# EDGAR Filing Document

**Accession Number:** 0000828806
**File Stem:** 0001193125-25-309058
**Filing Date:** 2025-12
**Character Count:** 470110
**Document Hash:** 428a9e7a37510dcbe0cd71e25af6786b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-309058.hdr.sgml**: 20251205

**ACCESSION NUMBER**: 0001193125-25-309058

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20251205

**DATE AS OF CHANGE**: 20251205

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05460
- **FILM NUMBER:** 251551797

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

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

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

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-11-30

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

**CIK Number of Registrant:** 0000828806

**LEI of Registrant:** 549300C81XUXD3V4PM95

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

**LEI of Series:** 549300TCMEM5428K3T88

**EDGAR Series Identifier:** S000000176

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 19 days

- **WAL:** 102 days

- **Total Value of Portfolio Securities:** $24551622109.00

- **Amortized Cost of Portfolio Securities:** $24546581422.65

- **Cash:** $469.08

- **Total Other Assets:** $78990928.18

- **Total Liabilities:** $778897246.91

- **Net Assets of Series:** $23846675573.00

- **Number of Shares Outstanding (Series):** 23844542444.5300

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $12630049723.24           | $17961570971.92            | 53.3900%                  | 75.9300%                   |
| 2025-11-04 | $13071619900.96           | $17841040093.80            | 55.5300%                  | 75.8000%                   |
| 2025-11-05 | $13061314818.97           | $17893073709.02            | 55.0800%                  | 75.4500%                   |
| 2025-11-06 | $13084978061.76           | $17930759174.03            | 55.0900%                  | 75.4900%                   |
| 2025-11-07 | $13105710889.96           | $18076514224.44            | 54.8400%                  | 75.6300%                   |
| 2025-11-10 | $13545422068.32           | $18003975594.45            | 56.8600%                  | 75.5800%                   |
| 2025-11-11 | $13545422068.32           | $18003975594.45            | 56.8600%                  | 75.5800%                   |
| 2025-11-12 | $13386613661.51           | $18057840607.07            | 56.0600%                  | 75.6300%                   |
| 2025-11-13 | $13325477737.73           | $18246726905.50            | 55.6000%                  | 76.1400%                   |
| 2025-11-14 | $13251773587.34           | $18392623924.82            | 55.2300%                  | 76.6600%                   |
| 2025-11-17 | $13157834633.02           | $18408751637.14            | 55.0500%                  | 77.0200%                   |
| 2025-11-18 | $13722169269.21           | $18460479520.55            | 57.2800%                  | 77.0600%                   |
| 2025-11-19 | $13679409880.41           | $18580059272.71            | 56.8200%                  | 77.1800%                   |
| 2025-11-20 | $13785305032.48           | $18545976647.00            | 57.4100%                  | 77.2400%                   |
| 2025-11-21 | $13590947569.76           | $18356619184.29            | 56.7500%                  | 76.6500%                   |
| 2025-11-24 | $13556123944.84           | $18321795559.39            | 56.4300%                  | 76.2700%                   |
| 2025-11-25 | $14958167456.04           | $19211522151.85            | 59.5600%                  | 76.5000%                   |
| 2025-11-26 | $14774244976.77           | $19135654410.09            | 59.0000%                  | 76.4200%                   |
| 2025-11-28 | $14020287052.81           | $18716696486.15            | 56.9500%                  | 76.0200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 4.1800%             |
| 2025-11-04 | 4.1600%             |
| 2025-11-05 | 4.1300%             |
| 2025-11-06 | 4.1100%             |
| 2025-11-07 | 4.0900%             |
| 2025-11-10 | 4.0300%             |
| 2025-11-11 | 4.0300%             |
| 2025-11-12 | 4.0300%             |
| 2025-11-13 | 4.0300%             |
| 2025-11-14 | 4.0300%             |
| 2025-11-17 | 4.0400%             |
| 2025-11-18 | 4.0400%             |
| 2025-11-19 | 4.0400%             |
| 2025-11-20 | 4.0300%             |
| 2025-11-21 | 4.0200%             |
| 2025-11-24 | 4.0100%             |
| 2025-11-25 | 4.0100%             |
| 2025-11-26 | 4.0200%             |
| 2025-11-28 | 4.0500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-11-03 | 1.0003                      |
|  |  |
| 2025-11-04 | 1.0003                      |
|  |  |
| 2025-11-05 | 1.0003                      |
|  |  |
| 2025-11-06 | 1.0003                      |
|  |  |
| 2025-11-07 | 1.0003                      |
|  |  |
| 2025-11-10 | 1.0001                      |
|  |  |
| 2025-11-11 | 1.0001                      |
|  |  |
| 2025-11-12 | 1.0003                      |
|  |  |
| 2025-11-13 | 1.0002                      |
|  |  |
| 2025-11-14 | 1.0003                      |
|  |  |
| 2025-11-17 | 1.0003                      |
|  |  |
| 2025-11-18 | 1.0003                      |
|  |  |
| 2025-11-19 | 1.0003                      |
|  |  |
| 2025-11-20 | 1.0003                      |
|  |  |
| 2025-11-21 | 1.0003                      |
|  |  |
| 2025-11-24 | 1.0003                      |
|  |  |
| 2025-11-25 | 1.0003                      |
|  |  |
| 2025-11-26 | 1.0003                      |
|  |  |
| 2025-11-28 | 1.0003                      |
|  |  |

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

### Class: Investor

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $1886060205.30

- **Number of Shares Outstanding:** 1885962094.4300

- **Expense Reimbursement/Waiver:** 109840.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0000          |
|  |  |
| 2025-11-11 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0003          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0003          |
|  |  |
| 2025-11-21 | 1.0003          |
|  |  |
| 2025-11-24 | 1.0003          |
|  |  |
| 2025-11-25 | 1.0003          |
|  |  |
| 2025-11-26 | 1.0003          |
|  |  |
| 2025-11-28 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $41557130.93              | $6790870.07             |
| 2025-11-04 | $18691229.04              | $13519018.11            |
| 2025-11-05 | $82849753.73              | $14161797.95            |
| 2025-11-06 | $12540137.17              | $8360561.28             |
| 2025-11-07 | $22444184.36              | $7657287.77             |
| 2025-11-10 | $16651878.61              | $8932539.90             |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $20886121.35              | $44240365.00            |
| 2025-11-13 | $13302128.20              | $14960262.14            |
| 2025-11-14 | $63991007.09              | $11489365.75            |
| 2025-11-17 | $14616100.20              | $4751679.24             |
| 2025-11-18 | $20759001.36              | $16457612.52            |
| 2025-11-19 | $12943400.54              | $53019903.05            |
| 2025-11-20 | $17352263.70              | $51210866.39            |
| 2025-11-21 | $14814332.53              | $78730190.07            |
| 2025-11-24 | $77707823.07              | $13930444.59            |
| 2025-11-25 | $17974631.65              | $26718148.49            |
| 2025-11-26 | $5674386.89               | $24304339.65            |
| 2025-11-28 | $10073245.36              | $10675378.72            |

**Total Gross Subscriptions (Month):** $484828755.78

**Total Gross Redemptions (Month):** $409910630.69

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 4.0000%           |
| 2025-11-04 | 3.9800%           |
| 2025-11-05 | 3.9500%           |
| 2025-11-06 | 3.9300%           |
| 2025-11-07 | 3.9100%           |
| 2025-11-10 | 3.8500%           |
| 2025-11-11 | 3.8500%           |
| 2025-11-12 | 3.8500%           |
| 2025-11-13 | 3.8500%           |
| 2025-11-14 | 3.8500%           |
| 2025-11-17 | 3.8600%           |
| 2025-11-18 | 3.8600%           |
| 2025-11-19 | 3.8600%           |
| 2025-11-20 | 3.8500%           |
| 2025-11-21 | 3.8400%           |
| 2025-11-24 | 3.8300%           |
| 2025-11-25 | 3.8300%           |
| 2025-11-26 | 3.8400%           |
| 2025-11-28 | 3.8700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 97.8500%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $21960615367.70

- **Number of Shares Outstanding:** 21958580350.1020

- **Expense Reimbursement/Waiver:** 1261467.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0003          |
|  |  |
| 2025-11-04 | 1.0003          |
|  |  |
| 2025-11-05 | 1.0003          |
|  |  |
| 2025-11-06 | 1.0003          |
|  |  |
| 2025-11-07 | 1.0003          |
|  |  |
| 2025-11-10 | 1.0001          |
|  |  |
| 2025-11-11 | 1.0003          |
|  |  |
| 2025-11-12 | 1.0003          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0003          |
|  |  |
| 2025-11-18 | 1.0003          |
|  |  |
| 2025-11-19 | 1.0003          |
|  |  |
| 2025-11-20 | 1.0003          |
|  |  |
| 2025-11-21 | 1.0003          |
|  |  |
| 2025-11-24 | 1.0003          |
|  |  |
| 2025-11-25 | 1.0003          |
|  |  |
| 2025-11-26 | 1.0003          |
|  |  |
| 2025-11-28 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $278673312.00             | $294400159.72           |
| 2025-11-04 | $104741558.48             | $232248067.04           |
| 2025-11-05 | $156855307.46             | $175269362.25           |
| 2025-11-06 | $285223519.07             | $128732767.29           |
| 2025-11-07 | $262304990.99             | $133365111.43           |
| 2025-11-10 | $202430782.54             | $295489551.38           |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $179963634.06             | $106735611.37           |
| 2025-11-13 | $267652370.63             | $180692539.65           |
| 2025-11-14 | $150164333.93             | $178566867.92           |
| 2025-11-17 | $148454219.17             | $252914465.21           |
| 2025-11-18 | $193609900.53             | $147630263.46           |
| 2025-11-19 | $292920801.39             | $135557344.53           |
| 2025-11-20 | $139300960.43             | $171712054.85           |
| 2025-11-21 | $132653207.76             | $154481677.39           |
| 2025-11-24 | $230241126.04             | $226559487.49           |
| 2025-11-25 | $139056931.54             | $141070770.09           |
| 2025-11-26 | $81881058.53              | $138794927.18           |
| 2025-11-28 | $196984754.82             | $203149005.25           |

**Total Gross Subscriptions (Month):** $3443112769.37

**Total Gross Redemptions (Month):** $3297370033.50

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 4.0000%           |
| 2025-11-04 | 3.9800%           |
| 2025-11-05 | 3.9500%           |
| 2025-11-06 | 3.9300%           |
| 2025-11-07 | 3.9100%           |
| 2025-11-10 | 3.8500%           |
| 2025-11-11 | 3.8500%           |
| 2025-11-12 | 3.8500%           |
| 2025-11-13 | 3.8500%           |
| 2025-11-14 | 3.8500%           |
| 2025-11-17 | 3.8600%           |
| 2025-11-18 | 3.8600%           |
| 2025-11-19 | 3.8600%           |
| 2025-11-20 | 3.8500%           |
| 2025-11-21 | 3.8400%           |
| 2025-11-24 | 3.8300%           |
| 2025-11-25 | 3.8300%           |
| 2025-11-26 | 3.8400%           |
| 2025-11-28 | 3.8700%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 46.5000%         | 0.0000%              |
| Non-financial corporation |  | 21.4900%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.200000%
- **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):** $15000553.05
- **C.18.a - Value (excl. sponsor support):** $15000553.05
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.200000%
- **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):** $50001566.00
- **C.18.a - Value (excl. sponsor support):** $50001566.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.190000%
- **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):** $20013007.40
- **C.18.a - Value (excl. sponsor support):** $20013007.40
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-24
- **C.13 - Final Legal Maturity Date:** 2026-09-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.125000%
- **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):** $99993288.00
- **C.18.a - Value (excl. sponsor support):** $99993288.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-08
- **C.13 - Final Legal Maturity Date:** 2027-04-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.050000%
- **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):** $99998736.00
- **C.18.a - Value (excl. sponsor support):** $99998736.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.160000%
- **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):** $75066255.00
- **C.18.a - Value (excl. sponsor support):** $75066255.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-19
- **C.13 - Final Legal Maturity Date:** 2027-07-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: 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):** $37743278.46
- **C.18.a - Value (excl. sponsor support):** $37743278.46
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 8: 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):** $9929370.80
- **C.18.a - Value (excl. sponsor support):** $9929370.80
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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 9: 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):** $108898044.20
- **C.18.a - Value (excl. sponsor support):** $108898044.20
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **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 10: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP5N1, C.4 - ISIN: US3133EP5N18, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49013644.05
- **C.18.a - Value (excl. sponsor support):** $49013644.05
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.975000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EP6Y6, C.4 - ISIN: US3133EP6Y63, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50009764.00
- **C.18.a - Value (excl. sponsor support):** $50009764.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.165000%
- **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):** $15000000.00
- **C.18.a - Value (excl. sponsor support):** $15000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 13: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.200000%
- **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):** $20001042.20
- **C.18.a - Value (excl. sponsor support):** $20001042.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.195000%
- **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):** $45004618.35
- **C.18.a - Value (excl. sponsor support):** $45004618.35
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-29
- **C.13 - Final Legal Maturity Date:** 2025-12-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **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):** $10002064.00
- **C.18.a - Value (excl. sponsor support):** $10002064.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER2D2, C.4 - ISIN: US3133ER2D27, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25006803.75
- **C.18.a - Value (excl. sponsor support):** $25006803.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-02-03
- **C.13 - Final Legal Maturity Date:** 2027-02-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.120000%
- **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):** $25033255.00
- **C.18.a - Value (excl. sponsor support):** $25033255.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-07
- **C.13 - Final Legal Maturity Date:** 2026-12-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ER6X4, C.4 - ISIN: US3133ER6X45, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $35012845.70
- **C.18.a - Value (excl. sponsor support):** $35012845.70
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-11
- **C.13 - Final Legal Maturity Date:** 2027-03-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.130000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERAZ4, C.4 - ISIN: US3133ERAZ48, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30000515.10
- **C.18.a - Value (excl. sponsor support):** $30000515.10
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.940000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERBG5, C.4 - ISIN: US3133ERBG57, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $30001539.00
- **C.18.a - Value (excl. sponsor support):** $30001539.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.140000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERDN8, C.4 - ISIN: US3133ERDN80, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $40005201.20
- **C.18.a - Value (excl. sponsor support):** $40005201.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **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):** $100070871.00
- **C.18.a - Value (excl. sponsor support):** $100070871.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-02
- **C.13 - Final Legal Maturity Date:** 2026-12-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERGC9, C.4 - ISIN: US3133ERGC98, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $52018034.64
- **C.18.a - Value (excl. sponsor support):** $52018034.64
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.185000%
- **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):** $65082110.60
- **C.18.a - Value (excl. sponsor support):** $65082110.60
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERHP9, C.4 - ISIN: US3133ERHP92, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10003802.20
- **C.18.a - Value (excl. sponsor support):** $10003802.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJX0, C.4 - ISIN: US3133ERJX09, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70013241.90
- **C.18.a - Value (excl. sponsor support):** $70013241.90
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-01
- **C.13 - Final Legal Maturity Date:** 2026-07-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERL66, C.4 - ISIN: US3133ERL665, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $124063863.70
- **C.18.a - Value (excl. sponsor support):** $124063863.70
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.170000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERMC2, C.4 - ISIN: US3133ERMC25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $10000518.90
- **C.18.a - Value (excl. sponsor support):** $10000518.90
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-23
- **C.13 - Final Legal Maturity Date:** 2026-07-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.185000%
- **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):** $100063967.00
- **C.18.a - Value (excl. sponsor support):** $100063967.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-23
- **C.13 - Final Legal Maturity Date:** 2026-11-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **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):** $50032725.50
- **C.18.a - Value (excl. sponsor support):** $50032725.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **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):** $10006666.50
- **C.18.a - Value (excl. sponsor support):** $10006666.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-26
- **C.13 - Final Legal Maturity Date:** 2026-08-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.175000%
- **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):** $50020428.50
- **C.18.a - Value (excl. sponsor support):** $50020428.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-06
- **C.13 - Final Legal Maturity Date:** 2026-10-06
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **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):** $74041181.74
- **C.18.a - Value (excl. sponsor support):** $74041181.74
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **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):** $214132913.30
- **C.18.a - Value (excl. sponsor support):** $214132913.30
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERT68, C.4 - ISIN: US3133ERT684, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $14006688.22
- **C.18.a - Value (excl. sponsor support):** $14006688.22
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-14
- **C.13 - Final Legal Maturity Date:** 2027-01-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **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):** $215187628.40
- **C.18.a - Value (excl. sponsor support):** $215187628.40
- **C.19 - Percentage of Net Assets:** 0.9000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **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):** $75049779.00
- **C.18.a - Value (excl. sponsor support):** $75049779.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-01
- **C.13 - Final Legal Maturity Date:** 2026-10-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.185000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXN6, C.4 - ISIN: US3133ERXN60, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $61161248.62
- **C.18.a - Value (excl. sponsor support):** $61161248.62
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-15
- **C.13 - Final Legal Maturity Date:** 2026-10-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYS4, C.4 - ISIN: US3133ERYS49, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $70036936.90
- **C.18.a - Value (excl. sponsor support):** $70036936.90
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-28
- **C.13 - Final Legal Maturity Date:** 2026-08-28
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2B2, C.4 - ISIN: US3133ET2B25, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-28
- **C.13 - Final Legal Maturity Date:** 2027-09-28
- **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 41: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2N6, C.4 - ISIN: US3133ET2N62, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $199977200.00
- **C.18.a - Value (excl. sponsor support):** $199977200.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2027-12-01
- **C.13 - Final Legal Maturity Date:** 2027-12-01
- **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 42: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.120000%
- **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):** $80071611.20
- **C.18.a - Value (excl. sponsor support):** $80071611.20
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-24
- **C.13 - Final Legal Maturity Date:** 2027-03-24
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.115000%
- **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):** $50041328.00
- **C.18.a - Value (excl. sponsor support):** $50041328.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-26
- **C.13 - Final Legal Maturity Date:** 2027-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.070000%
- **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):** $35013695.85
- **C.18.a - Value (excl. sponsor support):** $35013695.85
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.8900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB97, C.4 - ISIN: US3133ETB977, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $25007504.25
- **C.18.a - Value (excl. sponsor support):** $25007504.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **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 46: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.125000%
- **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):** $65062647.00
- **C.18.a - Value (excl. sponsor support):** $65062647.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-02
- **C.13 - Final Legal Maturity Date:** 2027-04-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.130000%
- **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):** $50005972.00
- **C.18.a - Value (excl. sponsor support):** $50005972.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-09
- **C.13 - Final Legal Maturity Date:** 2027-04-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGP6, C.4 - ISIN: US3133ETGP67, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $69994407.00
- **C.18.a - Value (excl. sponsor support):** $69994407.00
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-05-13
- **C.13 - Final Legal Maturity Date:** 2027-05-13
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.155000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETGX9, C.4 - ISIN: US3133ETGX91, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $5999209.14
- **C.18.a - Value (excl. sponsor support):** $5999209.14
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-05-14
- **C.13 - Final Legal Maturity Date:** 2027-05-14
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $50020386.50
- **C.18.a - Value (excl. sponsor support):** $50020386.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN45, C.4 - ISIN: US3133ETN451, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $49998176.50
- **C.18.a - Value (excl. sponsor support):** $49998176.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **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 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.150000%
- **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):** $20014620.20
- **C.18.a - Value (excl. sponsor support):** $20014620.20
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-06-29
- **C.13 - Final Legal Maturity Date:** 2027-06-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETP76, C.4 - ISIN: US3133ETP761, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $24998610.75
- **C.18.a - Value (excl. sponsor support):** $24998610.75
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-11-03
- **C.13 - Final Legal Maturity Date:** 2027-11-03
- **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? No, 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 4.160000%
- **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):** $74981388.75
- **C.18.a - Value (excl. sponsor support):** $74981388.75
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-21
- **C.13 - Final Legal Maturity Date:** 2027-07-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.165000%
- **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):** $200151942.00
- **C.18.a - Value (excl. sponsor support):** $200151942.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.170000%
- **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):** $34997827.55
- **C.18.a - Value (excl. sponsor support):** $34997827.55
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 57: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.175000%
- **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):** $97036507.89
- **C.18.a - Value (excl. sponsor support):** $97036507.89
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 58: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXJ1, C.4 - ISIN: US3133ETXJ15, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $65999588.82
- **C.18.a - Value (excl. sponsor support):** $65999588.82
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYV3, C.4 - ISIN: US3133ETYV34, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $99992749.00
- **C.18.a - Value (excl. sponsor support):** $99992749.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAEY5, C.4 - ISIN: US3134HAEY57, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $147024546.10
- **C.18.a - Value (excl. sponsor support):** $147024546.10
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **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):** $105064337.70
- **C.18.a - Value (excl. sponsor support):** $105064337.70
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **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):** $40021985.20
- **C.18.a - Value (excl. sponsor support):** $40021985.20
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **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):** $25018116.25
- **C.18.a - Value (excl. sponsor support):** $25018116.25
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.170000%
- **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):** $49996281.00
- **C.18.a - Value (excl. sponsor support):** $49996281.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **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 65: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.175000%
- **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):** $125253416.30
- **C.18.a - Value (excl. sponsor support):** $125253416.30
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-23
- **C.13 - Final Legal Maturity Date:** 2027-04-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $69997191.60
- **C.18.a - Value (excl. sponsor support):** $69997191.60
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $125200130.00
- **C.18.a - Value (excl. sponsor support):** $125200130.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **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 68: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.145000%
- **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):** $99959933.00
- **C.18.a - Value (excl. sponsor support):** $99959933.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-06-16
- **C.13 - Final Legal Maturity Date:** 2027-06-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBX55, C.4 - ISIN: US3134HBX558, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $124994948.80
- **C.18.a - Value (excl. sponsor support):** $124994948.80
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **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? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.150000%
- **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):** $38520349.56
- **C.18.a - Value (excl. sponsor support):** $38520349.56
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.185000%
- **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):** $85079984.15
- **C.18.a - Value (excl. sponsor support):** $85079984.15
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-08-21
- **C.13 - Final Legal Maturity Date:** 2026-08-21
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.190000%
- **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):** $70019853.40
- **C.18.a - Value (excl. sponsor support):** $70019853.40
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.190000%
- **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):** $35028818.65
- **C.18.a - Value (excl. sponsor support):** $35028818.65
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.190000%
- **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):** $175381715.30
- **C.18.a - Value (excl. sponsor support):** $175381715.30
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.180000%
- **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):** $1000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 76: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.180000%
- **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):** $2777777.76
- **C.18.a - Value (excl. sponsor support):** $2777777.76
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 77: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 3.778000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903536H5, C.4 - ISIN: US6903536H50, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1750000.00
- **C.18.a - Value (excl. sponsor support):** $1750000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903537R2, C.4 - ISIN: US6903537R24, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $1166666.70
- **C.18.a - Value (excl. sponsor support):** $1166666.70
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2027-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.180000%
- **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):** $833333.38
- **C.18.a - Value (excl. sponsor support):** $833333.38
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 80: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBG5, C.4 - ISIN: US90376PBG54, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5076923.09
- **C.18.a - Value (excl. sponsor support):** $5076923.09
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2028-06-20
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 81: U.S. International Development Finance Corp.

- **C.1 - Title:** U.S. International Development Finance Corp., VRD Bonds 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBJ9, C.4 - ISIN: US90376PBJ93, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $749999.94
- **C.18.a - Value (excl. sponsor support):** $749999.94
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $349053929.00
- **C.18.a - Value (excl. sponsor support):** $349053929.00
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $49588044.50
- **C.18.a - Value (excl. sponsor support):** $49588044.50
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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 84: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $148333275.00
- **C.18.a - Value (excl. sponsor support):** $148333275.00
- **C.19 - Percentage of Net Assets:** 0.6200%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $199935500.00
- **C.18.a - Value (excl. sponsor support):** $199935500.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $383697845.30
- **C.18.a - Value (excl. sponsor support):** $383697845.30
- **C.19 - Percentage of Net Assets:** 1.6100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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 87: 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):** $489348335.00
- **C.18.a - Value (excl. sponsor support):** $489348335.00
- **C.19 - Percentage of Net Assets:** 2.0500%
- **C.17 - Yield as of Reporting Date:** 3.6000%
- **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 88: 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):** $97573504.00
- **C.18.a - Value (excl. sponsor support):** $97573504.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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 89: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $398395132.00
- **C.18.a - Value (excl. sponsor support):** $398395132.00
- **C.19 - Percentage of Net Assets:** 1.6700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $983202828.30
- **C.18.a - Value (excl. sponsor support):** $983202828.30
- **C.19 - Percentage of Net Assets:** 4.1200%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **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 91: 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):** $299967282.00
- **C.18.a - Value (excl. sponsor support):** $299967282.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **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 92: 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):** $397002620.00
- **C.18.a - Value (excl. sponsor support):** $397002620.00
- **C.19 - Percentage of Net Assets:** 1.6600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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 93: 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):** $249783877.50
- **C.18.a - Value (excl. sponsor support):** $249783877.50
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **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 94: U.S. Treasury

- **C.1 - Title:** U.S. Treasury Bills
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $349430592.00
- **C.18.a - Value (excl. sponsor support):** $349430592.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Floating Rate Notes 4.025000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.4 - ISIN: US91282CJU62, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $100007268.00
- **C.18.a - Value (excl. sponsor support):** $100007268.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: U.S. Treasury

- **C.1 - Title:** U.S. Treasury 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):** $125612305.00
- **C.18.a - Value (excl. sponsor support):** $125612305.00
- **C.19 - Percentage of Net Assets:** 0.5300%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 Floating Rate Notes 3.938000%
- **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):** $114968490.00
- **C.18.a - Value (excl. sponsor support):** $114968490.00
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 98: J.P. Morgan Securities LLC

- **C.1 - Title:** J.P. Morgan Securities LLC 4.090000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV7XMRY3, C.3 - LEI: ZBUT11V806EZRVTWT807, C.5 - Other ID: BIV7XMRY3
- **C.18 - Value (incl. sponsor support):** $65000000.00
- **C.18.a - Value (excl. sponsor support):** $65000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **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          | 2051-11-25      | 5.0000%  | 0.0000% | $40172032.00       | $37636699.04       | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2052-06-20      | 5.5000%  | 0.0000% | $42563221.00       | $28663302.32       | Agency Collateralized Mortgage Obligation |

### Security 99: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BIV8RDWN6, C.3 - LEI: RCNB6OTYUAMMP879YW96, C.5 - Other ID: BIV8RDWN6
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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          | 2053-09-01      | 4.7530%  | 0.0000% | $2067.00           | $1798.91           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-05-01      | 6.6290%  | 0.0000% | $23436814.00       | $36122.30          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-01-01      | 6.6130%  | 0.0000% | $449765.00         | $679.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $1000.00           | $71.74             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 3.0000%  | 0.0000% | $1000.00           | $188.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 2.5000%  | 0.0000% | $1000.00           | $170.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-07-01      | 6.6750%  | 0.0000% | $36289.00          | $576.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.4210%  | 0.0000% | $1795992.00        | $6992.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-02-01      | 6.3780%  | 0.0000% | $794344.00         | $43546.04          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-06-01      | 4.5000%  | 0.0000% | $1000.00           | $59.76             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 5.0000%  | 0.0000% | $1356.00           | $14.17             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-02-01      | 7.0000%  | 0.0000% | $1000.00           | $8.53              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-09-01      | 6.5000%  | 0.0000% | $1114.00           | $21.13             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-11-01      | 4.0000%  | 0.0000% | $1000.00           | $76.45             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-01-01      | 4.0000%  | 0.0000% | $1014.00           | $108.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-02-01      | 7.5000%  | 0.0000% | $3687.00           | $4.79              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2028-11-01      | 2.5000%  | 0.0000% | $1034.00           | $56.58             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-09-01      | 3.0000%  | 0.0000% | $7906630.00        | $1386908.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $160.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-06-01      | 4.0000%  | 0.0000% | $1000.00           | $138.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $183.86            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-06-01      | 4.0000%  | 0.0000% | $1000.00           | $136.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-09-01      | 3.5000%  | 0.0000% | $1000.00           | $152.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-07-01      | 3.0000%  | 0.0000% | $406061.00         | $83638.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-01-01      | 3.0000%  | 0.0000% | $1388266.00        | $192977.65         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 4.5000%  | 0.0000% | $2721.00           | $746.75            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $102.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-10-01      | 4.0000%  | 0.0000% | $1004.00           | $168.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-10-01      | 3.0000%  | 0.0000% | $1000.00           | $92.03             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-04-01      | 3.0000%  | 0.0000% | $1000.00           | $178.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 5.0000%  | 0.0000% | $1008.00           | $194.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.5000%  | 0.0000% | $1464.00           | $323.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-12-01      | 5.0000%  | 0.0000% | $1000.00           | $36.61             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-03-01      | 6.5000%  | 0.0000% | $1950.00           | $7.95              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-06-01      | 4.0000%  | 0.0000% | $1000.00           | $110.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-05-01      | 5.5000%  | 0.0000% | $1001.00           | $8.72              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-05-01      | 3.0000%  | 0.0000% | $1000.00           | $136.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-12-01      | 3.0000%  | 0.0000% | $2325000.00        | $332284.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $1001.00           | $156.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $103.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $179.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2027-04-01      | 3.0000%  | 0.0000% | $2686.00           | $24.92             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-12-01      | 3.0000%  | 0.0000% | $1000.00           | $93.74             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-10-01      | 4.0000%  | 0.0000% | $1000.00           | $197.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-12-01      | 7.0000%  | 0.0000% | $1000.00           | $71.99             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-08-01      | 4.5000%  | 0.0000% | $26152.00          | $5160.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-12-01      | 3.5000%  | 0.0000% | $1000.00           | $245.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $638.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $655.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 4.0000%  | 0.0000% | $1000.00           | $368.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.5000%  | 0.0000% | $1001.00           | $561.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.0000%  | 0.0000% | $1000.00           | $637.45            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $1001.00           | $728.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.0000%  | 0.0000% | $1011.00           | $677.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $719.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $199001.00         | $148892.18         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 4.0000%  | 0.0000% | $200000.00         | $163467.47         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $730.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 3.5000%  | 0.0000% | $7000.00           | $5420.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 4.5000%  | 0.0000% | $11912.00          | $8792.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $378714.00         | $264230.49         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $791.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 6.5000%  | 0.0000% | $1008.00           | $858.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $82092.00          | $68126.39          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $861.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 2.0000%  | 0.0000% | $2375000.00        | $1735659.67        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 3.0000%  | 0.0000% | $1001.00           | $806.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 5.0000%  | 0.0000% | $3462700.00        | $3054506.02        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $2501535.00        | $2163333.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $865.58            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $68781.00          | $53540.46          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $829.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $884.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $847.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 4.0000%  | 0.0000% | $2035.00           | $1775.95           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $919.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $228.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 2.0000%  | 0.0000% | $215515.00         | $91112.71          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1000.00           | $274.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 3.5000%  | 0.0000% | $1005.00           | $185.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $1800532.00        | $618314.89         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $623.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.5000%  | 0.0000% | $359705.00         | $230312.77         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-08-01      | 2.0000%  | 0.0000% | $1000.00           | $622.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-06-01      | 2.0000%  | 0.0000% | $181814.00         | $110343.23         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $613.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $634.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $3000.00           | $1910.12           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $667.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $720.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $755.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $788.59            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $783.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 4.0000%  | 0.0000% | $401000.00         | $323196.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $746.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $737.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | 0.0000% | $1022.00           | $577.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $6806.00           | $6432.83           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $869.69            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $1000.00           | $841.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-03-01      | 2.7700%  | 0.0000% | $12460.00          | $9967.47           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.5000%  | 0.0000% | $5372918.00        | $875887.09         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2039-02-01      | 7.0000%  | 0.0000% | $48032.00          | $6000.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $177.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $522.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $569.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.5000%  | 0.0000% | $2000.00           | $1083.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $604.54            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $582.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $10001.00          | $7317.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $26809.00          | $20252.03          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 2.5000%  | 0.0000% | $239952.00         | $160504.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1505.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $781.01            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $814.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 3.0000%  | 0.0000% | $2000.00           | $1567.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $807.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $1008.00           | $783.38            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $688.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1591.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1514.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $837.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.5000%  | 0.0000% | $1141.00           | $831.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 6.0000%  | 0.0000% | $1000.00           | $791.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $864.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $951.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 3.0000%  | 0.0000% | $1001.00           | $365.77            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $433.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 3.0000%  | 0.0000% | $1024.00           | $332.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $547.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.5000%  | 0.0000% | $8000.00           | $4166.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $555.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $710.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 4.0000%  | 0.0000% | $1000.00           | $704.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 4.0000%  | 0.0000% | $1001.00           | $717.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 4.5000%  | 0.0000% | $1006.00           | $737.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $821.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $809.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 6.5000%  | 0.0000% | $300000.00         | $214090.05         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $2117.00           | $1760.20           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1024.00           | $865.76            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-05-25      | 2.5000%  | 0.0000% | $21000.00          | $16185.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $928.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.0000%  | 0.0000% | $1000.00           | $985.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-12-25      | 2.5000%  | 0.0000% | $566894.00         | $62218.51          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-11-25      | 1.7399%  | 0.0000% | $364349.00         | $314934.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-25      | 2.4143%  | 0.0000% | $1641880.00        | $1431836.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-12-25      | 2.0007%  | 0.0000% | $63551.00          | $47512.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-07-25      | 4.1900%  | 0.0000% | $205000.00         | $197298.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-25      | 5.4718%  | 0.0000% | $1001.00           | $469.96            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.0100%  | 0.0000% | $5845159.00        | $3845327.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 5.1718%  | 0.0000% | $1646898.00        | $1175473.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 4.7200%  | 0.0000% | $4915222.00        | $5001513.45        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-25      | 5.0000%  | 0.0000% | $430766.00         | $422199.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 5.5218%  | 0.0000% | $1000.00           | $845.78            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2038-08-15      | 4.7990%  | 0.0000% | $1370.00           | $74.16             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-01-25      | 3.0800%  | 0.0000% | $1000.00           | $963.66            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2026-07-25      | 2.3400%  | 0.0000% | $3143.00           | $508.04            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2047-02-15      | 3.5000%  | 0.0000% | $182143.00         | $135185.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2027-12-25      | 3.3640%  | 0.0000% | $2669.00           | $2650.75           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-03-25      | 3.5420%  | 0.0000% | $3845196.00        | $3669187.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2052-09-25      | 4.7218%  | 0.0000% | $11887838.00       | $7847451.57        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-08-25      | 6.0000%  | 0.0000% | $780070.00         | $812810.32         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-12-25      | 5.5218%  | 0.0000% | $288668.00         | $218021.97         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-04-25      | 5.2500%  | 0.0000% | $750000.00         | $658801.41         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-07-25      | 5.0000%  | 0.0000% | $1000.00           | $997.75            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-11-25      | 5.0000%  | 0.0000% | $1024.00           | $930.10            | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2053-05-25      | 5.0000%  | 0.0000% | $6000000.00        | $5592013.55        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2045-01-01      | 6.3200%  | 0.0000% | $470000.00         | $17574.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 4.0000%  | 0.0000% | $107000.00         | $10834.19          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-11-01      | 4.5000%  | 0.0000% | $548998.00         | $40384.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $40475.00          | $41000.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $161208.00         | $166164.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 6.5340%  | 0.0000% | $4626.00           | $357.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 4.0000%  | 0.0000% | $99998.00          | $20782.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-04-01      | 6.5480%  | 0.0000% | $16307880.00       | $15159506.93       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $340000.00         | $192915.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 2.9700%  | 0.0000% | $187753.00         | $148319.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-11-01      | 4.9900%  | 0.0000% | $121254.00         | $122049.30         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1034426.00        | $921214.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $47825.00          | $34238.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 3.0000%  | 0.0000% | $774362.00         | $272912.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.0000%  | 0.0000% | $88481152.00       | $53413333.25       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $425000.00         | $301691.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $5949970.00        | $4963083.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $490999.00         | $394060.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-09-01      | 3.5000%  | 0.0000% | $2842068.00        | $1195051.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $2064000.00        | $1142645.10        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 2.5000%  | 0.0000% | $278166.00         | $202979.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $5565048.00        | $5616163.75        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.0000%  | 0.0000% | $100000.00         | $10148.96          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $1000.00           | $974.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $306736.00         | $271105.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $916.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $874.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1001.00           | $1022.40           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $2000.00           | $1845.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.62           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1374181.00        | $1105566.18        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1683.59           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $1008.53           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $900.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $920.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $32360.00          | $26697.60          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.50           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $28928.00          | $25034.36          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $303015.00         | $296345.64         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $848531.00         | $862076.85         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $1017.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $13387.00          | $13613.60          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $117024.00         | $112509.97         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $8800030.00        | $9130544.88        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $960.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $11004.00          | $10927.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $936.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.0000%  | 0.0000% | $2119308.00        | $2185493.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.63           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $835.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.96           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1001.00           | $1022.54           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $836.37            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $953653.00         | $949259.92         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $9000.00           | $9107.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1280188.00        | $1312211.66        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $266944.00         | $272936.36         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $12000.00          | $11502.49          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1008.00           | $1030.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1011.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $335459.00         | $342892.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.35           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $42036.00          | $42660.83          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $626176.00         | $629765.54         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $1053.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1009.77           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $42648.00          | $43723.18          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.28           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1027.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1966.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $127897.00         | $132241.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $92577.00          | $93584.33          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1017.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.0000%  | 0.0000% | $196803.00         | $188414.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $2024.00           | $2029.58           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1970.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $14111.00          | $14415.36          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $957.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $846.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 4.0000%  | 0.0000% | $8000.00           | $7447.43           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 3.0000%  | 0.0000% | $1000.00           | $863.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $97677.00          | $95356.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $1075.00           | $923.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $6719.00           | $6732.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | 0.0000% | $2001.00           | $1948.86           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $24672.00          | $25010.25          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 3.5000%  | 0.0000% | $1000.00           | $934.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1833.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.0000%  | 0.0000% | $75211.00          | $71033.06          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.0000%  | 0.0000% | $54032.00          | $47893.73          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $977.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.0000%  | 0.0000% | $1532000.00        | $1430469.28        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1008.00           | $942.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $343525.00         | $323143.29         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $1000.00           | $946.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 3.0000%  | 0.0000% | $2000.00           | $1762.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $967.34            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 4.5000%  | 0.0000% | $115687.00         | $111542.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $2443501.00        | $2111678.84        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-02      | 6.0000%  | 0.0000% | $207611.00         | $184105.22         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.0000%  | 0.0000% | $598530.00         | $584448.28         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 4.5000%  | 0.0000% | $119219.00         | $116816.84         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $28208.00          | $28534.00          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $238161.00         | $248356.43         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $804628.00         | $775252.57         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-06-20      | 6.1250%  | 0.0000% | $5805.00           | $78.61             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-08-20      | 4.5000%  | 0.0000% | $283997.00         | $20946.10          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-12-20      | 4.6250%  | 0.0000% | $799952.00         | $27090.39          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $212417016.00      | $25212374.90       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $1899710.00        | $1500433.28        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-15      | 6.5000%  | 0.0000% | $1000.00           | $1006.21           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-15      | 7.0000%  | 0.0000% | $3020.00           | $3086.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-09-15      | 7.0000%  | 0.0000% | $2000.00           | $1977.48           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2060-10-15      | 5.9600%  | 0.0000% | $1563048.00        | $1683201.85        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $3594708.00        | $3314086.93        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $3903864.00        | $4055747.72        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 4.5000%  | 0.0000% | $457377.00         | $436286.58         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-15      | 5.5000%  | 0.0000% | $100038.00         | $2593.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $12877648.00       | $605277.77         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-10-15      | 5.0000%  | 0.0000% | $31289747.00       | $514924.76         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-11-15      | 5.0000%  | 0.0000% | $3086.00           | $155.93            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-09-15      | 5.0000%  | 0.0000% | $12710490.00       | $492195.78         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-07-15      | 5.0000%  | 0.0000% | $566307.00         | $20883.90          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-11-15      | 6.5000%  | 0.0000% | $13072735.00       | $41746.69          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-20      | 5.3750%  | 0.0000% | $7145491.00        | $31420.66          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-20      | 4.0000%  | 0.0000% | $7078284.00        | $384525.65         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-15      | 5.0000%  | 0.0000% | $177157.00         | $12481.49          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-03-20      | 7.0000%  | 0.0000% | $2916.00           | $375.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-08-15      | 6.0000%  | 0.0000% | $2010.00           | $336.62            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2029-11-20      | 6.5000%  | 0.0000% | $10021.00          | $980.69            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-10-15      | 4.5000%  | 0.0000% | $4017.00           | $1106.25           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-01-20      | 4.0000%  | 0.0000% | $1000.00           | $54.41             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-12-15      | 6.5000%  | 0.0000% | $1000.00           | $26.01             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.0989%  | 0.0000% | $414526.00         | $265089.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 4.5000%  | 0.0000% | $1000.00           | $992.06            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $4006.00           | $2359.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $11499288.00       | $7211052.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $16083800.00       | $10209943.92       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.9789%  | 0.0000% | $16711089.00       | $11441736.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.0989%  | 0.0000% | $1001.00           | $403.12            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 4.9989%  | 0.0000% | $14070469.00       | $10306576.39       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.0489%  | 0.0000% | $276727.00         | $209078.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.0989%  | 0.0000% | $21858000.00       | $13151152.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.0989%  | 0.0000% | $11234.00          | $8322.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.0989%  | 0.0000% | $73058000.00       | $29421365.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.2489%  | 0.0000% | $1971045.00        | $1438489.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.0989%  | 0.0000% | $8720457.00        | $3771929.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.5989%  | 0.0000% | $1002.00           | $354.93            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.4989%  | 0.0000% | $571714.00         | $190695.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.2989%  | 0.0000% | $26821262.00       | $11767470.51       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.2838%  | 0.0000% | $7448900.00        | $6446176.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $1013.00           | $1042.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.3989%  | 0.0000% | $1334.00           | $741.50            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.1989%  | 0.0000% | $38540036.00       | $30498491.81       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.2089%  | 0.0000% | $21120166.00       | $14653528.91       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.1589%  | 0.0000% | $4479130.00        | $3438612.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.1989%  | 0.0000% | $17556809.00       | $13046636.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.6989%  | 0.0000% | $242560.00         | $179925.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0489%  | 0.0000% | $2863500.00        | $2481511.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.2489%  | 0.0000% | $2718400.00        | $2505999.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.9489%  | 0.0000% | $458224.00         | $304142.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.2089%  | 0.0000% | $595255.00         | $556752.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.3989%  | 0.0000% | $18239790.00       | $17657934.69       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.2489%  | 0.0000% | $1000.00           | $983.14            | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-08-15      | 6.7500%  | 0.0000% | $53600.00          | $55762.73          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 6.1250%  | 0.0000% | $100.00            | $105.21            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-07-15      | 0.6250%  | 0.0000% | $24227200.00       | $25760626.48       | U.S. Treasuries (including strips)        |

### Security 100: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 4.150000%
- **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):** $240000000.00
- **C.18.a - Value (excl. sponsor support):** $240000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 | 2039-11-15      | 4.3750%  | 0.0000% | $208671200.00      | $209835821.64      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-10-15      | 1.1250%  | 0.0000% | $35009700.00       | $34964238.63       | U.S. Treasuries (including strips) |

### Security 101: BNP Paribas Securities Corp.

- **C.1 - Title:** BNP Paribas Securities Corp. 3.980000%
- **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):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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          | 2053-09-01      | 4.7530%  | 0.0000% | $498050.00         | $433453.61         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 6.3570%  | 0.0000% | $1550526.00        | $1281897.79        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-01-01      | 6.4010%  | 0.0000% | $2005462.00        | $1840086.90        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2031-09-01      | 6.4880%  | 0.0000% | $4463789.00        | $30670.54          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-05-01      | 6.3230%  | 0.0000% | $3900000.00        | $16632.99          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 5.5000%  | 0.0000% | $15747.00          | $555.96            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-06-01      | 6.2500%  | 0.0000% | $3978097.00        | $23505.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-10-01      | 6.2170%  | 0.0000% | $4265.00           | $44.31             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-07-01      | 6.3070%  | 0.0000% | $18716107.00       | $163441.01         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-09-01      | 6.6630%  | 0.0000% | $2837.00           | $52.83             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-02-01      | 6.5630%  | 0.0000% | $1315.00           | $41.76             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2040-08-01      | 6.5720%  | 0.0000% | $6602624.00        | $2847100.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-03-01      | 4.2640%  | 0.0000% | $43596.00          | $989.27            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-09-01      | 7.0000%  | 0.0000% | $1707965.00        | $23129.32          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-09-01      | 6.5000%  | 0.0000% | $2028706.00        | $38487.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-03-01      | 6.0000%  | 0.0000% | $1003.00           | $14.89             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2033-05-01      | 4.5000%  | 0.0000% | $1000.00           | $34.67             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-01-01      | 4.0000%  | 0.0000% | $1000.00           | $112.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-04-01      | 4.5000%  | 0.0000% | $1000.00           | $90.61             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-10-01      | 3.0000%  | 0.0000% | $1000.00           | $306.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-12-01      | 3.0000%  | 0.0000% | $1000.00           | $128.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-05-01      | 4.0000%  | 0.0000% | $1000.00           | $70.30             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-11-01      | 5.0000%  | 0.0000% | $1000.00           | $200.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $310.03            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 4.5000%  | 0.0000% | $1000.00           | $274.44            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-04-01      | 4.0000%  | 0.0000% | $1102455.00        | $369284.41         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-01-01      | 5.0000%  | 0.0000% | $37632.00          | $3825.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $92.50             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-10-01      | 3.0000%  | 0.0000% | $1000.00           | $92.03             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-11-01      | 4.0000%  | 0.0000% | $4536691.00        | $183196.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-05-01      | 5.0000%  | 0.0000% | $1023.00           | $197.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 6.5000%  | 0.0000% | $1031.00           | $6.10              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-06-01      | 6.0000%  | 0.0000% | $1000.00           | $20.29             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-09-01      | 3.0000%  | 0.0000% | $1072.00           | $167.22            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-10-01      | 2.5000%  | 0.0000% | $491000.00         | $97514.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-11-01      | 4.0000%  | 0.0000% | $2419339.00        | $285517.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-01-01      | 4.0000%  | 0.0000% | $39000.00          | $6428.66           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2045-01-01      | 3.5000%  | 0.0000% | $480000.00         | $118421.67         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $179.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-10-01      | 3.0000%  | 0.0000% | $1685998.00        | $422839.25         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $298.35            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-15      | 4.0000%  | 0.0000% | $10764360.00       | $9195046.31        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2042-05-01      | 2.0000%  | 0.0000% | $1000.00           | $703.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.5000%  | 0.0000% | $102800.00         | $65652.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $15720.00          | $8676.65           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $716.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.0000%  | 0.0000% | $1008.00           | $675.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $719.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $71405.00          | $51231.74          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 4.5000%  | 0.0000% | $903050.00         | $660913.10         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.5000%  | 0.0000% | $6832918.00        | $5331208.59        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $1000.00           | $789.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.5000%  | 0.0000% | $2054067.00        | $1527201.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $697.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 6.0000%  | 0.0000% | $1531909.00        | $1145009.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.0000%  | 0.0000% | $3897935.00        | $3234812.86        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $9000.00           | $6370.02           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 3.0000%  | 0.0000% | $7000.00           | $5639.32           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $882.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $731.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $848.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2044-12-01      | 5.0000%  | 0.0000% | $4398350.00        | $3750649.81        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $778.42            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-06-01      | 4.0000%  | 0.0000% | $1000.00           | $829.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $9009.00           | $7965.82           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $847.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 3.5000%  | 0.0000% | $1000.00           | $867.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.5000%  | 0.0000% | $26193.00          | $22471.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $147.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-04-01      | 2.5000%  | 0.0000% | $1000.00           | $222.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $228.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $343.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-08-01      | 2.5000%  | 0.0000% | $2578151.00        | $1232077.65        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $6747657.00        | $5345753.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $9844493.00        | $5597762.70        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.5000%  | 0.0000% | $2240226.00        | $1253734.44        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $11000.00          | $6931.11           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.5000%  | 0.0000% | $18000.00          | $10654.37          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $634.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $641.32            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $704.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 3.0000%  | 0.0000% | $1000.00           | $739.61            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.0000%  | 0.0000% | $10410.00          | $8432.44           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $778.25            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $687.87            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 6.0000%  | 0.0000% | $1000.00           | $791.26            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.0000%  | 0.0000% | $195936.00         | $187792.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1000.00           | $945.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 3.0000%  | 0.0000% | $8000.00           | $6078.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-01      | 6.0000%  | 0.0000% | $466475.00         | $392566.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-01-01      | 3.5000%  | 0.0000% | $1000.00           | $177.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-02-01      | 3.0000%  | 0.0000% | $29000.00          | $6191.46           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $173.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 3.0000%  | 0.0000% | $1000.00           | $294.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-07-01      | 2.5000%  | 0.0000% | $1000.00           | $397.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-06-01      | 3.0000%  | 0.0000% | $1425000.00        | $525657.38         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $526.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-12-01      | 2.0000%  | 0.0000% | $98982.00          | $51929.26          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 2.0000%  | 0.0000% | $1000.00           | $556.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-01-01      | 2.0000%  | 0.0000% | $1001.00           | $562.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $438.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.5000%  | 0.0000% | $1000.00           | $541.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 2.0000%  | 0.0000% | $5300000.00        | $3458921.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $731.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.5000%  | 0.0000% | $136159.00         | $83148.16          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-05-01      | 3.0000%  | 0.0000% | $1000.00           | $785.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $748.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 5.0000%  | 0.0000% | $808547.00         | $557160.50         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-07-01      | 5.5000%  | 0.0000% | $600000.00         | $573265.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-08-01      | 5.0000%  | 0.0000% | $2730.00           | $1953.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 6.0000%  | 0.0000% | $1518131.00        | $1334567.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $80518.00          | $48565.60          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 4.0000%  | 0.0000% | $158220.00         | $145175.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.5000%  | 0.0000% | $1000.00           | $705.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-02-01      | 5.0000%  | 0.0000% | $500000.00         | $437289.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $845.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $795.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.5000%  | 0.0000% | $10920.00          | $7499.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1039357.00        | $1015830.99        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 3.0000%  | 0.0000% | $1000.00           | $783.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $951.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $733.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $871.08            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 6.0000%  | 0.0000% | $351912.00         | $359920.43         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $469.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $540.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $555.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-09-01      | 3.0000%  | 0.0000% | $5989960.00        | $4108877.91        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $12484.00          | $8443.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-05-01      | 3.5000%  | 0.0000% | $34000.00          | $23101.15          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-06-01      | 5.0000%  | 0.0000% | $1009.00           | $746.65            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 5.5000%  | 0.0000% | $3379995.00        | $2531935.06        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $821.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $817.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $845.47            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-09-25      | 0.0000%  | 0.0000% | $7696856.00        | $4261207.29        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-01-25      | 2.0000%  | 0.0000% | $41887680.00       | $3789411.30        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $1000.00           | $928.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.5000%  | 0.0000% | $1211032.00        | $1151947.57        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 5.0000%  | 0.0000% | $940350.00         | $928977.50         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $962.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 5.5000%  | 0.0000% | $1697471.00        | $1700671.46        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 3.0000%  | 0.0000% | $48000.00          | $9441.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 3.2710%  | 0.0000% | $1039674.00        | $138592.78         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2034-11-01      | 6.2790%  | 0.0000% | $2267.00           | $12.53             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 6.0000%  | 0.0000% | $1551091.00        | $7867.26           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-02-25      | 1.5000%  | 0.0000% | $1000.00           | $100.13            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.0000%  | 0.0000% | $100000.00         | $70063.30          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 3.5000%  | 0.0000% | $357877.00         | $308675.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | 1.7641%  | 0.0000% | $50000.00          | $43705.25          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-25      | 5.5000%  | 0.0000% | $1500000.00        | $923604.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 5.1718%  | 0.0000% | $11518416.00       | $8221267.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 5.0000%  | 0.0000% | $9761900.00        | $7975436.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 5.0000%  | 0.0000% | $13000000.00       | $10869313.32       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 5.5218%  | 0.0000% | $1024.00           | $866.08            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-06-25      | 5.0000%  | 0.0000% | $3554475.00        | $3498894.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 5.5000%  | 0.0000% | $19319701.00       | $18036556.87       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-07-25      | 5.5000%  | 0.0000% | $1008.00           | $1024.45           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-08-01      | 3.6500%  | 0.0000% | $1000.00           | $996.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-08-15      | 3.0000%  | 0.0000% | $1035000.00        | $148192.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2031-01-25      | 3.0800%  | 0.0000% | $1000.00           | $963.66            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2045-10-15      | 3.5000%  | 0.0000% | $2000000.00        | $120136.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2041-02-25      | 1.5000%  | 0.0000% | $3500000.00        | $2025504.51        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2033-04-25      | 3.7500%  | 0.0000% | $542939.00         | $528874.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2028-09-25      | 4.0500%  | 0.0000% | $250000.00         | $252432.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2034-01-25      | 3.7940%  | 0.0000% | $7325.00           | $7122.48           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-08-25      | 1.2500%  | 0.0000% | $2000000.00        | $918642.84         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-09-25      | 4.7218%  | 0.0000% | $1702116.00        | $1123608.25        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2031-10-25      | 5.0280%  | 0.0000% | $137345.00         | $142777.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-05-25      | 5.5218%  | 0.0000% | $6395000.00        | $4483142.43        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-09-25      | 5.3218%  | 0.0000% | $29500000.00       | $17753694.39       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-11-25      | 5.2718%  | 0.0000% | $1240000.00        | $1099910.69        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-02-25      | 5.0000%  | 0.0000% | $3341227.00        | $3013509.59        | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2036-07-25      | 5.0000%  | 0.0000% | $5250.00           | $5238.20           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2041-07-01      | 5.4200%  | 0.0000% | $557042.00         | $436220.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 6.0000%  | 0.0000% | $39283.00          | $45.78             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-12-01      | 6.4230%  | 0.0000% | $1930283.00        | $38862.60          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-12-01      | 4.0000%  | 0.0000% | $57973.00          | $9930.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-02-01      | 3.5600%  | 0.0000% | $1000.00           | $797.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 3.4400%  | 0.0000% | $25000.00          | $23258.79          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-02-01      | 4.5000%  | 0.0000% | $200000.00         | $38256.51          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-01-01      | 3.5000%  | 0.0000% | $100000.00         | $16673.76          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-06-01      | 4.0000%  | 0.0000% | $327000.00         | $46573.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-25      | 6.0000%  | 0.0000% | $4051399.00        | $838975.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-03-01      | 6.4410%  | 0.0000% | $2496667.00        | $8755.75           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-08-01      | 6.2570%  | 0.0000% | $4817039.00        | $37917.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 6.1040%  | 0.0000% | $1000000.00        | $18713.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-01      | 6.0990%  | 0.0000% | $6750000.00        | $66889.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5750%  | 0.0000% | $9395.00           | $125.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 6.1730%  | 0.0000% | $8146991.00        | $57296.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 5.9990%  | 0.0000% | $5154002.00        | $34532.84          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 6.5180%  | 0.0000% | $440000.00         | $7692.59           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-05-01      | 6.7730%  | 0.0000% | $57662.00          | $419.46            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $23000.00          | $19374.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $31561.00          | $26091.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $95000.00          | $78568.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $2991556.00        | $3026373.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $6078104.00        | $6292543.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $915060.00         | $901610.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1216722.00        | $1241324.13        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 4.5000%  | 0.0000% | $3811228.00        | $380668.56         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-11-01      | 2.8000%  | 0.0000% | $298678.00         | $245787.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $324000.00         | $32054.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 6.4730%  | 0.0000% | $9917297.00        | $8999894.57        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $99000.00          | $33220.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $100000.00         | $58397.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $9214.00           | $5247.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-08-01      | 4.1700%  | 0.0000% | $77938.00          | $75518.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-01-01      | 4.6900%  | 0.0000% | $84768.00          | $83708.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-11-01      | 4.9900%  | 0.0000% | $1236.00           | $1244.11           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1486244.00        | $1513451.14        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $316000.00         | $197595.31         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $2224.00           | $1427.94           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $3300000.00        | $2755240.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.5000%  | 0.0000% | $198000.00         | $118015.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-06-01      | 4.7600%  | 0.0000% | $38562.00          | $39686.47          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-04-01      | 5.1300%  | 0.0000% | $1000.00           | $1018.27           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-05-01      | 4.3000%  | 0.0000% | $832672.00         | $838827.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $4408000.00        | $276314.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 5.0000%  | 0.0000% | $1584188.00        | $218802.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-05-01      | 2.5000%  | 0.0000% | $389000.00         | $239490.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $318418.00         | $202120.04         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 2.5000%  | 0.0000% | $42353.00          | $27085.05          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $20000.00          | $15960.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $10000.00          | $8655.45           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $7949170.00        | $6104777.59        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 6.5000%  | 0.0000% | $94992000.00       | $62177485.53       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 4.5000%  | 0.0000% | $79000.00          | $72156.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $48662.00          | $43645.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $2444.00           | $2199.41           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $9952649.00        | $8753380.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.5000%  | 0.0000% | $99000.00          | $16444.99          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $200000.00         | $89620.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $99000.00          | $56900.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 3.0000%  | 0.0000% | $45000.00          | $26947.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-03-01      | 3.5000%  | 0.0000% | $463885.00         | $265702.32         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.0000%  | 0.0000% | $15085.00          | $12656.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $742423.00         | $634562.19         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $30912160.00       | $25348289.33       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $17531904.00       | $15085252.24       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 6.3400%  | 0.0000% | $1539.00           | $3.14              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-11-01      | 5.5310%  | 0.0000% | $16065535.00       | $128557.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-10-01      | 6.4530%  | 0.0000% | $24998626.00       | $310897.38         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-07-01      | 6.0000%  | 0.0000% | $5006824.00        | $358583.42         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 3.0000%  | 0.0000% | $73000.00          | $8170.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-05-01      | 4.0000%  | 0.0000% | $715000.00         | $81665.42          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $1100000.00        | $475462.86         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 4.5000%  | 0.0000% | $206000.00         | $174733.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-11-01      | 6.0000%  | 0.0000% | $84000.00          | $53004.43          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $177325.00         | $156179.23         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 5.5000%  | 0.0000% | $4509168.00        | $4572800.08        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 6.1670%  | 0.0000% | $44240000.00       | $409613.06         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $901.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.5000%  | 0.0000% | $8246840.00        | $8034315.87        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $922.81            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.0000%  | 0.0000% | $36589.00          | $32173.73          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 4.5000%  | 0.0000% | $35200.00          | $34501.47          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $3648.00           | $3114.99           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $977.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $2423300.00        | $2412109.40        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.0000%  | 0.0000% | $1000.00           | $985.10            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 5.5000%  | 0.0000% | $17585.00          | $16472.88          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $38412.00          | $38646.84          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $46023.00          | $46802.02          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $13015.00          | $12507.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $1001.00           | $1019.26           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1033.68           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $1016.00           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $1073418.00        | $1022731.01        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.39           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.08           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1199782.00        | $1225267.33        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1042.55           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $3277633.00        | $3415984.71        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $1008.00           | $1053.67           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $499392.00         | $517003.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $5000.00           | $5056.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $7999.00           | $8141.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1071.00           | $1097.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1027.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $2000.00           | $2053.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $983.49            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1002.00           | $1014.34           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1010.88           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1017.17           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1006.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1002.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.5000%  | 0.0000% | $1000.00           | $985.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1029.74           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 5.0000%  | 0.0000% | $1000.00           | $957.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $1024.00           | $891.57            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-10-01      | 3.0000%  | 0.0000% | $1000.00           | $846.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.0000%  | 0.0000% | $15000.00          | $13412.17          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.0000%  | 0.0000% | $32522.00          | $31521.01          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $999.68            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $1002.00           | $1004.04           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.0000%  | 0.0000% | $6108.00           | $5876.42           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $973.94            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $1066.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2041-07-01      | 4.7500%  | 0.0000% | $309817.00         | $305790.50         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 6.0000%  | 0.0000% | $468224.00         | $357697.02         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | 0.0000% | $1000.00           | $733.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1833.09           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 6.5000%  | 0.0000% | $13370.00          | $11849.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $919.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 6.5000%  | 0.0000% | $1008.00           | $895.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $2006027.00        | $1849635.94        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 4.5000%  | 0.0000% | $653635.00         | $611482.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1003.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-02      | 6.0000%  | 0.0000% | $1398.00           | $1239.72           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $979.85            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-07-20      | 6.0000%  | 0.0000% | $1000.00           | $51.83             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2046-05-20      | 5.5000%  | 0.0000% | $42642.00          | $3943.05           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-03-20      | 5.5000%  | 0.0000% | $1000000.00        | $49515.04          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1128430.00        | $1036818.41        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2031-12-20      | 4.7500%  | 0.0000% | $4574377.00        | $10903.49          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-20      | 4.0000%  | 0.0000% | $3297351.00        | $179127.60         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-03-20      | 4.7500%  | 0.0000% | $3591785.00        | $3562386.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.4989%  | 0.0000% | $135040.00         | $123705.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.1789%  | 0.0000% | $6670216.00        | $6669123.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 4.5000%  | 0.0000% | $2863908.00        | $2841168.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 5.5000%  | 0.0000% | $432187.00         | $260195.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 1.5000%  | 0.0000% | $20000000.00       | $9073987.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $1062250.00        | $502163.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.1289%  | 0.0000% | $61172.00          | $38227.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.2289%  | 0.0000% | $2507464.00        | $1699469.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 4.9989%  | 0.0000% | $22522744.00       | $14738011.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.3989%  | 0.0000% | $46737084.00       | $34770283.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 5.0489%  | 0.0000% | $8037274.00        | $6167331.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.9789%  | 0.0000% | $8299540.00        | $5682522.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.0989%  | 0.0000% | $18190611.00       | $7325585.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.0989%  | 0.0000% | $9675665.00        | $5471660.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.0489%  | 0.0000% | $14747294.00       | $11142161.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.0989%  | 0.0000% | $21207761.00       | $15711298.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.0989%  | 0.0000% | $47872000.00       | $19278649.84       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0489%  | 0.0000% | $40523.00          | $35628.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.2489%  | 0.0000% | $41032784.00       | $29946159.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.2989%  | 0.0000% | $29853137.00       | $17510347.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.1189%  | 0.0000% | $12531745.00       | $10324113.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.5989%  | 0.0000% | $1353797.00        | $479538.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 5.4989%  | 0.0000% | $1119174.00        | $383500.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 5.4989%  | 0.0000% | $1195840.00        | $398873.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.3989%  | 0.0000% | $26278600.00       | $8990317.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.3489%  | 0.0000% | $22689341.00       | $10719332.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.2838%  | 0.0000% | $11521000.00       | $9970116.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $175327.00         | $180403.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 5.2989%  | 0.0000% | $14848031.00       | $7521958.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.3989%  | 0.0000% | $20224.00          | $11241.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.1989%  | 0.0000% | $12013680.00       | $9506974.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.2089%  | 0.0000% | $3523053.00        | $2444353.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.1589%  | 0.0000% | $1193216.00        | $916027.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.1989%  | 0.0000% | $1252547.00        | $930779.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.2089%  | 0.0000% | $9908928.00        | $8620360.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.0989%  | 0.0000% | $6433891.00        | $5610800.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.1989%  | 0.0000% | $11324596.00       | $8332257.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.9489%  | 0.0000% | $18862.00          | $12519.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.0989%  | 0.0000% | $1092.00           | $953.46            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.7489%  | 0.0000% | $104727.00         | $75741.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.2489%  | 0.0000% | $1533098.00        | $1507250.67        | Agency Collateralized Mortgage Obligation |

### Security 102: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 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: BIV8TNH82, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8TNH82
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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    | 2057-12-25      | 3.5000%  | 0.0000% | $175000.00         | $41002.92          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2046-02-15      | 3.0000%  | 0.0000% | $764000.00         | $655676.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2054-12-25      | 5.5718%  | 0.0000% | $49240000.00       | $33279330.17       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-08-25      | 5.5000%  | 0.0000% | $83402368.00       | $60954286.97       | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2032-09-15      | 6.0000%  | 0.0000% | $4998.00           | $187.28            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2033-12-15      | 5.5000%  | 0.0000% | $12000.00          | $408.70            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-04-25      | 3.0000%  | 0.0000% | $16000000.00       | $20465.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-11-20      | 5.5000%  | 0.0000% | $7000.00           | $620.66            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-10-20      | 5.0000%  | 0.0000% | $9998.00           | $933.17            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 1.2500%  | 0.0000% | $19217632.00       | $558167.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-02-20      | 5.1989%  | 0.0000% | $5000000.00        | $5028607.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.0989%  | 0.0000% | $101836000.00      | $41010623.86       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.1589%  | 0.0000% | $39169000.00       | $34416657.81       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.4489%  | 0.0000% | $30000000.00       | $28033032.97       | Agency Collateralized Mortgage Obligation |

### Security 103: 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):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 | 2026-08-15      | 6.7500%  | 0.0000% | $36600.00          | $38076.79          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-15      | 5.2500%  | 0.0000% | $59800.00          | $62851.32          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-11-15      | 4.0000%  | 0.0000% | $1700.00           | $1526.90           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-15      | 2.3750%  | 0.0000% | $200.00            | $196.82            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-05-15      | 0.6250%  | 0.0000% | $156865500.00      | $138074808.82      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $88.04             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $260966400.00      | $307327496.47      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-02-15      | 1.8750%  | 0.0000% | $6051800.00        | $5473961.21        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-06-30      | 3.7500%  | 0.0000% | $12599300.00       | $12892690.18       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $76000.00          | $77125.29          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $10719400.00       | $11131031.03       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-30      | 4.6250%  | 0.0000% | $2809600.00        | $2920515.56        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 4.2500%  | 0.0000% | $62404700.00       | $65036234.98       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.5000%  | 0.0000% | $18463500.00       | $18551461.53       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $28478400.00       | $30343915.51       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.0218%  | 0.0000% | $20000000.00       | $20068033.27       | U.S. Treasuries (including strips) |

### Security 104: 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):** $155000000.00
- **C.18.a - Value (excl. sponsor support):** $155000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 | 2025-12-26      | 0.0000%  | 0.0000% | $100.00            | $99.73             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-11      | 0.0000%  | 0.0000% | $8325900.00        | $8316891.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-05      | 0.0000%  | 0.0000% | $602700.00         | $598561.86         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-26      | 0.0000%  | 0.0000% | $2495200.00        | $2472775.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $100.00            | $108.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $100.00            | $100.28            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $333900.00         | $346926.55         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-02-15      | 2.5000%  | 0.0000% | $1100.00           | $792.33            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-05-15      | 3.1250%  | 0.0000% | $100.00            | $78.04             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $200.00            | $152.98            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $65.15             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $100.00            | $75.25             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $19148400.00       | $12403261.32       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 0.1250%  | 0.0000% | $1200.00           | $837.27            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $9900.00           | $7102.98           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $200.00            | $150.20            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $7460500.00        | $5313287.77        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $200.00            | $126.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $102723000.00      | $74109144.56       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $200.00            | $149.38            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $1504000.00        | $1407570.23        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.8750%  | 0.0000% | $200.00            | $185.77            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $200.00            | $183.41            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $16349100.00       | $16425121.87       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $130400.00         | $130713.99         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 2.3750%  | 0.0000% | $1813900.00        | $1806537.41        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-07-15      | 0.1250%  | 0.0000% | $100.00            | $120.44            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 1.1250%  | 0.0000% | $24994600.00       | $23794706.33       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-03-31      | 0.7500%  | 0.0000% | $1303300.00        | $1291831.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $200.00            | $226.68            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-11-30      | 1.2500%  | 0.0000% | $160000.00         | $157264.59         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $700.00            | $757.05            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-06-30      | 3.2500%  | 0.0000% | $200.00            | $200.75            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $100.00            | $94.78             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $3870300.00        | $3914549.31        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-07-31      | 4.1250%  | 0.0000% | $2346200.00        | $2415183.18        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-12-31      | 3.7500%  | 0.0000% | $1593500.00        | $1627373.39        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-03-31      | 4.1250%  | 0.0000% | $1599900.00        | $1640507.26        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $101.29            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-11-30      | 4.1250%  | 0.0000% | $9300.00           | $9700.97           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-01-15      | 2.1250%  | 0.0000% | $276000.00         | $295044.63         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-28      | 4.1250%  | 0.0000% | $1222300.00        | $1242600.66        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-04-15      | 1.6250%  | 0.0000% | $300.00            | $310.48            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-31      | 4.0000%  | 0.0000% | $100.00            | $102.70            | U.S. Treasuries (including strips) |

### Security 105: 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):** $160000000.00
- **C.18.a - Value (excl. sponsor support):** $160000000.00
- **C.19 - Percentage of Net Assets:** 0.6700%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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 | 2029-04-15      | 3.8750%  | 0.0000% | $83400.00          | $179415.55         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-05-15      | 3.0000%  | 0.0000% | $13600.00          | $10718.14          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $1600.00           | $1089.86           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $2090400.00        | $1542245.82        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $64.31             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $200.00            | $129.55            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $28651900.00       | $20556960.76       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $10617200.00       | $7973602.25        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-05-15      | 3.2500%  | 0.0000% | $462000.00         | $393279.41         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $501200.00         | $374345.67         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 4.2500%  | 0.0000% | $31800.00          | $29986.68          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $94.93             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $37961200.00       | $38471201.17       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 0.3750%  | 0.0000% | $300.00            | $394.50            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-02-15      | 2.2500%  | 0.0000% | $15735600.00       | $15591223.30       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-09-30      | 0.3750%  | 0.0000% | $79500.00          | $75151.26          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-31      | 1.2500%  | 0.0000% | $100.00            | $95.29             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-07-15      | 0.1250%  | 0.0000% | $1131700.00        | $1282656.72        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 1.2500%  | 0.0000% | $67433800.00       | $63521634.76       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 2.7500%  | 0.0000% | $1124400.00        | $1111171.13        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-05-31      | 2.6250%  | 0.0000% | $265100.00         | $264980.32         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-08-15      | 2.7500%  | 0.0000% | $200.00            | $189.56            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-30      | 3.8750%  | 0.0000% | $100.00            | $102.62            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $800.00            | $837.00            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-04-30      | 4.6250%  | 0.0000% | $3441500.00        | $3618366.77        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-05-31      | 4.6250%  | 0.0000% | $4225300.00        | $4524553.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 4.1250%  | 0.0000% | $100.00            | $100.73            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-10-31      | 4.1250%  | 0.0000% | $5207200.00        | $5342022.78        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-02-15      | 4.6250%  | 0.0000% | $200.00            | $212.76            | U.S. Treasuries (including strips) |

### Security 106: 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: BIV8WUJT4, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV8WUJT4
- **C.18 - Value (incl. sponsor support):** $225000000.00
- **C.18.a - Value (excl. sponsor support):** $225000000.00
- **C.19 - Percentage of Net Assets:** 0.9400%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2026-02-19      | 0.0000%  | 0.0000% | $700.00            | $694.24            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2025-12-11      | 0.0000%  | 0.0000% | $1355000.00        | $1353533.89        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-02-05      | 0.0000%  | 0.0000% | $100.00            | $99.31             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-05-28      | 0.0000%  | 0.0000% | $200.00            | $196.40            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-05-15      | 4.5000%  | 0.0000% | $5843000.00        | $6038092.06        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $15728400.00       | $16196660.80       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 0.7500%  | 0.0000% | $30449300.00       | $34872747.52       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $89.12             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 1.3750%  | 0.0000% | $4800.00           | $5750.85           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $3217900.00        | $2632542.88        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $150000.00         | $116391.47         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $1400.00           | $1097.20           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $1000.00           | $772.15            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-05-15      | 2.8750%  | 0.0000% | $1915400.00        | $1413135.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $4274000.00        | $2784339.34        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-02-15      | 0.2500%  | 0.0000% | $4641600.00        | $3492810.04        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-05-15      | 1.1250%  | 0.0000% | $100.00            | $64.77             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $71.75             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $25000000.00       | $18775200.28       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $34281700.00       | $23749066.14       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $71.22             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $200.00            | $126.53            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $33901800.00       | $25678189.34       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-05-15      | 2.8750%  | 0.0000% | $100.00            | $72.14             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $1000.00           | $746.90            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 3.8750%  | 0.0000% | $9624000.00        | $8825521.50        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $389900.00         | $394389.23         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-02-15      | 2.1250%  | 0.0000% | $4177900.00        | $4124243.48        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-15      | 2.7500%  | 0.0000% | $100.00            | $99.21             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-01-15      | 0.1250%  | 0.0000% | $300.00            | $351.88            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-06-30      | 0.8750%  | 0.0000% | $100000.00         | $98712.74          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-01-15      | 0.1250%  | 0.0000% | $1025100.00        | $1108640.79        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-09-30      | 3.8750%  | 0.0000% | $100.00            | $101.79            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-01-31      | 3.5000%  | 0.0000% | $2690600.00        | $2721361.75        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-02-15      | 3.5000%  | 0.0000% | $12317200.00       | $12202913.79       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $9300.00           | $9491.28           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-09-30      | 4.6250%  | 0.0000% | $208500.00         | $216389.97         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-11-30      | 4.3750%  | 0.0000% | $100.00            | $104.62            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-01-31      | 4.0000%  | 0.0000% | $12847800.00       | $13200131.36       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-02-28      | 4.2500%  | 0.0000% | $29908800.00       | $30885468.72       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-03-31      | 4.1250%  | 0.0000% | $18912600.00       | $19483517.05       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-04-30      | 4.8750%  | 0.0000% | $131100.00         | $132169.48         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-04-15      | 2.1250%  | 0.0000% | $96000.00          | $103764.19         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2031-08-31      | 3.7500%  | 0.0000% | $252600.00         | $255855.41         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-03-31      | 4.1250%  | 0.0000% | $200.00            | $205.84            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-30      | 3.7500%  | 0.0000% | $100.00            | $100.54            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $102.24            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-09-30      | 3.6250%  | 0.0000% | $14800.00          | $14904.19          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2035-11-15      | 4.0000%  | 0.0000% | $952800.00         | $952677.53         | U.S. Treasuries (including strips) |

### Security 107: BofA Securities, Inc.

- **C.1 - Title:** BofA Securities, Inc. 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV8YRBR1, C.3 - LEI: 549300HN4UKV1E2R3U73, C.5 - Other ID: BIV8YRBR1
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-07-07
- **C.12 - Maturity Date (WAL):** 2026-07-07
- **C.13 - Final Legal Maturity Date:** 2026-07-07
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2040-05-15      | 4.3750%  | 0.0000% | $100.00            | $100.23            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 4.2500%  | 0.0000% | $500.00            | $492.17            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 4.7500%  | 0.0000% | $55496000.00       | $58324852.50       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $4911000.00        | $2874456.74        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-05-15      | 2.8750%  | 0.0000% | $100.00            | $98.68             | U.S. Treasuries (including strips) |

### Security 108: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 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: BIV8YXK23, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV8YXK23
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **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? 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 | 2032-12-01      | 3.0000%  | 0.0000% | $4900000.00        | $531524.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2027-11-01      | 2.5000%  | 0.0000% | $70000.00          | $989.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2038-06-01      | 6.0000%  | 0.0000% | $390000.00         | $3011.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2039-11-01      | 3.5000%  | 0.0000% | $35491849.00       | $30425801.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2034-11-01      | 3.5000%  | 0.0000% | $1450000.00        | $455292.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2052-04-01      | 3.5000%  | 0.0000% | $203000.00         | $141767.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2052-12-01      | 5.0000%  | 0.0000% | $6384655.00        | $5710201.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2049-11-01      | 5.0000%  | 0.0000% | $2240000.00        | $256381.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2054-10-01      | 4.0000%  | 0.0000% | $125000.00         | $112576.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2051-11-01      | 2.0000%  | 0.0000% | $6240880.00        | $4271190.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2052-09-01      | 5.0000%  | 0.0000% | $35830.00          | $30613.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2053-01-01      | 6.5000%  | 0.0000% | $400000.00         | $223308.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2053-01-01      | 6.5000%  | 0.0000% | $200000.00         | $122539.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2053-05-01      | 5.0000%  | 0.0000% | $2400416.00        | $1511108.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2053-06-01      | 5.5000%  | 0.0000% | $2575333.00        | $2247086.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2053-07-01      | 5.0000%  | 0.0000% | $1350002.00        | $986060.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2045-06-01      | 6.0000%  | 0.0000% | $6074533.00        | $5330348.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2051-05-01      | 2.0000%  | 0.0000% | $13019689.00       | $7478406.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2054-04-01      | 6.0000%  | 0.0000% | $14980236.00       | $11803503.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2054-05-01      | 6.5000%  | 0.0000% | $100000.00         | $94059.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2054-06-01      | 5.5000%  | 0.0000% | $137645.00         | $128606.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2038-05-01      | 4.5000%  | 0.0000% | $158728.00         | $103861.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-02-01      | 6.0000%  | 0.0000% | $1112279.00        | $823797.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-04-01      | 6.5000%  | 0.0000% | $7963117.00        | $7549212.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-05-01      | 6.5000%  | 0.0000% | $1187704.00        | $933727.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-07-01      | 5.0000%  | 0.0000% | $2182931.00        | $2143860.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-08-01      | 4.5000%  | 0.0000% | $100000.00         | $98022.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-08-01      | 6.0000%  | 0.0000% | $20272972.00       | $20828410.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-09-01      | 5.0000%  | 0.0000% | $1237425.00        | $1239530.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-09-01      | 6.0000%  | 0.0000% | $1193694.00        | $1243485.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-11-01      | 5.0000%  | 0.0000% | $4139920.00        | $4151337.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-11-01      | 6.0000%  | 0.0000% | $20153868.00       | $20959297.18       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-11-01      | 5.5000%  | 0.0000% | $28057699.00       | $28679794.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-12-01      | 5.0000%  | 0.0000% | $1052706.00        | $1070691.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-03-01      | 6.0000%  | 0.0000% | $69677575.00       | $68760613.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-01-01      | 6.0000%  | 0.0000% | $74883.00          | $72310.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-08-01      | 6.0000%  | 0.0000% | $200000.00         | $203280.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-09-01      | 6.0000%  | 0.0000% | $60415661.00       | $61880744.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-10-01      | 6.5000%  | 0.0000% | $28266594.00       | $29763045.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-11-01      | 4.5000%  | 0.0000% | $24370098.00       | $24467383.43       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-12-01      | 5.0000%  | 0.0000% | $10129886.00       | $10163213.32       | Agency Mortgage-Backed Securities |

### Security 109: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.690000%
- **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: BIV90WLD5, C.3 - LEI: 549300HXQQQCCUBS2Z23, C.5 - Other ID: BIV90WLD5
- **C.18 - Value (incl. sponsor support):** $245000000.00
- **C.18.a - Value (excl. sponsor support):** $245000000.00
- **C.19 - Percentage of Net Assets:** 1.0300%
- **C.17 - Yield as of Reporting Date:** 3.6900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-09-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 6.0000%  | 0.0000% | $1088.00           | $876.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2058-05-01      | 4.0000%  | 0.0000% | $11744000.00       | $3536576.08        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-04-20      | 5.1989%  | 0.0000% | $20097440.00       | $11023953.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 5.2489%  | 0.0000% | $1000.00           | $511.88            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.3489%  | 0.0000% | $15408900.00       | $14446789.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.3989%  | 0.0000% | $66934800.00       | $61749290.17       | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2043-08-15      | 3.6250%  | 0.0000% | $2000.00           | $1782.33           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-02-15      | 2.3750%  | 0.0000% | $3221900.00        | $2440358.87        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-11-15      | 4.6250%  | 0.0000% | $7734000.00        | $7752622.79        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-06-30      | 3.7500%  | 0.0000% | $147805500.00      | $150535353.52      | U.S. Treasuries (including strips)        |

### Security 110: Natixis

- **C.1 - Title:** Natixis 3.980000%
- **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: BIV94VRT2, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV94VRT2
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **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 BANK CONSOLIDATED BOND | 2029-10-24      | 4.0000%  | 0.0000% | $1089000.00        | $1108033.30        | Agency Debentures and Agency Strips |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2032-08-01      | 3.0000%  | 0.0000% | $668.40            | $57.79             | Agency Mortgage-Backed Securities   |
| GOLD REMIC (FIXED)                       | 2032-02-15      | 6.5000%  | 0.0000% | $1583909.40        | $76705.37          | Agency Mortgage-Backed Securities   |
| GOLD REMIC (FIXED)                       | 2032-04-15      | 6.0000%  | 0.0000% | $16784451.00       | $254976.75         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2052-06-01      | 5.0000%  | 0.0000% | $27326030.40       | $20287018.23       | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2030-08-01      | 3.8600%  | 0.0000% | $739.20            | $726.37            | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2042-04-25      | 3.5000%  | 0.0000% | $3000000.00        | $2806521.00        | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2042-09-25      | 2.0000%  | 0.0000% | $780600.00         | $649107.93         | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2043-05-25      | 3.0000%  | 0.0000% | $1004104.20        | $839438.14         | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2043-06-25      | 3.0000%  | 0.0000% | $1113795.60        | $929852.26         | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2043-06-25      | 3.0000%  | 0.0000% | $2017565.40        | $1231163.23        | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2043-07-25      | 2.5000%  | 0.0000% | $900000.00         | $844239.60         | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2044-02-25      | 4.0000%  | 0.0000% | $1908838.20        | $1826443.20        | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2045-07-25      | 3.0000%  | 0.0000% | $1482460.80        | $405842.17         | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2046-05-25      | 3.0000%  | 0.0000% | $3300000.00        | $2660865.90        | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2046-05-25      | 3.0000%  | 0.0000% | $1200000.00        | $983260.80         | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2047-04-25      | 3.0000%  | 0.0000% | $834000.00         | $708378.75         | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2047-05-25      | 3.5000%  | 0.0000% | $5100000.00        | $1510420.93        | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2051-07-25      | 2.5000%  | 0.0000% | $2400000.00        | $1639932.00        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY REMIC            | 2033-07-25      | 4.6482%  | 0.0000% | $11712000.00       | $2639143.70        | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE | 2053-09-25      | 4.9718%  | 0.0000% | $792.00            | $575.58            | Agency Mortgage-Backed Securities   |
| GOLD REMIC (FIXED)                       | 2041-09-15      | 4.0000%  | 0.0000% | $2400000.00        | $917332.16         | Agency Mortgage-Backed Securities   |
| GOLD REMIC (FIXED)                       | 2043-04-15      | 3.5000%  | 0.0000% | $900000.00         | $826414.20         | Agency Mortgage-Backed Securities   |
| GOLD REMIC (FIXED)                       | 2043-11-15      | 4.0000%  | 0.0000% | $3336747.00        | $2297377.44        | Agency Mortgage-Backed Securities   |
| GOLD REMIC (FIXED)                       | 2046-08-15      | 3.0000%  | 0.0000% | $595800.00         | $380367.55         | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY REMIC  | 2051-10-25      | 2.0000%  | 0.0000% | $784081.20         | $434661.69         | Agency Debentures and Agency Strips |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2037-06-01      | 6.3750%  | 0.0000% | $1228.20           | $37.55             | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT ADJUSTABLE RATE MBS     | 2028-04-01      | 3.4850%  | 0.0000% | $1624864.80        | $1440636.92        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2046-10-01      | 3.0000%  | 0.0000% | $35469876.00       | $8203032.17        | Agency Mortgage-Backed Securities   |
| FEDERAL NAT MORT REAL EST REMIC (FIXED)  | 2036-03-25      | 5.5000%  | 0.0000% | $2229600.00        | $356911.03         | Agency Mortgage-Backed Securities   |
| GOLD REMIC (FIXED)                       | 2035-04-15      | 6.0000%  | 0.0000% | $678365.40         | $708956.97         | Agency Mortgage-Backed Securities   |
| GOLD REMIC (FIXED)                       | 2036-11-15      | 5.7500%  | 0.0000% | $3000000.00        | $1160965.14        | Agency Mortgage-Backed Securities   |
| GOLD REMIC (FIXED)                       | 2037-07-15      | 6.0000%  | 0.0000% | $828357.00         | $88087.23          | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 6.5000%  | 0.0000% | $824547.60         | $862598.62         | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2031-11-01      | 2.5300%  | 0.0000% | $3216000.00        | $2667181.76        | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2051-09-01      | 2.4900%  | 0.0000% | $600000.00         | $429212.94         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-12-01      | 5.0000%  | 0.0000% | $11718346.20       | $10464386.51       | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2053-09-01      | 6.0000%  | 0.0000% | $600.00            | $548.71            | Agency Mortgage-Backed Securities   |
| FANNIE ADJ. MULTIFAMILY MORT             | 2030-04-01      | 4.4400%  | 0.0000% | $600.00            | $613.82            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-02-01      | 3.0000%  | 0.0000% | $492737.40         | $322534.93         | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2054-01-01      | 6.5000%  | 0.0000% | $617.40            | $502.00            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-05-01      | 4.5000%  | 0.0000% | $600.00            | $591.21            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2052-01-01      | 2.5000%  | 0.0000% | $7062796.80        | $6051778.63        | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-06-01      | 6.5000%  | 0.0000% | $628.80            | $600.44            | Agency Mortgage-Backed Securities   |
| FEDERAL NATIONAL MORT BACKED SECURITY    | 2055-08-01      | 5.0000%  | 0.0000% | $50178480.00       | $49539554.37       | Agency Mortgage-Backed Securities   |
| FED HOME LOAN FIXED SINGLE FAMILY MBS    | 2055-07-01      | 6.0000%  | 0.0000% | $16837935.60       | $16142824.69       | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2033-11-20      | 5.5000%  | 0.0000% | $11302323.00       | $1002129.34        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2067-05-20      | 5.4250%  | 0.0000% | $6600000.00        | $1892032.73        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2067-06-20      | 5.2274%  | 0.0000% | $6000000.00        | $1761307.03        | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2045-12-20      | 3.0000%  | 0.0000% | $2400000.00        | $732466.47         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2070-05-20      | 6.3225%  | 0.0000% | $9000000.00        | $2464893.92        | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2070-09-20      | 5.2704%  | 0.0000% | $1200000.00        | $596760.07         | Agency Mortgage-Backed Securities   |
| GNMA FIXED RATE REMIC                    | 2051-07-20      | 2.5000%  | 0.0000% | $667050.00         | $404705.24         | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2054-03-20      | 5.1989%  | 0.0000% | $30000000.00       | $24052124.11       | Agency Mortgage-Backed Securities   |
| GNMA ADJUSTABLE RATE REMIC               | 2075-04-20      | 4.9389%  | 0.0000% | $18000000.00       | $17709403.13       | Agency Mortgage-Backed Securities   |
| TENNESSEE VALLEY AUTHORITY BOND          | 2065-09-15      | 4.2500%  | 0.0000% | $1200000.00        | $1020405.67        | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY PRINCIPAL COMPONENT     | 2056-04-01      | 0.0000%  | 0.0000% | $18805800.00       | $3709669.72        | Agency Debentures and Agency Strips |
| TENNESSEE VALLEY PRINCIPAL COMPONENT     | 2065-09-15      | 0.0000%  | 0.0000% | $5828400.00        | $706839.21         | Agency Debentures and Agency Strips |
| U.S. TREASURY BILL                       | 2026-02-26      | 0.0000%  | 0.0000% | $477000.00         | $472511.43         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BILL                       | 2026-05-28      | 0.0000%  | 0.0000% | $600.00            | $588.93            | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2038-05-15      | 4.5000%  | 0.0000% | $336000.00         | $348172.95         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2042-11-15      | 2.7500%  | 0.0000% | $840180.00         | $661569.13         | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2045-02-15      | 2.5000%  | 0.0000% | $2125260.00        | $1561458.60        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2052-11-15      | 4.0000%  | 0.0000% | $9575460.00        | $8600471.96        | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2053-08-15      | 4.1250%  | 0.0000% | $60.00             | $55.63             | U.S. Treasuries (including strips)  |
| U.S. TREASURY BOND                       | 2055-02-15      | 4.6250%  | 0.0000% | $60.00             | $60.54             | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-06-30      | 1.8750%  | 0.0000% | $180.00            | $179.42            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2030-02-15      | 1.5000%  | 0.0000% | $120.00            | $111.03            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-03-31      | 0.6250%  | 0.0000% | $6313800.00        | $6079469.94        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-10-31      | 0.5000%  | 0.0000% | $2399460.00        | $2267481.88        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-11-30      | 0.6250%  | 0.0000% | $480.00            | $455.01            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-02-29      | 1.1250%  | 0.0000% | $60.00             | $57.12             | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-03-31      | 1.2500%  | 0.0000% | $44999940.00       | $42855292.31       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-12-31      | 3.8750%  | 0.0000% | $840.00            | $859.86            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2030-02-28      | 4.0000%  | 0.0000% | $1979940.00        | $2034594.77        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2030-03-31      | 3.6250%  | 0.0000% | $15600720.00       | $15737424.22       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2025-12-31      | 4.2500%  | 0.0000% | $280800.00         | $285789.50         | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2031-01-31      | 4.0000%  | 0.0000% | $953160.00         | $983243.14         | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-03-15      | 4.2500%  | 0.0000% | $600.00            | $610.16            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2026-03-31      | 4.5000%  | 0.0000% | $480.00            | $484.51            | U.S. Treasuries (including strips)  |
| TREASURY INFLATION ADJUSTED NOTE         | 2029-04-15      | 2.1250%  | 0.0000% | $540.00            | $583.80            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-08-15      | 3.7500%  | 0.0000% | $5400.00           | $5477.81           | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2029-12-31      | 4.3750%  | 0.0000% | $180.00            | $188.91            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2027-03-31      | 3.8750%  | 0.0000% | $15000000.00       | $15151663.60       | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2035-08-15      | 4.2500%  | 0.0000% | $540.00            | $558.11            | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2030-09-30      | 3.6250%  | 0.0000% | $8131620.00        | $8197207.10        | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2028-10-15      | 3.5000%  | 0.0000% | $60.00             | $60.29             | U.S. Treasuries (including strips)  |
| U.S. TREASURY NOTE                       | 2032-10-31      | 3.7500%  | 0.0000% | $60.00             | $60.15             | U.S. Treasuries (including strips)  |
| US TREASURY INTEREST ONLY STRIP          | 2029-08-15      | 0.0000%  | 0.0000% | $159.74            | $139.81            | U.S. Treasuries (including strips)  |

### Security 111: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.990000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV94VSP9, C.3 - LEI: N/A, C.5 - Other ID: BIV94VSP9
- **C.18 - Value (incl. sponsor support):** $190000000.00
- **C.18.a - Value (excl. sponsor support):** $190000000.00
- **C.19 - Percentage of Net Assets:** 0.8000%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **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? 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 | 2043-05-15      | 3.8750%  | 0.0000% | $84960300.00       | $77911362.65       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-08-15      | 4.1250%  | 0.0000% | $99729000.00       | $92062502.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2053-11-15      | 4.7500%  | 0.0000% | $23555000.00       | $23826207.59       | U.S. Treasuries (including strips) |

### Security 112: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV95JDP1, C.3 - LEI: N/A, C.5 - Other ID: BIV95JDP1
- **C.18 - Value (incl. sponsor support):** $125000000.00
- **C.18.a - Value (excl. sponsor support):** $125000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **Characteristics:** C.9 Eligible 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 | 2028-08-31      | 1.1250%  | 0.0000% | $15000000.00       | $14116273.26       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-06-15      | 3.8750%  | 0.0000% | $81118400.00       | $83317368.67       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-08-31      | 3.6250%  | 0.0000% | $29763300.00       | $30066447.93       | U.S. Treasuries (including strips) |

### Security 113: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 3.980000%
- **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: BIV95RQY0, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV95RQY0
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp          | 2027-10-15      | 3.5000%  | 0.0000% | $300000.00         | $83.28             | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2043-09-15      | 0.0000%  | 0.0000% | $961650.00         | $153702.77         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2037-10-15      | 1.6070%  | 0.0000% | $18750000.00       | $67103.99          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2032-12-01      | 0.0000%  | 0.0000% | $49124416.95       | $75541.35          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2033-12-01      | 5.5000%  | 0.0000% | $143363.55         | $131.69            | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2027-04-01      | 3.0000%  | 0.0000% | $270000.00         | $44.96             | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2039-11-01      | 4.5000%  | 0.0000% | $225000.00         | $1306.07           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2032-07-01      | 3.5000%  | 0.0000% | $3206250.00        | $16986.99          | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $300.00            | $216.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $15150.00          | $2339.17           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $66764.25          | $9694.43           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $15000.00          | $2757.63           | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $68056.80          | $10348.04          | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-01-25      | 1.5000%  | 0.0000% | $101250.00         | $7697.42           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2052-04-25      | 2.0000%  | 0.0000% | $28500.00          | $3398.23           | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2054-08-25      | 5.0000%  | 0.0000% | $37350.15          | $6925.28           | Agency Debentures and Agency Strips       |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $389.85            | $61.98             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $7500000.00        | $1824809.90        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $240.00            | $51.26             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $6635550.00        | $3240383.23        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $9351532.35        | $9684428.60        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $23827852.80       | $23842044.45       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $9592161.90        | $9939628.37        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-10-20      | 5.8750%  | 0.0000% | $6674280.00        | $24233.58          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-10-20      | 5.8750%  | 0.0000% | $6983070.30        | $41113.19          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2038-12-20      | 4.7500%  | 0.0000% | $7397155.20        | $32709.18          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $4940236.80        | $5132616.53        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $9147863.25        | $9107294.51        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2070-10-20      | 5.4404%  | 0.0000% | $149974.05         | $75640.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-12-16      | 4.6500%  | 0.0000% | $4496250.00        | $4498022.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $7724671.65        | $7764724.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $1313145.00        | $1309340.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 4.5000%  | 0.0000% | $2225228.40        | $2191705.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 4.0000%  | 0.0000% | $740724.30         | $738109.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $2547172.20        | $2552819.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $3991485.60        | $4010804.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $3205844.40        | $3185227.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.2111%  | 0.0000% | $201136.80         | $201384.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.2388%  | 0.0000% | $9060038.25        | $9071564.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3554526.00        | $3626867.71        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-02-15      | 6.0000%  | 0.0000% | $120.00            | $122.53            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-08-15      | 6.7500%  | 0.0000% | $15.00             | $15.61             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-15      | 6.5000%  | 0.0000% | $75.00             | $77.14             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-15      | 6.6250%  | 0.0000% | $60.00             | $63.42             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-15      | 6.1250%  | 0.0000% | $45.00             | $47.34             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 5.5000%  | 0.0000% | $90.00             | $96.17             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-15      | 5.2500%  | 0.0000% | $60.00             | $64.19             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-08-15      | 6.1250%  | 0.0000% | $30.00             | $33.21             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 6.2500%  | 0.0000% | $90.00             | $100.09            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 5.3750%  | 0.0000% | $30.00             | $32.95             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2036-02-15      | 4.5000%  | 0.0000% | $105.00            | $111.22            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2037-02-15      | 4.7500%  | 0.0000% | $90.00             | $96.91             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2037-05-15      | 5.0000%  | 0.0000% | $15.00             | $16.31             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2038-02-15      | 4.3750%  | 0.0000% | $30.00             | $31.10             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-05-15      | 4.2500%  | 0.0000% | $120.00            | $119.81            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-08-15      | 4.5000%  | 0.0000% | $30.00             | $30.98             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2039-11-15      | 4.3750%  | 0.0000% | $90.00             | $90.50             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-02-15      | 4.6250%  | 0.0000% | $75.00             | $78.17             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-08-15      | 3.8750%  | 0.0000% | $75.00             | $71.58             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-02-15      | 3.1250%  | 0.0000% | $75.00             | $62.77             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 2.8750%  | 0.0000% | $15.00             | $11.94             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 3.7500%  | 0.0000% | $15.00             | $13.48             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 3.6250%  | 0.0000% | $82500.00          | $73432.60          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 3.3750%  | 0.0000% | $60.00             | $50.85             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 3.1250%  | 0.0000% | $75.00             | $61.61             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 2.5000%  | 0.0000% | $78210.00          | $57461.99          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 2.5000%  | 0.0000% | $45.00             | $32.56             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-05-15      | 2.5000%  | 0.0000% | $3750000.00        | $2681654.21        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-11-15      | 2.8750%  | 0.0000% | $30.00             | $22.85             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-02-15      | 3.0000%  | 0.0000% | $105.00            | $82.29             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2047-08-15      | 2.7500%  | 0.0000% | $596055.00         | $443473.54         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-08-15      | 3.0000%  | 0.0000% | $3750120.00        | $2893479.27        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-11-15      | 3.3750%  | 0.0000% | $60.00             | $48.96             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 3.0000%  | 0.0000% | $135.00            | $103.71            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-05-15      | 2.8750%  | 0.0000% | $750090.00         | $556048.81         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-08-15      | 2.2500%  | 0.0000% | $1350015.00        | $883773.60         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-11-15      | 2.3750%  | 0.0000% | $135.00            | $89.78             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-08-15      | 1.3750%  | 0.0000% | $7500090.00        | $3862645.60        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-05-15      | 1.1250%  | 0.0000% | $75.00             | $48.72             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-11-15      | 1.3750%  | 0.0000% | $45.00             | $29.91             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-02-15      | 1.8750%  | 0.0000% | $105.00            | $61.46             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-02-15      | 1.8750%  | 0.0000% | $45.00             | $32.41             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-05-15      | 2.3750%  | 0.0000% | $7500060.00        | $4905436.00        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-05-15      | 2.2500%  | 0.0000% | $15.00             | $11.30             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2051-08-15      | 2.0000%  | 0.0000% | $120.00            | $72.05             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-08-15      | 1.7500%  | 0.0000% | $45.00             | $31.29             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 2.0000%  | 0.0000% | $45.00             | $32.18             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $135.00            | $85.83             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-05-15      | 2.8750%  | 0.0000% | $3358080.00        | $2434011.80        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-08-15      | 3.0000%  | 0.0000% | $90.00             | $67.54             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-11-15      | 4.0000%  | 0.0000% | $5745075.00        | $5160102.64        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-02-15      | 3.6250%  | 0.0000% | $1365.00           | $1157.41           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-05-15      | 3.6250%  | 0.0000% | $60.00             | $50.28             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 3.8750%  | 0.0000% | $135.00            | $124.25            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $105.00            | $97.35             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-11-15      | 4.7500%  | 0.0000% | $2306925.00        | $2344748.88        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 4.6250%  | 0.0000% | $105.00            | $105.83            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $60.00             | $57.17             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $3750075.00        | $3664295.87        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-02-15      | 4.6250%  | 0.0000% | $75.00             | $75.68             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 4.7500%  | 0.0000% | $120.00            | $123.97            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-05-15      | 4.7500%  | 0.0000% | $65940.00          | $67134.56          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-08-15      | 4.7500%  | 0.0000% | $464310.00         | $478366.05         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-08-15      | 4.8750%  | 0.0000% | $491280.00         | $515229.73         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-15      | 1.5000%  | 0.0000% | $3489780.00        | $3228789.44        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-15      | 0.6250%  | 0.0000% | $1950030.00        | $1706091.56        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 0.3750%  | 0.0000% | $1346190.00        | $1344061.30        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-31      | 0.7500%  | 0.0000% | $2355150.00        | $2328190.64        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-02-15      | 3.5000%  | 0.0000% | $1877310.00        | $1862979.39        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-08-15      | 3.8750%  | 0.0000% | $2700030.00        | $2740007.69        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 4.5000%  | 0.0000% | $1350075.00        | $1370388.26        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-11-30      | 4.1250%  | 0.0000% | $3000105.00        | $3126828.21        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-02-15      | 4.6250%  | 0.0000% | $486990.00         | $518890.93         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-11-15      | 3.5000%  | 0.0000% | $1291950.00        | $1294478.22        | U.S. Treasuries (including strips)        |

### Security 114: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.980000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV97ETZ1, C.3 - LEI: N/A, C.5 - Other ID: BIV97ETZ1
- **C.18 - Value (incl. sponsor support):** $120000000.00
- **C.18.a - Value (excl. sponsor support):** $120000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 | 2043-05-15      | 3.8750%  | 0.0000% | $79030500.00       | $72473542.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $50295200.00       | $49926531.74       | U.S. Treasuries (including strips) |

### Security 115: Fixed Income Clearing Corp. - Wells Fargo Bank, N.A.

- **C.1 - Title:** Fixed Income Clearing Corp. - Wells Fargo Bank, N.A. 3.970000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV97KQB3, C.3 - LEI: N/A, C.5 - Other ID: BIV97KQB3
- **C.18 - Value (incl. sponsor support):** $50000000.00
- **C.18.a - Value (excl. sponsor support):** $50000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **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? 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 | 2043-05-15      | 3.8750%  | 0.0000% | $55614200.00       | $51000033.01       | U.S. Treasuries (including strips) |

### Security 116: Wells Fargo Securities, LLC

- **C.1 - Title:** Wells Fargo Securities, LLC 3.950000%
- **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: BIV97KQC1, C.3 - LEI: VYVVCKR63DVZZN70PB21, C.5 - Other ID: BIV97KQC1
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2026-01-28
- **C.12 - Maturity Date (WAL):** 2026-01-28
- **C.13 - Final Legal Maturity Date:** 2026-01-28
- **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? 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 | 2047-12-01      | 3.0000%  | 0.0000% | $23994.00          | $3579.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2054-08-01      | 6.0000%  | 0.0000% | $12761146.00       | $11823863.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-04-01      | 5.0000%  | 0.0000% | $5129514.00        | $4871042.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2054-12-01      | 5.5000%  | 0.0000% | $24632712.00       | $25123995.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2055-03-01      | 6.0000%  | 0.0000% | $932225.00         | $919956.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-06-01      | 3.5000%  | 0.0000% | $3852392.00        | $3529970.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-07-01      | 3.5000%  | 0.0000% | $13137116.00       | $12394941.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-08-01      | 4.0000%  | 0.0000% | $563465.00         | $540131.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp | 2040-11-01      | 5.5000%  | 0.0000% | $1937378.00        | $1992519.65        | Agency Mortgage-Backed Securities |

### Security 117: TD Securities (USA) LLC

- **C.1 - Title:** TD Securities (USA) LLC 4.080000%
- **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: BIV97U5Y4, C.3 - LEI: SUVUFHICNZMP2WKHG940, C.5 - Other ID: BIV97U5Y4
- **C.18 - Value (incl. sponsor support):** $340000000.00
- **C.18.a - Value (excl. sponsor support):** $340000000.00
- **C.19 - Percentage of Net Assets:** 1.4300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **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                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $58487529.58       | $36055093.40       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $283333333.33      | $173366376.24      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-02-20      | 5.0000%  | 0.0000% | $1580196.04        | $1286448.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.9489%  | 0.0000% | $70833333.33       | $37011660.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $35416666.67       | $25657524.59       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $4250000.00        | $4431751.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $531250.00         | $558716.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $708333.33         | $744935.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.1989%  | 0.0000% | $70833333.33       | $30743280.61       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.3489%  | 0.0000% | $70833333.33       | $32538729.18       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 5.2989%  | 0.0000% | $6720185.00        | $4405484.38        | Agency Collateralized Mortgage Obligation |

### Security 118: Mitsubishi UFJ Trust & Banking Corp.

- **C.1 - Title:** Mitsubishi UFJ Trust & Banking Corp. 4.040000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV97UAM4, C.3 - LEI: K5HU16E3LMSVCCJJJ255, C.5 - Other ID: BIV97UAM4
- **C.18 - Value (incl. sponsor support):** $133050000.00
- **C.18.a - Value (excl. sponsor support):** $133050000.00
- **C.19 - Percentage of Net Assets:** 0.5600%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **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 1.125 15-AUG-2040 | 2040-08-15      | 1.1250%  | 0.0000% | $25300000.00       | $25862773.00       | U.S. Treasuries (including strips) |
| TREASURY BOND 1.375 15-NOV-2040 | 2040-11-15      | 1.3750%  | 0.0000% | $6500000.00        | $6655719.00        | U.S. Treasuries (including strips) |
| TREASURY NOTE 4.375 31-AUG-2028 | 2028-08-15      | 4.3750%  | 0.0000% | $101250000.00      | $103430747.00      | U.S. Treasuries (including strips) |

### Security 119: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.030000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV97UAX0, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16, C.5 - Other ID: BIV97UAX0
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.8400%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. TREASURY BOND | 2045-08-15      | 2.8750%  | 0.0000% | $6864250.00        | $5326267.60        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2046-08-15      | 2.2500%  | 0.0000% | $108516.67         | $73917.63          | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2046-11-15      | 2.8750%  | 0.0000% | $516000.00         | $391256.20         | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2048-02-15      | 3.0000%  | 0.0000% | $18007000.00       | $13904191.17       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2040-11-15      | 1.3750%  | 0.0000% | $22036733.33       | $14595144.11       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2051-05-15      | 2.3750%  | 0.0000% | $1400.00           | $911.30            | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-08-15      | 1.7500%  | 0.0000% | $17877950.00       | $12385168.09       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2041-11-15      | 2.0000%  | 0.0000% | $7127033.33        | $5075796.40        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2053-08-15      | 4.1250%  | 0.0000% | $66.67             | $61.54             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-05-15      | 4.6250%  | 0.0000% | $11004950.00       | $10924282.74       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-11-15      | 4.5000%  | 0.0000% | $9672050.00        | $9407896.86        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2055-05-15      | 4.7500%  | 0.0000% | $16.67             | $16.89             | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2045-05-15      | 5.0000%  | 0.0000% | $4732383.33        | $4970183.61        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-11-30      | 1.2500%  | 0.0000% | $15288316.67       | $15026942.93       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2032-11-15      | 4.1250%  | 0.0000% | $4527333.33        | $4628837.75        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2030-07-31      | 4.0000%  | 0.0000% | $544566.67         | $561124.48         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2034-02-15      | 4.0000%  | 0.0000% | $4609600.00        | $4701216.00        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-06-30      | 4.2500%  | 0.0000% | $16960233.33       | $17667218.26       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2029-07-31      | 4.0000%  | 0.0000% | $20878166.67       | $21483058.90       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2034-08-15      | 3.8750%  | 0.0000% | $21913566.67       | $22071243.23       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-11-30      | 4.2500%  | 0.0000% | $8027083.33        | $8243884.90        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2026-12-31      | 4.2500%  | 0.0000% | $331533.33         | $339501.36         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2035-02-15      | 4.6250%  | 0.0000% | $4520483.33        | $4808860.03        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-03-31      | 3.8750%  | 0.0000% | $14616.67          | $14763.07          | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-04-30      | 3.7500%  | 0.0000% | $8493650.00        | $8539418.48        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2035-05-15      | 4.2500%  | 0.0000% | $657516.67         | $672272.82         | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2027-05-31      | 3.8750%  | 0.0000% | $17389133.33       | $17804338.04       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2035-11-15      | 4.0000%  | 0.0000% | $382283.33         | $382234.20         | U.S. Treasuries (including strips) |

### Security 120: Metropolitan Life Insurance Co.

- **C.1 - Title:** Metropolitan Life Insurance Co. 4.040000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV97UB92, C.3 - LEI: 549300H7EXFMRS487544, C.5 - Other ID: BIV97UB92
- **C.18 - Value (incl. sponsor support):** $40004737.50
- **C.18.a - Value (excl. sponsor support):** $40004737.50
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-03
- **C.12 - Maturity Date (WAL):** 2025-12-03
- **C.13 - Final Legal Maturity Date:** 2025-12-03
- **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 NOTE 3.875 31-JUL-2027 | 2027-07-31      | 3.8750%  | 0.0000% | $40004737.50       | $40839371.00       | U.S. Treasuries (including strips) |

### Security 121: ING Financial Markets, LLC

- **C.1 - Title:** ING Financial Markets LLC 4.090000%
- **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: BIV982UZ4, C.3 - LEI: KBVRJ5K57JZ3E2AVWX40, C.5 - Other ID: BIV982UZ4
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 1.0500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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       | 2037-04-01      | 6.9950%  | 0.0000% | $12501389.50       | $21115.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2038-03-01      | 6.9250%  | 0.0000% | $10431234.50       | $66540.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2040-09-01      | 6.6500%  | 0.0000% | $9849152.00        | $136381.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2037-10-01      | 5.9330%  | 0.0000% | $24976493.00       | $88256.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2036-07-01      | 6.2500%  | 0.0000% | $19000000.00       | $69140.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2036-11-01      | 6.6080%  | 0.0000% | $17080696.50       | $69522.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2038-01-01      | 6.6600%  | 0.0000% | $25000000.00       | $48286.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp       | 2038-04-01      | 6.7750%  | 0.0000% | $15372098.50       | $278048.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 5.7270%  | 0.0000% | $14810808.00       | $15549.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-01      | 6.4390%  | 0.0000% | $27617214.00       | $839311.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 4.2190%  | 0.0000% | $11933113.00       | $299858.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-10-01      | 4.2900%  | 0.0000% | $2908500.00        | $2941184.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 4.5700%  | 0.0000% | $2844000.00        | $2918841.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 4.5800%  | 0.0000% | $3131540.00        | $3113916.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-02-01      | 4.6900%  | 0.0000% | $2262500.00        | $2330158.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.0000%  | 0.0000% | $123912725.50      | $57210709.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 6.3350%  | 0.0000% | $11037035.50       | $95549.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $38213766.00       | $27313493.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $61799111.00       | $49667887.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $113744401.00      | $106211374.06      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 6.7110%  | 0.0000% | $23800000.00       | $462882.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 6.5110%  | 0.0000% | $82423173.50       | $801992.02         | Agency Mortgage-Backed Securities |

### Security 122: Natixis

- **C.1 - Title:** Natixis 4.090000%
- **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: BIV982V00, C.3 - LEI: 2549003L5ZG5M2ZSE107, C.5 - Other ID: BIV982V00
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2053-09-01      | 4.8030%  | 0.0000% | $30622996.20       | $25771662.53       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-10-01      | 3.5000%  | 0.0000% | $82674.00          | $12973.16          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-06-01      | 3.0000%  | 0.0000% | $600.00            | $104.20            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.0000%  | 0.0000% | $1194405.60        | $920342.76         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2043-05-01      | 3.5000%  | 0.0000% | $10601997.00       | $1547501.40        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-11-01      | 2.4000%  | 0.0000% | $101416.80         | $81565.17          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2038-01-01      | 2.9200%  | 0.0000% | $181430.40         | $152000.57         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-02-15      | 6.5000%  | 0.0000% | $1.80              | $0.09              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2050-01-01      | 5.0000%  | 0.0000% | $609872.40         | $73661.06          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-01-01      | 7.0000%  | 0.0000% | $802120.20         | $724529.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 5.0000%  | 0.0000% | $1245.00           | $953.16            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-06-01      | 5.0000%  | 0.0000% | $614.40            | $493.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-08-01      | 5.5000%  | 0.0000% | $22856.40          | $19937.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.8600%  | 0.0000% | $2582.40           | $2537.57           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-25      | 3.0000%  | 0.0000% | $1935000.00        | $1704678.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-25      | 4.9718%  | 0.0000% | $35997732.60       | $26161217.88       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-04-15      | 3.5000%  | 0.0000% | $2405400.00        | $2208729.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2043-05-15      | 3.0000%  | 0.0000% | $1326.60           | $1158.04           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2040-10-15      | 4.0000%  | 0.0000% | $1800000.00        | $412672.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2051-08-25      | 2.0000%  | 0.0000% | $300000.00         | $173708.10         | Agency Debentures and Agency Strips       |
| Federal Home Loan Mortgage Corp          | 2051-10-25      | 2.0000%  | 0.0000% | $1926600.00        | $1083980.30        | Agency Debentures and Agency Strips       |
| Federal National Mortgage Association    | 2037-07-01      | 3.2100%  | 0.0000% | $9978333.00        | $8795177.11        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2036-02-15      | 5.5000%  | 0.0000% | $2493000.00        | $424449.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp          | 2036-07-15      | 6.0000%  | 0.0000% | $1796681.40        | $371048.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $806795.40         | $837703.28         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $564413.40         | $595939.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $868575.00         | $896000.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.0000%  | 0.0000% | $600.00            | $621.00            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $607.20            | $636.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $333012.00         | $322566.17         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-06-01      | 3.8900%  | 0.0000% | $521315.40         | $516909.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-05-01      | 3.5000%  | 0.0000% | $600.00            | $559.24            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-12-01      | 1.2700%  | 0.0000% | $600.00            | $467.64            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.0000%  | 0.0000% | $1014625.80        | $174524.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 5.0000%  | 0.0000% | $749801.40         | $300056.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $354981.00         | $300194.24         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.0000%  | 0.0000% | $806.40            | $720.11            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-02-01      | 4.6800%  | 0.0000% | $61986.60          | $63482.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-07-01      | 4.8600%  | 0.0000% | $600.00            | $620.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-01-01      | 5.1550%  | 0.0000% | $810086.40         | $847812.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-09-01      | 4.2250%  | 0.0000% | $2991000.00        | $3000259.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 4.9450%  | 0.0000% | $57000.00          | $59119.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-07-01      | 4.7700%  | 0.0000% | $27958500.00       | $28841695.04       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.2150%  | 0.0000% | $12945756.00       | $13705558.60       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 5.0800%  | 0.0000% | $5619900.00        | $5937210.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 4.5900%  | 0.0000% | $600.00            | $616.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-10-01      | 4.4800%  | 0.0000% | $17137074.00       | $17435070.58       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $34824642.00       | $23259790.25       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1605669.60        | $1094740.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $30000000.00       | $22750131.64       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.9520%  | 0.0000% | $609.60            | $497.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.5000%  | 0.0000% | $600.00            | $559.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $30000000.00       | $23124543.37       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $32222858.40       | $32483860.36       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $11139744.00       | $10971671.67       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $7170979.80        | $6847583.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $71004045.00       | $70099946.19       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 7.0000%  | 0.0000% | $600.00            | $606.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $620835.00         | $646094.40         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 6.5000%  | 0.0000% | $786952.20         | $822634.70         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.5000%  | 0.0000% | $1556967.60        | $1418681.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 5.0000%  | 0.0000% | $4324026.00        | $4255932.00        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $614.40            | $632.87            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-11-20      | 5.5000%  | 0.0000% | $2874.00           | $254.83            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-01-20      | 5.0994%  | 0.0000% | $606.00            | $253.91            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-20      | 4.9219%  | 0.0000% | $8400000.00        | $2271376.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-06-20      | 4.5274%  | 0.0000% | $7199068.80        | $1417554.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 5.6275%  | 0.0000% | $5999196.00        | $1212979.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-05-20      | 4.9989%  | 0.0000% | $6000000.00        | $3233546.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-03-20      | 5.5989%  | 0.0000% | $2200404.00        | $1437825.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | 4.9235%  | 0.0000% | $7200000.00        | $2536736.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-07-20      | 4.8989%  | 0.0000% | $1320000.00        | $1035700.10        | Agency Collateralized Mortgage Obligation |
| Tennessee Valley Authority               | 2042-12-15      | 3.5000%  | 0.0000% | $2044800.00        | $1771803.30        | Agency Debentures and Agency Strips       |
| U.S. Treasury                            | 2026-01-15      | 0.0000%  | 0.0000% | $60.00             | $59.70             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 2.7500%  | 0.0000% | $120.00            | $94.49             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-05-15      | 2.8750%  | 0.0000% | $60.00             | $47.75             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-11-15      | 3.0000%  | 0.0000% | $1859820.00        | $1463308.88        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-08-15      | 2.2500%  | 0.0000% | $780.00            | $533.77            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-11-15      | 2.8750%  | 0.0000% | $332160.00         | $253014.40         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-08-15      | 3.0000%  | 0.0000% | $600.00            | $462.94            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-11-15      | 3.3750%  | 0.0000% | $960.00            | $783.42            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2049-02-15      | 3.0000%  | 0.0000% | $20999940.00       | $16132317.34       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 2.0000%  | 0.0000% | $4232760.00        | $2594675.62        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-02-15      | 0.2500%  | 0.0000% | $780.00            | $589.07            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-05-15      | 1.2500%  | 0.0000% | $420.00            | $209.51            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2040-05-15      | 1.1250%  | 0.0000% | $1500.00           | $974.38            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2050-11-15      | 1.6250%  | 0.0000% | $4799940.00        | $2620117.15        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-08-15      | 1.7500%  | 0.0000% | $2819340.00        | $1960225.66        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2041-11-15      | 2.0000%  | 0.0000% | $5999820.00        | $4290352.68        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-02-15      | 2.2500%  | 0.0000% | $60.00             | $38.15             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2052-05-15      | 2.8750%  | 0.0000% | $35400.00          | $25658.72          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-11-15      | 4.0000%  | 0.0000% | $840.00            | $788.72            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-08-15      | 4.1250%  | 0.0000% | $8194020.00        | $7597050.42        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-11-15      | 4.7500%  | 0.0000% | $60.00             | $60.98             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-05-15      | 4.6250%  | 0.0000% | $60.00             | $60.47             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $120.00            | $114.33            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2054-11-15      | 4.5000%  | 0.0000% | $1320.00           | $1289.81           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-02-15      | 4.6250%  | 0.0000% | $4720440.00        | $4763189.87        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-02-15      | 4.7500%  | 0.0000% | $600.00            | $619.87            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-05-15      | 5.0000%  | 0.0000% | $3474540.00        | $3662073.36        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-15      | 2.8750%  | 0.0000% | $6513480.00        | $6427361.75        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-15      | 2.3750%  | 0.0000% | $13758600.00       | $13265738.06       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-06-30      | 1.8750%  | 0.0000% | $4970220.00        | $4954199.06        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-15      | 1.6250%  | 0.0000% | $20954700.00       | $20759057.77       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-11-15      | 2.0000%  | 0.0000% | $1380.00           | $1359.36           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-15      | 2.3750%  | 0.0000% | $600.00            | $590.46            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-02-15      | 1.5000%  | 0.0000% | $60.00             | $55.51             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 0.6250%  | 0.0000% | $60.00             | $57.77             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-15      | 0.6250%  | 0.0000% | $120.00            | $105.63            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-11-30      | 0.6250%  | 0.0000% | $1020.00           | $966.91            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-02-15      | 1.1250%  | 0.0000% | $12060000.00       | $10711377.46       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-31      | 0.7500%  | 0.0000% | $120.00            | $118.93            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-05-15      | 1.6250%  | 0.0000% | $4464480.00        | $4027798.33        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-05-31      | 1.2500%  | 0.0000% | $4488420.00        | $4277907.24        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-02-15      | 1.8750%  | 0.0000% | $22320.00          | $20188.84          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 1.8750%  | 0.0000% | $600000.00         | $572945.28         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-03-31      | 2.5000%  | 0.0000% | $6793560.00        | $6725775.20        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-05-31      | 2.6250%  | 0.0000% | $1696260.00        | $1695414.51        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 2.6250%  | 0.0000% | $600.00            | $586.80            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-09-30      | 4.1250%  | 0.0000% | $594000.00         | $604420.62         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-10-31      | 4.0000%  | 0.0000% | $360.00            | $367.24            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-31      | 3.5000%  | 0.0000% | $600000.00         | $607012.83         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-02-29      | 4.0000%  | 0.0000% | $780.00            | $796.32            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-04-15      | 3.7500%  | 0.0000% | $60.00             | $60.27             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-31      | 3.7500%  | 0.0000% | $60.00             | $61.58             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-09-30      | 4.6250%  | 0.0000% | $2999880.00        | $3160543.27        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-09-30      | 4.6250%  | 0.0000% | $60.00             | $62.30             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-10-15      | 4.6250%  | 0.0000% | $60.00             | $60.82             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-10-31      | 4.8750%  | 0.0000% | $3940560.00        | $4106558.92        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2033-11-15      | 4.5000%  | 0.0000% | $9990060.00        | $10460851.79       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 3.7500%  | 0.0000% | $660.00            | $675.31            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 4.2500%  | 0.0000% | $7851420.00        | $7990930.77        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-31      | 4.2500%  | 0.0000% | $1799940.00        | $1825982.78        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2031-01-31      | 4.0000%  | 0.0000% | $60.00             | $61.89             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-15      | 4.1250%  | 0.0000% | $4200300.00        | $4275820.14        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-02-28      | 4.2500%  | 0.0000% | $520680.00         | $538039.94         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-03-31      | 4.1250%  | 0.0000% | $299880.00         | $307741.69         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-03-31      | 4.5000%  | 0.0000% | $60.00             | $60.56             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-04-15      | 4.5000%  | 0.0000% | $60.00             | $61.07             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-05-15      | 4.3750%  | 0.0000% | $727200.00         | $754274.48         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-05-31      | 4.5000%  | 0.0000% | $120.00            | $126.57            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-07-31      | 4.0000%  | 0.0000% | $600.00            | $617.70            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2034-08-15      | 3.8750%  | 0.0000% | $384060.00         | $387392.25         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2029-09-30      | 3.5000%  | 0.0000% | $60.00             | $60.29             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-09-30      | 3.5000%  | 0.0000% | $3319200.00        | $3333150.85        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-01-15      | 4.2500%  | 0.0000% | $120.00            | $123.73            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-01-31      | 4.1250%  | 0.0000% | $3000000.00        | $3057813.26        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-02-15      | 4.6250%  | 0.0000% | $12931800.00       | $13778914.78       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 4.1250%  | 0.0000% | $19304580.00       | $19623329.01       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-04-15      | 3.7500%  | 0.0000% | $660.00            | $667.06            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-04-30      | 3.8750%  | 0.0000% | $540.00            | $548.72            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2035-05-15      | 4.2500%  | 0.0000% | $180.00            | $184.32            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-05-31      | 4.0000%  | 0.0000% | $3587760.00        | $3724889.28        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-06-30      | 3.8750%  | 0.0000% | $11434200.00       | $11767131.15       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-08-15      | 3.6250%  | 0.0000% | $60.00             | $60.86             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-08-31      | 3.6250%  | 0.0000% | $45195000.00       | $45700383.72       | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2032-10-31      | 3.7500%  | 0.0000% | $480.00            | $481.17            | U.S. Treasuries (including strips)        |

### Security 123: Sumitomo Mitsui Banking Corp.

- **C.1 - Title:** Sumitomo Mitsui Banking Corp. 4.090000%
- **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: BIV982V34, C.3 - LEI: 5U0XI89JRFVHWIBS4F54, C.5 - Other ID: BIV982V34
- **C.18 - Value (incl. sponsor support):** $1307656866.00
- **C.18.a - Value (excl. sponsor support):** $1307656866.00
- **C.19 - Percentage of Net Assets:** 5.4800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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    | 2050-04-01      | 2.5000%  | 0.0000% | $7943128.97        | $1753120.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 2.0000%  | 0.0000% | $9233680.70        | $3991156.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $444214.24         | $341307.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $111513566.28      | $86897185.24       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 3.0000%  | 0.0000% | $17725099.58       | $1895513.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $740183131.70      | $72279630.72       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 3.5000%  | 0.0000% | $71176009.94       | $6964811.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.5000%  | 0.0000% | $204731200.04      | $141689903.95      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-10-20      | 5.0000%  | 0.0000% | $80135442.67       | $60177225.47       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 5.0000%  | 0.0000% | $33383582.44       | $25745391.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $37781055.82       | $29115380.68       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $15769781.49       | $11982094.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $38583844.38       | $29765004.74       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.0000%  | 0.0000% | $5358679.64        | $3335977.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $356625993.45      | $228007627.70      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 6.5000%  | 0.0000% | $1664271.18        | $784608.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $167436913.56      | $144213576.34      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $140757482.84      | $100346703.93      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $53349506.02       | $49018326.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $253021039.68      | $227660622.27      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $122822177.67      | $116310736.25      | Agency Mortgage-Backed Securities |

### Security 124: RBC Dominion Securities Inc.

- **C.1 - Title:** RBC Dominion Securities Inc. 4.090000%
- **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: BIV982V67, C.3 - LEI: 549300QJJX6CVVUXLE15, C.5 - Other ID: BIV982V67
- **C.18 - Value (incl. sponsor support):** $1080000000.00
- **C.18.a - Value (excl. sponsor support):** $1080000000.00
- **C.19 - Percentage of Net Assets:** 4.5300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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          | 2035-01-01      | 5.0000%  | 0.0000% | $4505.40           | $84.20             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-12-01      | 5.5000%  | 0.0000% | $808.20            | $33.81             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 5.0000%  | 0.0000% | $525.24            | $18.74             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2029-08-01      | 6.5000%  | 0.0000% | $5579.64           | $3.82              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 2.5000%  | 0.0000% | $1079280.00        | $182545.66         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2037-04-01      | 3.5000%  | 0.0000% | $3790692.00        | $574616.91         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2030-07-01      | 3.0000%  | 0.0000% | $536.76            | $62.06             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2046-12-01      | 3.0000%  | 0.0000% | $577.80            | $129.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-03-01      | 3.5000%  | 0.0000% | $360.00            | $105.02            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-08-01      | 4.0000%  | 0.0000% | $357339.96         | $44469.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2047-11-01      | 3.5000%  | 0.0000% | $360.00            | $61.15             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $360.00            | $36.69             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-03-01      | 3.5000%  | 0.0000% | $1282613.76        | $150696.86         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-07-01      | 4.0000%  | 0.0000% | $143280.00         | $60495.41          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2032-09-01      | 3.5000%  | 0.0000% | $232783.20         | $3781.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2035-01-01      | 2.5000%  | 0.0000% | $93279.60          | $27630.48          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-01-01      | 3.0000%  | 0.0000% | $373.68            | $227.23            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-11-01      | 5.0000%  | 0.0000% | $2374545.60        | $1824259.53        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-03-01      | 3.0000%  | 0.0000% | $360.00            | $254.39            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 5.5000%  | 0.0000% | $360.00            | $290.73            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2053-07-01      | 5.5000%  | 0.0000% | $360.00            | $310.33            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-04-01      | 5.5000%  | 0.0000% | $360.00            | $312.18            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-12-01      | 3.0000%  | 0.0000% | $360.00            | $63.06             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2051-07-01      | 3.0000%  | 0.0000% | $385.92            | $225.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.5000%  | 0.0000% | $8988744.96        | $5964554.77        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-11-01      | 5.5000%  | 0.0000% | $2059896.96        | $1858726.49        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2049-08-01      | 4.0000%  | 0.0000% | $360.00            | $85.48             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-08-01      | 6.0000%  | 0.0000% | $78396.12          | $78439.85          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2052-02-01      | 3.0000%  | 0.0000% | $7081192.80        | $4535750.06        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-07-01      | 6.5000%  | 0.0000% | $442028.88         | $423522.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-05-01      | 5.5000%  | 0.0000% | $4438884.24        | $18214.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-12-01      | 4.0000%  | 0.0000% | $746917.92         | $31342.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-10-01      | 4.5000%  | 0.0000% | $123120.00         | $12340.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-11-01      | 3.5000%  | 0.0000% | $3103793.28        | $184067.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-03-01      | 3.5000%  | 0.0000% | $989280.00         | $154860.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 4.0000%  | 0.0000% | $635689.44         | $58216.21          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2027-12-01      | 2.5000%  | 0.0000% | $704687.76         | $21191.12          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2028-01-01      | 2.5000%  | 0.0000% | $1367640.00        | $46091.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-12-01      | 3.0000%  | 0.0000% | $709734.60         | $126338.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-08-01      | 3.5000%  | 0.0000% | $360.00            | $32.13             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-04-01      | 3.0000%  | 0.0000% | $687431.88         | $65756.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 3.5000%  | 0.0000% | $134452.44         | $13292.70          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $193320.00         | $38075.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 4.0000%  | 0.0000% | $108066.96         | $19189.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 3.5000%  | 0.0000% | $10575083.52       | $1128619.96        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 3.5000%  | 0.0000% | $392402.88         | $71902.29          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-06-01      | 3.5000%  | 0.0000% | $3194622.00        | $636558.81         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-05-01      | 3.0000%  | 0.0000% | $423738.72         | $42918.20          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-12-01      | 4.0000%  | 0.0000% | $382938.48         | $60585.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-11-01      | 4.5000%  | 0.0000% | $12237373.44       | $366732.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $2568225.60        | $1775657.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $61414.92          | $55670.87          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $165021.48         | $149420.22         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $23760.00          | $19556.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $1559586.24        | $1207255.71        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $535824.72         | $426287.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $2016069.12        | $1932623.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1598109.48        | $1526496.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $360.00            | $330.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $2058621.12        | $1978082.97        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1206064.80        | $1265947.04        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $4680.00           | $3929.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $2369379.60        | $2278990.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $1800208.80        | $1761023.22        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $694859.04         | $640993.48         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $360.72            | $374.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 7.0000%  | 0.0000% | $1508973.12        | $1503868.25        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $714549.60         | $725217.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $2455453.44        | $2556516.02        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $453909.60         | $462490.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.0000%  | 0.0000% | $367367.04         | $366136.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $3681468.00        | $3687525.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $460673.28         | $482363.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $990336.96         | $1009035.87        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $434376.00         | $459006.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $653364.00         | $665484.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $425880.00         | $443426.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $601830.00         | $614950.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $3351841.92        | $3425151.26        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 4.0000%  | 0.0000% | $545914.08         | $80941.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.5000%  | 0.0000% | $162360.00         | $66752.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $359640.00         | $69703.38          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.0000%  | 0.0000% | $442405.44         | $157706.09         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-10-01      | 3.5000%  | 0.0000% | $40682.16          | $11437.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $546840.00         | $51670.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 4.0000%  | 0.0000% | $582793.20         | $158487.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.0000%  | 0.0000% | $169920.00         | $36345.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 4.0000%  | 0.0000% | $1195388.64        | $522175.49         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $293040.00         | $76461.13          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $360.00            | $104.90            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 2.0000%  | 0.0000% | $3020400.00        | $1813005.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-10-01      | 1.5000%  | 0.0000% | $170280.00         | $75602.33          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $990000.00         | $584383.01         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 4.0000%  | 0.0000% | $952015.68         | $908702.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $82846.44          | $60878.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $50040.00          | $36943.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $108000.00         | $79175.80          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $181800.00         | $136569.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $355385.16         | $295229.06         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $53280.00          | $39380.64          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $72057.60          | $56903.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 3.0000%  | 0.0000% | $22717.44          | $19294.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $44640.00          | $33926.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.5000%  | 0.0000% | $404357.40         | $320117.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-04-01      | 3.5000%  | 0.0000% | $418320.00         | $64623.93          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 3.0000%  | 0.0000% | $360030.24         | $38382.32          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $52920.00          | $18740.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 2.0000%  | 0.0000% | $146324.16         | $65460.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $150120.00         | $61636.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.5000%  | 0.0000% | $2521868.04        | $1333028.70        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-10-01      | 2.0000%  | 0.0000% | $9343987.20        | $5212079.38        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-01-01      | 3.5000%  | 0.0000% | $360.00            | $211.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 4.0000%  | 0.0000% | $418296.96         | $149981.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $123032.88         | $78447.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $181440.00         | $130955.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $50978.88          | $34876.03          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $1157400.00        | $745101.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1094466.24        | $694726.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $371.88            | $271.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $139281.84         | $106785.78         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $144000.00         | $99176.11          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $880912.80         | $605045.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $180000.00         | $127949.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $556909.92         | $414707.96         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $234481.32         | $181093.13         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $104968.80         | $80816.22          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $43560.00          | $34524.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $220131.72         | $177463.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $216389.16         | $172466.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.5000%  | 0.0000% | $7200.00           | $5374.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 6.5000%  | 0.0000% | $4253685.12        | $2659229.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $1134115.20        | $787145.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $2649176.64        | $2259640.82        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $337320.00         | $250850.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $524651.04         | $438051.00         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.0000%  | 0.0000% | $20753487.36       | $17049550.79       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $286948.80         | $199303.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $360.00            | $321.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.0000%  | 0.0000% | $41120.28          | $32031.72          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 6.5000%  | 0.0000% | $148680.00         | $106910.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $495650.88         | $392878.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $6000203.52        | $5342384.23        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-11-01      | 5.5000%  | 0.0000% | $2607.12           | $2312.76           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 5.0000%  | 0.0000% | $196885.08         | $172952.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $167060.88         | $141888.60         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 6.5000%  | 0.0000% | $375.12            | $304.80            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $158760.00         | $139759.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 6.0000%  | 0.0000% | $5018728.32        | $4242634.61        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.5000%  | 0.0000% | $133478.28         | $109917.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.0000%  | 0.0000% | $472320.00         | $448372.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1469700.36        | $1356665.95        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 4.5000%  | 0.0000% | $160786.80         | $153758.59         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.5000%  | 0.0000% | $72999.72          | $70461.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $368.64            | $326.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $222840.00         | $176208.92         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $3138105.60        | $3106526.06        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1567886.40        | $1519827.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $390194.28         | $390760.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $9938407.68        | $10027296.80       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-08-01      | 3.0000%  | 0.0000% | $76680.00          | $32483.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 3.0000%  | 0.0000% | $368.64            | $231.27            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $26868960.00       | $17384858.21       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $527760.00         | $347332.58         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1429560.00        | $927280.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.5000%  | 0.0000% | $2189520.00        | $1515035.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $9000.00           | $7022.78           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-10-01      | 4.5000%  | 0.0000% | $1258920.00        | $921620.94         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $35640.00          | $25047.02          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 5.5000%  | 0.0000% | $9442310.40        | $7230101.28        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $9360.00           | $7135.95           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 6.0000%  | 0.0000% | $2998967.04        | $2291654.63        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 3.0000%  | 0.0000% | $7197972.48        | $5052415.24        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.5000%  | 0.0000% | $1247695.20        | $854441.51         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-12-01      | 3.0000%  | 0.0000% | $360.00            | $258.12            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $338400.00         | $267564.54         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 6.0000%  | 0.0000% | $5450296.32        | $4301196.84        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.5000%  | 0.0000% | $4103640.00        | $3302525.39        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $2446698.24        | $1814036.54        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 5.5000%  | 0.0000% | $1707448.32        | $1417261.77        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $15723671.04       | $12278681.78       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 5.5000%  | 0.0000% | $2526.84           | $2272.55           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 4.5000%  | 0.0000% | $4774913.28        | $4334432.36        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.0000%  | 0.0000% | $18153930.24       | $17949836.35       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-05-01      | 6.0000%  | 0.0000% | $2402168.40        | $2367420.16        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 7.0000%  | 0.0000% | $12948566.40       | $11456958.06       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $374.40            | $383.63            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 7.0000%  | 0.0000% | $367250.40         | $320764.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-04-01      | 6.0000%  | 0.0000% | $1620849.60        | $38954.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.5000%  | 0.0000% | $1050130.80        | $97319.86          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-10-01      | 6.0000%  | 0.0000% | $1739880.00        | $30257.31          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2026-11-01      | 3.0000%  | 0.0000% | $3130698.24        | $20730.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-07-01      | 3.5000%  | 0.0000% | $18165864.96       | $1204577.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 3.5000%  | 0.0000% | $1014912.00        | $218577.35         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2031-05-01      | 2.5000%  | 0.0000% | $869883.84         | $90835.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-02-01      | 4.5000%  | 0.0000% | $627498.72         | $36812.56          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-03-01      | 3.0000%  | 0.0000% | $49680.00          | $11116.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-07-01      | 3.0000%  | 0.0000% | $225685.80         | $24209.94          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-12-01      | 3.0000%  | 0.0000% | $1078560.00        | $154314.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.0000%  | 0.0000% | $7836065.28        | $563415.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-03-01      | 4.0000%  | 0.0000% | $826.56            | $61.77             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $3598560.00        | $267684.50         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 2.5000%  | 0.0000% | $233280.00         | $54996.14          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 4.5000%  | 0.0000% | $355680.00         | $41705.90          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1038600.00        | $296739.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 3.5000%  | 0.0000% | $1073160.00        | $237031.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 5.5000%  | 0.0000% | $9069336.72        | $7505819.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.0000%  | 0.0000% | $1868711.04        | $1222682.12        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.0000%  | 0.0000% | $1072438.56        | $728420.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-05-01      | 2.0000%  | 0.0000% | $1222920.00        | $763618.69         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1614567.60        | $1199088.15        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 2.5000%  | 0.0000% | $633807.36         | $401981.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-06-01      | 3.0000%  | 0.0000% | $572396.40         | $411607.45         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.0000%  | 0.0000% | $69480.00          | $52033.24          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $5683154.76        | $4400310.02        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $59760.00          | $46751.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $63403.92          | $47582.92          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $46483.56          | $36194.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $719.28            | $578.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $36615.24          | $26107.77          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.5000%  | 0.0000% | $1445886.36        | $854052.57         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 6.0000%  | 0.0000% | $49679.64          | $35573.65          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-11-01      | 5.0000%  | 0.0000% | $107280.00         | $84336.59          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 5.0000%  | 0.0000% | $21600.00          | $19522.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-08-01      | 4.5000%  | 0.0000% | $264805.56         | $256733.77         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-11-01      | 5.0000%  | 0.0000% | $360.00            | $363.91            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 4.5000%  | 0.0000% | $596243.52         | $583818.16         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-01-01      | 5.5000%  | 0.0000% | $362.88            | $328.11            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.5000%  | 0.0000% | $1121297.76        | $889552.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 4.0000%  | 0.0000% | $704136.24         | $667488.21         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-03-01      | 6.5000%  | 0.0000% | $837701.28         | $881020.46         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $3354923.52        | $3219895.97        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-05-01      | 5.5000%  | 0.0000% | $1521374.40        | $1467959.48        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $734107.68         | $721783.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 5.5000%  | 0.0000% | $360.00            | $364.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.0000%  | 0.0000% | $391640.40         | $407257.77         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $605643.12         | $588583.53         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $427040.64         | $419822.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.5000%  | 0.0000% | $587249.28         | $615826.51         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.5000%  | 0.0000% | $2161080.00        | $2220884.59        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 5.0000%  | 0.0000% | $443728.80         | $446151.68         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.0000%  | 0.0000% | $360.00            | $375.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-10-01      | 6.5000%  | 0.0000% | $499200.48         | $532344.95         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $360.00            | $367.60            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 7.0000%  | 0.0000% | $480580.56         | $513337.89         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $564577.20         | $582811.35         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $392760.00         | $401683.90         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $360.00            | $374.85            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 5.5000%  | 0.0000% | $381.60            | $394.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 6.0000%  | 0.0000% | $7616592.00        | $7259494.85        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2048-09-01      | 3.0000%  | 0.0000% | $4144798.08        | $3485565.50        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-04-01      | 6.0000%  | 0.0000% | $9745344.00        | $9501319.62        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $476674.56         | $473685.60         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $27087497.28       | $27533367.00       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $19729843.20       | $20275350.67       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 6.0000%  | 0.0000% | $38273402.88       | $39682577.82       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-09-01      | 5.5000%  | 0.0000% | $1644894.72        | $1678885.59        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.5000%  | 0.0000% | $2143630.08        | $1705585.17        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $4687130.88        | $4377864.55        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-06-01      | 5.5000%  | 0.0000% | $368.64            | $304.48            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 5.5000%  | 0.0000% | $16696281.60       | $13909124.07       | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2054-03-01      | 6.0000%  | 0.0000% | $360.00            | $314.84            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 4.0000%  | 0.0000% | $23961.60          | $22940.28          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-11-01      | 5.5000%  | 0.0000% | $2575872.00        | $2620826.12        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp          | 2055-12-01      | 6.0000%  | 0.0000% | $1298728.80        | $1342919.35        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-10-20      | 3.5000%  | 0.0000% | $754558.56         | $65153.13          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $381.60            | $27.99             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-05-20      | 3.5000%  | 0.0000% | $62532000.00       | $7249065.75        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-08-20      | 3.0000%  | 0.0000% | $144000.00         | $19422.92          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $9054936.00        | $2603197.04        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $6587041.68        | $4598318.96        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-12-20      | 4.5000%  | 0.0000% | $189720.00         | $111000.13         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $9091479.60        | $5795447.21        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2037-03-20      | 1.5000%  | 0.0000% | $180000.00         | $99994.36          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $122760.36         | $102557.89         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-02-20      | 2.5000%  | 0.0000% | $18512686.08       | $11721337.58       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 3.5000%  | 0.0000% | $302238.36         | $220233.34         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.0000%  | 0.0000% | $1063123.20        | $803258.04         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 4.5000%  | 0.0000% | $2191575.96        | $1662661.78        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.0000%  | 0.0000% | $30600.00          | $23520.25          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $282240.00         | $218848.30         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $18000000.00       | $12930272.54       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $18000000.00       | $11537315.20       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2057-12-15      | 3.9700%  | 0.0000% | $2877408.00        | $2683964.21        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-08-20      | 5.0000%  | 0.0000% | $936000.00         | $924911.72         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $2595873.60        | $2534787.54        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3657006.72        | $3747425.97        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $4718916.00        | $4776280.19        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $675160.56         | $698370.55         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $930578.40         | $960969.29         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $360.00            | $367.92            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1440169.92        | $1501440.04        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $2182239.36        | $2076142.33        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $12993316.20       | $11594003.56       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $2526361.56        | $2586143.54        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $62285032.80       | $63743048.91       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2040-11-20      | 4.0000%  | 0.0000% | $689092.56         | $681402.29         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $181654539.12      | $182411675.24      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $8498350.08        | $8856895.47        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $3099196.80        | $3073040.79        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $96661.80          | $100495.65         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $219650.04         | $228009.67         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $418222.80         | $429696.32         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $179132.40         | $186914.81         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2039-05-20      | 5.5000%  | 0.0000% | $790506.36         | $19320.74          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-12-20      | 4.0000%  | 0.0000% | $1152.36           | $58.91             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-02-20      | 4.0000%  | 0.0000% | $15197040.00       | $769600.90         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-06-15      | 4.0000%  | 0.0000% | $484.56            | $20.56             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2042-05-20      | 4.0000%  | 0.0000% | $798.84            | $45.66             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-05-20      | 4.5000%  | 0.0000% | $360.00            | $4.36              | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $2787747.84        | $1157520.87        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-11-20      | 4.0000%  | 0.0000% | $3143646.72        | $1255485.93        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 5.5000%  | 0.0000% | $10835838.72       | $8924271.62        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $287640.00         | $182024.47         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-10-20      | 2.0000%  | 0.0000% | $6259299.84        | $4284935.84        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2044-07-15      | 5.4250%  | 0.0000% | $153518.04         | $117239.91         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-07-20      | 5.1989%  | 0.0000% | $385.56            | $383.44            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $6125598.00        | $3511567.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 5.0989%  | 0.0000% | $11106288.00       | $11101876.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $18000000.00       | $11785293.18       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $74480918.40       | $46305073.36       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $194952.60         | $123371.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $12262983.48       | $7368187.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $25159123.80       | $14940408.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $18000000.00       | $12013451.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $9467089.20        | $5981082.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $47947680.00       | $30094632.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $17999124.48       | $8105347.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $16006662.72       | $10473955.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $20136803.76       | $13910271.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.9989%  | 0.0000% | $168588313.56      | $92268682.95       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.2289%  | 0.0000% | $851217.84         | $744581.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.3989%  | 0.0000% | $8316504.00        | $3961141.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.1489%  | 0.0000% | $16901049.60       | $13516264.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.2989%  | 0.0000% | $246830.76         | $210694.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.1489%  | 0.0000% | $460.80            | $356.29            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 5.1989%  | 0.0000% | $4587793.92        | $3433496.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.1689%  | 0.0000% | $360.00            | $323.91            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.1689%  | 0.0000% | $16483176.00       | $13638984.30       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 5.3989%  | 0.0000% | $2335337.28        | $1786094.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 5.2989%  | 0.0000% | $17490420.00       | $15962274.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.1489%  | 0.0000% | $5005323.72        | $4843323.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.4989%  | 0.0000% | $362.88            | $354.17            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 5.4989%  | 0.0000% | $1199320.56        | $1182827.80        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury                            | 2026-02-19      | 0.0000%  | 0.0000% | $108.00            | $107.11            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-05-14      | 0.0000%  | 0.0000% | $36.00             | $35.40             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2026-01-15      | 0.0000%  | 0.0000% | $368892.00         | $367144.56         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2036-02-15      | 4.5000%  | 0.0000% | $1437660.00        | $1519747.04        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2042-05-15      | 3.0000%  | 0.0000% | $360.00            | $295.73            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 3.1250%  | 0.0000% | $127008.00         | $103904.41         | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2046-02-15      | 2.5000%  | 0.0000% | $36.00             | $25.93             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2048-05-15      | 3.1250%  | 0.0000% | $34164.00          | $26663.27          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2053-02-15      | 3.6250%  | 0.0000% | $5338584.00        | $4506058.90        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2043-11-15      | 4.7500%  | 0.0000% | $36.00             | $36.80             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-02-15      | 4.5000%  | 0.0000% | $288.00            | $288.33            | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2044-08-15      | 4.1250%  | 0.0000% | $1799892.00        | $1708660.34        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2055-05-15      | 4.7500%  | 0.0000% | $1666656.00        | $1689047.19        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2045-05-15      | 5.0000%  | 0.0000% | $2304.00           | $2419.78           | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2025-12-31      | 0.3750%  | 0.0000% | $21564.00          | $21538.20          | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2028-12-31      | 3.7500%  | 0.0000% | $36.00             | $36.82             | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2027-02-28      | 4.1250%  | 0.0000% | $2443320.00        | $2483900.06        | U.S. Treasuries (including strips)        |
| U.S. Treasury                            | 2030-09-30      | 3.6250%  | 0.0000% | $6883128.00        | $6931583.07        | U.S. Treasuries (including strips)        |

### Security 125: ABN AMRO Bank N.V.

- **C.1 - Title:** ABN AMRO Bank N.V. 4.090000%
- **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: BIV982V83, C.3 - LEI: BFXS5XCH7N0Y05NIXW11, C.5 - Other ID: BIV982V83
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 1.6800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp       | 2048-11-01      | 4.5000%  | 0.0000% | $3524022.00        | $801991.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-09-01      | 4.5000%  | 0.0000% | $4101502.00        | $3261511.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-11-01      | 5.0000%  | 0.0000% | $495622.67         | $396086.47         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-05-01      | 5.5000%  | 0.0000% | $20608187.33       | $17901410.61       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-09-01      | 2.5000%  | 0.0000% | $5118730.67        | $4008056.06        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2054-10-01      | 5.5000%  | 0.0000% | $4642861.33        | $4348332.25        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-07-01      | 4.5000%  | 0.0000% | $3570600.00        | $2989093.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-11-01      | 5.0000%  | 0.0000% | $1155528.67        | $899595.71         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-12-01      | 5.5000%  | 0.0000% | $1107640.67        | $731800.52         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-01-01      | 6.0000%  | 0.0000% | $8552996.00        | $5620425.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-08-01      | 5.0000%  | 0.0000% | $5594876.67        | $4774901.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2054-01-01      | 6.5000%  | 0.0000% | $5374161.33        | $4945933.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2051-06-01      | 3.0000%  | 0.0000% | $2137896.00        | $1506886.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2052-10-01      | 5.0000%  | 0.0000% | $7334743.33        | $6235289.01        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2053-02-01      | 5.0000%  | 0.0000% | $11899958.00       | $10093007.61       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $1337556.00        | $185428.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-01-01      | 4.0000%  | 0.0000% | $636690.00         | $136807.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-08-01      | 4.0000%  | 0.0000% | $15817826.00       | $2168049.24        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $23921803.33       | $5464049.65        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $125962.00         | $28238.58          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $1681479.33        | $837800.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $2332881.33        | $1696352.37        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $4073437.33        | $4019368.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $86018.00          | $56673.75          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 4.5650%  | 0.0000% | $7428196.67        | $5875731.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $216466.00         | $151283.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-04-01      | 4.7200%  | 0.0000% | $1575516.67        | $1626750.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-08-01      | 4.2300%  | 0.0000% | $11248666.67       | $11409269.50       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-11-01      | 4.4800%  | 0.0000% | $625873.33         | $640531.29         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $1366886.00        | $379366.44         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $68341658.67       | $19280424.68       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $31206.00          | $6182.16           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $35914668.67       | $9017199.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $89405051.33       | $20933713.19       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-08-01      | 4.0000%  | 0.0000% | $33006126.00       | $9603323.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $16365456.67       | $10621922.83       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $3177984.67        | $2034310.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $7477877.33        | $5451382.63        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $346290.67         | $237846.09         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $9643.33           | $7146.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $805343.33         | $605206.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $77662429.33       | $57274143.03       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $5096.00           | $3832.97           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $1764062.67        | $1409776.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $404290.67         | $279097.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $216591.33         | $137866.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-05-01      | 5.0000%  | 0.0000% | $2803906.67        | $2574287.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $2163089.33        | $2176477.26        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $8951208.00        | $9121700.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $667.33            | $557.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $4414694.67        | $3402192.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $2471236.67        | $1931414.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-07-01      | 2.5000%  | 0.0000% | $938697.33         | $731194.78         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $26774667.33       | $27075527.70       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $33381985.33       | $33688370.36       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $8458405.33        | $1852643.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-11-01      | 4.0000%  | 0.0000% | $1240.67           | $82.23             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $230948.67         | $23353.81          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-05-01      | 6.0000%  | 0.0000% | $14131550.67       | $13925352.90       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-05-01      | 5.5000%  | 0.0000% | $6119793.33        | $6079655.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-03-01      | 6.0000%  | 0.0000% | $820959.33         | $821385.18         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp       | 2055-10-01      | 5.5000%  | 0.0000% | $20049314.00       | $20065953.18       | Agency Mortgage-Backed Securities  |
| U.S. Treasury                         | 2028-11-15      | 3.1250%  | 0.0000% | $44835133.33       | $44436469.98       | U.S. Treasuries (including strips) |

### Security 126: Bank of Nova Scotia

- **C.1 - Title:** Bank of Nova Scotia 4.090000%
- **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: BIV982WY5, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72, C.5 - Other ID: BIV982WY5
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.6300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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% | $3450708.38        | $534941.79         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2042-09-01      | 3.5000%  | 0.0000% | $5116611.19        | $731461.39         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-09-01      | 4.5000%  | 0.0000% | $1980591.38        | $1518847.35        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-10-01      | 4.0000%  | 0.0000% | $1235461.50        | $941760.12         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-05-01      | 5.5000%  | 0.0000% | $187.50            | $139.01            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-05-01      | 6.0000%  | 0.0000% | $3357487.13        | $3026678.65        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-02-01      | 6.0000%  | 0.0000% | $187.50            | $179.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2049-07-01      | 3.5000%  | 0.0000% | $187.50            | $37.25             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-12-01      | 5.5000%  | 0.0000% | $9375000.00        | $7895849.77        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2030-07-01      | 2.5000%  | 0.0000% | $187.50            | $19.39             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2052-04-01      | 3.5000%  | 0.0000% | $358306.50         | $257522.43         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2053-01-01      | 6.0000%  | 0.0000% | $609933.94         | $310617.93         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2044-01-01      | 6.0000%  | 0.0000% | $453.38            | $252.12            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | 0.0000% | $1196.63           | $128.41            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 4.5000%  | 0.0000% | $6225272.44        | $399912.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $223.31            | $13.75             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-10-01      | 4.0000%  | 0.0000% | $187.50            | $14.74             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $3497609.63        | $3613351.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-12-01      | 5.5000%  | 0.0000% | $392.63            | $400.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $937500.00         | $102474.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 4.0000%  | 0.0000% | $187.50            | $30.15             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $119826.00         | $21152.97          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $2268595.50        | $2279414.43        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $9375000.00        | $7858606.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 4.0000%  | 0.0000% | $188.81            | $46.67             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $392947.50         | $293247.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $917551.88         | $682174.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 6.0000%  | 0.0000% | $193605.56         | $155570.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $3806321.81        | $3123329.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $425270.81         | $357549.14         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $909300.00         | $763711.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $781799.63         | $639565.26         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.5000%  | 0.0000% | $11250000.00       | $11376413.49       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 2.0000%  | 0.0000% | $8800350.00        | $3832983.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $60290.81          | $48264.13          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-02-01      | 5.5000%  | 0.0000% | $5747140.50        | $5417676.25        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-07-01      | 6.0000%  | 0.0000% | $5981399.25        | $6154620.48        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2054-12-01      | 6.5000%  | 0.0000% | $1381974.00        | $1232748.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-06-01      | 6.5000%  | 0.0000% | $192.00            | $187.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp          | 2055-08-01      | 5.5000%  | 0.0000% | $62158.31          | $62261.76          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $30682944.00       | $27378550.35       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $14971800.00       | $15268296.17       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $4343808.56        | $1401188.15        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $46271328.00       | $20866216.75       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $18435075.00       | $11045359.67       | Agency Mortgage-Backed Securities  |
| U.S. Treasury                            | 2029-11-15      | 1.7500%  | 0.0000% | $4891875.00        | $4580988.78        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2026-04-30      | 0.7500%  | 0.0000% | $17793.75          | $17575.96          | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2030-11-15      | 0.0000%  | 0.0000% | $9375000.00        | $7808278.13        | U.S. Treasuries (including strips) |
| U.S. Treasury                            | 2027-05-15      | 0.0000%  | 0.0000% | $1052579.39        | $999389.39         | U.S. Treasuries (including strips) |

### Security 127: Fixed Income Clearing Corp. - Bank of Nova Scotia

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of Nova Scotia 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV982Y49, C.3 - LEI: N/A, C.5 - Other ID: BIV982Y49
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 BILL | 2026-05-28      | 0.0000%  | 0.0000% | $77323300.00       | $75931712.57       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2051-05-15      | 2.3750%  | 0.0000% | $5000100.00        | $3254694.60        | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2043-05-15      | 3.8750%  | 0.0000% | $428136800.00      | $392615391.98      | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2053-08-15      | 4.1250%  | 0.0000% | $12239500.00       | $11298609.26       | U.S. Treasuries (including strips) |
| U.S. TREASURY BOND | 2054-05-15      | 4.6250%  | 0.0000% | $21281100.00       | $21125107.66       | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2028-06-30      | 1.2500%  | 0.0000% | $3249400.00        | $3087446.90        | U.S. Treasuries (including strips) |
| U.S. TREASURY NOTE | 2032-09-30      | 3.8750%  | 0.0000% | $2654900.00        | $2687124.93        | 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. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV982YA5, C.3 - LEI: N/A, C.5 - Other ID: BIV982YA5
- **C.18 - Value (incl. sponsor support):** $2200000000.00
- **C.18.a - Value (excl. sponsor support):** $2200000000.00
- **C.19 - Percentage of Net Assets:** 9.2300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2040-11-15      | 4.2500%  | 0.0000% | $636000000.00      | $624131122.61      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-08-15      | 3.1250%  | 0.0000% | $242000000.00      | $197978612.53      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-02-15      | 3.0000%  | 0.0000% | $228823300.00      | $175032613.01      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $274000000.00      | $181341666.75      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $13000000.00       | $9763104.14        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 4.7500%  | 0.0000% | $172310000.00      | $176132663.08      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-11-15      | 4.5000%  | 0.0000% | $727482000.00      | $707613755.17      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 4.7500%  | 0.0000% | $167074000.00      | $172006523.89      | U.S. Treasuries (including strips) |

### Security 129: Fixed Income Clearing Corp. - Bank of New York Mellon (The)

- **C.1 - Title:** Fixed Income Clearing Corp. - Bank of New York Mellon (The) 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV982YL1, C.3 - LEI: N/A, C.5 - Other ID: BIV982YL1
- **C.18 - Value (incl. sponsor support):** $2285000000.00
- **C.18.a - Value (excl. sponsor support):** $2285000000.00
- **C.19 - Percentage of Net Assets:** 9.5800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2026-11-27      | 0.0000%  | 0.0000% | $525000000.00      | $506614500.00      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 0.5000%  | 0.0000% | $530000000.00      | $500848272.38      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2028-02-29      | 4.0000%  | 0.0000% | $475000000.00      | $484940445.72      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-07-15      | 4.3750%  | 0.0000% | $162639000.00      | $167421965.50      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-11-15      | 4.1250%  | 0.0000% | $179216100.00      | $181581995.11      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2030-01-31      | 4.2500%  | 0.0000% | $470000000.00      | $489292886.96      | U.S. Treasuries (including strips) |

### Security 130: Fixed Income Clearing Corp. - BNP Paribas Securities Corp.

- **C.1 - Title:** Fixed Income Clearing Corp. - BNP Paribas Securities Corp. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV982YQ0, C.3 - LEI: N/A, C.5 - Other ID: BIV982YQ0
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 2.1000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? 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 | 2036-02-15      | 4.5000%  | 0.0000% | $400.00            | $422.84            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2037-05-15      | 5.0000%  | 0.0000% | $100.00            | $108.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-02-15      | 4.3750%  | 0.0000% | $5317500.00        | $5498784.30        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2038-05-15      | 4.5000%  | 0.0000% | $9408400.00        | $9722537.28        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-05-15      | 4.2500%  | 0.0000% | $829800.00         | $826222.93         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-08-15      | 4.5000%  | 0.0000% | $100.00            | $102.98            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2039-11-15      | 4.3750%  | 0.0000% | $1000.00           | $1002.78           | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-02-15      | 4.6250%  | 0.0000% | $34785000.00       | $36142078.74       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 3.8750%  | 0.0000% | $2047500.00        | $1948354.70        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 3.7500%  | 0.0000% | $499800.00         | $463631.34         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 3.1250%  | 0.0000% | $400.00            | $338.98            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 2.7500%  | 0.0000% | $100.00            | $78.48             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-02-15      | 3.1250%  | 0.0000% | $100.00            | $83.40             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $100.00            | $79.28             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-11-15      | 3.7500%  | 0.0000% | $4316300.00        | $3866475.44        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-02-15      | 3.6250%  | 0.0000% | $500.00            | $443.47            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-02-15      | 2.5000%  | 0.0000% | $294400.00         | $215401.34         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 2.8750%  | 0.0000% | $137000.00         | $106304.21         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-11-15      | 3.0000%  | 0.0000% | $8009900.00        | $6277481.57        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-05-15      | 2.5000%  | 0.0000% | $15026100.00       | $10698114.24       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2046-08-15      | 2.2500%  | 0.0000% | $654100.00         | $445549.27         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-02-15      | 3.0000%  | 0.0000% | $100.00            | $78.03             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2047-08-15      | 2.7500%  | 0.0000% | $1000.00           | $740.79            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-02-15      | 3.0000%  | 0.0000% | $100.00            | $77.22             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $81.26             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-08-15      | 2.2500%  | 0.0000% | $3003900.00        | $1956920.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2049-11-15      | 2.3750%  | 0.0000% | $200.00            | $132.37            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2050-08-15      | 1.3750%  | 0.0000% | $2788600.00        | $1428168.20        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $64.31             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2040-11-15      | 1.3750%  | 0.0000% | $1457400.00        | $965250.28         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2051-02-15      | 1.8750%  | 0.0000% | $117100.00         | $68226.78          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-02-15      | 1.8750%  | 0.0000% | $700.00            | $502.23            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-08-15      | 1.7500%  | 0.0000% | $1111200.00        | $769797.36         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-02-15      | 2.2500%  | 0.0000% | $1300.00           | $822.45            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-02-15      | 2.3750%  | 0.0000% | $200.00            | $151.49            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2052-08-15      | 3.0000%  | 0.0000% | $1200.00           | $896.28            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2042-11-15      | 4.0000%  | 0.0000% | $11200.00          | $10481.91          | U.S. Treasuries (including strips) |
| U.S. Treasury | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $98.74             | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-05-15      | 4.6250%  | 0.0000% | $7122100.00        | $7069894.38        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-05-15      | 4.6250%  | 0.0000% | $555900.00         | $558484.89         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2054-08-15      | 4.2500%  | 0.0000% | $900.00            | $848.86            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2044-11-15      | 4.6250%  | 0.0000% | $2841100.00        | $2847941.12        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2055-05-15      | 4.7500%  | 0.0000% | $41346100.00       | $41901576.63       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2045-08-15      | 4.8750%  | 0.0000% | $674900.00         | $705496.35         | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-01-31      | 4.0254%  | 0.0000% | $316790200.00      | $317823937.47      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-07-31      | 3.9624%  | 0.0000% | $4395500.00        | $4409047.64        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-31      | 3.9854%  | 0.0000% | $44492500.00       | $44642041.52       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-10-31      | 4.0218%  | 0.0000% | $8595100.00        | $8624647.06        | U.S. Treasuries (including strips) |

### Security 131: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.090000%
- **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: BIV982Z63, C.3 - LEI: RUC0QBLBRPRCU4W1NE59, C.5 - Other ID: BIV982Z63
- **C.18 - Value (incl. sponsor support):** $280000000.00
- **C.18.a - Value (excl. sponsor support):** $280000000.00
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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    | 2035-09-01      | 5.0300%  | 0.0000% | $2000000.00        | $2085425.83        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $1974.00           | $963.98            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $3706473.00        | $3051946.92        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $2048.00           | $1081.56           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-20      | 5.0000%  | 0.0000% | $3795967.00        | $3566982.96        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $110649209.00      | $114657365.95      | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $58624.00          | $58658.92          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2390.00           | $2428.54           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $8525027.00        | $8781366.04        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-10-16      | 4.5000%  | 0.0000% | $3152869.00        | $3148164.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-20      | 5.1814%  | 0.0000% | $150000000.00      | $150245615.00      | Agency Collateralized Mortgage Obligation |

### Security 132: Societe Generale

- **C.1 - Title:** Societe Generale 4.070000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BIV9831C5, C.3 - LEI: O2RNE8IBXP4R0TD8PU41, C.5 - Other ID: BIV9831C5
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name   | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury | 2043-05-15      | 2.8750%  | 0.0000% | $59710875.00       | $47337196.89       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2041-05-15      | 2.2500%  | 0.0000% | $174649650.00      | $131163286.28      | U.S. Treasuries (including strips) |
| U.S. Treasury | 2026-10-15      | 0.1250%  | 0.0000% | $24530800.00       | $28900656.20       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2027-04-15      | 0.1250%  | 0.0000% | $48124650.00       | $54375116.77       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 2.7500%  | 0.0000% | $62544300.00       | $61808449.22       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2033-08-15      | 3.8750%  | 0.0000% | $4271050.00        | $4327297.11        | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-05-31      | 4.5000%  | 0.0000% | $27598900.00       | $29086925.01       | U.S. Treasuries (including strips) |
| U.S. Treasury | 2029-11-30      | 4.1250%  | 0.0000% | $700.00            | $729.09            | U.S. Treasuries (including strips) |
| U.S. Treasury | 2032-07-31      | 4.0000%  | 0.0000% | $350.00            | $359.46            | U.S. Treasuries (including strips) |

## N-MFP: Signatures

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

**Date:** 2025-12-05

**By:** Adrien Deberghes

**Name of Signing Officer:** Adrien Deberghes

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