  | 0.0000% | $234332667.00      | $57726680.85       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 0.0000%  | 0.0000% | $78666000.00       | $19011684.22       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 0.0000%  | 0.0000% | $137000000.00      | $63533476.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 0.0000%  | 0.0000% | $50961362.70       | $22926854.58       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.0000%  | 0.0000% | $280000000.00      | $122101280.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 0.0000%  | 0.0000% | $145000000.00      | $62306210.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-08-15      | 0.0000%  | 0.0000% | $123000000.00      | $51974880.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 0.0000%  | 0.0000% | $94000000.00       | $36858904.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 0.0000%  | 0.0000% | $67000000.00       | $25193675.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 0.0000%  | 0.0000% | $217000000.00      | $79553068.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-11-15      | 0.0000%  | 0.0000% | $83000000.00       | $27812968.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-05-15      | 0.0000%  | 0.0000% | $183000000.00      | $59711619.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 0.0000%  | 0.0000% | $90000000.00       | $26119890.00       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-11-15      | 0.0000%  | 0.0000% | $2300.00           | $625.23            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.0000%  | 0.0000% | $45654000.00       | $12230889.22       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-05-15      | 0.0000%  | 0.0000% | $112911.60         | $29910.96          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-08-15      | 0.0000%  | 0.0000% | $48825000.00       | $12764026.80       | U.S. Treasuries (including strips) |

### Security 154: 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: BIV8X6DY1, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV8X6DY1
- **C.18 - Value (incl. sponsor support):** $950000000.00
- **C.18.a - Value (excl. sponsor support):** $950000000.00
- **C.19 - Percentage of Net Assets:** 1.2800%
- **C.17 - Yield as of Reporting Date:** 4.3800%
- **C.11 - Maturity Date (WAM):** 2025-09-05
- **C.12 - Maturity Date (WAL):** 2025-09-05
- **C.13 - Final Legal Maturity Date:** 2025-10-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2055-01-25      | 5.2984%  | 0.0000% | $1000.00           | $931.34            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.8427%  | 0.0000% | $7354143.00        | $7605391.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2055-08-25      | 5.2984%  | 0.0000% | $165015419.00      | $164289315.96      | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2060-05-20      | 5.4360%  | 0.0000% | $237081.00         | $8747.32           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-20      | 5.0193%  | 0.0000% | $464762.00         | $17372.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2031-05-20      | 3.5000%  | 0.0000% | $2279000.00        | $1110534.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-07-16      | 5.0000%  | 0.0000% | $5000000.00        | $4972894.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-12-16      | 5.0000%  | 0.0000% | $12065212.00       | $11995135.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-16      | 1.6354%  | 0.0000% | $20000000.00       | $18669439.24       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-16      | 1.6354%  | 0.0000% | $7131604.00        | $5299558.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.3927%  | 0.0000% | $75000000.00       | $76051213.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $75000000.00       | $75356991.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $32875044.00       | $33097012.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $55124956.00       | $55497153.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 5.0000%  | 0.0000% | $16514000.00       | $16622825.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 5.0000%  | 0.0000% | $5986000.00        | $6063955.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-11-20      | 5.3450%  | 0.0000% | $200004241.00      | $103317436.77      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.8450%  | 0.0000% | $200000000.00      | $106831995.91      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5950%  | 0.0000% | $200000000.00      | $106903246.23      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.5150%  | 0.0000% | $111039546.00      | $101655105.17      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.0000%  | 0.0000% | $10013.00          | $9775.58           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 3.0000%  | 0.0000% | $279747.00         | $195153.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 3.0000%  | 0.0000% | $84366902.00       | $73428813.92       | Agency Collateralized Mortgage Obligation |

### Security 155: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.430000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8X6E12, C.3 - LEI: UVCP0ONBRH8AI9HEYC97, C.5 - Other ID: BIV8X6E12
- **C.18 - Value (incl. sponsor support):** $749201428.60
- **C.18.a - Value (excl. sponsor support):** $749201428.60
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.2600%
- **C.11 - Maturity Date (WAM):** 2025-09-03
- **C.12 - Maturity Date (WAL):** 2025-09-03
- **C.13 - Final Legal Maturity Date:** 2025-09-03
- **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? 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% | $232966666.67      | $244615000.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 2.0 15-FEB-2050   | 2050-02-15      | 2.0000%  | 0.0000% | $289850000.00      | $304342500.00      | U.S. Treasuries (including strips) |
| TREASURY BOND 1.875 15-FEB-2051 | 2051-02-15      | 1.8750%  | 0.0000% | $226384761.90      | $237704000.00      | U.S. Treasuries (including strips) |

### Security 156: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8X8ZE7, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8X8ZE7
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **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? 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 | 2050-02-15      | 2.0000%  | 0.0000% | $76374800.00       | $44492969.93       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 0.1250%  | 0.0000% | $94654600.00       | $57507033.24       | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** SHORT TERM INVESTMENTS TRUST

**Date:** 2025-09-08

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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